BinanceSpotRest.Endpoints.MarketData.Depth.Query (Binance Spot Rest v0.2.1)

Depth

Order book

GET /api/v3/depth

Weight: Adjusted based on the limit:

Limit	Request Weight
1-100	5
101-500	25
501-1000	50
1001-5000	250

Parameters:

Name	Type	Mandatory	Description
symbol	STRING	YES
limit	INT	NO	Default 100; max 5000. If limit > 5000 then the response will truncate to 5000.

Data Source: Memory

Response:

{
  "lastUpdateId": 1027024,
  "bids": [
    [
      "4.00000000",     // PRICE
      "431.00000000"    // QTY
    ]
  ],
  "asks": [
    [
      "4.00000200",
      "12.00000000"
    ]
  ]
}