Now you can get the Exchanges live Order Books Using our WebSockets.
You can also easily filter by Exchange.
Check our WebSockets here: https://docs.cryptoapis.io/websockets/index#websocket-messages-order-book
If you need the Exchanges order book historical data, don't forget that you can get 1 second snapshots using our REST APIs: https://docs.cryptoapis.io/rest-apis/crypto-market-data-apis/index#order-book-snapshot-by-symbol