List Order Books

Get order books for multiple instruments.

Endpoint

GET /api/v3/market/orderBook/list

Description

Retrieves order books for multiple trading instruments in a single request.

Authentication

Requires Bearer token authentication.

Authorization: Bearer {access_token}

Request Parameters

Parameter	Type	Required	Description
instrumentIds	array	No*	Array of instrument IDs
venue	string	No*	Filter by venue
symbols	string	No*	Comma-separated symbols
depth	integer	No	Order book depth (default: 10, max: 100)

*At least one filter parameter is required.

Response

Returns an array of order book objects.

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)

Usage

import requests

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

# Get order books for specific instruments
response = requests.get(
    "https://cadenza-api-uat.algo724.com/api/v3/market/orderBook/list",
    headers=headers,
    params={
        "instrumentIds": ["BINANCE:BTC/USDT", "BINANCE:ETH/USDT"],
        "depth": 5
    }
)

order_books = response.json()["data"]
for ob in order_books:
    print(f"{ob['instrumentId']}: bid={ob['bids'][0][0]}, ask={ob['asks'][0][0]}")

# Get order books by venue and symbols
response = requests.get(
    "https://cadenza-api-uat.algo724.com/api/v3/market/orderBook/list",
    headers=headers,
    params={
        "venue": "BINANCE",
        "symbols": "BTC/USDT,ETH/USDT",
        "depth": 10
    }
)

curl "https://cadenza-api-uat.algo724.com/api/v3/market/orderBook/list?venue=BINANCE&symbols=BTC/USDT,ETH/USDT&depth=5" \
  -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"]
      ],
      "asks": [
        ["50000.50", "1.2"],
        ["50001.00", "2.0"],
        ["50001.50", "0.5"]
      ],
      "timestamp": 1703052635110
    },
    {
      "instrumentId": "BINANCE:ETH/USDT",
      "venue": "BINANCE",
      "symbol": "ETH/USDT",
      "bids": [
        ["2500.00", "10.5"],
        ["2499.90", "20.3"],
        ["2499.80", "15.8"]
      ],
      "asks": [
        ["2500.10", "12.2"],
        ["2500.20", "8.0"],
        ["2500.30", "5.5"]
      ],
      "timestamp": 1703052635115
    }
  ],
  "success": true,
  "errno": 0,
  "error": null
}

Error Responses

HTTP Code	Error	Description
400	Invalid request	Missing or invalid parameters
401	Unauthorized	Invalid or expired access token

Notes

• More efficient than making multiple individual requests
• Order books are fetched in parallel from the exchange
• Not all requested instruments may be returned if some are unavailable
• For real-time updates, use the WebSocket API with channel subscriptions