query.orderbook.list

List order books for multiple instruments.

Method

query.orderbook.list

Description

Returns order books for multiple instruments in a single request. Useful for fetching market data across multiple trading pairs.

Parameters

Field	Type	Required	Description
instrumentIds	string[]	No*	List of instrument IDs
venue	string	No*	Filter by venue
symbols	string[]	No*	Filter by symbols
depth	integer	No	Number of price levels per book (default: 20)

*At least one filter is required.

Result

Returns an array of order book objects.

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)

Usage

# Get order books by instrument IDs
result = await client.rpc("query.orderbook.list", {
    "instrumentIds": ["BINANCE:BTC/USDT", "BINANCE:ETH/USDT"],
    "depth": 10
})

# Get all order books for a venue
result = await client.rpc("query.orderbook.list", {
    "venue": "BINANCE",
    "symbols": ["BTC/USDT", "ETH/USDT"]
})

Example Response

{
  "data": [
    {
      "instrumentId": "BINANCE:BTC/USDT",
      "venue": "BINANCE",
      "symbol": "BTC/USDT",
      "bids": [
        {"price": "50000.00", "quantity": "1.5"}
      ],
      "asks": [
        {"price": "50000.50", "quantity": "1.2"}
      ],
      "timestamp": "2024-01-15T10:30:00.000Z"
    },
    {
      "instrumentId": "BINANCE:ETH/USDT",
      "venue": "BINANCE",
      "symbol": "ETH/USDT",
      "bids": [
        {"price": "2500.00", "quantity": "10.0"}
      ],
      "asks": [
        {"price": "2500.50", "quantity": "8.5"}
      ],
      "timestamp": "2024-01-15T10:30:00.000Z"
    }
  ]
}