Order Book Reconstruction

# Orderbook Reconstruction (Enterprise tier only)
from oxarchive import Client, OrderBookReconstructor

client = Client(api_key="0xa_your_api_key")

# Option 1: Auto-paginating iterator (recommended for large time ranges)
# Automatically handles pagination, fetching up to 1,000 deltas per request
for snapshot in client.lighter.orderbook.iterate_tick_history(
    "BTC",
    start="2026-01-01T00:00:00Z",
    end="2026-01-01T12:00:00Z"  # 12 hours of data
):
    print(f"{snapshot.timestamp}: mid={snapshot.mid_price}")
    if some_condition:
        break  # Early exit supported

# Option 2: Get fully reconstructed snapshots (single page)
snapshots = client.lighter.orderbook.history_reconstructed(
    "BTC",
    start="2026-01-01T00:00:00Z",
    end="2026-01-01T01:00:00Z"
)
for ob in snapshots:
    print(f"{ob.timestamp}: bid={ob.bids[0].px} ask={ob.asks[0].px}")

# Option 3: Get raw tick data for custom reconstruction
tick_data = client.lighter.orderbook.history_tick("BTC", start=start, end=end)
print(f"Checkpoint: {len(tick_data.checkpoint.bids)} bids")
print(f"Deltas: {len(tick_data.deltas)} updates")

# Check for sequence gaps
gaps = OrderBookReconstructor.detect_gaps(tick_data.deltas)
if gaps:
    print("Gaps detected:", gaps)