Get L2 order book
hl_get_orderbookRetrieve Level-2 order book data for a perpetual coin, showing top bid/ask levels with price, size, and order count, plus spread and mid price. Use for market microstructure and liquidity analysis.
Instructions
Level-2 order book for a coin: top-N bid/ask levels with price, size, and order count, plus spread and mid. Use for microstructure, spread, and near-touch liquidity. If the coin is unknown, call hl_get_markets first.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| coin | Yes | Perp coin symbol, e.g. 'BTC' (case-insensitive). | |
| depth | No | Number of levels per side. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| asks | Yes | ||
| bids | Yes | ||
| coin | Yes | ||
| time | Yes | ||
| midPx | Yes | ||
| spread | Yes | ||
| spreadBps | Yes |