> ## 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.

# Average Depth

> 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.



## OpenAPI

````yaml get /depth/average-time-series
openapi: 3.1.0
info:
  title: spot-analytics
  version: '2'
servers:
  - url: https://api.amberdata.com/markets/spot/analytics
security:
  - sec0: []
paths:
  /depth/average-time-series:
    get:
      summary: Average Depth
      description: >-
        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.
      operationId: spot-analytics-order-book-depth-average
      parameters:
        - name: exchange
          in: query
          description: >-
            **[Required]** The select exchange for which to view average
            liquidity depth.

            **[Examples]** ` gdax | okex | binance | binanceus`
          required: true
          schema:
            type: string
            default: gdax
        - name: pair
          in: query
          description: >-
            **[Required]** The currency pair for which to view average liquidity
            depth.

            **[Examples]** ` btc_usd | btc_usdc | eth_usd `
          required: true
          schema:
            type: string
            default: btc_usd
        - 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
            default: '2025-03-01'
        - 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
            default: '2025-03-05'
        - name: timeInterval
          in: query
          description: >-
            **[Optional]** Time interval of data frequency for the selected date
            range. 

            **[Examples]** ` hour | day`
          required: true
          schema:
            type: string
            default: hour
        - 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:
              examples:
                Result:
                  value:
                    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
              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:
                            basisPoints005OrderCount:
                              type: number
                              example: 50.11585807385952
                              description: >-
                                The average number of orders composing depth
                                5bps away from BBO
                            basisPoints005UsdMillion:
                              type: number
                              example: 0.8164277240123664
                              description: >-
                                The average aggregated quote value (quote is
                                often in USD) for 5bps away from BBO
                            basisPoints010OrderCount:
                              type: number
                              example: 101.4076755973932
                              description: >-
                                The average number of orders composing depth
                                10bps away from BBO
                            basisPoints010UsdMillion:
                              type: number
                              example: 2.4200052792833198
                              description: >-
                                The average aggregated quote value (quote is
                                often in USD) for 10bps away from BBO
                            exchange:
                              type: string
                              example: gdax
                              description: The subject exchange
                            pair:
                              type: string
                              example: btc_usd
                              description: The subject pair
                            side:
                              type: string
                              example: ask
                              description: The ask or bid side of the depth
                            timestamp:
                              type: string
                              example: 2025-03-11 00:00:00 000
                              description: The timestamp of the observation
        '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

````