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GET
/
api
/
v1
/
market
/
orderbook
/
:exchange
/
:symbol
Order Book
curl --request GET \
  --url https://api.example.com/api/v1/market/orderbook/:exchange/:symbol
{
  "error": "Exchange and symbol are required"
}

​
Overview

Retrieve the current order book for a trading pair, including bids and asks with price levels and quantities. This endpoint provides real-time market depth data essential for analyzing liquidity and market microstructure.

​
Endpoint

GET /api/v1/market/orderbook/:exchange/:symbol

​
Path Parameters

​
exchange
string
required
The exchange identifier (e.g., binance, coinbase, kraken)
​
symbol
string
required
The trading pair symbol in exchange format (e.g., BTC/USDT, ETH/USD)

​
Query Parameters

​
limit
integer
default:"20"
Number of price levels to return for both bids and asks. Valid range: 1-100. Default is 20.

​
Response Schema

​
exchange
string
required
The exchange name from the request
​
symbol
string
required
The trading pair symbol from the request
​
bids
array
required
Array of bid price levels, where each entry is [price, amount]
​
asks
array
required
Array of ask price levels, where each entry is [price, amount]
​
timestamp
timestamp
required
The timestamp when this order book snapshot was captured
​
cached
boolean
required
Indicates whether the data was served from Redis cache

​
Code Examples

curl -X GET "https://api.neuratrade.io/api/v1/market/orderbook/binance/BTC/USDT?limit=10" \
  -H "Content-Type: application/json"

​
Response Example

{
  "exchange": "binance",
  "symbol": "BTC/USDT",
  "bids": [
    [49999.50, 1.2345],
    [49999.00, 0.5678],
    [49998.50, 2.1234]
  ],
  "asks": [
    [50000.50, 0.9876],
    [50001.00, 1.5432],
    [50001.50, 0.7654]
  ],
  "timestamp": "2026-03-03T10:30:45Z",
  "cached": false
}

​
Caching Behavior

  • Cache TTL: 5 seconds (shorter than tickers due to rapid order book changes)
  • Cache Key Format: orderbook:{exchange}:{symbol}:{limit}
  • Cache Analytics: Cache hits/misses are tracked in the order_books category

​
Order Book Metrics

For advanced order book analysis including imbalance, liquidity scores, and depth metrics, use the metrics endpoint: 
GET /api/v1/market/orderbook/:exchange/:symbol/metrics
This endpoint calculates:
  • Bid-ask spread and mid-price
  • Order book imbalance at 1% and 2% depth
  • Liquidity scores
  • Best bid/ask prices

​
Error Responses

{
  "error": "Exchange and symbol are required"
}

​
Implementation Details

  • Data Source: Live CCXT service only (no database fallback)
  • Service Health Check: Returns 503 if CCXT service is unhealthy
  • Limit Validation: Values outside 1-100 range default to 20
  • Source Code: services/backend-api/internal/api/handlers/market.go:518

​
Use Cases

  • Market Making: Monitor bid/ask spreads for trading opportunities
  • Liquidity Analysis: Assess market depth before placing large orders
  • Arbitrage Detection: Compare order books across exchanges
  • Price Discovery: Identify support and resistance levels from order clustering

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