getRpiOrderbook
Retrieve orderbook depth with separate RPI and non-RPI order sizes at each price level for market microstructure analysis.
Instructions
Retrieve orderbook depth data that explicitly shows RPI (Retail Price Improvement) order sizes at each price level, alongside regular non-RPI order sizes.
Use this endpoint when you need to:
Identify the RPI liquidity available at each price level separately from non-RPI liquidity
Distinguish between RPI and non-RPI order flow for market microstructure analysis
Access the full orderbook including RPI orders (which are excluded from the standard orderbook)
Supported Products: Spot, USDT contract, Inverse contract
Each price level returns a 3-element array: [price, non-RPI size, RPI size].
Returns up to 50 levels per side.
Do not use this endpoint if you only need regular orderbook depth — use getOrderbook instead.
Notes:
Each price level returns
[price, non-RPI size, RPI size]No authentication required
Agent hint: Use this endpoint when you specifically need RPI (Retail Price Improvement) order sizes in the orderbook. For standard orderbook depth without RPI breakdown, use getOrderbook instead. The response format differs from getOrderbook: each level has 3 values [price, non-RPI size, RPI size].
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| category | No | ||
| symbol | Yes | ||
| limit | Yes |