Order Book Depth

Get the buy/sell order book depth data for a specified trading pair.

Interface Information

• Method: GET
• Path: /api/v1/stock/open-api/depth

Request Parameters

Parameter	Type	Required	Description
symbol	string	Yes	Trading pair, e.g., XSM
limit	int	No	Number of levels to return, default 20, max 400

Request Example

GET /api/v1/stock/open-api/depth?symbol=XSM&limit=20

Response Fields

Field	Type	Description
code	int	Status code
msg	string	Status message
data.symbol	string	Trading pair
data.bids	array	Bids, [[price, quantity], ...]
data.asks	array	Asks, [[price, quantity], ...]
data.timestamp	int64	Timestamp

Note

• bids are sorted from highest to lowest price
• asks are sorted from lowest to highest price

Response Example

{
  "code": 0,
  "msg": "success",
  "data": {
    "symbol": "XSM",
    "bids": [
      ["185.50", "1000"],
      ["185.40", "500"]
    ],
    "asks": [
      ["185.60", "800"],
      ["185.70", "1200"]
    ],
    "timestamp": 1705737600000
  }
}