Definition

Order Book Dashboard provides an average view of depth liquidity across exchanges and pairs over a chosen time window. It allows for easy comparison of liquidity environments.

Details

This endpoint aggregates average depth values at specified basis point levels (e.g., 10bps, 50bps) over time, showing how market depth evolves and how certain exchanges or pairs compare in terms of liquidity provision. Used for both historical analysis and monitoring liquidity fragmentation across the market

API Endpoints

/spot-analytics-information-order-book-depth /spot-analytics-order-book-depth-dashboard

Availability

We cover major tokens such as BTC, ETH, XRP, SOL, and USDT for exchanges with limited Depth order count, while all pairs for exchanges with Full Depth. Please use the information endpoint to find all coverage and exact trading pairs.
ExchangeHistoryGranularityDepth Order Count
Binance2025-01-011min5000
Binance.us2025-01-011min5000
Bitstamp2025-01-011minFull
Bybit2025-01-011min200
GDAX (Coinbase)2025-01-011minFull
Gemini2025-01-011minFull
OKEx (OKX)2025-01-011min1000
itBit2025-01-011minFull
Huobi2025-01-011min100
Bullish2025-01-011minFull
Deribit2025-01-011min1000
kraken2025-01-011min100

Frequently Asked Questions

How does this differ from the order book depth endpoint?
  • This dashboard aggregates and averages depth metrics, rather than providing point-in-time depth snapshots. It’s useful for high-level analysis across markets.
Can I use this to compare exchanges?
  • Yes — average depth at various bps levels is included by exchange and trading pair.