order_book

Get the resting depth of a Deribit instrument, one row per level.

Examples

from openbb import obb
# The resting depth of the BTC perpetual.
obb.deribit.market.order_book(symbol='BTC-PERPETUAL', provider='deribit')
# A book read by its numeric instrument identifier.
obb.deribit.market.order_book(instrument_id=210838, provider='deribit')

Parameters

• standard
• deribit

symbol: str | None | list[str | None]
One or more instrument names. A perpetual can also be given by its shortened root, such as 'SOLUSDC'. Multiple items allowed.

instrument_id: int | None
The numeric identifier of one instrument, used in place of its name.

depth: int | None
Default: 10
The number of levels to return on each side: 1, 5, 10, 20, 50, 100, 1000, or 10000.

---

Returns

results: DeribitOrderBook

Serializable results.

provider: str | None

Provider name.

warnings: Optional[list[Warning_]]

List of warnings.

chart: Optional[Chart]

Chart object.

extra: dict[str, Any]

Extra info.

---

Data

• standard
• deribit

symbol: str
The name of the instrument.

timestamp: datetime | None
When the book was published.

side: str
Whether the level is a bid or an ask.

level: int
How far the level sits from the top of the book.

price: float
The price of the level.

size: float
The size resting at the level.

mark_price: float | None
The price the exchange marks positions at.

index_price: float | None
The price of the index the instrument is priced against.

change_id: int | None
The revision of the book the level came from.