Order book L3

This section describes calls related to order book data, also known as books or passive level 3 data.

JSON structure

Order book L3 related commands return JSON structured like this:

    "symbol_id": "COINBASE_SPOT_BCH_USD",
    "time_exchange": "2020-08-27T10:28:35.6111130Z",
    "time_coinapi": "2020-08-27T10:28:35.6766461Z",
    "asks": [
            "id": "3c5e789c-4c84-448a-9c5d-50532ea1ccbb",
            "price": 272.89,
            "size": 1
            "id": "c64a76ba-5107-4c1b-b788-271ee88df318",
            "price": 272.9,
            "size": 18
		... cut ...
	"bids": [
            "id": "100d5004-f4e0-4e92-a571-392403d5b073",
            "price": 272.83,
            "size": 18
            "id": "0889cf06-4a9d-4519-98e6-fac5dcb7afbf",
            "price": 272.83,
            "size": 0.64185083
		... cut ...

Output variables

symbol_idOur symbol identifier, format documented here.
time_exchangeExchange time of order book
time_coinapiCoinAPI time when order book received from exchange
asksAll asks made by market makers
bidsAll bids made by market makers
idOrder identifier
pricePrice of bid/ask
sizeBid/ask base asset amount

Current data GET

curl https://rest.coinapi.io/v1/orderbooks3/current \
  --request GET
  --header "X-CoinAPI-Key: 73034021-THIS-IS-SAMPLE-KEY"

Get current order book snapshot for all or a specific symbol.

HTTP Request

  1. GET /v1/orderbooks3/current?filter_symbol_id={filter_symbol_id}&limit_levels={limit_levels}
  2. GET /v1/orderbooks3/{symbol_id}/current?limit_levels={limit_levels}

URL Parameters

filter_symbol_idstring[]Comma or semicolon delimited parts of symbol identifier used to filter response. (optional, full list available here)
limit_levelsintMaximum amount of levels from each side of the book to include in response (optional)

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