Get Order Book

Get the order book for a specific instrument.

Endpoint

GET /api/v3/market/orderBook/get

Description

Retrieves the current order book (bids and asks) for a specific trading instrument.

Authentication

Requires Bearer token authentication.

Authorization: Bearer {access_token}

Request Parameters

Parameter	Type	Required	Description
instrumentId	string	Yes*	Instrument ID (e.g., BINANCE:BTC/USDT)
venue	string	No*	Venue identifier
symbol	string	No*	Trading pair symbol
depth	integer	No	Order book depth (default: 10, max: 100)

*Either instrumentId OR both venue and symbol are required.

Response

Returns the order book data.

Field	Type	Description
instrumentId	string	Instrument identifier
venue	string	Venue identifier
symbol	string	Trading pair symbol
bids	array	Buy orders (sorted by price descending)
asks	array	Sell orders (sorted by price ascending)
timestamp	integer	Order book timestamp (milliseconds)

Bid/Ask Entry

Each entry in bids and asks is an array with:

• [0] - Price (string)
• [1] - Quantity (string)

Usage

import requests

headers = {"Authorization": f"Bearer {access_token}"}

# Using instrumentId
response = requests.get(
    "https://cadenza-api-uat.algo724.com/api/v3/market/orderBook/get",
    headers=headers,
    params={"instrumentId": "BINANCE:BTC/USDT", "depth": 10}
)

order_book = response.json()["data"]
print(f"Best bid: {order_book['bids'][0]}")
print(f"Best ask: {order_book['asks'][0]}")

# Using venue + symbol
response = requests.get(
    "https://cadenza-api-uat.algo724.com/api/v3/market/orderBook/get",
    headers=headers,
    params={"venue": "BINANCE", "symbol": "BTC/USDT", "depth": 5}
)

curl "https://cadenza-api-uat.algo724.com/api/v3/market/orderBook/get?instrumentId=BINANCE:BTC/USDT&depth=10" \
  -H "Authorization: Bearer eyJhbGciOiJIUzI1NiIs..."

Example Response

{
  "data": {
    "instrumentId": "BINANCE:BTC/USDT",
    "venue": "BINANCE",
    "symbol": "BTC/USDT",
    "bids": [
      ["50000.00", "1.5"],
      ["49999.50", "2.3"],
      ["49999.00", "0.8"],
      ["49998.50", "3.1"],
      ["49998.00", "1.2"]
    ],
    "asks": [
      ["50000.50", "1.2"],
      ["50001.00", "2.0"],
      ["50001.50", "0.5"],
      ["50002.00", "1.8"],
      ["50002.50", "2.5"]
    ],
    "timestamp": 1703052635110
  },
  "success": true,
  "errno": 0,
  "error": null
}

Error Responses

HTTP Code	Error	Description
400	Invalid request	Missing or invalid instrument parameters
401	Unauthorized	Invalid or expired access token
404	Not found	Instrument not found

Notes

• Bids are sorted from highest to lowest price (best bid first)
• Asks are sorted from lowest to highest price (best ask first)
• The spread is asks[0][0] - bids[0][0]
• For real-time order book updates, use the WebSocket API
• The depth parameter controls how many levels to return