Order Book Depth
depthRetrieve order book depth for a stock symbol, including bid and ask prices, volumes, and order counts for up to 10 price levels.
Instructions
Get order book depth for a symbol. Returns {bids[]{position, price, volume, order_num}, asks[]{position, price, volume, order_num}}. Up to 10 price levels.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | Yes | Security symbol, e.g. "700.HK" |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| bids | Yes | Bid levels, best price first. | |
| asks | Yes | Ask levels, best price first. |