Query Order Book Depth
Endpoint: /v1/futures/depth
Request Parameters
Method: GET
Example
Query Parameters
| Parameter | Required | Type | Example | Description |
|---|---|---|---|---|
| symbol | Yes | string | BTC-USDT | Trading pair |
| limit | No | int | 50 | Number of entries to return per side. Default: 50, Maximum: 100 |
Response Parameters
| Parameter | Required | Type | Example | Description |
|---|---|---|---|---|
| errno | Yes | int | 0 | Status code |
| errmsg | Yes | string | success | Status message |
| result | Yes | object | See example | Response data |
Result Fields
| Parameter | Required | Type | Example | Description |
|---|---|---|---|---|
| ts | Yes | long | 1499223904680 | Data timestamp |
| symbol | Yes | string | BTC-USDT | Trading pair |
| asks | Yes | array | See example | Ask orders, formatted as [price, amount], sorted by price in ascending order |
| bids | Yes | array | See example | Bid orders, formatted as [price, amount], sorted by price in descending order |
Response Example
JSON
{
"errno": 0,
"errmsg": "success",
"result": {
"symbol": "EOS-USDT",
"ts": 1499223904680,
"bids": [
[7964, 0.0678],
[7963, 0.9162],
[7961, 0.1],
[7960, 12.8898],
[7958, 1.2],
[7955, 2.1009],
[7954, 0.4708],
[7953, 0.0564],
[7951, 2.8031],
[7950, 13.7785],
[7949, 0.125],
[7948, 4],
[7942, 0.4337],
[7940, 6.1612],
[7936, 0.02],
[7935, 1.3575],
[7933, 2.002],
[7932, 1.3449],
[7930, 10.2974],
[7929, 3.2226]
],
"asks": [
[7979, 0.0736],
[7980, 1.0292],
[7981, 5.5652],
[7986, 0.2416],
[7990, 1.9970],
[7995, 0.88],
[7996, 0.0212],
[8000, 9.2609],
[8002, 0.02],
[8008, 1],
[8010, 0.8735],
[8011, 2.36],
[8012, 0.02],
[8014, 0.1067],
[8015, 12.9118],
[8016, 2.5206],
[8017, 0.0166],
[8018, 1.3218],
[8019, 0.01],
[8020, 13.6584]
]
}
}