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Rust
Hybrid

Order Book Depth

depth
Read-onlyIdempotent

Retrieve order book depth for a security symbol, displaying up to 10 price levels to assess market liquidity.

Instructions

Get order book depth for a symbol. Up to 10 price levels.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
_jqNoOptional jq filter (jaq syntax) applied to this tool's JSON response before it is returned; it never changes the upstream request. One output is returned as-is, several as a JSON array, none as []. Module imports and the `env`/`debug`/`stderr` builtins are unavailable. Example: .data | map({symbol}). Omit for the full response.
symbolYesSecurity symbol, e.g. "700.HK". Use the canonical form — a padded code like "00700.HK" returns an empty record, not an error.

Schema Changelog

Changes observed during successful MCP inspections.

  1. Changed2 schema fields changedv0.12.0
    • addedInput schema / properties / _jq / description
      Added value: +"Optional jq filter (jaq syntax) applied to this tool's JSON response before it is returned; it never changes the upstream request. One output is returned as-is, several as a JSON array, none as []. Module imports and the `env`/`debug`/`stderr` builtins are unavailable. Example: .data | map({symbol}). Omit for the full response."
    • changedInput schema / properties / symbol / description
      Previous value: -"Security symbol, e.g. \"700.HK\""New value: +"Security symbol, e.g. \"700.HK\". Use the canonical form — a padded code like \"00700.HK\" returns an empty record, not an error."
  2. Changed2 schema fields changedv0.10.6
    • addedInput schema / properties / _jq
      Added value: +{
+  "type": "string"
+}
    • changedOutput schema / (root)
      Previous value: -{
-  "$defs": {
-    "DepthLevel": {
-      "properties": {
-        "order_num": {
-          "format": "int64",
-          "type": "integer"
-        },
-        "position": {
-          "format": "int32",
-          "type": "integer"
-        },
-        "price": {
-          "type": [
-            "string",
-            "null"
-          ]
-        },
-        "volume": {
-          "format": "int64",
-          "type": "integer"
-        }
-      },
-      "required": [
-        "position",
-        "volume",
-        "order_num"
-      ],
-      "type": "object"
-    }
-  },
-  "properties": {
-    "asks": {
-      "items": {
-        "$ref": "#/$defs/DepthLevel"
-      },
-      "type": "array"
-    },
-    "bids": {
-      "items": {
-        "$ref": "#/$defs/DepthLevel"
-      },
-      "type": "array"
-    }
-  },
-  "required": [
-    "bids",
-    "asks"
-  ],
-  "type": "object"
-}New value: +null
  3. Changed1 schema field changedv0.7.1
    • removedInput schema / title
      Removed value: -"SymbolParam"
  4. Changed9 schema fields changedv0.6.0
    • removedOutput schema / $defs / DepthLevel / properties / order_num / description
      Removed value: -"Number of orders sitting at this price level."
    • removedOutput schema / $defs / DepthLevel / properties / position / description
      Removed value: -"Position number (1-based, depth ordering)."
    • removedOutput schema / $defs / DepthLevel / properties / price / description
      Removed value: -"Price at this level. May be null when the level is empty."
    • removedOutput schema / $defs / DepthLevel / properties / volume / description
      Removed value: -"Total quantity at this price level."
    • removedOutput schema / $schema
      Removed value: -"https://json-schema.org/draft/2020-12/schema"
    • removedOutput schema / description
      Removed value: -"Returned by `depth`. Snapshot of the bid/ask order book."
    • removedOutput schema / properties / asks / description
      Removed value: -"Ask levels, best price first."
    • removedOutput schema / properties / bids / description
      Removed value: -"Bid levels, best price first."
    • removedOutput schema / title
      Removed value: -"DepthResponse"
  5. Addedv0.4.5
  6. Removedv0.4.0
  7. Addedv0.3.2
  8. Removedv0.3.1
  9. First observedv0.1.12

TDQS

B3.3/5.0
Behavior3/5

Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?

Annotations already declare readOnlyHint, openWorldHint, idempotentHint, and destructiveHint false, covering the safety profile. The description adds the 'Up to 10 price levels' limit, which is useful behavioral context beyond annotations, but does not describe response format or error behavior.

Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.

Conciseness5/5

Is the description appropriately sized, front-loaded, and free of redundancy?

Two concise sentences with no wasted words. The purpose is front-loaded and the level limit is a valuable additional detail.

Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.

Completeness3/5

Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?

For a simple tool with one required parameter and no output schema, the description is minimal but covers the core purpose and a key limit. However, it omits any description of the response structure, which could be helpful given the absence of an output schema. Still, the schema covers parameter semantics and annotations cover safety, so it is adequate but not comprehensive.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters3/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

Schema coverage is 100% with both parameters ('symbol' and '_jq') fully described in the schema. The description adds no extra meaning about parameters, so the baseline 3 applies.

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose4/5

Does the description clearly state what the tool does and how it differs from similar tools?

States a specific verb 'Get' and resource 'order book depth' for a symbol, with an additional detail on level count. It is clear what the tool does, though it does not explicitly differentiate from sibling tools like 'quote' or 'candlesticks' which might also return market data, but the resource is specific enough.

Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.

Usage Guidelines2/5

Does the description explain when to use this tool, when not to, or what alternatives exist?

The description provides no guidance on when to use this tool versus alternatives, nor any exclusions or conditions. It simply states what it does, leaving the agent to infer usage context.

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.

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