depth.md

Depth

Get market depth (Level 2 data) for a symbol showing top 5 bid and ask prices with quantities.

Endpoint URL

Local Host   :  POST http://127.0.0.1:5000/api/v1/depth
Ngrok Domain :  POST https://<your-ngrok-domain>.ngrok-free.app/api/v1/depth
Custom Domain:  POST https://<your-custom-domain>/api/v1/depth

Sample API Request

{
  "apikey": "<your_app_apikey>",
  "symbol": "SBIN",
  "exchange": "NSE"
}

Sample cURL Request

curl -X POST http://127.0.0.1:5000/api/v1/depth \
  -H 'Content-Type: application/json' \
  -d '{
  "apikey": "<your_app_apikey>",
  "symbol": "SBIN",
  "exchange": "NSE"
}'

Sample API Response

{
  "status": "success",
  "data": {
    "open": 760.0,
    "high": 774.0,
    "low": 758.15,
    "ltp": 769.6,
    "ltq": 205,
    "prev_close": 746.9,
    "volume": 9362799,
    "oi": 161265750,
    "totalbuyqty": 591351,
    "totalsellqty": 835701,
    "asks": [
      {"price": 769.6, "quantity": 767},
      {"price": 769.65, "quantity": 115},
      {"price": 769.7, "quantity": 162},
      {"price": 769.75, "quantity": 1121},
      {"price": 769.8, "quantity": 430}
    ],
    "bids": [
      {"price": 769.4, "quantity": 886},
      {"price": 769.35, "quantity": 212},
      {"price": 769.3, "quantity": 351},
      {"price": 769.25, "quantity": 343},
      {"price": 769.2, "quantity": 399}
    ]
  }
}

Request Body

Parameter	Description	Mandatory/Optional	Default Value
apikey	Your OpenAlgo API key	Mandatory	-
symbol	Trading symbol	Mandatory	-
exchange	Exchange code: NSE, BSE, NFO, BFO, CDS, BCD, MCX	Mandatory	-

Response Fields

Field	Type	Description
status	string	"success" or "error"
data	object	Market depth data object

Data Object Fields

Field	Type	Description
open	number	Day's open price
high	number	Day's high price
low	number	Day's low price
ltp	number	Last traded price
ltq	number	Last traded quantity
prev_close	number	Previous day's close
volume	number	Total traded volume
oi	number	Open interest (for F&O)
totalbuyqty	number	Total buy quantity in order book
totalsellqty	number	Total sell quantity in order book
asks	array	Top 5 ask (sell) prices
bids	array	Top 5 bid (buy) prices

Ask/Bid Array Fields

Field	Type	Description
price	number	Price level
quantity	number	Quantity at this price

Understanding Market Depth

        BIDS (Buyers)                 ASKS (Sellers)
        --------------               ----------------
Qty     Price                        Price     Qty
886     769.40 ←── Best Bid    Best Ask ──→ 769.60    767
212     769.35                              769.65    115
351     769.30                              769.70    162
343     769.25                              769.75    1121
399     769.20                              769.80    430

Notes

• Depth shows the order book structure for a symbol
• Bid-Ask spread indicates liquidity (tighter = more liquid)
• totalbuyqty vs totalsellqty shows demand-supply balance
• For F&O, oi (open interest) is available
• Depth data updates in real-time with each order book change

Use Cases

• Scalping strategies: Identify immediate support/resistance
• Order placement: Decide limit price based on depth
• Liquidity analysis: Assess ease of entry/exit

Related Endpoints

• Quotes - Basic quote data
• WebSocket Depth - Real-time depth streaming

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