Orderbook

{
  "success": true,
  "data": {
    "symbol": "PERP_BTC_USDC",
    "mid_price": "77338.35",
    "spread": "1.70",
    "asks": [{ "price": "77339.20", "quantity": "0.45" }],
    "bids": [{ "price": "77337.50", "quantity": "0.32" }],
    "ts": 1714900000123
  },
  "ts": 1779269143700
}

Snapshot of a symbol’s orderbook with mid price and spread. Weight: 1

Request

{
  "type": "orderbook",
  "symbol": "PERP_BTC_USDC",
  "max_level": 100
}

Field	Type	Required	Default	Notes
`symbol`	string	Yes	—	Must exist in the `symbols` table; unknown → `INVALID_PARAM`
`max_level`	int	No	100	1..1000 (silently clamped)

Response

Field	Type	Notes
`mid_price`	string \| null	`(best_ask + best_bid) / 2`, 8 decimals (`HALF_DOWN`); `null` if either side empty
`spread`	string \| null	`best_ask − best_bid`; `null` if either side empty
`asks[]`, `bids[]`	array	Best-first; trimmed to `max_level`
`ts` (inner)	int64	Snapshot timestamp from cache (or `now` on cold cache)

Notes

Served from an in-memory snapshot — typically sub-millisecond
An empty book returns empty asks / bids arrays (not an error)

{
  "success": true,
  "data": {
    "symbol": "PERP_BTC_USDC",
    "mid_price": "77338.35",
    "spread": "1.70",
    "asks": [{ "price": "77339.20", "quantity": "0.45" }],
    "bids": [{ "price": "77337.50", "quantity": "0.32" }],
    "ts": 1714900000123
  },
  "ts": 1779269143700
}

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