Get Full Order Book - Level 2

Get a snapshot of aggregated open orders for a symbol.

Level 2 order book includes all bids and asks (aggregated by price). This level returns only one aggregated size for each price (as if there was only one single order for that price).

This API will return data with full depth.

It is generally used by professional traders because it uses more server resources and traffic, and we have strict access frequency control.

To maintain up-to-date Order Book, please use Websocket incremental feed after retrieving the Level 2 snapshot.

In the returned data, the sell side is sorted low to high by price and the buy side is sorted high to low by price.

HTTP REQUEST

GET /api/v1/level2/snapshot

Example

GET /api/v1/level2/snapshot?symbol=XBTUSDM

{
  "code": "200000",
  "data": {
    "symbol": "XBTUSDM", //Symbol
    "sequence": 100, //Ticker sequence number
    "asks": [
      ["5000.0", 1000], //Price, quantity
      ["6000.0", 1983] //Price, quantity
    ],
    "bids": [
      ["3200.0", 800], //Price, quantity
      ["3100.0", 100] //Price, quantity
    ],
    "ts": 1604643655040584408 // timestamp
  }
}

REQUEST URL

This endpoint support Futures URL

REQUEST RATE LIMIT

Public weight：3

PARAMETERS

Param	Type	Description
symbol	String	Symbol of the contract

RESPONSES

Param	Description
symbol	Symbol
sequence	Ticker sequence number
asks	asks. [Price, quantity]
bids	bids. [Price, quantity]
ts	timestamp