CEX Orderbook

Bases: API

Client to fetch orderbook data from DataMaxi+ API.

Parameters:

• api_key (str, default: None ) –

  The DataMaxi+ API key

• **kwargs (Any, default: {} ) –

  Keyword arguments used by datamaxi.api.API.

get

get(
    exchange: str, symbol: str, pandas: bool = True
) -> Union[Dict, pd.DataFrame]

Fetch orderbook data

GET /api/v1/orderbook

https://docs.datamaxiplus.com/rest/cex/orderbook/data

Parameters:

• exchange (str) –

  Exchange name

• symbol (str) –

  symbol name

• pandas (bool, default: True ) –

  Return data as pandas DataFrame

Returns:

• Union[Dict, DataFrame] –

  CexOrderbook data in pandas DataFrame

exchanges

exchanges() -> List[str]

Fetch supported exchanges accepted by datamaxi.CexOrderbook.get API.

GET /api/v1/orderbook/exchanges

https://docs.datamaxiplus.com/rest/cex/orderbook/exchanges

Returns:

• List[str] –

  List of supported exchange

symbols

symbols(exchange: str) -> List[str]

Fetch supported symbols accepted by datamaxi.CexOrderbook.get API.

GET /api/v1/orderbook/symbols

https://docs.datamaxiplus.com/rest/cex/orderbook/symbols

Parameters:

• exchange (str) –

  Exchange name

Returns:

• List[str] –

  List of supported symbols