Order Book Depth

Provides order book depth data query for trading pairs, supports price precision aggregation and level limits.

---

Get Order Book Depth

Get order book depth data for a specified trading pair, supports price precision aggregation and level limits.

API Information

• Method: GET
• Path: /api/v1/depth

Request Parameters

Parameter	Location	Type	Required	Description
symbol	query	string	Yes	Trading pair, e.g. BTC_USDT
precision	query	integer	No	Price precision (decimal places), returns original precision if not specified
limit	query	integer	No	Number of levels, default 100, max 5000
with_id	query	boolean	No	Whether to return sequence number

Request Example

GET /api/v1/depth?symbol=BTC_USDT&limit=100&with_id=true

Response Fields

Field	Type	Description
code	integer	Error code, 0 indicates success
message	string	Error message
data	object	Depth data
data.symbol	string	Trading pair
data.asks	array	Ask levels, format [[price, qty], ...]
data.bids	array	Bid levels, format [[price, qty], ...]
data.id	integer	Sequence number (returned when with_id=true)
data.timestamp	integer	Timestamp (milliseconds)

Response Example

{
  "code": 0,
  "message": "success",
  "data": {
    "symbol": "BTC_USDT",
    "asks": [
      ["42166.00", "0.125"],
      ["42167.00", "0.250"]
    ],
    "bids": [
      ["42165.00", "0.310"],
      ["42164.00", "0.500"]
    ],
    "id": 12345,
    "timestamp": 1768051394008
  }
}

Error Response

Status Code	code	Description
400	4000	Parameter error, e.g. symbol is required
503	-	Service unavailable

{
  "code": 4000,
  "data": null,
  "message": "symbol is required"
}

---

Get Sync Status

Get depth synchronization status for all trading pairs.

API Information

• Method: GET
• Path: /api/v1/depth/status

Request Parameters

None

Request Example

GET /api/v1/depth/status

Response Fields

Field	Type	Description
code	integer	Error code, 0 indicates success
message	string	Error message
data	object	Sync status data
data.symbols	object	Trading pair sync status mapping (key is trading pair, value is status string)

Response Example

{
  "code": 0,
  "message": "success",
  "data": {
    "symbols": {
      "BTC_USDT": "synced",
      "ETH_USDT": "syncing"
    }
  }
}