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GET
Fetch orderbook microstructure
Microstructure signals: depth within 10/50/100 bps, slope, max gap, and per-side level counts.

Query Parameters

asset_id
string
required

Response

Success.

Microstructure signals for one orderbook.

asset_id
string
required

Orderable asset id (e.g. "KXBTCD-25APR1517").

depth_buckets
DepthBuckets · object
required

Cumulative depth at 10/50/100 bps from mid.

level_count
LevelCount · object
required

Number of levels per side.

max_gap
MaxGap · object
required

Largest consecutive-level price gap on each side, in basis points.

openpx_ts
string<date-time>
required

Wall-clock time OpenPX served the response (UTC).

ask_slope
number<double> | null

OLS slope of cumulative ask size vs distance-from-mid (e.g. 12.5).

bid_slope
number<double> | null

OLS slope of cumulative bid size vs distance-from-mid (e.g. 12.5).

exchange_ts
string<date-time> | null

Upstream snapshot time in UTC; null when not provided.