Exchange Order Book Depth (EOBD)

Exchange Order Book Depth (EOBD) is a full order book of a given currency pair at a specific exchange (i.e.,L-2/L-3 order book). Currently, more than 26,000 distinct order books are accessible through ECX-100 among possible 27,000+ currency pair universe. Normalized currency pair names (e.g., BTC/USD), instead of exchange-specific ids (e.g., XBTC/USD, XXBT/USD, and tBTCUSD), are used to retrieve order book snapshots from more than 120 exchanges. As a default, EODB returns the full depths of order books. Returned depths can be controlled by "bid depth" and "ask depth" API and API+ options (please see "Advanced Examples" below).

EOBD is published through realtime "pull", instead of "push", streaming feeds/channels because of the enormous data size of 26,000+ order books. Each order book is updated every 5 seconds. If you are interested in shorter update intervals, please contact ExxaBlock.

ECX-100:C1 (Exchange Order Book Depth) : Level-2/Level-3 full-depth order books at exchanges for a given currency pair and an exchange

The APIs include real time streaming API and cache API. The direct access supports low-latency, constant-jitter connectivity, and high-throughput I/O computation. Through dedicated or shared connections to the servers, customers can perform time-sensitive and/or high-throughput computational tasks. Concise Binary Object Representation (CBOR) is used to minimize the network communication overhead caused by message encoding, decoding, and transmission.

ECX-100 is available on public clouds, private clouds, and customer on-premise data centers.

​To view our real time streaming quotes view the link below: