Get Full Depth Orderbook
Query for full orderbook depth data.
Covers: Spot / USDT contract / USDC contract / Inverse contract
- Return up to 10,000 levels per side.
info
- The response is in the snapshot format.
- Use this REST endpoint to initialize your local order book, then apply delta updates from the WebSocket full orderbook stream.
- Retail Price Improvement (RPI) orders will not be included in the response.
Release Schedule
| Product | Testnet | Mainnet |
|---|---|---|
| Spot | July 6, 2026 | July 16, 2026 |
| Futures (linear & inverse) | Est.July 13, 2026 | not determined |
HTTP Request
GET/v5/market/full_orderbookRequest Parameters
| Parameter | Required | Type | Comments |
|---|---|---|---|
| category | true | string | Product type. spot, linear, inverse |
| symbol | true | string | Symbol name, like BTCUSDT |
Response Parameters
| Parameter | Type | Comments |
|---|---|---|
| s | string | Symbol name |
| b | array | Bid, buyer. Sorted by price in descending order |
| > b[0] | string | Bid price |
| > b[1] | string | Bid size |
| a | array | Ask, seller. Sorted by price in ascending order |
| > a[0] | string | Ask price |
| > a[1] | string | Ask size |
| ts | integer | The timestamp (ms) that the system generates the data |
| u | integer | Update ID, is always in sequence, corresponds to u in the WebSocket full orderbook stream |
| seq | integer | Cross sequence
|
| cts | integer | The timestamp from the matching engine when this orderbook data is produced. It can be correlated with T from public trade channel |
Request Example
- HTTP
- Python
- Go
- Node.js
Response Example