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Version: V1.0 (Legacy)

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

ParameterTypeRequiredDescription
symbolstringRequiredContract identifier, format \{BASE\}-USD-PERP, e.g. ETH-USD-PERP
limitintegerOptionalNumber of depth levels, default 100

Response Fields

FieldTypeRequiredDescription
ticker_idstringRequiredContract identifier, matches the request symbol
timestampInteger (UTC ms)RequiredOrder book last update timestamp
bidsfloat64[][]RequiredBid orders array, each item [price, quantity], sorted by price descending
asksfloat64[][]RequiredAsk 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
]
}