granularity=tick, the response format changes. Instead of returning snapshots in the data array, it returns: - checkpoint: Full orderbook state at the start of the time range - deltas: Array of incremental changes to apply to the checkpoint This is the most efficient format for reconstructing high-frequency orderbook states. Use the SDK’s OrderBookReconstructor class for client-side reconstruction.
Route Metadata
| Field | Value |
|---|---|
| Method | GET |
| Path | /v1/lighter/orderbook/{symbol}/history |
| operationId | getLighterOrderbookHistory |
| Tag | Lighter - Order Book |
| Family | Lighter |
| Deprecated or legacy | no |
Request Parameters
Path Parameters
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"title": "getLighterOrderbookHistory path parameters",
"type": "object",
"required": [
"symbol"
],
"properties": {
"symbol": {
"description": "Trading pair symbol (e.g., ETH, BTC)",
"type": "string",
"example": "ETH",
"x-parameter-location": "path"
}
}
}
Query Parameters
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"title": "getLighterOrderbookHistory query parameters",
"type": "object",
"properties": {
"start": {
"description": "Start timestamp in Unix milliseconds. Defaults to 24h ago.",
"type": "integer",
"format": "int64",
"x-parameter-location": "query"
},
"end": {
"description": "End timestamp in Unix milliseconds. Defaults to now.",
"type": "integer",
"format": "int64",
"x-parameter-location": "query"
},
"cursor": {
"description": "Cursor for pagination",
"type": "integer",
"format": "int64",
"x-parameter-location": "query"
},
"limit": {
"description": "Maximum number of results (default: 100, max: 1000)",
"type": "integer",
"default": 100,
"maximum": 1000,
"x-parameter-location": "query"
},
"depth": {
"description": "Number of price levels per side. Full depth available.",
"type": "integer",
"x-parameter-location": "query"
},
"granularity": {
"description": "Data resolution: checkpoint (1min, default), 30s, 10s, 1s, tick. Checkpoint history starts January 29, 2026; 30s/10s/1s start January 30, 2026. Billed per row returned (about 1 credit per 1,000 rows, minimum 1 credit per request). Higher resolutions return more rows. **Note:** When granularity=tick, the response format changes to return `checkpoint` and `deltas` instead of a `data` array.",
"type": "string",
"enum": [
"checkpoint",
"30s",
"10s",
"1s",
"tick"
],
"default": "checkpoint",
"x-parameter-location": "query"
}
}
}
Response Contracts
Status 200
List of order book snapshotsapplication/json
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"title": "getLighterOrderbookHistory response 200",
"type": "object",
"properties": {
"data": {
"type": "array",
"items": {
"description": "L2 order book snapshot",
"type": "object",
"required": [
"asks",
"bids",
"coin",
"symbol",
"timestamp"
],
"properties": {
"asks": {
"description": "Ask price levels (best ask first)",
"type": "array",
"items": {
"description": "Single price level in the order book",
"type": "object",
"required": [
"n",
"px",
"sz"
],
"properties": {
"n": {
"description": "Number of orders at this level",
"type": "integer",
"example": 15
},
"px": {
"description": "Price",
"type": "string",
"example": "42150.00"
},
"sz": {
"description": "Total size at this price level",
"type": "string",
"example": "1.5"
}
}
}
},
"bids": {
"description": "Bid price levels (best bid first)",
"type": "array",
"items": {
"description": "Single price level in the order book",
"type": "object",
"required": [
"n",
"px",
"sz"
],
"properties": {
"n": {
"description": "Number of orders at this level",
"type": "integer",
"example": 15
},
"px": {
"description": "Price",
"type": "string",
"example": "42150.00"
},
"sz": {
"description": "Total size at this price level",
"type": "string",
"example": "1.5"
}
}
}
},
"coin": {
"description": "Trading pair symbol (deprecated, use symbol instead)",
"type": "string",
"deprecated": true,
"example": "BTC"
},
"mid_price": {
"description": "Mid price (best bid + best ask) / 2",
"type": "string",
"example": "42150.50"
},
"spread": {
"description": "Spread in absolute terms (best ask - best bid)",
"type": "string",
"example": "1.00"
},
"spread_bps": {
"description": "Spread in basis points",
"type": "string",
"example": "2.37"
},
"symbol": {
"description": "Trading pair symbol",
"type": "string",
"example": "BTC"
},
"timestamp": {
"description": "Snapshot timestamp (UTC)",
"type": "string",
"format": "date-time",
"example": "2025-01-21T10:30:45.123Z"
}
}
}
},
"meta": {
"description": "Response metadata",
"type": "object",
"properties": {
"count": {
"description": "Number of records returned",
"type": "integer"
},
"coverage_from": {
"description": "Earliest coverage for the requested symbol and data type. Present only when the requested window ends before coverage begins.",
"type": "string",
"format": "date-time"
},
"next_cursor": {
"description": "Cursor for pagination (timestamp). Use this value as the `cursor` parameter to fetch the next page of results.",
"type": "string",
"nullable": true
},
"notice": {
"description": "Human-readable advisory about the response. Currently used when the requested window ends before coverage begins for the symbol; may carry other advisories in future.",
"type": "string"
},
"request_id": {
"description": "Unique request ID for support",
"type": "string",
"format": "uuid"
}
}
},
"success": {
"type": "boolean",
"example": true
}
}
}
Status 400
Invalid requestapplication/json
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"title": "getLighterOrderbookHistory response 400",
"description": "Error response",
"type": "object",
"properties": {
"code": {
"description": "HTTP status code",
"type": "integer"
},
"error": {
"description": "Error message",
"type": "string"
},
"error_code": {
"description": "Machine-readable error code. Common values: `invalid_query_params` (a query parameter failed to parse or validate) and `invalid_path_params` (a path parameter failed to parse). Other endpoint-specific codes exist; treat unknown codes as generic errors of the given HTTP status.",
"type": "string"
},
"request_id": {
"description": "Unique request ID for support",
"type": "string",
"format": "uuid"
}
}
}
OpenAPI example
{
"code": 400,
"error": "Failed to deserialize query string: limit: invalid digit found in string",
"error_code": "invalid_query_params",
"request_id": "3f2a9c71-5b0e-4d68-9a4c-7e1d2b6f8a05"
}
Status 401
Authentication requiredapplication/json
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"title": "getLighterOrderbookHistory response 401",
"description": "Error response",
"type": "object",
"properties": {
"code": {
"description": "HTTP status code",
"type": "integer"
},
"error": {
"description": "Error message",
"type": "string"
},
"error_code": {
"description": "Machine-readable error code. Common values: `invalid_query_params` (a query parameter failed to parse or validate) and `invalid_path_params` (a path parameter failed to parse). Other endpoint-specific codes exist; treat unknown codes as generic errors of the given HTTP status.",
"type": "string"
},
"request_id": {
"description": "Unique request ID for support",
"type": "string",
"format": "uuid"
}
}
}
OpenAPI example
{
"code": 401,
"error": "Missing or invalid API key. Provide X-API-Key header."
}
Status 429
Rate limit exceededapplication/json
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"title": "getLighterOrderbookHistory response 429",
"description": "Error response",
"type": "object",
"properties": {
"code": {
"description": "HTTP status code",
"type": "integer"
},
"error": {
"description": "Error message",
"type": "string"
},
"error_code": {
"description": "Machine-readable error code. Common values: `invalid_query_params` (a query parameter failed to parse or validate) and `invalid_path_params` (a path parameter failed to parse). Other endpoint-specific codes exist; treat unknown codes as generic errors of the given HTTP status.",
"type": "string"
},
"request_id": {
"description": "Unique request ID for support",
"type": "string",
"format": "uuid"
}
}
}
OpenAPI example
{
"code": 429,
"error": "Rate limit exceeded"
}