curl --request GET \
--url https://api.amberdata.com/markets/spot/analytics/depth \
--header 'x-api-key: <api-key>'{
"status": 200,
"title": "OK",
"description": "Successful request",
"payload": {
"data": [
{
"basisPoints005": 6.830253600000002,
"basisPoints005OrderCount": 60,
"basisPoints005UsdMillion": 0.564816653987364,
"basisPoints010": 29.522870730000008,
"basisPoints010OrderCount": 111,
"basisPoints010UsdMillion": 2.441345525123707,
"basisPoints015": 44.98593633999999,
"basisPoints015OrderCount": 150,
"basisPoints015UsdMillion": 3.7200384536303828,
"basisPoints020": 63.778317060000006,
"basisPoints020OrderCount": 192,
"basisPoints020UsdMillion": 5.274043651728307,
"basisPoints025": 85.55252507000004,
"basisPoints025OrderCount": 228,
"basisPoints025UsdMillion": 7.074626182285163,
"basisPoints050": 122.20367462999992,
"basisPoints050OrderCount": 336,
"basisPoints050UsdMillion": 10.105433070519823,
"basisPoints075": 157.26895277999978,
"basisPoints075OrderCount": 457,
"basisPoints075UsdMillion": 13.005098915404284,
"basisPoints100": 173.7872608699996,
"basisPoints100OrderCount": 571,
"basisPoints100UsdMillion": 14.371053395473094,
"basisPoints125": 176.1600231899997,
"basisPoints125OrderCount": 680,
"basisPoints125UsdMillion": 14.567265096059106,
"basisPoints150": 189.4091800699996,
"basisPoints150OrderCount": 801,
"basisPoints150UsdMillion": 15.6628824618792,
"basisPoints175": 207.83888358999965,
"basisPoints175OrderCount": 921,
"basisPoints175UsdMillion": 17.18689666190035,
"basisPoints200": 228.8633147599998,
"basisPoints200OrderCount": 1033,
"basisPoints200UsdMillion": 18.92547762255855,
"basisPoints225": 275.7434367699998,
"basisPoints225OrderCount": 1167,
"basisPoints225UsdMillion": 22.80215266317601,
"basisPoints250": 318.46661659999984,
"basisPoints250OrderCount": 1287,
"basisPoints250UsdMillion": 26.335076166818844,
"basisPoints275": 324.02097659999987,
"basisPoints275OrderCount": 1430,
"basisPoints275UsdMillion": 26.794384885640245,
"basisPoints300": 363.1769934100001,
"basisPoints300OrderCount": 1617,
"basisPoints300UsdMillion": 30.032327675655726,
"basisPoints325": 372.98405825000043,
"basisPoints325OrderCount": 1820,
"basisPoints325UsdMillion": 30.843306868048543,
"basisPoints350": 384.7937300700006,
"basisPoints350OrderCount": 2019,
"basisPoints350UsdMillion": 31.819888370390032,
"basisPoints375": 402.4399919800007,
"basisPoints375OrderCount": 2204,
"basisPoints375UsdMillion": 33.27911714739926,
"basisPoints400": 431.12956241000063,
"basisPoints400OrderCount": 2388,
"basisPoints400UsdMillion": 35.65155426666046,
"basisPoints425": 434.9075431700006,
"basisPoints425OrderCount": 2539,
"basisPoints425UsdMillion": 35.96396820861012,
"basisPoints450": 441.3240401900004,
"basisPoints450OrderCount": 2694,
"basisPoints450UsdMillion": 36.49456993870637,
"basisPoints475": 447.6692832100005,
"basisPoints475OrderCount": 2832,
"basisPoints475UsdMillion": 37.019279435772944,
"basisPoints500": 450.29508528000065,
"basisPoints500OrderCount": 2972,
"basisPoints500UsdMillion": 37.23641584476522,
"bestAskPrice": 82695.55,
"bestBidPrice": 82691.18,
"exchange": "gdax",
"midPrice": 82693.36499999999,
"pair": "btc_usd",
"side": "ask",
"spreadPercent": 0.005284583593871039,
"timestamp": 1742342400000
}
]
}
}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.
curl --request GET \
--url https://api.amberdata.com/markets/spot/analytics/depth \
--header 'x-api-key: <api-key>'{
"status": 200,
"title": "OK",
"description": "Successful request",
"payload": {
"data": [
{
"basisPoints005": 6.830253600000002,
"basisPoints005OrderCount": 60,
"basisPoints005UsdMillion": 0.564816653987364,
"basisPoints010": 29.522870730000008,
"basisPoints010OrderCount": 111,
"basisPoints010UsdMillion": 2.441345525123707,
"basisPoints015": 44.98593633999999,
"basisPoints015OrderCount": 150,
"basisPoints015UsdMillion": 3.7200384536303828,
"basisPoints020": 63.778317060000006,
"basisPoints020OrderCount": 192,
"basisPoints020UsdMillion": 5.274043651728307,
"basisPoints025": 85.55252507000004,
"basisPoints025OrderCount": 228,
"basisPoints025UsdMillion": 7.074626182285163,
"basisPoints050": 122.20367462999992,
"basisPoints050OrderCount": 336,
"basisPoints050UsdMillion": 10.105433070519823,
"basisPoints075": 157.26895277999978,
"basisPoints075OrderCount": 457,
"basisPoints075UsdMillion": 13.005098915404284,
"basisPoints100": 173.7872608699996,
"basisPoints100OrderCount": 571,
"basisPoints100UsdMillion": 14.371053395473094,
"basisPoints125": 176.1600231899997,
"basisPoints125OrderCount": 680,
"basisPoints125UsdMillion": 14.567265096059106,
"basisPoints150": 189.4091800699996,
"basisPoints150OrderCount": 801,
"basisPoints150UsdMillion": 15.6628824618792,
"basisPoints175": 207.83888358999965,
"basisPoints175OrderCount": 921,
"basisPoints175UsdMillion": 17.18689666190035,
"basisPoints200": 228.8633147599998,
"basisPoints200OrderCount": 1033,
"basisPoints200UsdMillion": 18.92547762255855,
"basisPoints225": 275.7434367699998,
"basisPoints225OrderCount": 1167,
"basisPoints225UsdMillion": 22.80215266317601,
"basisPoints250": 318.46661659999984,
"basisPoints250OrderCount": 1287,
"basisPoints250UsdMillion": 26.335076166818844,
"basisPoints275": 324.02097659999987,
"basisPoints275OrderCount": 1430,
"basisPoints275UsdMillion": 26.794384885640245,
"basisPoints300": 363.1769934100001,
"basisPoints300OrderCount": 1617,
"basisPoints300UsdMillion": 30.032327675655726,
"basisPoints325": 372.98405825000043,
"basisPoints325OrderCount": 1820,
"basisPoints325UsdMillion": 30.843306868048543,
"basisPoints350": 384.7937300700006,
"basisPoints350OrderCount": 2019,
"basisPoints350UsdMillion": 31.819888370390032,
"basisPoints375": 402.4399919800007,
"basisPoints375OrderCount": 2204,
"basisPoints375UsdMillion": 33.27911714739926,
"basisPoints400": 431.12956241000063,
"basisPoints400OrderCount": 2388,
"basisPoints400UsdMillion": 35.65155426666046,
"basisPoints425": 434.9075431700006,
"basisPoints425OrderCount": 2539,
"basisPoints425UsdMillion": 35.96396820861012,
"basisPoints450": 441.3240401900004,
"basisPoints450OrderCount": 2694,
"basisPoints450UsdMillion": 36.49456993870637,
"basisPoints475": 447.6692832100005,
"basisPoints475OrderCount": 2832,
"basisPoints475UsdMillion": 37.019279435772944,
"basisPoints500": 450.29508528000065,
"basisPoints500OrderCount": 2972,
"basisPoints500UsdMillion": 37.23641584476522,
"bestAskPrice": 82695.55,
"bestBidPrice": 82691.18,
"exchange": "gdax",
"midPrice": 82693.36499999999,
"pair": "btc_usd",
"side": "ask",
"spreadPercent": 0.005284583593871039,
"timestamp": 1742342400000
}
]
}
}[Required] The select exchange for which to view liquidity depth.
[Examples] gdax | okex | binance | binanceus
[Required] The currency pair for which to view 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 format of the timestamps in the return payload.
[Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable
200
200
"OK"
"Successful request"
Show child attributes
Show child attributes
Depth at 5 basis points from BBO
6.830253600000002
Number of orders at 5 basis points depth
60
USD value in millions at 5 basis points depth
0.564816653987364
The best ask price in the order book
82695.55
The best bid price in the order book
82691.18
The exchange where the depth data is from
"gdax"
The mid-price between best bid and ask
82693.36499999999
The trading pair for the depth data
"btc_usd"
The side of the order book (ask or bid)
"ask"
The spread percentage between best bid and ask
0.005284583593871039
The timestamp for the depth data point in milliseconds
1742342400000
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