l2Book

Get L2 orderbook snapshot with aggregated price levels.

Overview

The l2Book endpoint returns L2 orderbook snapshots — aggregated price levels with total size and order count at each level. Supports optional price aggregation via significant figures and mantissa parameters.

Key details:

• Depth-20 snapshots (top 20 bids and asks)

• Refreshed once per second

• Supports price aggregation (nSigFigs, mantissa)

• Returns zstd-compressed msgpack

Request

Endpoint: POST /info

Single coin:

{
    "type": "l2Book",
    "coin": "ETH"
}

Multiple coins:

{
    "type": "l2Book",
    "coins": ["ETH", "BTC", "SOL"]
}

With aggregation:

{
    "type": "l2Book",
    "coin": "BTC",
    "nSigFigs": 5,
    "mantissa": 2
}

Parameters:

Parameter	Type	Required	Description
coin	string	No*	Single coin to fetch. Outcome markets ("#2870" etc.) are accepted.
coins	string[]	No*	Multiple coins to fetch. Outcome markets are accepted.
nSigFigs	number	No	Aggregate price levels to N significant figures (2-5).
mantissa	number	No	Snap to mantissa step (2 or 5). Only valid when nSigFigs=5.

* Either coin or coins must be provided. This endpoint has no all-markets / firehose mode — use l2BookDiffSnapshot for that.

Response

Headers:

• Content-Type: application/octet-stream

• Content-Encoding: zstd

Format: Zstd-compressed msgpack L2BookSnapshot:

{
    "coin": "ETH",
    "time": 1704067200000,
    "levels": [
        [
            {"px": "3245.5", "sz": "12.4", "n": 3},
            {"px": "3244.0", "sz": "8.7", "n": 5}
        ],
        [
            {"px": "3246.0", "sz": "6.2", "n": 2},
            {"px": "3247.5", "sz": "15.3", "n": 4}
        ]
    ],
    "height": 782007304
}

For multiple coins, each snapshot is returned as a separate zstd-compressed msgpack blob.

Field reference

Field	Type	Description
coin	string	Market symbol
time	number	Block timestamp (milliseconds since epoch)
levels	array	Tuple of [bids, asks]. Bids descending, asks ascending.
levels[][].px	string	Price as decimal string
levels[][].sz	string	Total size at this price level
levels[][].n	number	Number of orders at this level
height	number	Block height of this snapshot

Common errors

• 400: Missing or invalid coin/coins parameter

• 400: Invalid nSigFigs (must be 2-5) or mantissa (must be 2 or 5 with nSigFigs=5)

• 403: Permission denied - check API key

• 404: No snapshot available yet

• 429: Rate limit exceeded