Fetch orderbook microstructure
Orderbook
fetch_orderbook_microstructure
Microstructure signals: depth within 10/50/100 bps, slope, max gap, and per-side level counts.
GET
Fetch orderbook microstructure
Microstructure signals: depth within 10/50/100 bps, slope, max gap, and per-side level counts.
Query Parameters
Response
Success.
Microstructure signals for one orderbook.
Orderable asset id (e.g. "KXBTCD-25APR1517").
Cumulative depth at 10/50/100 bps from mid.
Number of levels per side.
Largest consecutive-level price gap on each side, in basis points.
Wall-clock time OpenPX served the response (UTC).
OLS slope of cumulative ask size vs distance-from-mid (e.g. 12.5).
OLS slope of cumulative bid size vs distance-from-mid (e.g. 12.5).
Upstream snapshot time in UTC; null when not provided.

