You're on the right track using nlohmann/json. The data you're receiving is not JSON Lines (JSONL) — it's just a normal JSON object. JSON Lines would be multiple JSON objects separated by newlines, like:

{"bids": [...], "asks": [...]}
{"bids": [...], "asks": [...]}

#include <nlohmann/json.hpp>
#include
#include

using json = nlohmann::json;

int main() {
std::string jsonStr = R"({
"bids": [
{"price":"117356.33","amount":"0.00682","timestamp":"1753515568"},
{"price":"117354.34","amount":"0.025566","timestamp":"1753515568"},
{"price":"117354.26","amount":"0.0412153","timestamp":"1753515568"}
],
"asks": [
{"price":"117369.23","amount":"0.0000813","timestamp":"1753515568"},
{"price":"117385.67","amount":"0.005","timestamp":"1753515568"}
]
})";

json j = json::parse(jsonStr);

for (const auto& bid : j["bids"]) {
    std::string price = bid["price"];
    std::string amount = bid["amount"];
    std::string timestamp = bid["timestamp"];
    std::cout << "Bid - Price: " << price << ", Amount: " << amount << ", Timestamp: " << timestamp << std::endl;
}

for (const auto& ask : j["asks"]) {
    std::string price = ask["price"];
    std::string amount = ask["amount"];
    std::string timestamp = ask["timestamp"];
    std::cout << "Ask - Price: " << price << ", Amount: " << amount << ", Timestamp: " << timestamp << std::endl;
}

return 0;

}

If you're getting the data from libcurl, make sure you null-terminate the buffer and pass it to json::parse(dataStr).

If json::parse() throws, you can catch it with:

cpp
try {
auto j = json::parse(data);
} catch (json::parse_error& e) {
std::cerr << "Parse error: " << e.what() << std::endl;
}

This may be related: https://json.nlohmann.me/features/parsing/json_lines/