Aggregated market depth

Query historical bid, ask, and two-sided order-book depth snapshots by centralized exchange within a selected price band.

GET/api/v1/markets/cex-depth

Domain

Market & Liquidity

Level

Crypto asset across venues

MCP tool

market_data_query (task=depth)

Available data

Returns: Historical bid, ask, and two-sided order-book depth snapshots by centralized exchange within a selected price band
Market coverage: Major crypto centralized exchanges; equities and decentralized exchanges are excluded
Query granularity: A venue filter returns one exchange; without it, the response aggregates multiple exchanges

Authentication

Send Authorization: Bearer YOUR_API_KEY or X-API-KEY on every request.

Query Parameters

Object positioning

Provide asset_id or query.

asset_idstringqueryExampleasset_btcoptional

Canonical asset identifier

querystringqueryExampleBTCoptional

Search text used to resolve the query object

tickerstringqueryExampleBTCoptional

Ticker alias of query.

symbolstringqueryExampleBTCoptional

Symbol alias of query.

Aggregation filters

All optional.

venuestringqueryExamplebinanceoptional

Trading venue code to query

market_typeMarketTypequeryExamplespotoptional

Type of traded product

band_pctnumberqueryExample1optional

Price-band percentage used for depth

Response

bid_depth_usdnumberExample16152521

Bid notional within the selected price band

ask_depth_usdnumberExample24226352

Ask notional within the selected price band

two_sided_depth_usdnumberExample40378872

Two-sided notional within the selected price band

band_pctnumberExample1

Price-band percentage used for depth

exchangestringExampleBINANCE

Exchange or platform code

depth_typestringExampleaggregated_band

Order-book depth calculation basis

snapshot_timedatetimeExample2026-08-17T16:00:00Z

Source snapshot time for the order book or model

data_statusDataStatusExampleready

Availability of the business data

metadataobject

Response status and resolution information

data_statusDataStatusExampleready

Availability of the business data

limitations[]string[]

Known data limitations

updated_atdatetime | stringExample2026-08-17T17:07:21Z

Most recent object or response update time

partialboolean

Whether the response contains only a subset of fields

resolution_reasonstring

Reason code for the object-resolution outcome

object_refs[]object[]

Unified object references

typeObjectRefTypeExampleasset

Object reference type

idstringExampleasset_btc

Canonical object identifier

entity_idstring

Canonical entity identifier

asset_idstringExampleasset_btc

Canonical asset identifier

listing_idstring

Canonical listing identifier

instrument_idstring

Canonical financial instrument identifier

venue_idstring

Canonical trading venue identifier

event_refstring

Related event identifier

market_idstring

Canonical market object identifier

venuestring

Related platform code

resolved_fromstringExampleasset_entity

Input used to resolve the object

resolution_confidencestringExampleresolved

Object resolution confidence

Errors & fallback

200

assets_resolve name multi-match; confirm from data[] candidates.

200

The object resolved but no data is available; empty_reason may be not_covered_by_source, unsupported_metric, or limited_depth.

400

Invalid parameters or an ambiguous market listing; ambiguity responses include required_params + candidates.

401

The API key is missing or invalid.

403

The current key scope or plan cannot access this data domain.

404

The requested resource does not exist; source coverage gaps are not 404 responses.

402

Credits or monthly quota exhausted.

429

Request rate exceeded; retry_after is returned in the body and Retry-After in the response headers.