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How do I get this data via API?

Posted: Sun Sep 08, 2024 9:53 pm
by pzgwl
How do I get this data

[... {'price': 55680, 'volume': 535.88}, {'price': 55040, 'volume': 1200}, ...]

as pictured, for a given range of interest, via rest API or websocket for Binance Futures and Bybit BTCUSDT?

Thanks
 

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Re: How do I get this data via API?

Posted: Mon Sep 09, 2024 6:20 am
by Andry API support
It would be much easier if you used Bookmap L1 API for your purpose. To recommend you a certain API we would be grateful if you answered these questions:
 * Java or Python, which one do you prefer?
 * how experienced are you in programming (beginner/intermediate/professonal)?

You also may want to learn more about Bookmap L1 API here
https://bookmap.com/knowledgebase/docs/ ... ons-api-l1

Re: How do I get this data via API?

Posted: Mon Sep 09, 2024 6:44 am
by pzgwl
Hi Andry, thanks for reaching out. Python intermediate. I see there is a Python API (https://github.com/BookmapAPI/python-api), but does it only run as an add-on with the bookmap app running?

I trade from a linux VM on AWS, so it's just terminal. Ideally I would just pass API keys in the request and nothing else.

Looking forward to your recommendation

Re: How do I get this data via API?

Posted: Mon Sep 09, 2024 7:04 am
by Andry API support
I see there is a Python API (https://github.com/BookmapAPI/python-api), but does it only run as an add-on with the bookmap app running?
Yes.
These figures [... {'price': 55680, 'volume': 535.88}, {'price': 55040, 'volume': 1200}, ...] are a representation of an orderbook.
Please see this chapter for more info
https://developers.binance.com/docs/der ... Order-Book

Re: How do I get this data via API?

Posted: Mon Sep 09, 2024 11:11 am
by pzgwl
I already tried the Binance API first, but it does not show order book prices beyond a very tight range; (example below) 54.2 - 54.7k, and that's it. 

I was hoping for a solution via just API keys (and no software) as there is web.bookmap.com which requires no software; it's just a request from a browser.

I'm sure this can be automated to get the data I am looking for, but it's really a lot of unnecessary extra work from my end. I don't know how Bookmap doesn't provide access to extended-range order book in a simpler way.  


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Re: How do I get this data via API?

Posted: Tue Feb 18, 2025 9:10 pm
by abanoori
Is there a solution for this? I'm looking for current order book (COB) data on NASDAQ listed stocks.

Re: How do I get this data via API?

Posted: Wed Feb 19, 2025 12:36 pm
by Andry API support
Hi,
It is not possible if you need dxFeed realtime data. It is possible only for delayed data.
For dxFeed realtime it could be possible if both conditions met:
 - you had a permission form dxFeed to use realtime data;
 - you used Java API.