Orderbook API
Fetch historical futures orderbook depth for one exchange product or a Velo-aggregated coin.
Methods
| Method | Description |
|---|---|
.depth | Fetches and yields historical orderbook snapshots. |
.batch_depth | Splits a depth request into API-sized parameter dictionaries. |
Depth parameters
| Field | Type | Description |
|---|---|---|
exchange | str | Exchange for a specific product. Use with product. |
product | str | Exchange-native product. Use with exchange. |
coin | str | Velo-aggregated coin. Use instead of exchange and product. |
begin | int | Beginning of the time range as a Unix timestamp in milliseconds. |
end | int | End of the time range as a Unix timestamp in milliseconds. |
resolution | `int | str` |
Provide exactly one target: either coin, or both exchange and product. After string resolution conversion, the minute value must be 1, 5, 10, 15, 30, 60, or a multiple of 60.