Order Book Depth & Slippage
orderbook_depthSpot order book on OKX, Gate or Kraken: best bid/ask, spread in bps, USD depth within 0.5%, 1% and 2% of mid, and the average fill price and slippage to market-buy or sell a given USD size.
Tool call template
This tool declares no required parameters. Add optional parameters from the input schema as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {},
"name": "orderbook_depth"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| pair | No | BTC-USDT | |
| venue | No | okx | |
| size_usd | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |