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

GET /derivatives/v3/public/order-book/L2?category=linear&symbol=BTCPERP&limit=2 HTTP/1.1
Host: api.bybit.com​

option

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

{
    "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
}

option

{
    "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
}