Get Market Depth

/sapi/v1/market/depth

Request type: GET

Signature verification: No

Interface permission: Read

Rate Limit: For public interface to get market data such as Get Kline data, Get Market Data Overview, Get Contract Information,Get market in-depth data, Get premium index Kline, Get real-time forecast capital rate kline, Get basis data, Get the last Trade of a Contract and so on: (1)For restful interfaces, products, (future, coin margined swap, usdt margined Contracts)800 times/second for one IP at most

Interface description: The interface supports cross margin mode and isolated margin mode. The request parameter "contract_code" supports the contract code of futures, in that the format is BTC-USDT-210625; and supports contract type: BTC-USDT, BTC-USDT-CW, BTC-USDT-NW, BTC-USDT-CQ, BTC-USDT-NQ.

Request Address

Environment
Address

Online (preferred by aws customers)

Request Parameter

Parameter
Data Type
Required
Description
Value Range
Default Value

contract_code

string

true

swap: "BTC-USDT"... , future: "BTC-USDT-220325" ... or BTC-USDT-CW, BTC-USDT-NW, BTC-USDT-CQ, BTC-USDT-NQ

type

string

true

Get depth data within step 150, use step0, step1, step2, step3, step4, step5, step14, step15, step16, step17(merged depth data 0-5,14-17);when step is 0,depth data will not be merged; Get depth data within step 20, use step6, step7, step8, step9, step10, step11, step12, step13, step18, step19(merged depth data 7-13,18-19); when step is 6, depth data will not be merged.

Notes: step16, step17, step18, and step19 are only for SHIB-USDT contract, and the other contracts is not supported now.

Response Parameter

Parameter
Data Type
Required
Description
Value Range

ch

string

true

Data belonged channel,Format: market.period

status

string

true

Request Processing Result

ts

long

true

Time of Respond Generation,Unit:Millisecond

"ok" , "error"

<tick>

object array

false

mrid

long

true

Order ID

id

long

true

tick ID

asks

object

false

Sell,[price(Ask price), vol(Ask orders (cont.) )], price in ascending sequence

bids

object

false

Buy,[price(Bid price), vol(Bid orders(Cont.))], Price in descending sequence

ts

long

true

Time of Respond Generation, Unit: Millisecond

version

long

true

version ID

ch

string

true

Data channel, Format: market.period

</tick>

false

Request Example

Response Example

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