Order Book Methods

Methods for querying order book state, depth, and spread. These methods do not require authentication.

lx_getOrderBook

Get a snapshot of the order book for a market.

Parameters

Name	Type	Required	Description
`market`	string	Yes	Trading pair (e.g., "BTC-USDT")
`depth`	integer	No	Number of price levels (default: 20, max: 500)
`aggregate`	string	No	Price aggregation level (e.g., "0.01", "1", "10")

Request

{
  "jsonrpc": "2.0",
  "id": 1,
  "method": "lx_getOrderBook",
  "params": {
    "market": "BTC-USDT",
    "depth": 20
  }
}

Response

{
  "jsonrpc": "2.0",
  "id": 1,
  "result": {
    "market": "BTC-USDT",
    "bids": [
      ["42000.00", "1.5000", 3],
      ["41999.50", "2.2500", 5],
      ["41999.00", "0.7500", 2],
      ["41998.50", "3.0000", 7],
      ["41998.00", "1.2500", 4]
    ],
    "asks": [
      ["42000.50", "1.2000", 2],
      ["42001.00", "0.8000", 3],
      ["42001.50", "2.5000", 6],
      ["42002.00", "1.0000", 4],
      ["42002.50", "3.2000", 8]
    ],
    "sequence": 1234567890,
    "timestamp": 1702300000000
  }
}

Price Level Format

Each bid/ask entry is an array: [price, quantity, orderCount]

Index	Type	Description
0	string	Price level
1	string	Total quantity at price
2	integer	Number of orders at price

curl Example

curl -X POST https://api.lux.network/rpc \
  -H "Content-Type: application/json" \
  -d '{
    "jsonrpc": "2.0",
    "id": 1,
    "method": "lx_getOrderBook",
    "params": {
      "market": "BTC-USDT",
      "depth": 20
    }
  }'

Aggregated Order Book

Request with price aggregation:

{
  "jsonrpc": "2.0",
  "id": 1,
  "method": "lx_getOrderBook",
  "params": {
    "market": "BTC-USDT",
    "depth": 10,
    "aggregate": "10"
  }
}

Response (prices rounded to nearest 10):

{
  "jsonrpc": "2.0",
  "id": 1,
  "result": {
    "market": "BTC-USDT",
    "aggregate": "10",
    "bids": [
      ["42000", "8.7500", 21],
      ["41990", "12.3000", 35],
      ["41980", "6.2000", 18]
    ],
    "asks": [
      ["42010", "7.5000", 19],
      ["42020", "9.8000", 28],
      ["42030", "5.1000", 15]
    ],
    "sequence": 1234567890,
    "timestamp": 1702300000000
  }
}

Errors

Code	Message	Cause
-32001	Market not found	Invalid market symbol
-32602	Invalid params	Invalid depth or aggregate value

Rate Limit

Limit: 100 requests per second
Note: Public endpoint, no authentication required

lx_getOrderBookDepth

Get cumulative order book depth (useful for depth charts).

Parameters

Name	Type	Required	Description
`market`	string	Yes	Trading pair
`levels`	integer	No	Number of depth levels (default: 50, max: 200)
`priceRange`	string	No	Percentage range from mid-price (e.g., "5%")

Request

{
  "jsonrpc": "2.0",
  "id": 1,
  "method": "lx_getOrderBookDepth",
  "params": {
    "market": "BTC-USDT",
    "levels": 50
  }
}

Response

{
  "jsonrpc": "2.0",
  "id": 1,
  "result": {
    "market": "BTC-USDT",
    "midPrice": "42000.25",
    "bidDepth": [
      {
        "price": "42000.00",
        "quantity": "1.5000",
        "cumulative": "1.5000",
        "cumulativeValue": "63000.00"
      },
      {
        "price": "41999.50",
        "quantity": "2.2500",
        "cumulative": "3.7500",
        "cumulativeValue": "157498.125"
      },
      {
        "price": "41999.00",
        "quantity": "0.7500",
        "cumulative": "4.5000",
        "cumulativeValue": "188995.50"
      }
    ],
    "askDepth": [
      {
        "price": "42000.50",
        "quantity": "1.2000",
        "cumulative": "1.2000",
        "cumulativeValue": "50400.60"
      },
      {
        "price": "42001.00",
        "quantity": "0.8000",
        "cumulative": "2.0000",
        "cumulativeValue": "84001.40"
      },
      {
        "price": "42001.50",
        "quantity": "2.5000",
        "cumulative": "4.5000",
        "cumulativeValue": "189005.15"
      }
    ],
    "totalBidValue": "2500000.00",
    "totalAskValue": "2350000.00",
    "timestamp": 1702300000000
  }
}

Depth Entry Object

Field	Type	Description
`price`	string	Price level
`quantity`	string	Quantity at this level
`cumulative`	string	Cumulative quantity from best price
`cumulativeValue`	string	Cumulative value (price * cumulative qty)

curl Example

curl -X POST https://api.lux.network/rpc \
  -H "Content-Type: application/json" \
  -d '{
    "jsonrpc": "2.0",
    "id": 1,
    "method": "lx_getOrderBookDepth",
    "params": {
      "market": "BTC-USDT",
      "levels": 100,
      "priceRange": "2%"
    }
  }'

Rate Limit

Limit: 50 requests per second

lx_getSpread

Get current bid-ask spread for a market.

Parameters

Name	Type	Required	Description
`market`	string	Yes	Trading pair

Request

{
  "jsonrpc": "2.0",
  "id": 1,
  "method": "lx_getSpread",
  "params": {
    "market": "BTC-USDT"
  }
}

Response

{
  "jsonrpc": "2.0",
  "id": 1,
  "result": {
    "market": "BTC-USDT",
    "bestBid": "42000.00",
    "bestBidSize": "1.5000",
    "bestAsk": "42000.50",
    "bestAskSize": "1.2000",
    "spread": "0.50",
    "spreadPercent": "0.0012",
    "midPrice": "42000.25",
    "timestamp": 1702300000000
  }
}

Response Fields

Field	Type	Description
`bestBid`	string	Highest bid price
`bestBidSize`	string	Quantity at best bid
`bestAsk`	string	Lowest ask price
`bestAskSize`	string	Quantity at best ask
`spread`	string	Absolute spread (ask - bid)
`spreadPercent`	string	Spread as percentage of mid-price
`midPrice`	string	Mid-market price ((bid + ask) / 2)
`timestamp`	integer	Server timestamp (ms)

curl Example

curl -X POST https://api.lux.network/rpc \
  -H "Content-Type: application/json" \
  -d '{
    "jsonrpc": "2.0",
    "id": 1,
    "method": "lx_getSpread",
    "params": {
      "market": "BTC-USDT"
    }
  }'

Empty Order Book Response

If no orders exist:

{
  "jsonrpc": "2.0",
  "id": 1,
  "result": {
    "market": "BTC-USDT",
    "bestBid": null,
    "bestBidSize": null,
    "bestAsk": null,
    "bestAskSize": null,
    "spread": null,
    "spreadPercent": null,
    "midPrice": null,
    "timestamp": 1702300000000
  }
}

Rate Limit

Limit: 100 requests per second

lx_getBestPrices

Get best bid and ask prices for multiple markets in a single request.

Parameters

Name	Type	Required	Description
`markets`	array	Yes	List of market symbols

Request

{
  "jsonrpc": "2.0",
  "id": 1,
  "method": "lx_getBestPrices",
  "params": {
    "markets": ["BTC-USDT", "ETH-USDT", "SOL-USDT"]
  }
}

Response

{
  "jsonrpc": "2.0",
  "id": 1,
  "result": {
    "prices": {
      "BTC-USDT": {
        "bestBid": "42000.00",
        "bestAsk": "42000.50",
        "midPrice": "42000.25"
      },
      "ETH-USDT": {
        "bestBid": "2250.00",
        "bestAsk": "2250.25",
        "midPrice": "2250.125"
      },
      "SOL-USDT": {
        "bestBid": "98.50",
        "bestAsk": "98.55",
        "midPrice": "98.525"
      }
    },
    "timestamp": 1702300000000
  }
}

curl Example

curl -X POST https://api.lux.network/rpc \
  -H "Content-Type: application/json" \
  -d '{
    "jsonrpc": "2.0",
    "id": 1,
    "method": "lx_getBestPrices",
    "params": {
      "markets": ["BTC-USDT", "ETH-USDT"]
    }
  }'

Limits

Max markets per request: 50

Rate Limit

Limit: 50 requests per second

lx_getOrderBookChecksum

Get a checksum of the order book state for synchronization verification.

Parameters

Name	Type	Required	Description
`market`	string	Yes	Trading pair
`depth`	integer	No	Depth to include in checksum (default: 100)

Request

{
  "jsonrpc": "2.0",
  "id": 1,
  "method": "lx_getOrderBookChecksum",
  "params": {
    "market": "BTC-USDT",
    "depth": 100
  }
}

Response

{
  "jsonrpc": "2.0",
  "id": 1,
  "result": {
    "market": "BTC-USDT",
    "checksum": "a1b2c3d4e5f6",
    "sequence": 1234567890,
    "bidLevels": 100,
    "askLevels": 100,
    "timestamp": 1702300000000
  }
}

Checksum Algorithm

The checksum is computed as:

CRC32(bid1_price:bid1_qty:ask1_price:ask1_qty:bid2_price:bid2_qty:...)

Prices and quantities are formatted without trailing zeros.

Use Case

Verify WebSocket order book synchronization:

Subscribe to order book updates via WebSocket
Periodically call lx_getOrderBookChecksum
Compare local computed checksum with server checksum
If mismatch, re-fetch full order book with lx_getOrderBook

curl Example

curl -X POST https://api.lux.network/rpc \
  -H "Content-Type: application/json" \
  -d '{
    "jsonrpc": "2.0",
    "id": 1,
    "method": "lx_getOrderBookChecksum",
    "params": {
      "market": "BTC-USDT"
    }
  }'

Rate Limit

Limit: 20 requests per second

OpenRPC Schema Reference

{
  "name": "lx_getOrderBook",
  "summary": "Get order book snapshot",
  "params": [
    {
      "name": "market",
      "required": true,
      "schema": {"type": "string", "pattern": "^[A-Z]+-[A-Z]+$"}
    },
    {
      "name": "depth",
      "required": false,
      "schema": {"type": "integer", "minimum": 1, "maximum": 500, "default": 20}
    },
    {
      "name": "aggregate",
      "required": false,
      "schema": {"type": "string", "pattern": "^[0-9]+\\.?[0-9]*$"}
    }
  ],
  "result": {
    "name": "OrderBookResult",
    "schema": {
      "type": "object",
      "properties": {
        "market": {"type": "string"},
        "bids": {
          "type": "array",
          "items": {
            "type": "array",
            "items": [
              {"type": "string"},
              {"type": "string"},
              {"type": "integer"}
            ]
          }
        },
        "asks": {
          "type": "array",
          "items": {
            "type": "array",
            "items": [
              {"type": "string"},
              {"type": "string"},
              {"type": "integer"}
            ]
          }
        },
        "sequence": {"type": "integer"},
        "timestamp": {"type": "integer"}
      },
      "required": ["market", "bids", "asks", "sequence", "timestamp"]
    }
  }
}

WebSocket Subscription

For real-time order book updates, use WebSocket subscriptions instead of polling:

{
  "jsonrpc": "2.0",
  "id": 1,
  "method": "lx_subscribe",
  "params": {
    "channel": "orderbook",
    "market": "BTC-USDT",
    "depth": 20
  }
}

See WebSocket API for subscription details.

Order Book Methods

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