curl --request GET \
--url https://api.amberdata.com/markets/spot/analytics/depth/average-time-series \
--header 'x-api-key: <api-key>'{
"status": 200,
"title": "OK",
"description": "Successful request",
"payload": {
"data": [
{
"basisPoints005OrderCount": 50.11585807385952,
"basisPoints005UsdMillion": 0.8164277240123664,
"basisPoints010OrderCount": 101.4076755973932,
"basisPoints010UsdMillion": 2.4200052792833198,
"basisPoints015OrderCount": 139.33526430123098,
"basisPoints015UsdMillion": 4.032354567973533,
"basisPoints020OrderCount": 165.07965242577842,
"basisPoints020UsdMillion": 5.12001239439905,
"basisPoints025OrderCount": 186.58435916002895,
"basisPoints025UsdMillion": 6.4849871469881615,
"basisPoints050OrderCount": 276.2288196958726,
"basisPoints050UsdMillion": 9.863984912294022,
"basisPoints075OrderCount": 378.10065170166547,
"basisPoints075UsdMillion": 12.520908232726379,
"basisPoints100OrderCount": 488.112961622013,
"basisPoints100UsdMillion": 14.552850237163344,
"basisPoints125OrderCount": 598.8146270818247,
"basisPoints125UsdMillion": 15.676340302313667,
"basisPoints150OrderCount": 711.1810282404055,
"basisPoints150UsdMillion": 16.402634998926477,
"basisPoints175OrderCount": 818.9471397538016,
"basisPoints175UsdMillion": 17.074406562577984,
"basisPoints200OrderCount": 924.6719768283853,
"basisPoints200UsdMillion": 17.7662278250877,
"basisPoints225OrderCount": 1028.8030412744388,
"basisPoints225UsdMillion": 18.780723026978027,
"basisPoints250OrderCount": 1132.925416364953,
"basisPoints250UsdMillion": 19.831425427851418,
"basisPoints275OrderCount": 1237.8616944243302,
"basisPoints275UsdMillion": 20.828206747480827,
"basisPoints300OrderCount": 1343.599565532223,
"basisPoints300UsdMillion": 21.786886527157147,
"basisPoints325OrderCount": 1450.9840695148444,
"basisPoints325UsdMillion": 22.605037085982346,
"basisPoints350OrderCount": 1559.1361332367849,
"basisPoints350UsdMillion": 23.519621849718725,
"basisPoints375OrderCount": 1667.697320782042,
"basisPoints375UsdMillion": 24.349440955298423,
"basisPoints400OrderCount": 1776.0296886314266,
"basisPoints400UsdMillion": 25.35195996759689,
"basisPoints425OrderCount": 1883.4627081824765,
"basisPoints425UsdMillion": 26.237260796265836,
"basisPoints450OrderCount": 1992.1223750905142,
"basisPoints450UsdMillion": 27.07583659480697,
"basisPoints475OrderCount": 2104.102099927589,
"basisPoints475UsdMillion": 27.9825818053164,
"basisPoints500OrderCount": 2218.6082548877625,
"basisPoints500UsdMillion": 28.787407998145866,
"exchange": "gdax",
"pair": "btc_usd",
"side": "ask",
"timestamp": "2025-03-11 00:00:00 000"
}
]
}
}This endpoint allows user to view the average order book depth sizes per level. The depth will be displayed in base terms for a given pair, meaning btc_usd will have depth in btc terms. This endpoint is useful to quickly observe what times liquidity enters the market.
curl --request GET \
--url https://api.amberdata.com/markets/spot/analytics/depth/average-time-series \
--header 'x-api-key: <api-key>'{
"status": 200,
"title": "OK",
"description": "Successful request",
"payload": {
"data": [
{
"basisPoints005OrderCount": 50.11585807385952,
"basisPoints005UsdMillion": 0.8164277240123664,
"basisPoints010OrderCount": 101.4076755973932,
"basisPoints010UsdMillion": 2.4200052792833198,
"basisPoints015OrderCount": 139.33526430123098,
"basisPoints015UsdMillion": 4.032354567973533,
"basisPoints020OrderCount": 165.07965242577842,
"basisPoints020UsdMillion": 5.12001239439905,
"basisPoints025OrderCount": 186.58435916002895,
"basisPoints025UsdMillion": 6.4849871469881615,
"basisPoints050OrderCount": 276.2288196958726,
"basisPoints050UsdMillion": 9.863984912294022,
"basisPoints075OrderCount": 378.10065170166547,
"basisPoints075UsdMillion": 12.520908232726379,
"basisPoints100OrderCount": 488.112961622013,
"basisPoints100UsdMillion": 14.552850237163344,
"basisPoints125OrderCount": 598.8146270818247,
"basisPoints125UsdMillion": 15.676340302313667,
"basisPoints150OrderCount": 711.1810282404055,
"basisPoints150UsdMillion": 16.402634998926477,
"basisPoints175OrderCount": 818.9471397538016,
"basisPoints175UsdMillion": 17.074406562577984,
"basisPoints200OrderCount": 924.6719768283853,
"basisPoints200UsdMillion": 17.7662278250877,
"basisPoints225OrderCount": 1028.8030412744388,
"basisPoints225UsdMillion": 18.780723026978027,
"basisPoints250OrderCount": 1132.925416364953,
"basisPoints250UsdMillion": 19.831425427851418,
"basisPoints275OrderCount": 1237.8616944243302,
"basisPoints275UsdMillion": 20.828206747480827,
"basisPoints300OrderCount": 1343.599565532223,
"basisPoints300UsdMillion": 21.786886527157147,
"basisPoints325OrderCount": 1450.9840695148444,
"basisPoints325UsdMillion": 22.605037085982346,
"basisPoints350OrderCount": 1559.1361332367849,
"basisPoints350UsdMillion": 23.519621849718725,
"basisPoints375OrderCount": 1667.697320782042,
"basisPoints375UsdMillion": 24.349440955298423,
"basisPoints400OrderCount": 1776.0296886314266,
"basisPoints400UsdMillion": 25.35195996759689,
"basisPoints425OrderCount": 1883.4627081824765,
"basisPoints425UsdMillion": 26.237260796265836,
"basisPoints450OrderCount": 1992.1223750905142,
"basisPoints450UsdMillion": 27.07583659480697,
"basisPoints475OrderCount": 2104.102099927589,
"basisPoints475UsdMillion": 27.9825818053164,
"basisPoints500OrderCount": 2218.6082548877625,
"basisPoints500UsdMillion": 28.787407998145866,
"exchange": "gdax",
"pair": "btc_usd",
"side": "ask",
"timestamp": "2025-03-11 00:00:00 000"
}
]
}
}Was this page helpful?