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Everything you need to integrate with CryptoHFTData. Explore our API endpoints, Python SDK, and historical data format.
REST API - Order Book Data
Order book data contains L2 depth information showing bid and ask levels with prices and quantities. Each file contains one hour of order book snapshots and updates.
GET
/download
Download Order Book Data
Download hourly order book data files for specific trading pairs and exchanges.
Request Parameters
| Parameter | Type | Required | Description |
|---|---|---|---|
| file | string | Yes | File path following the pattern: {exchange}/{date}/{hour}/{symbol}_orderbook.parquet.zst |
| api_key | string | No | Optional. Omit for the 60 requests/minute free tier, or provide an API key when not using JWT authentication. |