Get Order Book

API Description

This interface allows querying the spot market order book data for specified trading instruments. Users may request either 5-level or 20-level depth for bids and asks.

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

Precautions

1. This interface does not provide timestamp information.
2. Users can query order book data for single or multiple instruments in one request.

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 > Spot > RESTful Public Interface.

Request Method

GET

Endpoint

/api/v1/public?command=returnOrderBook

Frequency Limit

The frequency limit for this interface is 10 requests/second per 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
size	Integer	False	Order book depth data levels (5, 20) Note: Default is 5
symbol	String	True	Trading instrument(s). Multiple tranding instruments allowed, separated by commas. Example: "BTC_USDT,ETH_USDT" Note: Max 20 instrument per request

Response Parameters

Parameter	Type	Description
asks	Array	Sell-side depth Note: 5 levels of asks are returned by default.
-quantity	String	Trading volume in base currency
-price	String	Price in base currency
bids	Array	Buy-side depth Note: 5 levels of bids are returned by default.
-quantity	String	Trading volume in base currency
-price	String	Price in base currency
pair	String	Trading instrument

Request Example

The following Python code shows how to get order book data for BTC_USDT and ETH_USDT.

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

api_url= "/api/v1/public?command=returnOrderBook"

params= {"size" : 5,
        "symbol" : "BTC_USDT,ETH_USDT",}

SpotRestfulPublic(api_url, params)   # function SpotRestfulPublic() is defined in section (Introduction > Authentication & Code Snippet > Spot > RESTful Public Interface)

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

Response Example

The following is an example response returned by the above Python request.

{
  'code': '200',
  'data': [
    {
      'asks': [
        ['87668.0600', '0.5452'],
        ['87668.1800', '0.7087'],
        ['87668.2900', '0.0165'],
        ['87668.4100', '0.0305'],
        ['87668.5200', '1.2592']
      ],
      'bids': [
        ['87667.4400', '0.3312'],
        ['87666.8500', '0.0459'],
        ['87666.2700', '0.0492'],
        ['87665.6800', '0.0734'],
        ['87665.1000', '0.0616']
      ],
      'pair': 'BTC_USDT'
    },
    {
      'asks': [
        ['2926.3200', '21.7389'],
        ['2926.4800', '25.2155'],
        ['2926.5700', '25.6872'],
        ['2926.6700', '23.6043'],
        ['2926.7900', '12.4068']
      ],
      'bids': [
        ['2926.1300', '12.8027'],
        ['2926.0300', '18.8028'],
        ['2925.9400', '21.5573'],
        ['2925.7800', '23.1259'],
        ['2925.6900', '23.7506']
      ],
      'pair': 'ETH_USDT'
    }
  ],
  'msg': 'SUCCESS',
  'success': True,
  'failed': False
}