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Returns the L2 orderbook as it was at any historical timestamp ts (microseconds since epoch). Reconstruction is exact — every order is replayed from the indexed event stream, not sampled from polled snapshots. Same response shape as the live /book endpoint, plus a history_starts anchor and an as_of timestamp.

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Endpoint

GET /v1/markets/:id/book/at/:ts
:ts is a microsecond UNIX timestamp. ISO-string conversion: epoch_us = unix_seconds * 1_000_000.

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Query parameters

ParamTypeDefaultDescription
sideintboth0 = Yes only, 1 = No only
levelsint30Depth per side (max 200)

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Response

{
  "outcome_id": 0,
  "as_of": { "us": 1777745497000000, "iso": "2026-05-02T18:11:37+00:00", "relative": "21m ago" },
  "reconstructed_at": { "us": 1777749097000000, "iso": "...", "relative": "0s ago" },
  "levels_per_side": 5,
  "resting_orders_count": 597,
  "history_starts": { "us": 1777719601071336, "iso": "2026-05-02T11:00:01.071336+00:00", "relative": "7h ago" },
  "warning": null,
  "sides": [
    {
      "side_index": 0,
      "label": "Yes",
      "coin": "#0",
      "best_bid": "0.60363",
      "best_ask": "0.60375",
      "bids": [
        { "price": "0.60363", "size": "100.0", "orders": 1, "makers": 1 }
      ],
      "asks": [
        { "price": "0.60375", "size": "85.0", "orders": 1, "makers": 1 }
      ]
    },
    { "side_index": 1, "label": "No", "...": "..." }
  ]
}
FieldDescription
as_ofThe timestamp the book was reconstructed for — exactly the :ts you passed
reconstructed_atWhen the request was processed (server-side now)
resting_orders_countTotal live orders across all sides at :ts (sanity check)
history_startsEarliest event we indexed for this outcome — anchor for :ts validity
warning"ts is before the earliest indexed event ..." if :ts < history_starts, else null

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How it works

Every snapshot is a deterministic replay of the indexed event stream up to :ts. There is no sampling, no polling, no smoothing — if a fill happened one microsecond before your timestamp, the size is reflected; one microsecond after and it isn’t.

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Use cases

  • Pre-trade replay — feed :ts = trade_time - 1µs to see exactly what book the trader saw before placing.
  • Slippage backtests — for any historical fill, compute realized vs theoretical at-time-of-decision.
  • Liquidity migration analysis — chart top-of-book depth over time without polling.
  • Forensics — investigate manipulation by reconstructing books around suspicious fills.

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Examples

# Book 1 hour ago
TS=$(($(date +%s) - 3600))000000
curl -H "X-API-Key: hip4_live_..." \
  "https://hip4.polynode.dev/api/v1/markets/0/book/at/${TS}?levels=10"

# Book at the moment of a specific trade
TID_TIME_US=1777745780036000
curl -H "X-API-Key: hip4_live_..." \
  "https://hip4.polynode.dev/api/v1/markets/0/book/at/$((TID_TIME_US - 1))"

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Notes

  • Cost: ~50–200ms per request depending on :ts and outcome activity. Costs grow with order activity in the window, not with how far back :ts is.
  • :ts in the future returns 400. :ts before history_starts returns an empty book with a warning. Both are intentional — no silent zeros.
  • resting_orders_count is the truth check — when reconstructing AT NOW, it matches the live book exactly (verified byte-for-byte against /v1/markets/:id/book).
  • For high-frequency replay across many timestamps, prefer one large query window via /v1/markets/:id/depth-history (coming soon) over many calls here.
  • This endpoint is rate-limited on your tier’s per-minute quota like all /v1/* routes — heavy backtests should respect the limit.