RPI Order Book

API Description

Query symbol orderbook with RPI orders

HTTP Request

GET /fapi/v1/rpiDepth

Note:

RPI(Retail Price Improvement) orders are included and aggreated in the response message. Crossed price levels are hidden and invisible.

Request Weight

Adjusted based on the limit:

Limit	Weight
1000	20

Request Parameters

Name	Type	Mandatory	Description
symbol	STRING	YES
limit	INT	NO	Default 1000; Valid limits:[1000]

Response Example

{
  "lastUpdateId": 1027024,
  "E": 1589436922972,   // Message output time
  "T": 1589436922959,   // Transaction time
  "bids": [
    [
      "4.00000000",     // PRICE
      "431.00000000"    // QTY
    ]
  ],
  "asks": [
    [
      "4.00000200",
      "12.00000000"
    ]
  ]
}