fetchOrderBook
Read-only
Retrieve live or historical order book snapshots for any prediction market outcome, with support for range queries and compact summaries.
Instructions
Fetch the order book (bids/asks) for a specific outcome. Supports live and historical queries. For historical data, pass since to get a single snapshot, or since + until to get an array of fully reconstructed L2 books from the archive. Range queries return up to limit snapshots (default 100, max 1000).
Input Schema
TableJSON Schema
| Name | Required | Description | Default |
|---|---|---|---|
| exchange | Yes | The prediction market exchange to target. | |
| outcomeId | Yes | ||
| limit | No | ||
| side | No | Outcome side: 'yes' or 'no'. Required for exchanges like Limitless where the API returns a single orderbook per market. | |
| outcome | No | Outcome alias: 'yes' or 'no', or an outcome token ID. When set, the first argument is treated as a market ID and this value selects which outcome's order book to fetch. Accepts the literal strings 'yes'/'no' (resolved via a market lookup) or a raw outcome token ID. | |
| since | No | Unix timestamp (ms) — fetch a historical snapshot at or before this time, or the start of a range when combined with `until` (hosted API only). | |
| until | No | Unix timestamp (ms) — end of a historical range. When combined with `since`, returns an array of reconstructed L2 OrderBook snapshots between `since` and `until` (hosted API only). | |
| verbose | No | Return full uncompacted response. Default false returns a compact, agent-friendly summary. |