Orderbook responses

Binary markets only need bids. A YES bid at tick t is economically the same as a NO ask at 100 − t, so sending asks would duplicate the book.

Shape

GET /v1/markets/{market_id}/orderbook?depth=10

{
  "market_id": 66,
  "yes": [[47, 1200], [46, 800]],
  "no":  [[52, 950],  [51, 400]],
  "as_of_seq": "182390"
}

Field	Meaning
`yes`	YES bids, YES-space ticks, best first
`no`	NO bids, NO-space ticks, best first
Level	`[tick, aggregate_qty]` — `tick` 1–99, `qty` a JSON number on REST
`depth`	Levels per side (default 10, max 99)

Per-order queue data is never published — this is an aggregated L2 book. For shares ahead of your resting order, use GET /v1/portfolio/orders/{id}/queue_position.

WebSocket orderbook_snapshot / orderbook_delta render level qty as a decimal string. REST uses a JSON number. Do not assume the two wires are identical.

Reciprocal pricing

On the book	Equivalent ask
YES bid at tick `t`	NO ask at `100 − t`
NO bid at tick `t`	YES ask at `100 − t`

Best prices and spread (YES)

best_yes_bid = orderbook["yes"][0][0]          # highest YES bid
best_yes_ask = 100 - orderbook["no"][0][0]    # implied from best NO bid
spread = best_yes_ask - best_yes_bid

If either side is empty, that implied ask (or bid) does not exist.

Live updates

Subscribe to orderbook_delta — the first frame per market is a full orderbook_snapshot, then level deltas. On a delta, qty is the new aggregate at that level (set it; do not add). qty of 0 clears the level. After a sequence gap, re-baseline with update_subscription / get_snapshot rather than inventing missing levels. See WebSocket overview and Channels.

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Reciprocal pricing

Best prices and spread (YES)

Live updates

​Shape

​Reciprocal pricing

​Best prices and spread (YES)

​Live updates

Shape

Reciprocal pricing

Best prices and spread (YES)

Live updates