Olympus
Market data

Order book depth

Returns the current order book depth for a symbol. Follows Binance USDS-M Futures format with bids and asks as `[price, qty]` arrays.

GET
/api/v1/depth

Returns the current order book depth for a symbol. Follows Binance USDS-M Futures format with bids and asks as [price, qty] arrays.

Query Parameters

symbol*string

Instrument symbol (e.g. AAPL-USD)

limit?integer

Number of price levels to return (1–1000, default 20)

Default20
Range1 <= value <= 1000

Response Body

application/json

application/json

curl -X GET "http://localhost:3000/api/v1/depth?symbol=AAPL-USD"
{
  "lastUpdateId": 0,
  "E": 1709123456789,
  "T": 1709123456789,
  "bids": [
    [
      "150.00",
      "25"
    ]
  ],
  "asks": [
    [
      "150.01",
      "15"
    ]
  ]
}
{
  "code": -1121,
  "msg": "Invalid symbol."
}