Market Data Guide¶

This guide covers how to fetch market data from the O2 Exchange using the Python SDK.

Listing markets¶

markets = await client.get_markets()
for m in markets:
    print(f"{m.pair}: base={m.base.symbol} ({m.base.decimals} decimals)")

# Get a specific market
market = await client.get_market("fFUEL/fUSDC")
print(f"Min order: {market.min_order}")
print(f"Maker fee: {market.maker_fee}")

Order book depth¶

Fetch a snapshot of the order book:

depth = await client.get_depth("fFUEL/fUSDC", precision=1)

print(f"Best bid: {depth.best_bid.price if depth.best_bid else 'empty'}")
print(f"Best ask: {depth.best_ask.price if depth.best_ask else 'empty'}")

# Iterate price levels
for level in depth.bids[:5]:
    print(f"  BID {level.price} x {level.quantity}")
for level in depth.asks[:5]:
    print(f"  ASK {level.price} x {level.quantity}")

The precision parameter controls price aggregation — lower values produce fewer, wider price levels.

Recent trades¶

trades = await client.get_trades("fFUEL/fUSDC", count=20)
for trade in trades:
    print(f"{trade.side} {trade.quantity} @ {trade.price} (id={trade.trade_id})")

OHLCV candles¶

import time

now_ms = int(time.time() * 1000)
bars = await client.get_bars(
    "fFUEL/fUSDC",
    resolution="1h",
    from_ts=now_ms - 86_400_000,  # last 24 hours
    to_ts=now_ms,
)

for bar in bars:
    print(
        f"{bar.time}: O={bar.open} H={bar.high} "
        f"L={bar.low} C={bar.close} V={bar.volume}"
    )

Supported resolutions: "1m", "5m", "15m", "30m", "1h", "4h", "1d", "1w".

Ticker data¶

ticker = await client.get_ticker("fFUEL/fUSDC")
print(ticker)  # Raw dict with current market stats

Price conversion¶

Market data is returned in on-chain integer format. Use the Market helper methods to convert to/from human-readable floats:

market = await client.get_market("fFUEL/fUSDC")
depth = await client.get_depth("fFUEL/fUSDC")

if depth.best_ask:
    chain_price = int(depth.best_ask.price)
    human_price = market.format_price(chain_price)
    print(f"Best ask: {human_price}")

Balances¶

balances = await client.get_balances(account)
for symbol, bal in balances.items():
    print(f"{symbol}:")
    print(f"  Trading account: {bal.trading_account_balance}")
    print(f"  Locked in orders: {bal.total_locked}")
    print(f"  Unlocked: {bal.total_unlocked}")

Aggregated endpoints¶

The O2 API also provides aggregated market data in a format compatible with standard crypto data aggregators. These are available on the low-level O2Api client:

# Aggregated assets
assets = await client.api.get_aggregated_assets()

# Aggregated order book
book = await client.api.get_aggregated_orderbook("FUEL_USDC")

# Market summaries
summaries = await client.api.get_aggregated_summary()

# All tickers
tickers = await client.api.get_aggregated_ticker()