get https://api.amberdata.com/markets/spot/analytics/depth
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 mid-price, traders can assess liquidity distribution and its impact on market behavior, especially during volatile events. 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.
RESPONSE DATA
| Field | Type | Description |
|---|---|---|
| payload.metadata.api-version | string | Version of the API. |
| payload.data[index].pair | string | The currency pair in question. |
| payload.data[index].exchange | string | The name of the exchange. |
| payload.data[index].side | string | This represents the bid or ask side of the order book depth. |
| payload.data[index].bestBid(Ask)Price | number | This represents the best bid/ask price at the top of the order book. |
| payload.data[index].midPrice | number | This represents the average of the best bid price and best ask price found at the top of the order book. |
| payload.data[index].spreadPercent | number | This represents the spread of the best bid price and best ask price found at the top of the order book, in terms of the mid price. |
| payload.data[index].timestamp | timestamp | The timestamp of the depth snapshot. |
| payload.data[index].basisPoints(xxx) | number | This represents the total amount of order book size, in coin terms, at the level represented. The level is in basisPoint away from best bid/ask. |
| payload.data[index].basisPoints(xxx)OrderCount | number | This represents the total amount of raw orders in the book up to the level represented. The level is in basisPoint away from best bid/ask. |
| payload.data[index].basisPoints(xxx)UsdMillion | number | This represents the total amount of order book size, in USD millions, at the level represented. The level is in basisPoint away from best bid/ask. |