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.
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
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.