{symbol}: Level 3 Order Book

Description

Provides non-aggregated order book data showing each individual order with its unique order ID. Use this for detailed market microstructure analysis and order flow tracking. Unlike L2, each order is shown separately even at the same price.

From spec: Returns Level 3 Order Book data with individual orders. Each entry in bids and asks arrays contains order id, price (px), and quantity (qty). Unlike L2, L3 contains all individual orders without aggregation.

Parameters (1)

Examples (1)

curl 'https://api.blockchain.com/v3/exchange/l3/BTC-USD'

import requests

resp = requests.get("https://api.blockchain.com/v3/exchange/l3/BTC-USD")
data = resp.json()

import zingu_apis

api = zingu_apis.api("blockchain.com")
result = api.fetch("l3/{symbol}")

for item in result:
    print(item)

const resp = await fetch("https://api.blockchain.com/v3/exchange/l3/BTC-USD");
const data = await resp.json();

Probe History