Is there a liquidity aggregator service for bitcoins? I would like to check quotes from multiple bitcoin exchanges in a single, aggregated place. Is there such a service or at least something in that direction out there? Or do I have to connect to each and every exchange and get their market data by myself?
Coral Blocks has a free service that provides aggregated liquidity from Coinbase, Coinsetter, Okcoin and LakeBTC. You can get the aggregated book in JSON through the link:

http://www.coralblocks.com:45453/book/BTC-USD

{
    "last updated":     "20151015-21:01:27.551",
    "time zone":        "America/New_York",
    "symbol":           "BTC-USD",
    "exchange":         null,
    "spread":           -0.90,
    "best bid size":        0.07000000,
    "best bid price":       255.87,
    "best ask size":        0.00090000,
    "best ask price":       254.97,

    "bids": [

        [ "OKCN",       0.07000000,     255.87],
        [ "OKCN",       0.07000000,     255.84],
        [ "OKCN",       0.07000000,     255.81],
        ...
    ],

    "asks": [

        [ "LAKE",       0.00090000,     254.97],
        [ "LAKE",       0.06700000,     254.98],
        [ "LAKE",       0.60000000,     254.99],
        ...
    ]
}


You can also get real-time updates through TCP and FIX. More info about the API here: 

http://www.coralblocks.com/index.php/2015/10/free-real-time-bitcoin-market-data/

Disclaimer: I am a developer at Coral Blocks.