Get Order Book of an Instrument

API Description

This interface allows querying the depth data, including bids and asks, for a specified instrument.

Note: Order Book data is available via both Resful and Websocket APIs. This page describes the RESTful API. For information on the Websocket API, please click here

Precautions

1. This interface does not allow users to specify bid/ask levels. By default, it returns 20 levels of bids and asks in response.
2. The interface does not provide timestamp information.

Authentication

This is a public interface and does not require authentication. For details on using the RESTful API, please refer to Introduction > Authentication & Code Snippet > Futures > RESTful Public Interface.

Request Method

GET

Endpoint

/v1/perpumPublic/depth

Frequency Limit

The frequency limit for this interface is 10 requests/2s per user ID and IP. In addition to this per-interface limit, a global rate limit is also enforced.

For detailed information on Global rate limits and API Rate Limiting Policy, please refer to the "Frequency Limit" section at click here

Request Parameters

Parameter	Mandatory	Type	Description
base	true	String	The base currency of the instrument. (e.g., BTC or btc). This parameter is case-insensitive. Note: For instruments that start with numbers (e.g., 1000PEPE), both uppercase and lowercase formats are valid.

Response Parameters

Parameter	Type	Description
asks	List	Sell-side depth containing 20 levels of ask
bids	List	Buy-side depth containing 20 levels of bid
m	BigDecimal	Quantity of the base currency
p	BigDecimal	Price of the base currency
n	String	Base currency of the instrument, e.g., BTC.

Request Example

The following Python code shows how to get the order book of BTC.

Note: For a complete code example, please refer to Introduction > Authentication & Code Snippet > Futures > RESTful Public Interface.

api_url = "/v1/perpumPublic/depth"
params = {"base" : "BTC"}
FuturesRestfulPublic(api_url, params) # function FuturesRestfulPublic() is defined in section (Introduction > Authentication & Code Snippet > Futures > RESTful Public Interface)

Note: For a complete Java code example, please refer to Introduction > Authentication & Code Snippet > Futures > RESTful Public Interface.

Response Example

The following is an example response returned by the above Python request. The actual response for the above request returns 20 levels of bids and asks. For brevity, only 5 levels are shown below:

{'code': 0,
 'data': {'asks': [{'m': 0.516, 'p': 89942.2},
   {'m': 0.807, 'p': 89942.3},
   {'m': 0.15, 'p': 89942.4},
   {'m': 0.542, 'p': 89942.5},
    ...............................,
   {'m': 0.475, 'p': 89944.7}],
  'bids': [{'m': 0.044, 'p': 89942.1},
   {'m': 0.3, 'p': 89941.8},
   {'m': 0.517, 'p': 89941.5},
   {'m': 0.553, 'p': 89941.3},
    ...............................,
   {'m': 0.046, 'p': 89938.7}],
  'n': 'btc',
  't': None},
 'msg': ''}