Get Orderbook

Get Orderbook

curl --request GET \
  --url https://api.limitless.exchange/markets/{slug}/orderbook

const options = {method: 'GET'};

fetch('https://api.limitless.exchange/markets/{slug}/orderbook', options)
  .then(res => res.json())
  .then(res => console.log(res))
  .catch(err => console.error(err));

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.limitless.exchange/markets/{slug}/orderbook",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "GET",
]);

$response = curl_exec($curl);
$err = curl_error($curl);

curl_close($curl);

if ($err) {
  echo "cURL Error #:" . $err;
} else {
  echo $response;
}

package main

import (
	"fmt"
	"net/http"
	"io"
)

func main() {

	url := "https://api.limitless.exchange/markets/{slug}/orderbook"

	req, _ := http.NewRequest("GET", url, nil)

	res, _ := http.DefaultClient.Do(req)

	defer res.Body.Close()
	body, _ := io.ReadAll(res.Body)

	fmt.Println(string(body))

}

require 'uri'
require 'net/http'

url = URI("https://api.limitless.exchange/markets/{slug}/orderbook")

http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true

request = Net::HTTP::Get.new(url)

response = http.request(request)
puts response.read_body

{
  "adjustedMidpoint": 0.75,
  "asks": [
    {
      "price": 0.76,
      "size": 100,
      "side": "SELL"
    }
  ],
  "bids": [
    {
      "price": 0.74,
      "size": 150,
      "side": "BUY"
    }
  ],
  "lastTradePrice": null,
  "maxSpread": 0.05,
  "midpoint": 0.75,
  "minSize": 1,
  "tokenId": "19633204485790857949828516737993423758628930235371629943999544859324645414627"
}

{
  "message": "Market is not active"
}

{
  "message": "Market not found"
}

{
  "message": "Internal server error"
}

GET

markets

{slug}

orderbook

Get Orderbook

curl --request GET \
  --url https://api.limitless.exchange/markets/{slug}/orderbook

const options = {method: 'GET'};

fetch('https://api.limitless.exchange/markets/{slug}/orderbook', options)
  .then(res => res.json())
  .then(res => console.log(res))
  .catch(err => console.error(err));

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.limitless.exchange/markets/{slug}/orderbook",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "GET",
]);

$response = curl_exec($curl);
$err = curl_error($curl);

curl_close($curl);

if ($err) {
  echo "cURL Error #:" . $err;
} else {
  echo $response;
}

package main

import (
	"fmt"
	"net/http"
	"io"
)

func main() {

	url := "https://api.limitless.exchange/markets/{slug}/orderbook"

	req, _ := http.NewRequest("GET", url, nil)

	res, _ := http.DefaultClient.Do(req)

	defer res.Body.Close()
	body, _ := io.ReadAll(res.Body)

	fmt.Println(string(body))

}

require 'uri'
require 'net/http'

url = URI("https://api.limitless.exchange/markets/{slug}/orderbook")

http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true

request = Net::HTTP::Get.new(url)

response = http.request(request)
puts response.read_body

{
  "adjustedMidpoint": 0.75,
  "asks": [
    {
      "price": 0.76,
      "size": 100,
      "side": "SELL"
    }
  ],
  "bids": [
    {
      "price": 0.74,
      "size": 150,
      "side": "BUY"
    }
  ],
  "lastTradePrice": null,
  "maxSpread": 0.05,
  "midpoint": 0.75,
  "minSize": 1,
  "tokenId": "19633204485790857949828516737993423758628930235371629943999544859324645414627"
}

{
  "message": "Market is not active"
}

{
  "message": "Market not found"
}

{
  "message": "Internal server error"
}

For real-time orderbook updates, use the WebSocket API instead of polling this endpoint. Subscribe to subscribe_market_prices with marketSlugs.

Current snapshot only. This endpoint returns the current LIVE GTC order book for one exact CLOB market slug. It does not aggregate a group slug, and AMM markets do not have an order book. CLOB markets are available only while their status is CREATED or FUNDED.There is no historical order book endpoint. For past activity on a market, combine three sources:

Get Historical Prices for price series.
Get Feed Events for trade events.
Get History for your own CLOB fills (filter strategy on Limit Buy / Limit Sell / Market Buy / Market Sell).

Snapshot and price freshness

lastTradePrice is a nullable YES-equivalent price and is not guaranteed to represent the same point in time as the order-book levels. No bound on response freshness is guaranteed. midpoint uses the best displayed bid and ask. adjustedMidpoint excludes individual orders smaller than minSize before price-level aggregation and midpoint calculation. Every bid level has side: "BUY"; every ask level has side: "SELL".

Complementary token prices (deriving the NO book)

This endpoint returns a single, YES-side book. The tokenId in the response is the market’s YES position ID, and bids/asks are quoted in YES-token terms. The two outcome tokens are complementary: a YES share and a NO share always redeem together for exactly $1. Their prices therefore satisfy:

price(YES) + price(NO) = 1

The book you get back already merges all liquidity for the market: native NO orders are converted into their YES-side equivalent before aggregation, using the same identity:

NO bid  @ P   ≡   YES ask @ (1 - P)     (someone bidding for NO is offering YES)
NO ask  @ P   ≡   YES bid @ (1 - P)     (someone offering NO is bidding for YES)

So you never lose NO liquidity by reading the YES book. It’s all there, expressed in YES prices.

Deriving the NO orderbook

To quote or trade the NO token, mirror the returned YES book: flip bids ↔ asks and replace every price p with 1 - p (sizes are unchanged).

NO book	Derived from	Best level
NO bids (orders to buy NO)	YES asks	best NO bid = `1 - bestYesAsk`
NO asks (orders to sell NO)	YES bids	best NO ask = `1 - bestYesBid`

The midpoint and spread carry over directly: noMidpoint = 1 - yesMidpoint, and the spread is identical.

type Level = { price: number; size: number; side: "BUY" | "SELL" };
type Book = { bids: Level[]; asks: Level[] };

// Mirror the YES-side book into the NO-side book.
function deriveNoBook(yes: Book): Book {
  const invert = (l: Level): Level => ({
    price: 1 - l.price,
    size: l.size,
    side: l.side === "BUY" ? "SELL" : "BUY",
  });
  return {
    bids: yes.asks.map(invert).sort((a, b) => b.price - a.price), // best (highest) first
    asks: yes.bids.map(invert).sort((a, b) => a.price - b.price), // best (lowest) first
  };
}

// To SELL NO, hit the best NO bid:  1 - bestYesAsk
// To BUY  NO, lift the best NO ask: 1 - bestYesBid

def derive_no_book(yes: dict) -> dict:
    """Mirror the YES-side book into the NO-side book."""
    invert = lambda l: {
        "price": 1 - l["price"],
        "size": l["size"],
        "side": "SELL" if l["side"] == "BUY" else "BUY",
    }
    return {
        "bids": sorted((invert(a) for a in yes["asks"]), key=lambda l: -l["price"]),  # best first
        "asks": sorted((invert(b) for b in yes["bids"]), key=lambda l: l["price"]),   # best first
    }

# To SELL NO, hit the best NO bid:  1 - best_yes_ask
# To BUY  NO, lift the best NO ask: 1 - best_yes_bid

When you then place a NO order, sign it against the NO tokenId (noPositionId from Get Market) at the derived price. The price inversion only affects how you read the book, not how the order is signed.

Multi-outcome (NegRisk) markets

In a NegRisk multi-outcome market, each outcome is its own market with its own slug, its own YES/NO tokens, and its own orderbook. Fetch each outcome’s book by its slug and derive that outcome’s NO book with the same inversion above. There is no single cross-outcome book to invert. What links the outcomes is a soft pricing constraint, not a shared book: across the N outcomes, the YES prices tend toward summing to 1 (exactly one outcome resolves YES), and all the NO contracts are linked for share conversion. To assemble a full picture of a multi-outcome market, request the orderbook for each outcome slug and mirror each one independently.

Errors

Status	Meaning
`400`	The exact market is an AMM (`Market does not support orderbook (AMM market)`) or its CLOB status is not `CREATED` or `FUNDED` (`Market is not active`).
`404`	No exact market has the slug (`Market not found`). A group slug also produces this response.
`500`	The order book could not be read unexpectedly.

Path Parameters

Response

Current orderbook with bids and asks

adjustedMidpoint

number

required

Midpoint after excluding individual orders below minSize before price-level aggregation.

Example:

0.75

asks

object[]

required

YES asks in ascending price order. Each level has side SELL.

Show child attributes

bids

object[]

required

YES bids in descending price order. Each level has side BUY.

Show child attributes

lastTradePrice

number | null

required

Latest usable mined YES-equivalent trade price, when available.

Example:

0.75

maxSpread

number

required

Example:

0.05

midpoint

number

required

Midpoint from the best displayed bid and ask.

Example:

0.75

minSize

number

required

Example:

1

tokenId

string

required

YES position token ID.

Example:

"19633204485790857949828516737993423758628930235371629943999544859324645414627"

⌘I

Overview

System

Authentication

Markets

Trading

Portfolio

Market Pages & Navigation

API Tokens

Partner Accounts

Public Portfolio

Referral

Leaderboard

Snapshot and price freshness

Complementary token prices (deriving the NO book)

Deriving the NO orderbook

Multi-outcome (NegRisk) markets

Errors

Path Parameters

Response

​Snapshot and price freshness

​Complementary token prices (deriving the NO book)

​Deriving the NO orderbook

​Multi-outcome (NegRisk) markets

​Errors

Path Parameters

Response

Snapshot and price freshness

Complementary token prices (deriving the NO book)

Deriving the NO orderbook

Multi-outcome (NegRisk) markets

Errors