v1

latestOpenAPI 3.1.0UNLICENSED2026-07-26216788.0 KB

Orderbook

GetOrderBook

Returns a simulated aggregated order-book depth for one market: bid and ask price levels, each bucketed by tickSize and sorted toward the best price. Resolved by market_id or market_symbol.

post/orderbook_service.v1.OrderBookService/GetOrderBook

Headers

Connect-Protocol-Version1 required

Define the version of the Connect protocol. If omitted, use 1.

Connect-Timeout-Msnumber

Define the timeout, in ms

Request body

tickSizenumber float

Price bucket size to group orders into levels. 0 disables bucketing. Otherwise must be a power-of-ten multiple of the market's minimum tick size (1 / 10^tickDecimals, from that market's config) — e.g. 0.01, 0.1, 1, 10. A value below the market's minimum tick is clamped up to that minimum rather than rejected. Any other value (not a power-of-ten step, or negative) returns INVALID_ARGUMENT.

sizeInUsdboolean

Whether to express level sizes in USD notional (true) or the underlying asset's units (false).

levelsinteger

Maximum number of price levels to return per side. 0 or omitted returns all levels.

limitinteger nullable

Maximum number of underlying orders to aggregate before building levels. Defaults to 50.

offsetinteger nullable

Number of underlying orders to skip before aggregating.

totalOrderCountinteger nullable

Accepted but currently ignored.

Response

Success

Example response

{
  "orderBook": {
    "timestamp": "2023-01-15T01:30:15.01Z"
  }
}