query.orderbook.get

Get order book for an instrument.

Method

query.orderbook.get

Description

Returns the current order book (bids and asks) for a specific trading instrument. Optionally specify depth to limit the number of price levels returned.

Parameters

Field	Type	Required	Description
instrumentId	string	No*	Instrument ID (e.g., "BINANCE:BTC/USDT")
venue	string	No*	Venue (alternative to instrumentId)
symbol	string	No*	Symbol (alternative to instrumentId)
depth	integer	No	Number of price levels (default: 20)

*Either instrumentId OR (venue + symbol) is required.

Result

Order Book Object

Field	Type	Description
instrumentId	string	Instrument identifier
venue	string	Exchange venue
symbol	string	Trading symbol
bids	array	Bid orders (sorted by price descending)
asks	array	Ask orders (sorted by price ascending)
timestamp	string	Snapshot timestamp (ISO 8601)

Order Book Level

Field	Type	Description
price	string	Price level
quantity	string	Available quantity

Usage

# Get order book by instrument ID
result = await client.rpc("query.orderbook.get", {
    "instrumentId": "BINANCE:BTC/USDT",
    "depth": 10
})

# Get order book by venue and symbol
result = await client.rpc("query.orderbook.get", {
    "venue": "BINANCE",
    "symbol": "BTC/USDT",
    "depth": 20
})

Example Response

{
  "instrumentId": "BINANCE:BTC/USDT",
  "venue": "BINANCE",
  "symbol": "BTC/USDT",
  "bids": [
    {"price": "50000.00", "quantity": "1.5"},
    {"price": "49999.50", "quantity": "2.3"},
    {"price": "49999.00", "quantity": "0.8"}
  ],
  "asks": [
    {"price": "50000.50", "quantity": "1.2"},
    {"price": "50001.00", "quantity": "3.1"},
    {"price": "50001.50", "quantity": "0.5"}
  ],
  "timestamp": "2024-01-15T10:30:00.000Z"
}