Get Full Order Book(aggregated)
Request via this endpoint to get the order book of the specified 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.
HTTP REQUEST
GET /api/v3/market/orderbook/level2
Example
GET /api/v3/market/orderbook/level2?symbol=BTC-USDT
{
"sequence": "3262786978",
"time": 1550653727731,
"bids": [
["6500.12", "0.45054140"],
["6500.11", "0.45054140"]
], //[price,size]
"asks": [
["6500.16", "0.57753524"],
["6500.15", "0.57753524"]
]
}
API KEY PERMISSIONS
This endpoint requires the General permission.
REQUEST URL
This endpoint support Spot URL
REQUEST RATE LIMIT
Spot weight
:3
PARAMETERS
Param | Type | Mandatory | Description |
---|---|---|---|
symbol | String | Yes | symbol |
RESPONSES
Param | Description |
---|---|
sequence | Sequence number |
time | Timestamp |
bids | bids |
asks | asks |
Data Sort
Asks: Sort price from low to high
Bids: Sort price from high to low