Market Data

Query venues, instruments, and order books from connected exchanges.

List Venues

Get all available exchanges:

Python

response = market_api.list_market_venues()
venues = response.data

for venue in venues:
    print(f"Venue: {venue.venue}")

TypeScript

const response = await marketApi.listMarketVenues()
const venues = response.data.data

venues.forEach(venue => {
  console.log(`Venue: ${venue.venue}`)
})

Go

response, _, err := apiClient.MarketAPI.ListMarketVenues(ctx).Execute()
if err != nil {
    panic(err)
}

for _, venue := range response.Data {
    fmt.Printf("Venue: %s\n", *venue.Venue)
}

List Instruments

Get tradeable instruments for a venue:

Python

response = market_api.list_market_instruments(
    venue=cadenza_client.Venue.BINANCE,
    limit=5
)
instruments = response.data

for inst in instruments:
    print(f"{inst.instrument_id}: {inst.base_asset}/{inst.quote_asset}")

TypeScript

const response = await marketApi.listMarketInstruments(
  undefined,    // instrumentId
  'BINANCE',    // venue
  undefined,    // symbol
  undefined,    // instrumentType
  undefined,    // instrumentStatus
  5             // limit
)
const instruments = response.data.data

instruments.forEach(inst => {
  console.log(`${inst.instrumentId}: ${inst.baseAsset}/${inst.quoteAsset}`)
})

Go

venue := client.VENUE_BINANCE
limit := int32(5)

response, _, err := apiClient.MarketAPI.ListMarketInstruments(ctx).
    Venue(venue).
    Limit(limit).
    Execute()
if err != nil {
    panic(err)
}

for _, inst := range response.Data {
    fmt.Printf("%s: %s/%s\n", *inst.InstrumentId, *inst.BaseAsset, *inst.QuoteAsset)
}

Get Order Book

Retrieve the order book for an instrument:

Python

response = market_api.get_market_order_book(
    venue=cadenza_client.Venue.BINANCE,
    symbol="BTC/USDT"
)
order_book = response.data

print(f"Best bid: {order_book.bids[0]}")
print(f"Best ask: {order_book.asks[0]}")

TypeScript

const response = await marketApi.getMarketOrderBook(
  undefined,    // instrumentId
  'BINANCE',    // venue
  'BTC/USDT'    // symbol
)
const orderBook = response.data.data

console.log('Best bid:', orderBook.bids[0])
console.log('Best ask:', orderBook.asks[0])

Go

venue := client.VENUE_BINANCE
symbol := "BTC/USDT"

response, _, err := apiClient.MarketAPI.GetMarketOrderBook(ctx).
    Venue(venue).
    Symbol(symbol).
    Execute()
if err != nil {
    panic(err)
}

orderBook := response.Data
fmt.Printf("Best bid: %v\n", orderBook.Bids[0])
fmt.Printf("Best ask: %v\n", orderBook.Asks[0])

Real-time Order Book

For real-time order book updates, subscribe to the market:orderBook:{instrumentId} channel. See the Quick Start for WebSocket setup.