Orderbook API

The orderbook namespace queries historical futures orderbook depth for one exchange product or a Velo-aggregated coin.

List of symbols that support orderbooks

   // Supported products for orderbooks

┌────┬─────────────────┬──────────┬───────────────┐
│    │ exchange        │ coin     │ product       │
├────┼─────────────────┼──────────┼───────────────┤
│  0 │ hyperliquid     │ BRENTOIL │ xyz:BRENTOIL  │
│  1 │ binance-futures │ BTC      │ BTCUSDT       │
│  2 │ hyperliquid     │ BTC      │ BTC-USD       │
│  3 │ bybit           │ BTC      │ BTCUSDT       │
│  4 │ okex-swap       │ BTC      │ BTC-USDT-SWAP │
│  5 │ binance-futures │ CL       │ CLUSDT        │
│  6 │ hyperliquid     │ CL       │ xyz:CL        │
│  7 │ bybit           │ CL       │ CLUSDT        │
│  8 │ hyperliquid     │ ETH      │ ETH-USD       │
│  9 │ bybit           │ ETH      │ ETHUSDT       │
│ 10 │ okex-swap       │ ETH      │ ETH-USDT-SWAP │
│ 11 │ binance-futures │ ETH      │ ETHUSDT       │
│ 12 │ hyperliquid     │ HYPE     │ HYPE-USD      │
│ 13 │ bybit           │ HYPE     │ HYPEUSDT      │
│ 14 │ binance-futures │ HYPE     │ HYPEUSDT      │
│ 15 │ okex-swap       │ SOL      │ SOL-USDT-SWAP │
│ 16 │ binance-futures │ SOL      │ SOLUSDT       │
│ 17 │ hyperliquid     │ SOL      │ SOL-USD       │
│ 18 │ bybit           │ SOL      │ SOLUSDT       │
│ 19 │ hyperliquid     │ SP500    │ xyz:SP500     │
│ 20 │ hyperliquid     │ SPCX     │ xyz:SPCX      │
│ 21 │ bybit           │ XAG      │ XAGUSDT       │
│ 22 │ hyperliquid     │ XAG      │ xyz:SILVER    │
│ 23 │ binance-futures │ XAG      │ XAGUSDT       │
│ 24 │ hyperliquid     │ XAU      │ xyz:GOLD      │
│ 25 │ bybit           │ XAU      │ XAUUSDT       │
│ 26 │ binance-futures │ XAU      │ XAUUSDT       │
│ 27 │ hyperliquid     │ XRP      │ XRP-USD       │
│ 28 │ binance-futures │ XRP      │ XRPUSDT       │
│ 29 │ bybit           │ XRP      │ XRPUSDT       │
│ 30 │ okex-swap       │ XRP      │ XRP-USDT-SWAP │
│ 31 │ hyperliquid     │ XYZ100   │ xyz:XYZ100    │
└────┴─────────────────┴──────────┴───────────────┘

APIs

API	Description
`.levels()`	Describes an orderbook depth request.

Required scope

Property	Description
`exchange` and `product`	Targets one exchange-native futures product.
`coin`	Targets a Velo-aggregated orderbook across tracked futures exchanges.
`between`	Uses an explicit beginning and end time.
`last`	Uses a trailing duration ending at the current time.
`resolution`	Sets the time interval for each returned orderbook.

Queries require exactly one target (either exchange and product, or coin), one time range (between or last), and a resolution. Use catalog.futures() to find products with depth: true.