Order Book (深度)
獲取深度數據
信息
響應是當前時間的切片數據
HTTP請求
GET /derivatives/v3/public/order-book/L2
請求參數
參數 | 是否必需 | 類型 | 說明 |
---|---|---|---|
category | false | string | 產品類型. linear ,inverse ,option . 默認: linear , 當不傳時,響應返回 "" |
symbol | true | string | 合約名稱. 查詢期權時,category 需必傳 |
limit | false | integer | 每頁數量限制 [1 , 500 ]. 默認: 25 . option 僅25可用 |
響應參數
參數 | 類型 | 說明 |
---|---|---|
s | string | 合約名稱 |
b | string | Bid, 買方. 按照價格從小到大 |
a | string | Ask, 賣方. 按照價格從小到大 |
ts | integer | 行情服務生成數據時間戳(毫秒) |
u | integer | 表示數據連續性的id |
請求示例
- linear
- option
GET /derivatives/v3/public/order-book/L2?category=linear&symbol=BTCPERP&limit=2 HTTP/1.1
Host: api.bybit.com
GET /derivatives/v3/public/order-book/L2?category=option&symbol=BTC-30DEC22-19000-C&limit=25 HTTP/1.1
Host: api.bybit.com
響應示例
- linear
- option
{
"retCode": 0,
"retMsg": "OK",
"result": {
"s": "BTCPERP",
"b": [
[
"16818", // 價格
"0.156" // 數量
],
[
"16818.5",
"0.183"
]
],
"a": [
[
"16819",
"0.454"
],
[
"16819.5",
"0.054"
]
],
"ts": 1671969122791,
"u": 6404345
},
"retExtInfo": {},
"time": 1671969122869
}
{
"retCode": 0,
"retMsg": "SUCCESS",
"result": {
"s": "BTC-30DEC22-19000-C",
"b": [
[
"5",
"0.49"
],
[
"10",
"0.01"
]
],
"a": [
[
"20",
"12.7"
],
[
"25",
"9.11"
],
[
"60",
"14"
],
[
"100",
"15.5"
],
[
"120",
"15.5"
]
],
"u": 2424603561,
"ts": 1671969202988
},
"retExtInfo": {},
"time": 1671969281606
}