exchange.GetDepth

Gets the Depth structure, i.e. the order book data, of the spot or contract corresponding to the currently set trading pair and contract code.

    
    
    
exchange.GetDepth()

    
    
    
exchange.GetDepth(symbol)

Examples

• Test the exchange.GetDepth() function:

  • javascript
  • python
  • rust
  • cpp

  
      javascript
      
      
  function main(){
      var depth = exchange.GetDepth()
      /*
          Due to network reasons, the exchange interface may be inaccessible (even if the device where the docker program runs can open the exchange website, the API interface may still be unreachable)
          In this case depth is null, and accessing depth.Asks[1].Price will cause an error, so when testing this code make sure the exchange interface is accessible
      */
      var price = depth.Asks[1].Price
      Log("Second ask price:", price)
  }
  

  
      python
      
      
  def main():
      depth = exchange.GetDepth()
      price = depth["Asks"][1]["Price"]
      Log("Second ask price:", price)
  

  
      rust
      
      
  fn main() {
      let depth = exchange.GetDepth(None).unwrap();
      let price = depth.Asks[1].Price;
      Log!("Second ask price:", price);
  }
  

  
      c++
      
      
  void main() {
      auto depth = exchange.GetDepth();
      auto price = depth.Asks[1].Price;
      Log("Second ask price:", price);
  }
  

• When the configured exchange object is a futures exchange object, use the symbol parameter to request the order book data of a specified instrument (futures instrument).

  • javascript
  • python
  • rust
  • cpp

  
      javascript
      
      
  function main() {
      // BTC USDT-margined perpetual contract
      var depth = exchange.GetDepth("BTC_USDT.swap")
      Log(depth)
  }
  

  
      python
      
      
  def main():
      depth = exchange.GetDepth("BTC_USDT.swap")
      Log(depth)
  

  
      rust
      
      
  fn main() {
      // BTC USDT-margined perpetual contract
      let depth = exchange.GetDepth("BTC_USDT.swap").unwrap();
      Log!(depth);
  }
  

  
      c++
      
      
  void main() {
      auto depth = exchange.GetDepth("BTC_USDT.swap");
      Log(depth);
  }
  

Returns

Arguments

See Also

Remarks

In the backtesting system, when backtesting with Simulated-level Tick, all levels of the data returned by the exchange.GetDepth() function are simulated values.

In the backtesting system, when backtesting with Live-level Tick, the data returned by the exchange.GetDepth() function is a second-level depth snapshot.