GET
/
depth
/
lwap
LWAP
curl --request GET \
  --url https://api.amberdata.com/markets/spot/analytics/depth/lwap \
  --header 'x-api-key: <api-key>'
{
  "status": 200,
  "title": "OK",
  "description": "Successful request",
  "payload": {
    "data": [
      {
        "basisPoints005": 5.54432285,
        "basisPoints005OrderCount": 61,
        "basisPoints025": 55.42346636999996,
        "basisPoints025OrderCount": 212,
        "basisPoints050": 86.13989642000006,
        "basisPoints050OrderCount": 264,
        "basisPoints100": 162.79283695000004,
        "basisPoints100OrderCount": 398,
        "bestAskPrice": 84160.01,
        "bestBidPrice": 84160,
        "exchange": "gdax",
        "lwap005": 84182.63687387163,
        "lwap005ExecutionVersusBBO": 0.026885540854415524,
        "lwap005UsdMillion": 0.46673571719305906,
        "lwap025": 84275.95356466963,
        "lwap025ExecutionVersusBBO": 0.13776562606115927,
        "lwap025UsdMillion": 4.670865478191145,
        "lwap050": 84332.34147661841,
        "lwap050ExecutionVersusBBO": 0.20476646404679055,
        "lwap050UsdMillion": 7.264379159651985,
        "lwap100": 84549.86045854498,
        "lwap100ExecutionVersusBBO": 0.4632252996939812,
        "lwap100UsdMillion": 13.764111647773168,
        "midPrice": 84160.005,
        "pair": "btc_usd",
        "side": "ask",
        "slippage005UsdVersusBBO": 12548.44219280892,
        "slippage025UsdVersusBBO": 643484.7068504592,
        "slippage050UsdVersusBBO": 1487501.2340171328,
        "slippage100UsdVersusBBO": 6375884.743061143,
        "spreadPercent": 0.000011882128565416923,
        "timestamp": "2025-03-15 00:27:00 000"
      }
    ]
  }
}

Authorizations

​
x-api-key
string
header
required

Query Parameters

​
exchange
string
default:gdax
required

[Required] The exchange for which to retrieve listed spot instruments. [Examples] gdax | okex | binance | binanceus

​
pair
string
default:btc_usd
required

[Required] The currency pair for the spot instrument. [Examples] btc_usd | btc_usdc | eth_usd

​
startDate
string
default:2025-03-15

[Optional] Payload only includes data after this date (inclusive). [Formats] seconds | milliseconds | iso8601 [Examples] 1578531600 | 1578531600000 | 2025-02-27

​
endDate
string
default:2025-03-16

[Optional] Payload only includes data up to this date (exclusive). [Formats] seconds | milliseconds | iso8601 [Examples] 1578531600 | 1578531600000 | 2025-02-27

​
timeFormat
string
default:hr

[Optional] Time format of the timestamps in the return payload. [Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable

Response

200
application/json

200

The response is of type any.