Retrieve an aggregated order book that combines data from multiple venues for a given trading symbol. The aggregation includes venue information and can apply different fee strategies and order book types.
curl --request GET \
--url https://api.staging.layer1.com/trade/v1/market-data/order-book/{symbol}/aggregated \
--header 'Authorization: Bearer <token>'{
"timestamp": "2023-10-01T12:00:00Z",
"venue": null,
"symbol": {
"base": {
"code": "BTC"
},
"counter": {
"code": "USD"
}
},
"bids": [
{
"price": "42700.00",
"quantity": "0.5",
"venue": "kraken",
"timestamp": "2023-10-01T12:00:00Z",
"priceWithFee": "42700.00"
},
{
"price": "42650.00",
"quantity": "1.2",
"venue": "binance",
"timestamp": "2023-10-01T12:00:00Z",
"priceWithFee": "42650.00"
},
{
"price": "42600.00",
"quantity": "0.8",
"venue": "talos",
"timestamp": "2023-10-01T12:00:00Z",
"priceWithFee": "42600.00"
}
],
"asks": [
{
"price": "42800.00",
"quantity": "0.3",
"venue": "kraken",
"timestamp": "2023-10-01T12:00:00Z",
"priceWithFee": "42800.00"
},
{
"price": "42850.00",
"quantity": "0.7",
"venue": "binance",
"timestamp": "2023-10-01T12:00:00Z",
"priceWithFee": "42850.00"
},
{
"price": "42900.00",
"quantity": "1.1",
"venue": "talos",
"timestamp": "2023-10-01T12:00:00Z",
"priceWithFee": "42900.00"
}
],
"type": "INDICATIVE"
}Documentation Index
Fetch the complete documentation index at: https://exness-preview.mintlify.app/llms.txt
Use this file to discover all available pages before exploring further.
Trading pair symbol (e.g., BTC-USD, ETH-EUR)
1 - 32Type of order book to aggregate. Available types: INDICATIVE, FIRM, TOP, NATIVE, AGGREGATED, VWAP
INDICATIVE, FIRM, TOP, NATIVE, AGGREGATED, VWAP Fee strategy to apply when aggregating. Available strategies: MAKER, TAKER
MAKER, TAKER Aggregated order book retrieved successfully
Order book containing bid and ask orders for a trading pair
Timestamp when the order book data was recorded
Trading venue identifier
"kraken"
Venue account of the venue
"kraken"
Trading pair symbol
List of bid orders sorted by price in descending order
Show child attributes
List of ask orders sorted by price in ascending order
Show child attributes
Type of order book (e.g., INDICATIVE, FIRM)
INDICATIVE, AGGREGATED curl --request GET \
--url https://api.staging.layer1.com/trade/v1/market-data/order-book/{symbol}/aggregated \
--header 'Authorization: Bearer <token>'{
"timestamp": "2023-10-01T12:00:00Z",
"venue": null,
"symbol": {
"base": {
"code": "BTC"
},
"counter": {
"code": "USD"
}
},
"bids": [
{
"price": "42700.00",
"quantity": "0.5",
"venue": "kraken",
"timestamp": "2023-10-01T12:00:00Z",
"priceWithFee": "42700.00"
},
{
"price": "42650.00",
"quantity": "1.2",
"venue": "binance",
"timestamp": "2023-10-01T12:00:00Z",
"priceWithFee": "42650.00"
},
{
"price": "42600.00",
"quantity": "0.8",
"venue": "talos",
"timestamp": "2023-10-01T12:00:00Z",
"priceWithFee": "42600.00"
}
],
"asks": [
{
"price": "42800.00",
"quantity": "0.3",
"venue": "kraken",
"timestamp": "2023-10-01T12:00:00Z",
"priceWithFee": "42800.00"
},
{
"price": "42850.00",
"quantity": "0.7",
"venue": "binance",
"timestamp": "2023-10-01T12:00:00Z",
"priceWithFee": "42850.00"
},
{
"price": "42900.00",
"quantity": "1.1",
"venue": "talos",
"timestamp": "2023-10-01T12:00:00Z",
"priceWithFee": "42900.00"
}
],
"type": "INDICATIVE"
}