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Order book depth heatmap over time

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Written by Agorean from what the endpoint says about itself

Gives you resting order size by price level, over time, for a Deepstate market.

It returns a depth heatmap for a market on Deepstate, an on-chain order-book exchange: resting order size at each price level, tracked over time. Each point in the series includes its block, timestamp bucket, price, order size, and whether it is on the bid or ask side, along with coverage counts for the window.

WHEN TO USE THIS

When: I need to see how order book depth has shifted over time for a market

For example: Call it for that market's depth heatmap.

When: I need to see resting size at a specific price level

For example: Read the size at that price level in a given point.

When: I need to know which side, bid or ask, an order sits on

For example: Read the side field on each point.

When: I need to know how complete a time window's coverage is

For example: Read the coverage counts in the response.

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0.02 USDC

Paid to 0x52e2…f3ea

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Buy link

https://api.onesource.io/deepstate/v1/analytics/depth-history
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