Order Book

Type: NONE

External endpoint: GET /fapi/v1/depth
Rocky impl: GET /v1/markets/{symbol}/orderbook ✓

Live order-book snapshot for one symbol.

Request

GET /v1/markets/{symbol}/orderbook?depth=50

Query params

Name	Type	Required	Default	Notes
depth	integer	no	50	Max levels per side. Clamped to 100.

Response — 200

{
  "symbol": "BTC-PERP",
  "bids": [["76520.00", "0.005"], ["76519.50", "0.010"]],
  "asks": [["76521.00", "0.005"], ["76521.50", "0.010"]],
  "ts_ms": 1748275200500
}

Errors

HTTP	Cause
502 Bad Gateway	Matching-engine RPC unreachable.

Rocky's depth lives on the V1 surface (/v1/markets/{symbol}/orderbook) rather than /fapi/v1/depth. The shape differs from the standard (bids/asks arrays of [price, qty] pairs, no lastUpdateId / E fields). A standard-shaped /fapi/v1/depth wrapper has not yet been implemented.