Order book L3
This section describes calls related to order book data, also known as books or passive level 3 data.
JSON structure
Order book L3 related commands return JSON structured like this:
[
{
"symbol_id": "COINBASE_SPOT_BCH_USD",
"time_exchange": "2020-08-27T10:28:35.6111130Z",
"time_coinapi": "2020-08-27T10:28:35.6766461Z",
"asks": [
{
"id": "3c5e789c-4c84-448a-9c5d-50532ea1ccbb",
"price": 272.89,
"size": 1
},
{
"id": "c64a76ba-5107-4c1b-b788-271ee88df318",
"price": 272.9,
"size": 18
},
... cut ...
],
"bids": [
{
"id": "100d5004-f4e0-4e92-a571-392403d5b073",
"price": 272.83,
"size": 18
},
{
"id": "0889cf06-4a9d-4519-98e6-fac5dcb7afbf",
"price": 272.83,
"size": 0.64185083
},
... cut ...
]
}
]Output variables
| Variable | Description |
|---|---|
| symbol_id | Our symbol identifier, format documented here. |
| time_exchange | Exchange time of order book |
| time_coinapi | CoinAPI time when order book received from exchange |
| asks | All asks made by market makers |
| bids | All bids made by market makers |
| id | Order identifier |
| price | Price of bid/ask |
| size | Bid/ask base asset amount |
Current data GET
curl https://rest.coinapi.io/v1/orderbooks3/current \
--request GET
--header "X-CoinAPI-Key: 73034021-THIS-IS-SAMPLE-KEY"Get current order book snapshot for all or a specific symbol.
HTTP Request
GET /v1/orderbooks3/current?filter_symbol_id={filter_symbol_id}&limit_levels={limit_levels}GET /v1/orderbooks3/{symbol_id}/current?limit_levels={limit_levels}
URL Parameters
| Parameter | Type | Description |
|---|---|---|
| filter_symbol_id | string[] | Comma or semicolon delimited parts of symbol identifier used to filter response. (optional, full list available here) |
| limit_levels | int | Maximum amount of levels from each side of the book to include in response (optional) |
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