Get an L3 snapshot
L3 is served only on Lighter. Find symbols on/v1/lighter/instruments.
For aggregated price-level depth on Lighter, use the L2 routes (
/v1/lighter/orderbook/{symbol} and /history) covered on L2 order book. L3 is order-level; L2 is the levels those orders aggregate into.
Request parameters
L3 is available on every tier, including Free. Begin with one bounded
start/end window, paginate with cursor, and store meta.request_id per page.
Example response
The L3 snapshot returns the{ success, data, meta } envelope. data is a single book object, not an array. Each entry under data.orders is one resting order:
order_index (the Lighter order identifier), owner_account_index, side (bid or ask), price, remaining_size, and original_size, all as JSON numbers. owner_account_index is a Lighter account index, an integer account id on the Lighter exchange. It is not a wallet address; do not treat it like the user_address wallet field on Hyperliquid L4. Alongside orders, the book object carries bid_count, ask_count, total_bid_size, total_ask_size, mid_price, spread, and spread_bps.
Capture a live fixture and pin the order_index, owner_account_index, price, and size fields you depend on before binding stable models. The Endpoint reference carries the route metadata, and full field meanings live in the field dictionary.
Stream it live
Lighter streams the order-level book on thelighter_l3_orderbook channel. For sequence and gap handling on long live runs, see WebSocket replay.
Export in bulk
L3 books export as thel3_orderbook schema ($6/GB, $10 minimum), delivered as Parquet with ZSTD compression. Keep L2, L3, and L4 in separate tables. Build a selection in the Data catalog; columns and coverage keys are on Export schemas.
Other depths
L2 order book
Aggregated price levels (
px, sz, n) across every venue family.L4 order book
Every resting order with its
oid and user_address on Hyperliquid families, plus diffs and reconstruction.