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. This is helpful for understanding 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. Please use the information endpoint to find all coverage and exact trading pairs.

Exchange	History
Binance	2024-01-01
Binance.us	2023-05-31
GDAX (Coinbase)	2024-01-01
Huobi	2023-11-20
Kraken	2023-08-27
Okex (OKX)	2024-01-01

To query for the last 24 hours, use the parameter hourAgo=24.

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.