{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"title": "ApiResponseFullDepthL2OrderBookArray",
"type": "object",
"properties": {
"data": {
"type": "array",
"items": {
"allOf": [
{
"description": "L2 order book snapshot",
"type": "object",
"required": [
"asks",
"bids",
"coin",
"symbol",
"timestamp"
],
"properties": {
"asks": {
"description": "Ask price levels (best ask first)",
"type": "array",
"items": {
"description": "Single price level in the order book",
"type": "object",
"required": [
"n",
"px",
"sz"
],
"properties": {
"n": {
"description": "Number of orders at this level",
"type": "integer",
"example": 15
},
"px": {
"description": "Price",
"type": "string",
"example": "42150.00"
},
"sz": {
"description": "Total size at this price level",
"type": "string",
"example": "1.5"
}
}
}
},
"bids": {
"description": "Bid price levels (best bid first)",
"type": "array",
"items": {
"description": "Single price level in the order book",
"type": "object",
"required": [
"n",
"px",
"sz"
],
"properties": {
"n": {
"description": "Number of orders at this level",
"type": "integer",
"example": 15
},
"px": {
"description": "Price",
"type": "string",
"example": "42150.00"
},
"sz": {
"description": "Total size at this price level",
"type": "string",
"example": "1.5"
}
}
}
},
"coin": {
"description": "Trading pair symbol (deprecated, use symbol instead)",
"type": "string",
"deprecated": true,
"example": "BTC"
},
"mid_price": {
"description": "Mid price (best bid + best ask) / 2",
"type": "string",
"example": "42150.50"
},
"spread": {
"description": "Spread in absolute terms (best ask - best bid)",
"type": "string",
"example": "1.00"
},
"spread_bps": {
"description": "Spread in basis points",
"type": "string",
"example": "2.37"
},
"symbol": {
"description": "Trading pair symbol",
"type": "string",
"example": "BTC"
},
"timestamp": {
"description": "Snapshot timestamp (UTC)",
"type": "string",
"format": "date-time",
"example": "2025-01-21T10:30:45.123Z"
}
}
},
{
"description": "0xArchive full-depth aggregated L2 order book snapshot derived from L4 data",
"type": "object",
"properties": {
"ask_levels": {
"description": "Total ask price levels available before any depth truncation",
"type": "integer",
"example": 10318
},
"bid_levels": {
"description": "Total bid price levels available before any depth truncation",
"type": "integer",
"example": 9842
},
"total_ask_size": {
"description": "Aggregate ask size across the available full-depth L2 book",
"type": "number",
"example": 9876.54
},
"total_bid_size": {
"description": "Aggregate bid size across the available full-depth L2 book",
"type": "number",
"example": 10234.56
}
}
}
]
}
},
"meta": {
"description": "Response metadata",
"type": "object",
"properties": {
"count": {
"description": "Number of records returned",
"type": "integer"
},
"next_cursor": {
"description": "Cursor for pagination (timestamp). Use this value as the `cursor` parameter to fetch the next page of results.",
"type": "string",
"nullable": true
},
"request_id": {
"description": "Unique request ID for support",
"type": "string",
"format": "uuid"
}
}
},
"success": {
"type": "boolean",
"example": true
}
}
}