Order Book Depth
Query periodic order book snapshots and slippage or impact metrics from supported live depth collectors, including Binance, Bybit, Hyperliquid, Lighter, Coinbase, Kalshi, and Extended. The API exposes latest-book summaries, historical precomputed impact series, point-in-time impact checks, depth-band history, 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.
Historical bid and ask liquidity within a configurable basis-point band around mid.