Orderbook
Retrieve order book of the instrument.
Rate Limit: 40 requests per 2 seconds
Rate limit rule: IP
HTTP Request
Request Example
Request Parameters
Parameter
Type
Required
Description
instId
String
Yes
Instrument ID, e.g. BTC-USDT
sz
String
No
Order book depth per side. Maximum 400, e.g. 400 bids + 400 asks
Default returns to 100
depth data
Response Parameters
Parameter
Type
Description
asks
Array
Order book on sell side
bids
Array
Order book on buy side
ts
String
Order book generation time
An example of the array of asks and bids values: ["411.8", "10", "0", "4"]
"411.8" is the depth price
"10" is the quantity at the price (number of contracts for derivatives)
"0" is part of a deprecated feature and it is always "0"
"4" is the number of orders at the price.
Last updated