Get order book depth

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Endpoint

GET /api/v1/depth

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Query parameters

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Response

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Example request

curl -X GET "http://localhost:3000/api/v1/depth?symbol=SOL_USDC"

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Example response

{
  "bids": [
    ["150.50", "10.5"],
    ["150.45", "25.3"],
    ["150.40", "15.7"]
  ],
  "asks": [
    ["150.55", "8.2"],
    ["150.60", "12.4"],
    ["150.65", "20.1"]
  ]
}

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Error responses

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Notes

• Bids are sorted in descending order by price (highest bid first)
• Asks are sorted in ascending order by price (lowest ask first)
• Quantities at each price level represent the sum of all orders at that price
• The depth data is retrieved in real-time from the matching engine via Redis pub/sub