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Lighter market data API for historical and real-time data

Tick-level order books, trades, funding, open interest, and more. Historical and real-time data via REST, WebSocket, and Parquet.

curl "https://api.0xarchive.io/v1/lighter/orderbook/BTC" \
  -H "X-API-Key: $OXA_API_KEY"
BlockworksKinetiqArrakisInternational Trading InstituteGLC ResearchFour PillarsDecentralised.co

Lighter L3 order book snapshots

Resting orders with order and account indexes. Up to 250 orders per side.

OpenAPI reference
ASK $60,383.73 resting orders · 1.840 total size
order_index562953074779980
owner_account_index281474976710657
price$60,383.7
remaining_size1.050

Comprehensive coverage to answer the toughest quantitative questions

18+ ultra-low latency endpoints for more accurate backtests and richer analysis.

Trades

Maker and taker fill rows with price, size, order IDs, fees, account indexes, and position context.

History from
Jan 2025
Resolution
Per fill · maker + taker

Native L2 order book

Tick-level aggregated books with checkpoint and delta history for spread, impact, replay, and depth analysis.

History from
Jan 2026
Resolution
Tick-level
Depth
All levels

Funding + open interest

Raw funding rate, open interest, index price, and mark price for basis, carry, and perpetuals risk analysis.

History from
Aug 2025
Resolution
~10 sec updates

L3 order book

Order-level snapshots with price, remaining_size, order_index, and owner_account_index fields.

History from
Mar 2026
Resolution
Individual resting orders
Depth
Up to 250 orders per side

Access Lighter data wherever your code lives

Stream and query current data, replay stored history, and use MCP, or export Parquet data straight to email.

  • Current and historical REST API

    Query current snapshots and historical time ranges for exact Lighter symbols from notebooks, services, and dashboards.

    View Lighter REST routes
  • Real-time WebSocket streaming and replay

    Stream live order books, trades, funding, and open interest, or replay stored history over WebSocket. Candles and L3 order-level books are replay-only.

    Read WebSocket documentation
  • Parquet data exports

    Run larger Lighter studies without owning capture infrastructure.

    Browse Lighter exports
  • MCP access

    Bring Lighter market data into coding agents and MCP-compatible research workflows.

    Connect with MCP
  • SDKs and documentation

    Move from a documented request to a repeatable workflow quickly.

    Explore SDKs

Join 1,000+ builders on the deepest quantitative data layer for Lighter