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CoinMetricsClient.get_market_orderbooks

coinmetrics.api_client.CoinMetricsClient.get_market_orderbooks(
    markets,
    granularity=None,
    page_size=None,
    paging_from='start',
    start_time=None,
    end_time=None,
    start_inclusive=None,
    end_inclusive=None,
    depth_limit='100',
    timezone=None,
    limit_per_market=None,
    format='json_stream',
    dataset=None,
    start_with_snapshot=None,
)

Returns market order books for specified markets and date range. For more information on order books, see: https://docs.coinmetrics.io/info/markets/orderbook

  • Parameters:
    • markets (list (str ) , str) -- list of market ids. Market ids use the following naming convention: exchangeName-baseAsset-quoteAsset-spot for spot markets, exchangeName-futuresSymbol-future for futures markets, and exchangeName-optionsSymbol-option for options markets. e.g., 'coinbase-btc-usd-spot', 'bitmex-XBTUSD-future'
    • granularity (str) -- Downsampling granularity of market order books and quotes. Supported values are raw, 1m, 1h, and 1d.
    • page_size (int) -- number of items returned per page when calling the API. If the request times out, try using a smaller number.
    • paging_from (PagingFrom , str) -- Defines where you want to start receiving items from, 'start' or 'end' of the timeseries.
    • start_time (datetime , date , str) -- Start time of the timeseries (string or datetime). Datetime object may be timezone naive or aware. Multiple formats of ISO 8601 are supported: 2006-01-20T00:00:00Z, 2006-01-20T00:00:00.000Z, 2006-01-20T00:00:00.123456Z, 2006-01-20T00:00:00.123456789, 2006-01-20, 20060120
    • end_time (datetime , date , str) -- End time of the timeseries (string or datetime). Datetime object may be timezone naive or aware. Multiple formats of ISO 8601 are supported: 2006-01-20T00:00:00Z, 2006-01-20T00:00:00.000Z, 2006-01-20T00:00:00.123456Z, 2006-01-20T00:00:00.123456789, 2006-01-20, 20060120
    • start_inclusive (bool) -- Flag to define if start timestamp must be included in the timeseries if present. True by default.
    • end_inclusive (bool) -- Flag to define if end timestamp must be included in the timeseries if present. True by default.
    • depth_limit (str) -- book depth limit, 100 levels max or full book that is not limited and provided as is from the exchange. Full book snapshots are collected once per hour
    • timezone (str) -- timezone of the start/end times in db format for example: "America/Chicago". Default value is "UTC". For more details check out API documentation page.
    • limit_per_market (int) -- How many entries per market the result should contain.
    • format (str) -- Format of the response. Supported values are json, json_stream, csv. Default is json_stream. Setting format='json_stream' is generally more performant. page_size and paging_from is ignored when format='json_stream'.
    • dataset (str) -- Logical order book dataset to return. snapshots (default) returns snapshot rows only. updates returns snapshot and incremental update rows for migrated exchanges.
    • start_with_snapshot (bool) -- Applies only when dataset=updates. When true, the response may include a snapshot from before start_time for order book state initialization. Ignored when dataset=snapshots.

Returns: