TradePortfolio
DocsRaw Book Snapshot
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Raw Book Snapshot

Dev

GET /orderbook/book

Returns stored bid and ask levels for the latest snapshot, or the nearest stored snapshot around a timestamp when at is provided. This endpoint exposes raw book arrays in addition to the top-of-book and depth metadata returned by the snapshot query.

Authentication

Requires Dev tier or higher. Latest snapshots are available to Dev; point-in-time at lookups are limited to the rolling 30-day Dev lookback. Pro and Team receive full stored history. This endpoint is categorized as historical for rate limiting: Dev receives 30 requests per minute, while Pro and Team receive 100 requests per minute.

Parameters

Query parameters

NameTypeRequiredDescription
exchangestring✓Single exchange slug. Supported depth venues include binance, bybit, hyperliquid, lighter, coinbase, kalshi, and extended.
symbolstring✓Single canonical or venue-native symbol. Symbols are normalized to uppercase unless they use a HIP-3 prefix such as xyz:BTC.
atstring (ISO 8601)–Timestamp for point-in-time book lookup. The nearest stored snapshot before or after this timestamp is used.
depthinteger|string–Number of bid and ask levels to return. Defaults to 100, clamps at 500. Use full or 0 for all stored levels.

Tier behavior

  • Pro: Access to latest and point-in-time raw stored book levels.
  • Team: Same endpoint behavior and historical rate-limit bucket as Pro.

Example request

bash
curl -H "X-Api-Key: lk_live_your_key_here" \
  "https://api.loris.tools/orderbook/book?exchange=binance&symbol=BTC&depth=5"

Example response

json
{
  "exchange": "binance",
  "symbol": "BTCUSDT",
  "canonical_symbol": "BTC",
  "at": null,
  "ts": "2026-07-30T12:00:00.123Z",
  "mid": 67249.75,
  "best_bid": 67249.5,
  "best_ask": 67250.0,
  "spread_bps": 0.0743,
  "taker_fee_bps": 5.0,
  "insufficient_depth": false,
  "seq_id": 123456789,
  "depth": 5,
  "bids": [
    [67249.5, 0.42],
    [67249.0, 1.15]
  ],
  "asks": [
    [67250.0, 0.38],
    [67250.5, 0.91]
  ]
}

Errors

  • 400 — Missing required parameter, multiple values where a single value is required, invalid timestamp, or invalid depth.
  • 404 — No snapshot found for the requested exchange and symbol.
  • 500 — ClickHouse is unavailable or the book query failed.

For authentication errors (401) and rate limit responses (429), see Errors.

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