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
Online
Online (preferred by aws customers)
Request Parameter
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
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
Last updated