Endpoint B3 — Order Book
GET /api/v1/fdata/depth
Returns the order book depth for a given contract, default depth is 100 levels (50 bids + 50 asks).
Request Parameters
| Parameter | Type | Required | Description |
|---|---|---|---|
| symbol | string | Required | Contract identifier, format \{BASE\}-USD-PERP, e.g. ETH-USD-PERP |
| limit | integer | Optional | Number of depth levels, default 100 |
Response Fields
| Field | Type | Required | Description |
|---|---|---|---|
| ticker_id | string | Required | Contract identifier, matches the request symbol |
| timestamp | Integer (UTC ms) | Required | Order book last update timestamp |
| bids | float64[][] | Required | Bid orders array, each item [price, quantity], sorted by price descending |
| asks | float64[][] | Required | Ask orders array, each item [price, quantity], sorted by price ascending |
Request Example
GET /api/v1/fdata/depth?symbol=BTC-USD-PERP&limit=10
Response Example
{
"ticker_id": "BTC-USD-PERP",
"timestamp": 1743091200000,
"bids": [
[65418.00, 0.263],
[65415.50, 0.184],
[65410.00, 0.441]
// ... up to limit levels
],
"asks": [
[65422.00, 0.105],
[65425.00, 0.273],
[65430.50, 0.158]
// ... up to limit levels
]
}