Amberdata Depth API
The Depth API from Amberdata — 7 operation(s) for depth.
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OpenAPI Specification
openapi: 3.2.0
info:
title: spot-analytics Depth API
version: '2'
servers:
- url: https://api.amberdata.com/markets/spot/analytics
security:
- sec0: []
tags:
- name: Depth
paths:
/depth/information:
get:
summary: Information Depth Analytics Pairs and Exchanges
description: This endpoint retrieves all available exchanges and their associated currency pairs, along with the earliest and latest dates of historical data. It applies specifically to spot order book depth analytics.
operationId: spot-analytics-information-order-book-depth
parameters:
- name: exchange
in: query
description: '**[Optional]** The exchange for which to retrieve listed spot instruments.
**[Examples]** ` gdax | okex | binance | binanceus`'
schema:
type: string
- name: pair
in: query
description: '**[Optional]** The currency pair for the spot instrument.
**[Examples]** ` btc_usd | btc_usdc | eth_usd `'
schema:
type: string
- name: timeFormat
in: query
description: "**[Optional]** Time format of the timestamps in the return payload. \n**[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:
- endDate: '2025-03-05T21:39:00Z'
exchange: gdax
pair: btc_usd
startDate: '2025-02-22T00:08:00Z'
- endDate: '2025-03-05T21:39:00Z'
exchange: gdax
pair: btc_usdt
startDate: '2025-02-22T00:08:00Z'
- endDate: '2025-03-05T21:39:00Z'
exchange: gdax
pair: doge_usd
startDate: '2025-02-22T00:07:00Z'
- endDate: '2025-03-05T21:39:00Z'
exchange: gdax
pair: doge_usdt
startDate: '2025-02-22T00:07:00Z'
- endDate: '2025-03-05T21:39:00Z'
exchange: gdax
pair: eth_usd
startDate: '2025-02-22T00:08:00Z'
- endDate: '2025-03-05T21:39:00Z'
exchange: gdax
pair: eth_usdt
startDate: '2025-02-22T00:07:00Z'
- endDate: '2025-03-05T21:39:00Z'
exchange: gdax
pair: sol_usd
startDate: '2025-02-22T00:06:00Z'
- endDate: '2025-03-05T21:39:00Z'
exchange: gdax
pair: sol_usdt
startDate: '2025-02-22T00:07:00Z'
- endDate: '2025-03-05T21:39:00Z'
exchange: gdax
pair: sui_usd
startDate: '2025-02-22T00:07:00Z'
- endDate: '2025-03-05T21:39:00Z'
exchange: gdax
pair: usdt_usd
startDate: '2025-02-22T00:08:00Z'
- endDate: '2025-03-05T21:39:00Z'
exchange: gdax
pair: xrp_usd
startDate: '2025-02-22T00:07:00Z'
- endDate: '2025-03-05T21:39:00Z'
exchange: gdax
pair: xrp_usdt
startDate: '2025-02-22T00:07:00Z'
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:
endDate:
type: string
example: '2025-03-05T21:39:00Z'
description: The last data observation for this pair's Depth analytics
exchange:
type: string
example: gdax
description: Exchange reflecting the pair
pair:
type: string
example: btc_usd
description: The subject pair
startDate:
type: string
example: '2025-02-22T00:08:00Z'
description: The first data observation for this pair's Depth analytics
'400':
description: '400'
content:
application/json:
examples:
Result:
value: {}
schema:
type: object
properties: {}
deprecated: false
security:
- ApiKeyAuth: []
tags:
- Depth
/depth/bid-ask-spread:
get:
summary: Bid Ask Spread
description: This endpoint allows users to explore the bid-ask spread for a specific trading pair or underlying asset across one or more exchanges. It provides both the absolute dollar spread (based on the best bid and offer) and the spread as a percentage of the mid-price.
operationId: spot-analytics-order-book-depth-bid-ask-spread
parameters:
- name: pair
in: query
description: '**[Required]** The currency pair for the spot instrument.
**[Examples]** ` btc_usd | btc_usdc | eth_usd `'
required: true
schema:
type: string
default: btc_usd
- name: fuzzyMatch
in: query
description: '**[Required]** This parameter controls how the provided trading pair symbol is interpreted. When set to FALSE, it returns data only for the exact pair specified (e.g., btc_usd). When set to TRUE, it enables fuzzy matching—users can then pass just the base asset (e.g., btc) returns all pairs with that base (e.g., btc_eur, btc_usd, btc_usdt, etc.), while passing a full pair like btc_usd returns all pairs with the same base and similar USD-related quote assets (e.g., btc_usd, btc_usdt, btc_usdc, etc.).'
required: true
schema:
type: boolean
default: false
- name: exchange
in: query
description: '**[Optional]** The exchange for the associated bid ask spread.
**[Examples]** ` gdax | okex | binance | binanceus`'
schema:
type: string
- name: startDate
in: query
description: "**[Optional]** Payload only includes data after this date (inclusive).\n**[Formats]** `seconds | milliseconds | iso8601` \n**[Examples]** `1578531600 | 1578531600000 | 2025-02-27`"
schema:
type: string
default: '2025-05-01'
- name: endDate
in: query
description: "**[Optional]** Payload only includes data up to this date (exclusive).\n**[Formats]** `seconds | milliseconds | iso8601` \n**[Examples]** `1578531600 | 1578531600000 | 2025-02-28`"
schema:
type: string
default: '2025-05-02'
- name: timeFormat
in: query
description: "**[Optional]** Time format of the timestamps in the return payload. \n**[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:
- bestAskPrice: 96589.6
bestBidPrice: 96222.19
exchange: binanceus
midPrice: 96405.895
pair: btc_usd
spread: 367.4100000000035
spreadPercent: 0.3811074001232015
timestamp: 1746144000000
- bestAskPrice: 96524.98
bestBidPrice: 96523.62
exchange: gdax
midPrice: 96524.29999999999
pair: btc_usd
spread: 1.360000000000582
spreadPercent: 0.0014089716268344678
timestamp: 1746144000000
- bestAskPrice: 96469.9
bestBidPrice: 96469.8
exchange: kraken
midPrice: 96469.85
pair: btc_usd
spread: 0.09999999999126885
spreadPercent: 0.00010365932982301604
timestamp: 1746144000000
- bestAskPrice: 96504.1
bestBidPrice: 96486.8
exchange: okex
midPrice: 96495.45000000001
pair: btc_usd
spread: 17.30000000000291
spreadPercent: 0.017928306464193813
timestamp: 1746144000000
- bestAskPrice: 96589.61
bestBidPrice: 96222.19
exchange: binanceus
midPrice: 96405.9
pair: btc_usd
spread: 367.41999999999825
spreadPercent: 0.3811177531665575
timestamp: 1746143940000
- bestAskPrice: 96537.56
bestBidPrice: 96537.55
exchange: gdax
midPrice: 96537.555
pair: btc_usd
spread: 0.00999999999476131
spreadPercent: 1.0358663004010523e-05
timestamp: 1746143940000
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:
bestAskPrice:
type: number
example: 96589.6
description: The ask side of the BBO
bestBidPrice:
type: number
example: 96222.19
description: The bid side of the BBO
exchange:
type: string
example: binanceus
description: The subject exchange
midPrice:
type: number
example: 96405.895
description: The mid-price of the BBO
pair:
type: string
example: btc_usd
description: The subject pair
spread:
type: number
example: 367.4100000000035
description: The absolute BBO spread in quote terms
spreadPercent:
type: number
example: 0.3811074001232015
description: The absolute BBO spread divided by the mid-price
timestamp:
type: integer
example: 1746144000000
description: The observation timestamp
'400':
description: '400'
content:
application/json:
examples:
Result:
value: {}
schema:
type: object
properties: {}
deprecated: false
security:
- ApiKeyAuth: []
tags:
- Depth
/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).\n**[Formats]** `seconds | milliseconds | iso8601` \n**[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).\n**[Formats]** `seconds | milliseconds | iso8601` \n**[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. \n**[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. \n**[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: []
tags:
- Depth
/depth:
get:
summary: Depth
description: 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.
operationId: spot-analytics-order-book-depth
parameters:
- name: exchange
in: query
description: '**[Required]** The select exchange for which to view 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 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).\n**[Formats]** `seconds | milliseconds | iso8601` \n**[Examples]** `1578531600 | 1578531600000 | 2025-02-27`"
schema:
type: string
- name: endDate
in: query
description: "**[Optional]** Payload only includes data up to this date (exclusive).\n**[Formats]** `seconds | milliseconds | iso8601` \n**[Examples]** `1578531600 | 1578531600000 | 2025-02-28`"
schema:
type: string
- name: timeFormat
in: query
description: "**[Optional]** Time format of the timestamps in the return payload. \n**[Defaults]** `milliseconds | ms* | iso | iso8601 | hr | human_readable`"
schema:
type: string
default: hr
responses:
'200':
description: '200'
content:
application/json:
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:
basisPoints005:
type: number
example: 6.830253600000002
description: Depth at 5 basis points from BBO
basisPoints005OrderCount:
type: integer
example: 60
description: Number of orders at 5 basis points depth
basisPoints005UsdMillion:
type: number
example: 0.564816653987364
description: USD value in millions at 5 basis points depth
bestAskPrice:
type: number
example: 82695.55
description: The best ask price in the order book
bestBidPrice:
type: number
example: 82691.18
description: The best bid price in the order book
exchange:
type: string
example: gdax
description: The exchange where the depth data is from
midPrice:
type: number
example: 82693.36499999999
description: The mid-price between best bid and ask
pair:
type: string
example: btc_usd
description: The trading pair for the depth data
side:
type: string
example: ask
description: The side of the order book (ask or bid)
spreadPercent:
type: number
example: 0.005284583593871039
description: The spread percentage between best bid and ask
timestamp:
type: integer
example: 1742342400000
description: The timestamp for the depth data point in milliseconds
examples:
Result:
value:
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
'400':
description: '400'
content:
application/json:
examples:
Result:
value: {}
schema:
type: object
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# Full source: https://raw.githubusercontent.com/api-evangelist/amberdata/refs/heads/main/openapi/amberdata-depth-api-openapi.yml