Order Book
order_bookGet aggregated order book depth for a symbol on futures or spot venues, with selectable depth to control data weight.
Instructions
Aggregated order book: fapi /depth (futures) or sapi /api/v3/ depth (spot). The requested depth is snapped to the nearest priced tier (weight-aware: 5/10/20/50=2, 100=5, 500=10, 1000=20 weight). Example: order_book(symbol="BTCUSDT", depth=20)
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| depth | No | ||
| venue | No | futures | |
| symbol | Yes |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||