Get Orderbook

Get Orderbook

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

import requests

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

response = requests.get(url)

print(response.text)

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))

}

HttpResponse<String> response = Unirest.get("https://api.limitless.exchange/markets/{slug}/orderbook")
  .asString();

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
    }
  ],
  "bids": [
    {
      "price": 0.74,
      "size": 150
    }
  ],
  "lastTradePrice": 0.75,
  "maxSpread": 0.05,
  "minSize": 1,
  "tokenId": "19633204485790857949828516737993423758628930235371629943999544859324645414627"
}

GET

markets

{slug}

orderbook

Get Orderbook

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

import requests

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

response = requests.get(url)

print(response.text)

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))

}

HttpResponse<String> response = Unirest.get("https://api.limitless.exchange/markets/{slug}/orderbook")
  .asString();

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
    }
  ],
  "bids": [
    {
      "price": 0.74,
      "size": 150
    }
  ],
  "lastTradePrice": 0.75,
  "maxSpread": 0.05,
  "minSize": 1,
  "tokenId": "19633204485790857949828516737993423758628930235371629943999544859324645414627"
}

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

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 — so their prices 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 };
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 });
  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"]}
    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.

Path Parameters

Response

Current orderbook with bids and asks

adjustedMidpoint

number

Example:

0.75

asks

object[]

Show child attributes

bids

object[]

Show child attributes

lastTradePrice

number

Example:

0.75

maxSpread

number

Example:

0.05

minSize

number

Example:

1

tokenId

string

Example:

"19633204485790857949828516737993423758628930235371629943999544859324645414627"

Cancel All Orders Get Historical Prices

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Complementary token prices (deriving the NO book)

Deriving the NO orderbook

Multi-outcome (NegRisk) markets

Path Parameters

Response

​Complementary token prices (deriving the NO book)

​Deriving the NO orderbook

​Multi-outcome (NegRisk) markets

Path Parameters

Response

Complementary token prices (deriving the NO book)

Deriving the NO orderbook

Multi-outcome (NegRisk) markets