Order Book
order_bookRetrieves aggregated bid and ask liquidity for a specified coin, with configurable depth levels and total liquidity per side.
Instructions
Aggregated order book for one coin from l2Book: depth levels per
side (default 10, max 100), aggregated by the book's nSigFigs
precision (default taken from the response levels), with total
liquidity (sum px*sz) per side. Example: order_book(coin="ETH",
depth=20)
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| coin | Yes | ||
| depth | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||