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ExchangeOrderBookFactory creates locally-maintained order book instances (ISymbolOrderBook) for any supported exchange. Each order book opens a WebSocket subscription and continuously applies incremental updates, so the Asks and Bids collections always reflect the current state of the market.

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Register the factory

// Program.cs / Startup.cs
builder.Services.AddCryptoClients();
// IExchangeOrderBookFactory is registered automatically

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Create an order book

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Using a SharedSymbol (cross-exchange)

The Create(string exchange, SharedSymbol symbol, ...) overload resolves the correct depth and options for the target exchange automatically. 
using CryptoExchange.Net.SharedApis;

var symbol = new SharedSymbol(TradingMode.Spot, "ETH", "USDT");

// Create a Binance order book for ETH/USDT
ISymbolOrderBook? book = factory.Create("Binance", symbol, minimalDepth: 10);

if (book is null)
{
    Console.WriteLine("Exchange or symbol not supported");
    return;
}
The minimalDepth parameter is a hint: the factory selects the smallest supported depth that satisfies the request. For example, Binance supports depths of 5, 10, and 20 — requesting minimalDepth: 10 results in a 10-level book.

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Using exchange-specific factories

Each exchange has a dedicated factory property with full access to that exchange’s options: 
// Binance-specific creation with custom options
var binanceBook = factory.Binance.Create(symbol, opts =>
{
    opts.Limit = 20;
    opts.UpdateInterval = 100; // milliseconds
});

// Bybit with a 50-level book
var bybitBook = factory.Bybit.Create(symbol, opts =>
{
    opts.Limit = 50;
});

// Kraken with a 100-level book
var krakenBook = factory.Kraken.Create(symbol, opts =>
{
    opts.Limit = 100;
});

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Create books on all exchanges at once

var symbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");

// Returns an ISymbolOrderBook[] for every exchange that supports this symbol
ISymbolOrderBook[] books = factory.Create(symbol, minimalDepth: 10);

Console.WriteLine($"Created {books.Length} order books");
You can also limit to specific exchanges: 
ISymbolOrderBook[] books = factory.Create(
    symbol,
    minimalDepth: 5,
    exchanges: ["Binance", "Bybit", "OKX"]);

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Start and access the order book

After creating a book, call StartAsync to open the WebSocket connection and begin receiving updates. 
var symbol = new SharedSymbol(TradingMode.Spot, "ETH", "USDT");
var book = factory.Create("Binance", symbol, minimalDepth: 10)!;

// Connect and wait for the initial snapshot
var startResult = await book.StartAsync();
if (!startResult.Success)
{
    Console.WriteLine($"Failed to start order book: {startResult.Error}");
    return;
}

// Access asks and bids (always sorted: asks ascending, bids descending)
Console.WriteLine($"Best ask: {book.BestAsk?.Price} @ {book.BestAsk?.Quantity}");
Console.WriteLine($"Best bid: {book.BestBid?.Price} @ {book.BestBid?.Quantity}");

Console.WriteLine("\nTop 5 asks:");
foreach (var ask in book.Asks.Take(5))
    Console.WriteLine($"  {ask.Price} — {ask.Quantity}");

Console.WriteLine("\nTop 5 bids:");
foreach (var bid in book.Bids.Take(5))
    Console.WriteLine($"  {bid.Price} — {bid.Quantity}");

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React to updates

Subscribe to the OnOrderBookUpdate event to get called whenever the book changes: 
book.OnOrderBookUpdate += (updates) =>
{
    Console.WriteLine($"[{DateTime.UtcNow:HH:mm:ss.fff}] Book updated — spread: {book.BestAsk?.Price - book.BestBid?.Price}");
};

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Stop an order book

await book.StopAsync();

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Full example

using CryptoClients.Net;
using CryptoExchange.Net.SharedApis;

var factory = new ExchangeOrderBookFactory(/* inject or construct per-exchange factories */);

var symbol = new SharedSymbol(TradingMode.Spot, "ETH", "USDT");
var book = factory.Create("Binance", symbol, minimalDepth: 10)!;

book.OnOrderBookUpdate += (_) =>
{
    Console.WriteLine($"Spread: {book.BestAsk?.Price - book.BestBid?.Price:F2}");
};

var result = await book.StartAsync();
if (!result.Success)
{
    Console.WriteLine($"Error: {result.Error}");
    return;
}

Console.WriteLine($"Order book started — {book.Asks.Count()} ask levels, {book.Bids.Count()} bid levels");
Console.ReadLine();

await book.StopAsync();
Order books maintain synchronization automatically. If the WebSocket connection drops, the book will reconnect and resynchronize without any manual intervention.
Use minimalDepth rather than hardcoding exchange-specific depth values. The factory knows which depths each exchange actually supports and will pick the closest valid option.

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