exchange.GetDepth

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

    
    
    
exchange.GetDepth()

    
    
    
exchange.GetDepth(symbol)

Examples

• Test the exchange.GetDepth() function:

  • javascript
  • python
  • cpp

  
      javascript
      
      
  function main(){
      var depth = exchange.GetDepth()
      /*
          Due to network issues, the exchange API may be inaccessible (even if the device hosting the bot can open the exchange website, the API interface may still be unreachable)
          In this case, depth will be null, and accessing depth.Asks[1].Price will cause an error, so when testing this code, ensure that the exchange API 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)
  

  
      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 order book data for a specific instrument (futures instrument).

  • javascript
  • python
  • 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)
  

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

Returns

Arguments

See Also

Remarks

In the backtesting system, when using Simulated Tick backtesting, the data returned by the exchange.GetDepth() function has simulated values for each level.

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