AMamberdata

Snapshots Historical

Changed on

Delivers historical order book snapshots for specified Spot market trading pairs, including detailed bid and ask levels, volume, and order count per price level, along with timestamps to track market depth over time.

get/spot/order-book-snapshots/{instrument}

Request

  • Base URL
    https://api.amberdata.com/markets
  • URL
    https://api.amberdata.com/markets/spot/order-book-snapshots/{instrument}
  • Auth
    API key in header x-api-key

Path parameters

instrumentstring required

The spot instrument for which data will be retrieved.

Query parameters

exchangestring required

The exchange for which data should be retrieved. Only 1 exchange is allowed.

startDatestring

[Optional] Payload only includes data after this date (inclusive). [Formats] seconds | milliseconds | iso8601 [Examples] 1578531600 | 1578531600000 | 2020-09-01T01:00:00

endDatestring

[Optional] Payload only includes data before this date (exclusive). [Formats] seconds | milliseconds | iso8601 [Examples] 1578531600 | 1578531600000 | 2020-09-01T01:00:00

maxLevelinteger

The number of order book levels that should be returned. By default, returns max available levels.

timestampstring

[Optional] The timestamp at which to return the order book information (closest match, lower or equal to the timestamp specified).

timeFormat'milliseconds' | 'ms*' | 'iso' | 'iso8601' | 'hr' | 'human_readable'

[Optional] Time format of the timestamps in the response.

sortDirectionstring

[Optional] Specifies the direction in which the data is sorted (by timestamp). [Defaults] asc (ascending order). [Usage Conditions] This parameter can only be used if the startDate and endDate timeframe is within the most recent 24 hours, or if the startDate and endDate parameters are not used at all. [Examples] ascending | descending | asc | desc

Headers

Accept-Encodingstring required
api-versionstring

Response

200

statusinteger
titlestring
descriptionstring

Changes