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

Note:

Retail Price Improvement(RPI) orders are not visible and excluded in the response message.

Request

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

Request Weight

Adjusted based on the limit:

Limit	Weight
5, 10, 20, 50	2
100	5
500	10
1000	20

Request Parameters

Name	Type	Mandatory	Description
symbol	STRING	YES
limit	INT	NO	Default 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
    }
  ]
}