> ## Documentation Index
> Fetch the complete documentation index at: https://docs.amberdata.io/llms.txt
> Use this file to discover all available pages before exploring further.

# Depth

> Percentage depth profiles offer insights into the order book structure and available liquidity at different price levels. By analyzing buy and sell liquidity within a specified percentage range from the best-bid/best-ask, traders can assess liquidity distribution and its impact on market behavior. The order book depth endpoint returns liquidity data in percentage-based tranches, measured in basis points, at 1-minute intervals. If no date range is specified, the most recent 24 hours of data will be returned.



## OpenAPI

````yaml get /analytics/futures-perpetuals/depth
openapi: 3.1.0
info:
  title: derivatives-api
  version: '2'
servers:
  - url: https://api.amberdata.com/markets/derivatives
security:
  - sec0: []
paths:
  /analytics/futures-perpetuals/depth:
    get:
      summary: Depth
      description: >-
        Percentage depth profiles offer insights into the order book structure
        and available liquidity at different price levels. By analyzing buy and
        sell liquidity within a specified percentage range from the
        best-bid/best-ask, traders can assess liquidity distribution and its
        impact on market behavior. The order book depth endpoint returns
        liquidity data in percentage-based tranches, measured in basis points,
        at 1-minute intervals. If no date range is specified, the most recent 24
        hours of data will be returned.
      operationId: futures-perpetual-analytics-order-book-depth
      parameters:
        - name: exchange
          in: query
          description: >-
            **[Required]** The select exchange for which to view liquidity
            depth.

            **[Examples]** ` gdax | okex | binance | binanceus`
          required: true
          schema:
            type: string
            default: deribit
        - name: instrument
          in: query
          description: |-
            **[Required]** The currency pair for which to view liquidity depth.
            **[Examples]** ` btc_usd | btc_usdc | eth_usd `
          required: true
          schema:
            type: string
            default: BTC-PERPETUAL
        - name: startDate
          in: query
          description: >-
            **[Optional]** Payload only includes data after this date
            (inclusive).

            **[Formats]** `seconds | milliseconds | iso8601` 

            **[Examples]** `1578531600 | 1578531600000 | 2025-02-27`
          schema:
            type: string
        - name: endDate
          in: query
          description: >-
            **[Optional]** Payload only includes data up to this date
            (exclusive).

            **[Formats]** `seconds | milliseconds | iso8601` 

            **[Examples]** `1578531600 | 1578531600000 | 2025-02-28`
          schema:
            type: string
        - name: timeFormat
          in: query
          description: >-
            **[Optional]** Time format of the timestamps in the return payload. 

            **[Defaults]** `milliseconds | ms* | iso | iso8601 | hr |
            human_readable`
          schema:
            type: string
            default: hr
      responses:
        '200':
          description: '200'
          content:
            application/json:
              schema:
                type: object
                properties:
                  status:
                    type: integer
                    example: 200
                  title:
                    type: string
                    example: OK
                  description:
                    type: string
                    example: Successful request
                  payload:
                    type: object
                    properties:
                      data:
                        type: array
                        items:
                          type: object
                          properties:
                            basisPoints005:
                              type: number
                              example: 6.830253600000002
                              description: Depth at 5 basis points from BBO
                            basisPoints005OrderCount:
                              type: integer
                              example: 60
                              description: Number of orders at 5 basis points depth
                            bestAskPrice:
                              type: number
                              example: 82695.55
                              description: The best ask price in the order book
                            bestBidPrice:
                              type: number
                              example: 82691.18
                              description: The best bid price in the order book
                            exchange:
                              type: string
                              example: deribit
                              description: The exchange where the depth data is from
                            midPrice:
                              type: number
                              example: 82693.36499999999
                              description: The mid-price between best bid and ask
                            instrument:
                              type: string
                              example: BTC-PERPETUAL
                              description: The trading pair for the depth data
                            side:
                              type: string
                              example: ask
                              description: The side of the order book (ask or bid)
                            spreadPercent:
                              type: number
                              example: 0.005284583593871039
                              description: The spread percentage between best bid and ask
                            timestamp:
                              type: integer
                              example: 1742342400000
                              description: >-
                                The timestamp for the depth data point in
                                milliseconds
              examples:
                Result:
                  value:
                    status: 200
                    title: OK
                    description: Successful request
                    payload:
                      data:
                        - basisPoints005: 6.830253600000002
                          basisPoints005OrderCount: 60
                          basisPoints010: 29.522870730000008
                          basisPoints010OrderCount: 111
                          basisPoints015: 44.98593633999999
                          basisPoints015OrderCount: 150
                          bestAskPrice: 82695.55
                          bestBidPrice: 82691.18
                          exchange: deribit
                          midPrice: 82693.36499999999
                          instrument: BTC-PERPETUAL
                          side: ask
                          spreadPercent: 0.005284583593871039
                          timestamp: 1742342400000
        '400':
          description: '400'
          content:
            application/json:
              examples:
                Result:
                  value: {}
              schema:
                type: object
                properties: {}
      deprecated: false
      security:
        - ApiKeyAuth: []
components:
  securitySchemes:
    ApiKeyAuth:
      type: apiKey
      in: header
      name: x-api-key

````