Market Data

Get Grouped Order Book

The GroupedBook endpoint aggregates the volume in the order book over a specified tick range. It provides a summary of liquidity deep into the book, useful for user interface display.

Bids and asks between grouped price levels are accumulated to the nearest passive level (asks rounded up, bids down).

get/public/GroupedBook

Request

  • Base URL: https://api.kraken.com/0
  • URL: https://api.kraken.com/0/public/GroupedBook
  • Auth: none required

Query parameters

pairstring required

Asset pair to get order book for

depth10 | 25 | 100 | 250 | 1000

The number of price levels to return per side (bids/asks).

grouping1 | 5 | 10 | 25 | 50 | 100 | 250 | 500 | 1000 nullable

Specifies how many tick levels should be within each price level. Bids and asks between grouped price levels are accumulated to the nearest passive level (asks rounded up, bids down).

Response

Grouped order book data retrieved.

Example response

{
  "error": [
    [
      "EGeneral:Invalid arguments"
    ]
  ]
}

Changes

No recorded changes to this operation across all 1 revision of this API.