Hi there,
I’ve been trying to get the full order book for BTCUSDT Futures contract. When I try to hit the end point @depth and set the levels at 1000, it will give me both 1000 bids and 1000 asks. The problem is the price differences between these levels are insignificant.
I’m more concerned about getting the levels in increments of $100 instead of $0.1.
What I managed to achieve:
What I want to achieve:
To get order book levels in $100 increments instead of $0.1, you can collect the order book data yourself after retrieving it from the Binance API. To achieve this, use the Binance API to get the order book data and group the order book entries in $100 increments.
I tried to get the maximum available depth levels through the API (5000 levels) but the thing is even if I try to arrange the levels myself, still most of the levels are clustered around the current price, so the best I could do is $2000 above and below the mid price. However if you look at the order book using the website interface, you can spot levels that are as far as $3000 (current BTCUSD price is $60000).