Get Market Depth

HTTP request

GET /futures/depth

Request parameters

Parameter Name	Required	Type	Notes
market	true	string	Market name
limit	true	int	Number of depth data items. One of [5, 10, 20, 50]
interval	true	string	Merge interval. One of ["0", "0.00000000001", "0.000000000001", "0.0000000001", "0.000000001", "0.00000001", "0.0000001", "0.000001", "0.00001", "0.0001", "0.001", "0.01", "0.1", "1", "10", "100", "1000"]

Return parameters

Parameter Name	Type	Notes
market	string	Market name
is_full	bool	True means full push, and false means incremental push
depth	object	Depth data
depth.asks	array	Seller data
asks[n][0]	string	Seller price
asks[n][1]	string	Seller size. During incremental push, a value of 0 indicates the depth at which the price needs to be deleted.
depth.bids	array	Buyer data
bids[n][0]	string	Buyer price
bids[n][1]	string	Buyer size. During incremental push, a value of 0 indicates the depth at which the price needs to be deleted.
depth.last	string	Latest price
depth.updated_at	int	Timestamp, millisecond
depth.checksum	string	Data checksum

Reminder

About Depth Checksum:

1. The checksum is a signed 32-bit integer of the full depth data, used to verify the accuracy of the depth data.
2. Construct the checksum string: bid1_price:bid1_amount:bid2_price:bid2_amount:ask1_price:ask1_amout:... (if there is no bid, the checksum string will be ask1_price:ask1_amount:ask2_price:ask2_amount:...)
3. Encode the checksum string using crc32 algorithm

Please check out the Code Examples to see how to use both full and incremental data pushes in the API client to recover complete depth data and verify its accuracy.

---

Request example

GET /futures/depth?market=BTCUSDT&limit=5&interval=0.01

Response example

{
    "code": 0,
    "data": {
        "market": "BTCUSDT",
        "is_full": true,
        "depth": {
            "asks": [
                [
                    "30740.00",
                    "0.31763545"
                ],
                [
                    "30769.00",
                    "1.45155000"
                ]
            ],
            "bids": [
                [
                    "30736.00",
                    "0.04857373"
                ],
                [
                    "30733.00",
                    "0.84696320"
                ],
                [
                    "30725.00",
                    "0.12563353"
                ],
                [
                    "30422.00",
                    "0"
                ]
            ],
            "last": "30746.28",
            "updated_at": 1689152421692,
            "checksum": 2578768879
        }
    },
    "message": "OK"
}