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Live Depth Snapshot

Dev

GET /orderbook/live

Returns the latest order book depth snapshot for each requested exchange and symbol, limited to snapshots ingested in the last 10 minutes. Each result includes top-of-book prices, spread, taker fee, an insufficient-depth flag, and the precomputed impact tiers stored with the snapshot. Raw bid and ask arrays are not returned by this endpoint.

Authentication

Requires Dev tier or higher. This endpoint is categorized as live for rate limiting: Dev receives 60 requests per minute, Pro and Team receive 120 requests per minute.

Parameters

Query parameters

NameTypeRequiredDescription
exchangestring✓Comma-separated exchange slugs. Supported depth venues include binance, bybit, hyperliquid, lighter, coinbase, and kalshi.
symbolstring–Comma-separated symbols. Symbols are normalized to uppercase unless they use a HIP-3 prefix such as xyz:BTC.

Tier behavior

  • Dev: Access to latest snapshots only. Uses the live rate-limit bucket.
  • Pro: Same response shape with the Pro live rate-limit bucket.

Example request

bash
curl -H "X-Api-Key: lk_live_your_key_here" \
  "https://api.loris.tools/orderbook/live?exchange=binance,hyperliquid&symbol=BTC,ETH"

Example response

json
{
  "results": [
    {
      "exchange": "binance",
      "symbol": "BTC",
      "ts": "2026-07-30T12:00:00.123Z",
      "best_bid": 67249.5,
      "best_ask": 67250.0,
      "mid": 67249.75,
      "spread_bps": 0.0743,
      "taker_fee_bps": 5.0,
      "insufficient_depth": false,
      "impact": [
        {
          "side": "buy",
          "notional": 1000.0,
          "slippage_bps": 0.01,
          "total_bps": 5.01,
          "levels": 1,
          "filled": true
        },
        {
          "side": "sell",
          "notional": 1000.0,
          "slippage_bps": 0.02,
          "total_bps": 5.02,
          "levels": 1,
          "filled": true
        }
      ]
    }
  ]
}

Errors

  • 400 — Missing exchange parameter.
  • 500 — ClickHouse is unavailable or the live query failed.

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

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