Order Book Depth
Query periodic order book snapshots and slippage or impact metrics from supported live depth collectors, including Binance, Bybit, Hyperliquid, Lighter, Coinbase, and Kalshi. The API exposes latest-book summaries, historical precomputed impact series, point-in-time impact checks, and raw stored book levels.
Latest snapshots from the last 10 minutes for one or more exchanges, with top-of-book fields and precomputed impact tiers.
Windowed timeseries for one exchange, one symbol, and one side using the precomputed impact tiers stored with each snapshot.
Compute live impact for a requested USD size, or evaluate the nearest stored snapshot around a timestamp within your tier's lookback.
Return stored bid and ask levels for the latest or nearest point-in-time snapshot, with configurable depth up to full stored levels.