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Binance Python API - Connection, getting the order book + last tradesK-lines, Premium Index, Order book and other historical data downloadable in just one click Binance API is compatible with multiple programming languages. You're looking for the Order Book endpoint. How can we get the whole order book without limiting it to a number? @OmidEbrahimi. The orders returned by the /api/v3/depth endpoint are typically sorted by price and timestamp. The order book represents the current state of.