Order Book Depth

Get buy and sell depth data for futures trading pairs.

API Information

• Method: GET
• Path: /api/v1/futures/open-api/orderbook/{symbol}

Request Parameters

Parameter	Location	Type	Required	Description
symbol	path	string	Yes	Futures trading pair, e.g. BTCUSDT
depth	query	int	No	Depth levels, default 20, max 400
with_id	query	bool	No	Return sequence number for incremental sync, default false
step	query	string	No	Price aggregation precision, e.g. 0.01, 0.1, 1

Request Example

GET /api/v1/futures/open-api/orderbook/BTCUSDT?depth=20&with_id=true

Response Fields

Field	Type	Description
code	int	Status code, 200 indicates success
msg	string	Response message
data.symbol	string	Futures trading pair
data.bids	array	Bids, [[price, quantity], ...]
data.asks	array	Asks, [[price, quantity], ...]
data.timestamp	int64	Timestamp
data.id	int64	Sequence number (when with_id=true)

Notes

• bids sorted high to low
• asks sorted low to high
• id sequence number for incremental sync (requires with_id=true)

Response Example

{
  "code": 200,
  "msg": "success",
  "data": {
    "symbol": "BTCUSDT",
    "bids": [
      ["68500.5", "1.25"],
      ["68500.0", "2.50"]
    ],
    "asks": [
      ["68501.0", "1.50"],
      ["68501.5", "2.00"]
    ],
    "timestamp": 1737536400000,
    "id": 12345678
  }
}