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MarketDataClient

The MarketDataClient provides access to prices, order books, and real-time streaming.

Getting Prices​

prices = await client.market_data.get_prices(["BTC", "ETH"])
price = await client.market_data.get_price("BTC")

print(f"BTC: {price.mid} (spread: {price.spread_bps:.1f} bps)")

Order Books​

orderbook = await client.market_data.get_orderbook("BTC", depth=10)

print(f"Best bid: {orderbook.best_bid.price}")
print(f"Best ask: {orderbook.best_ask.price}")
print(f"Spread: {orderbook.spread}")

Real-Time Prices​

async def on_price(price):
    print(f"{price.asset}: {price.mid}")

await client.market_data.subscribe_prices(["BTC", "ETH"], on_price)

Real-Time Order Book​

async def on_orderbook(ob):
    print(f"Best bid: {ob.best_bid.price}")

await client.market_data.subscribe_orderbook("BTC", on_orderbook)