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Order Book

API Description#

Get current order book. Note that this request returns limited market depth. If you need to continuously monitor order book updates, please consider using Websocket Market Streams:

  • <symbol>@depth<levels>
  • <symbol>@depth

You can use depth request together with <symbol>@depth streams to maintain a local order book.

Method#

depth

Request#

{    "id": "51e2affb-0aba-4821-ba75-f2625006eb43",    "method": "depth",    "params": {      "symbol": "BTCUSDT"    }}

Request Weight#

Adjusted based on the limit:

LimitWeight
5, 10, 20, 502
1005
50010
100020

Request Parameters#

NameTypeMandatoryDescription
symbolSTRINGYES
limitINTNODefault 500; Valid limits:[5, 10, 20, 50, 100, 500, 1000]

Response Example#

{  "id": "51e2affb-0aba-4821-ba75-f2625006eb43",  "status": 200,  "result": {    "lastUpdateId": 1027024,    "E": 1589436922972,   // Message output time    "T": 1589436922959,   // Transaction time    "bids": [      [        "4.00000000",     // PRICE        "431.00000000"    // QTY      ]    ],    "asks": [      [        "4.00000200",        "12.00000000"      ]    ]  },  "rateLimits": [    {      "rateLimitType": "REQUEST_WEIGHT",      "interval": "MINUTE",      "intervalNum": 1,      "limit": 2400,      "count": 5    }  ]}