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.
[Required] The select exchange for which to view average liquidity depth.
[Examples] gdax | okex | binance | binanceus
[Required] The currency pair for which to view average liquidity depth.
[Examples] btc_usd | btc_usdc | eth_usd
[Optional] Payload only includes data after this date (inclusive).
[Formats] seconds | milliseconds | iso8601
[Examples] 1578531600 | 1578531600000 | 2025-02-27
[Optional] Payload only includes data up to this date (exclusive).
[Formats] seconds | milliseconds | iso8601
[Examples] 1578531600 | 1578531600000 | 2025-02-28
[Optional] Time interval of data frequency for the selected date range.
[Examples] hour | day
[Optional] Time format of the timestamps in the return payload.
[Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable
200
The response is of type any
.