get_microstructure
Cross-venue order book microstructure for BTC, ETH and SOL.
Per venue: spread in bps, immediately-executable depth in USD and the bid
share of it, measured over a band narrow enough that every venue's stream
captured it, each venue around its own mid. Also the basis - how far apart
venues price the same asset - plus a per-minute spread history.
Does NOT answer "what moves price 0.5%": the streams only carry the
innermost levels, so that would be extrapolation, not measurement.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| minutes | No |