Delta Exchange Orderbook API

L2Orderbook

Operations 2

GET /orderbook/{product_id}/l2 Get L2 orderbook #
GET /l2orderbook/{symbol} Get L2 orderbook #

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OpenAPI Specification

delta-exchange-orderbook-api-openapi.yml Raw ↑
openapi: 3.2.0
info:
  title: Delta Exchange Orderbook API
  version: 1.0.0
  contact:
    email: support@delta.exchange
  termsOfService: https://docs.google.com/document/d/e/2PACX-1vSDARn3b_VlmGZjJjlROm0MFpxX6KoLzVrqPZLSD4rh7sBhpP6kDP8WMSgUlaitwjCBUBd3-fV-MDId/pub
  description: 'Operations tagged Orderbook across 2 of this provider''s published API definitions: delta-exchange-openapi.json, delta-exchange-openapi.yml. Each path carries the servers of the definition it was published in.'
servers:
- url: https://api.india.delta.exchange/
- url: https://api.india.delta.exchange/v2
tags:
- name: Orderbook
  description: L2Orderbook
paths:
  /orderbook/{product_id}/l2:
    get:
      tags:
      - Orderbook
      operationId: getL2Orderbook
      summary: Get L2 orderbook
      parameters:
      - in: path
        name: product_id
        required: true
        schema:
          type: integer
      - in: query
        name: depth
        description: number of levels on each side
        schema:
          type: integer
      responses:
        '200':
          description: L2 orderbook for the product
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/L2Orderbook'
    servers:
    - url: https://api.india.delta.exchange/
  /l2orderbook/{symbol}:
    get:
      tags:
      - Orderbook
      operationId: getL2orderbookBySymbol
      summary: Get L2 orderbook
      parameters:
      - in: path
        name: symbol
        required: true
        schema:
          type: string
      - in: query
        name: depth
        description: number of levels on each side
        schema:
          type: integer
      responses:
        '200':
          description: L2 orderbook for the product
          content:
            application/json:
              schema:
                allOf:
                - $ref: '#/components/schemas/ApiSuccessResponse'
                - type: object
                  properties:
                    result:
                      $ref: '#/components/schemas/L2Orderbook_2'
      x-operation-id-source: normalized
      x-operation-id-original: getL2Orderbook
    servers:
    - url: https://api.india.delta.exchange/v2
components:
  schemas:
    L2Orderbook:
      type: object
      description: L2 orderbook
      properties:
        buy_book:
          type: array
          items:
            type: object
            properties:
              price:
                type: string
              size:
                type: integer
        sell_book:
          type: array
          items:
            type: object
            properties:
              price:
                type: string
              size:
                type: integer
        recent_trades:
          type: array
          items:
            type: object
            properties:
              side:
                type: string
                enum:
                - buy
                - sell
              size:
                type: integer
              price:
                type: string
              timestamp:
                type: integer
        spot_price:
          type: string
        mark_price:
          type: string
        product_id:
          type: integer
    L2Orderbook_2:
      type: object
      description: L2 orderbook
      properties:
        buy:
          type: array
          items:
            type: object
            properties:
              depth:
                type: string
                description: sum of size till that price level
              price:
                type: string
              size:
                type: integer
                description: for derivatives -> number of contracts, for spot -> amount in underlying
        last_updated_at:
          type: integer
        sell:
          type: array
          items:
            type: object
            properties:
              depth:
                type: string
                description: sum of size till that price level
              price:
                type: string
              size:
                type: integer
                description: for derivatives -> number of contracts, for spot -> amount in underlying
        symbol:
          type: string
      example:
        buy:
        - depth: '983'
          price: '9187.5'
          size: 205640
        last_updated_at: 1654589595784000
        sell:
        - depth: '1185'
          price: '9188.0'
          size: 113752
        symbol: BTCUSD
    ApiSuccessResponse:
      type: object
      properties:
        success:
          type: boolean
          default: true
  securitySchemes:
    api-key:
      type: apiKey
      name: api-key
      in: header
    signature:
      type: apiKey
      name: signature
      in: header
    timestamp:
      type: apiKey
      name: timestamp
      in: header
x-refined-from:
- delta-exchange-openapi.json
- delta-exchange-openapi.yml