Get Depth

Fetch market depth details for the specified markets. Orders with the same price will be aggregated.

Request

Method:

GET ./api/v2/openbook/depth/{market}

Parameters:

Parameter	Type	Description
market	array	A list of Solana program addresses or market symbols.
limit	number	OPTIONAL. The maximum number of orders to fetch on both sides. If not specified, gets the whole orderbook.

Request example:

HTTP

curl --header "Authorization: $AUTH_HEADER" \
'https://ny.solana.dex.blxrbdn.com/api/v2/openbook/depth/SOLUSDC?limit=10' 

WebSocket

wscat --header "Authorization: $AUTH_HEADER"
-c wss://ny.solana.dex.blxrbdn.com/ws --execute '{"jsonrpc": "2.0", "id": 1, "method": "GetMarketDepth", "params": {"market": "SOLUSDC", "limit": 10}}'

Go

//Make sure to set environment variable AUTH_HEADER.
orderbook, err := g.GetMarketDepth(context.Background(), "SOLUSDC", 5) // in this case limit to 5 bids and asks. 0 for no limit

Python

#Make sure to set environment variable AUTH_HEADER.
await api.get_marketdepth(market="SOLUSDC")

TypeScript

await provider.getMarketDepth({
    market: "SOLUSDC",
    project: "P_OPENBOOK",
    limit: 5,
})

Response:

Fields:

Parameter	Type	Description
market	string	Symbol of the market. Supported multiple markets. Use "," to separate markets.
marketAddress	string	Smart contract address for the market.
bids	number	See bids & asks below for details. Sorted by price in descending order.
asks	number	See bids & asksr below for details. Sorted by price in ascending order.

bids & asks:

Field	Type	Description
price	number	The price of the order (in quote/base currency).
size	number	The size of the order (in base currency).

Example:

JSON

{
  "market": "SOL/USDC",
  "marketAddress": "8BnEgHoWFysVcuFFX7QztDmzuH8r5ZFvyP3sYwn1XTh6",
  "bids": [
    {
      "price": 26.351,
      "size": 155.233
    },
    {
      "price": 26.372,
      "size": 38.808
    }
  ],
  "asks": [
    {
      "price": 26.378,
      "size": 37.039
    },
    {
      "price": 26.4,
      "size": 148.155
    }
  ]
}