Market Data
Get Order Book Snapshot
Read current depth, last price, and the 24-hour tape
GET
Returns a point-in-time view of one book: aggregated depth on both sides, the last traded price, the live price reference where one is configured, and rolling 24-hour statistics.
When the book pools depth with peers, all four widen to the whole eligible set, so the depth you see is the depth an order would actually reach.
Depth counts only orders that can be hit:
OPEN or PARTIALLY_FILLED, not past their signed expiry, and backed by a reservation. It does not re-read the chain, so a signature a trader retired on chain without telling the venue can still appear here until an incoming order reaches it and it is pruned. Treat the depth as indicative and the fill as authoritative.
A depth read that fails returns empty sides rather than an error.
Path Parameters
string
required
Order book ID.
Query Parameters
integer
default:"20"
Price levels per side, capped at 100.
Response Fields
object
Trades whose settlement failed permanently are excluded from
lastPrice and stats24h. On this venue that matters more than elsewhere: a refused settlement is reversed outright, so counting it would print a trade that never happened.