[{"data":1,"prerenderedAt":8113},["ShallowReactive",2],{"doc:rest/orderbook-heatmap":3},{"slug":4,"filePath":5,"frontmatter":6,"rawMarkdown":9,"tree":10},"rest/orderbook-heatmap","rest/orderbook-heatmap.md",{"title":7,"description":8},"Orderbook Heatmap","Orderbook depth data bucketed by price level for heatmap rendering.","---\ntitle: Orderbook Heatmap\ndescription: Orderbook depth data bucketed by price level for heatmap rendering.\n---\n\n# Orderbook Heatmap\n\n\u003CEndpointBar method=\"GET\" path=\"/v1/points\">\u003C/EndpointBar>\n\n\u003CTypeHeader type=\"BLOCK_BOOK_SNAPSHOT_AGG\" meta=\"Weight: 10x | Max points: 4,000\">\u003C/TypeHeader>\n\nOrderbook depth data bucketed by price level for rendering heatmaps. Supports both single-exchange snapshots and multi-exchange aggregated views, at HD or 4K resolution.\n\n## Block size, depth, and resolution\n\nThe `blockSize` parameter controls price bucket granularity, and `maxDepth` controls how many price levels are returned. Together they define the price range covered by the heatmap.\nFor example, with `blockSize=5` and `maxDepth=500`, the response contains **500 price levels bucketed at 5 USD intervals**, covering a 2,500 USD range above and below the current price.\nUse the `GET /v1/block-sizes` endpoint to get the recommended block size for a given symbol:\n\n\u003CCodeTabs>\n\n\u003CCodePanel lang=\"curl\">\n\u003Cpre>\u003Cspan class=\"s-c\"># Get the 4K block size for BTCUSDT on Binance Futures\u003C/span>\n\u003Cspan class=\"s-f\">curl\u003C/span> \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/block-sizes\u003C/span>\n    \u003Cspan class=\"s-p\">?exchange\u003C/span>=\u003Cspan class=\"s-s\">BINANCE_FUTURES\u003C/span>\n    \u003Cspan class=\"s-p\">&rawSymbol\u003C/span>=\u003Cspan class=\"s-s\">BTCUSDT\u003C/span>\n    \u003Cspan class=\"s-p\">&type\u003C/span>=\u003Cspan class=\"s-s\">BLOCK_BOOK_SNAPSHOT_AGG\u003C/span>\u003Cspan class=\"s-s\">\"\u003C/span> \\\\\n  \u003Cspan class=\"s-k\">-H\u003C/span> \u003Cspan class=\"s-s\">\"X-OpenMarket-Key: YOUR_API_KEY\"\u003C/span>\u003C/pre>\n\u003C/CodePanel>\n\n\u003CCodePanel lang=\"python\">\n\u003Cpre>\u003Cspan class=\"s-k\">import\u003C/span> \u003Cspan class=\"s-v\">requests\u003C/span>\n
\n\u003Cspan class=\"s-v\">response\u003C/span> = requests.\u003Cspan class=\"s-f\">get\u003C/span>(\n    \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/block-sizes?exchange=BINANCE_FUTURES&rawSymbol=BTCUSDT&type=BLOCK_BOOK_SNAPSHOT_AGG \"\u003C/span>,\n    headers={\u003Cspan class=\"s-s\">\"X-OpenMarket-Key\"\u003C/span>: \u003Cspan class=\"s-s\">\"YOUR_API_KEY\"\u003C/span>}\n)\n\u003Cspan class=\"s-v\">data\u003C/span> = response.\u003Cspan class=\"s-f\">json\u003C/span>()\u003C/pre>\n\u003C/CodePanel>\n\n\u003CCodePanel lang=\"javascript\">\n\u003Cpre>\u003Cspan class=\"s-k\">const\u003C/span> \u003Cspan class=\"s-v\">response\u003C/span> = \u003Cspan class=\"s-k\">await\u003C/span> \u003Cspan class=\"s-f\">fetch\u003C/span>(\n  \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/block-sizes?exchange=BINANCE_FUTURES&rawSymbol=BTCUSDT&type=BLOCK_BOOK_SNAPSHOT_AGG \"\u003C/span>,\n  { headers: { \u003Cspan class=\"s-s\">\"X-OpenMarket-Key\"\u003C/span>: \u003Cspan class=\"s-s\">\"YOUR_API_KEY\"\u003C/span> } }\n)\n\u003Cspan class=\"s-k\">const\u003C/span> \u003Cspan class=\"s-v\">data\u003C/span> = \u003Cspan class=\"s-k\">await\u003C/span> response.\u003Cspan class=\"s-f\">json\u003C/span>()\u003C/pre>\n\u003C/CodePanel>\n\n\u003C/CodeTabs>\n\nThe returned value is the **4K (finest) block size**. Multiply by 5 for the HD block size.\n\n| Resolution | Block Size | Description |\n| --- | --- | --- |\n| **4K** | Value from `/v1/block-sizes` | Finest granularity. More detail at each price step. |\n| **HD** | 5x the `/v1/block-sizes` value | Standard resolution. Broader buckets that usually let you cover the same price range with a lower `maxDepth`. |\n\nFor example, if `/v1/block-sizes` returns `5` for BTCUSDT, use `blockSize=5` for 4K and `blockSize=25` for HD.\n\n## Required parameters\n\n- `exchange` (at least one)\n- `from` and `period` (the time range)\n- One of: `coin`, `rawSymbol`, or `normalizedSymbol`\n- `blockSize` (see [Block size, depth, and resolution](#block-size-depth-and-resolution))\n\n## Parameters\n\n| Parameter | Type | Required | Description |\n| --- | --- | --- | --- |\n| `blockSize` | double | Yes | Price bucket size in USD. Determines the granularity of each price level. |\n| `maxDepth` | int | No | Number of price levels to return. Each level spans one `blockSize`. Default and included depth: 3500. |\n| `flatten` | bool | No | When `true`, returns `flat_points` (a single array of floats) instead of `points`. See Flattened response below. |\n| `transform.groupBy.type` | GroupBy | No | Set to `GROUP_BY_TYPE_SUM` for multi-exchange aggregation. |\n| `transform.normalize.quote` | Normalize | No | Set to `USD` for USD-denominated depth. Default is coin values. |\n\n## Weight impact\n\nRequests above `maxDepth=3500` increase the depth multiplier by 20% for each additional 3500-level band. For example, `3501-7000` levels cost `1.2x` the base orderbook weight, and `7001-10500` levels cost `1.4x`. Lower values reduce payload size, but the multiplier does not go below `1.0x`.\n\n## Response fields\n\n| Field | Type | Description |\n| --- | --- | --- |\n| `bids` | double[] | Alternating `[price, volume]` bid pairs, ordered from closest to furthest from mid price |\n| `asks` | double[] | Alternating `[price, volume]` ask pairs, ordered from closest to furthest from mid price |\n| `timestamp` | Timestamp | Snapshot time |\n\n## Examples\n\n### Regular HD heatmap (single exchange)\n\nFetches 19 minutes of orderbook heatmap data for BTCUSDT on Binance Futures at HD resolution (`blockSize=25`, which is 5x the base block size of 5). Returns up to 1,000 price levels at 25 USD intervals, sorted newest first.\n\n\u003CCodeTabs>\n\n\u003CCodePanel lang=\"curl\">\n\u003Cpre>\u003Cspan class=\"s-f\">curl\u003C/span> \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/points\u003C/span>\n    \u003Cspan class=\"s-p\">?type\u003C/span>=\u003Cspan class=\"s-s\">BLOCK_BOOK_SNAPSHOT_AGG\u003C/span>\n    \u003Cspan class=\"s-p\">&exchange\u003C/span>=\u003Cspan class=\"s-s\">BINANCE_FUTURES\u003C/span>\n    \u003Cspan class=\"s-p\">&rawSymbol\u003C/span>=\u003Cspan class=\"s-s\">BTCUSDT\u003C/span>\n    \u003Cspan class=\"s-p\">&interval\u003C/span>=\u003Cspan class=\"s-s\">MINUTE\u003C/span>\n    \u003Cspan class=\"s-p\">&period\u003C/span>=\u003Cspan class=\"s-n\">1140\u003C/span>\n    \u003Cspan class=\"s-p\">&blockSize\u003C/span>=\u003Cspan class=\"s-n\">25\u003C/span>\n    \u003Cspan class=\"s-p\">&maxDepth\u003C/span>=\u003Cspan class=\"s-n\">1000\u003C/span>\n    \u003Cspan class=\"s-p\">&sortDirection\u003C/span>=\u003Cspan class=\"s-s\">SORT_DIRECTION_DESC\u003C/span>\u003Cspan class=\"s-s\">\"\u003C/span> \\\\\n  \u003Cspan class=\"s-k\">-H\u003C/span> \u003Cspan class=\"s-s\">\"X-OpenMarket-Key: YOUR_API_KEY\"\u003C/span>\u003C/pre>\n\u003C/CodePanel>\n\n\u003CCodePanel lang=\"python\">\n\u003Cpre>\u003Cspan class=\"s-k\">import\u003C/span> \u003Cspan class=\"s-v\">requests\u003C/span>\n
\n\u003Cspan class=\"s-v\">response\u003C/span> = requests.\u003Cspan class=\"s-f\">get\u003C/span>(\n    \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/points?type=BLOCK_BOOK_SNAPSHOT_AGG&exchange=BINANCE_FUTURES&rawSymbol=BTCUSDT&interval=MINUTE&period=1140&blockSize=25&maxDepth=1000&sortDirection=SORT_DIRECTION_DESC \"\u003C/span>,\n    headers={\u003Cspan class=\"s-s\">\"X-OpenMarket-Key\"\u003C/span>: \u003Cspan class=\"s-s\">\"YOUR_API_KEY\"\u003C/span>}\n)\n\u003Cspan class=\"s-v\">data\u003C/span> = response.\u003Cspan class=\"s-f\">json\u003C/span>()\u003C/pre>\n\u003C/CodePanel>\n\n\u003CCodePanel lang=\"javascript\">\n\u003Cpre>\u003Cspan class=\"s-k\">const\u003C/span> \u003Cspan class=\"s-v\">response\u003C/span> = \u003Cspan class=\"s-k\">await\u003C/span> \u003Cspan class=\"s-f\">fetch\u003C/span>(\n  \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/points?type=BLOCK_BOOK_SNAPSHOT_AGG&exchange=BINANCE_FUTURES&rawSymbol=BTCUSDT&interval=MINUTE&period=1140&blockSize=25&maxDepth=1000&sortDirection=SORT_DIRECTION_DESC \"\u003C/span>,\n  { headers: { \u003Cspan class=\"s-s\">\"X-OpenMarket-Key\"\u003C/span>: \u003Cspan class=\"s-s\">\"YOUR_API_KEY\"\u003C/span> } }\n)\n\u003Cspan class=\"s-k\">const\u003C/span> \u003Cspan class=\"s-v\">data\u003C/span> = \u003Cspan class=\"s-k\">await\u003C/span> response.\u003Cspan class=\"s-f\">json\u003C/span>()\u003C/pre>\n\u003C/CodePanel>\n\n\u003C/CodeTabs>\n\n### 4K heatmap (fine resolution)\n\nSame query but at 4K resolution (`blockSize=5`, the raw value from `/v1/block-sizes`). Returns 1,000 price levels at 5 USD intervals -- 5x the detail of HD for the same depth range.\n\n\u003CCodeTabs>\n\n\u003CCodePanel lang=\"curl\">\n\u003Cpre>\u003Cspan class=\"s-f\">curl\u003C/span> \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/points\u003C/span>\n    \u003Cspan class=\"s-p\">?type\u003C/span>=\u003Cspan class=\"s-s\">BLOCK_BOOK_SNAPSHOT_AGG\u003C/span>\n    \u003Cspan class=\"s-p\">&exchange\u003C/span>=\u003Cspan class=\"s-s\">BINANCE_FUTURES\u003C/span>\n    \u003Cspan class=\"s-p\">&rawSymbol\u003C/span>=\u003Cspan class=\"s-s\">BTCUSDT\u003C/span>\n    \u003Cspan class=\"s-p\">&interval\u003C/span>=\u003Cspan class=\"s-s\">MINUTE\u003C/span>\n    \u003Cspan class=\"s-p\">&period\u003C/span>=\u003Cspan class=\"s-n\">1140\u003C/span>\n    \u003Cspan class=\"s-p\">&blockSize\u003C/span>=\u003Cspan class=\"s-n\">5\u003C/span>\n    \u003Cspan class=\"s-p\">&maxDepth\u003C/span>=\u003Cspan class=\"s-n\">1000\u003C/span>\n    \u003Cspan class=\"s-p\">&sortDirection\u003C/span>=\u003Cspan class=\"s-s\">SORT_DIRECTION_DESC\u003C/span>\u003Cspan class=\"s-s\">\"\u003C/span> \\\\\n  \u003Cspan class=\"s-k\">-H\u003C/span> \u003Cspan class=\"s-s\">\"X-OpenMarket-Key: YOUR_API_KEY\"\u003C/span>\u003C/pre>\n\u003C/CodePanel>\n\n\u003CCodePanel lang=\"python\">\n\u003Cpre>\u003Cspan class=\"s-k\">import\u003C/span> \u003Cspan class=\"s-v\">requests\u003C/span>\n
\n\u003Cspan class=\"s-v\">response\u003C/span> = requests.\u003Cspan class=\"s-f\">get\u003C/span>(\n    \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/points?type=BLOCK_BOOK_SNAPSHOT_AGG&exchange=BINANCE_FUTURES&rawSymbol=BTCUSDT&interval=MINUTE&period=1140&blockSize=5&maxDepth=1000&sortDirection=SORT_DIRECTION_DESC \"\u003C/span>,\n    headers={\u003Cspan class=\"s-s\">\"X-OpenMarket-Key\"\u003C/span>: \u003Cspan class=\"s-s\">\"YOUR_API_KEY\"\u003C/span>}\n)\n\u003Cspan class=\"s-v\">data\u003C/span> = response.\u003Cspan class=\"s-f\">json\u003C/span>()\u003C/pre>\n\u003C/CodePanel>\n\n\u003CCodePanel lang=\"javascript\">\n\u003Cpre>\u003Cspan class=\"s-k\">const\u003C/span> \u003Cspan class=\"s-v\">response\u003C/span> = \u003Cspan class=\"s-k\">await\u003C/span> \u003Cspan class=\"s-f\">fetch\u003C/span>(\n  \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/points?type=BLOCK_BOOK_SNAPSHOT_AGG&exchange=BINANCE_FUTURES&rawSymbol=BTCUSDT&interval=MINUTE&period=1140&blockSize=5&maxDepth=1000&sortDirection=SORT_DIRECTION_DESC \"\u003C/span>,\n  { headers: { \u003Cspan class=\"s-s\">\"X-OpenMarket-Key\"\u003C/span>: \u003Cspan class=\"s-s\">\"YOUR_API_KEY\"\u003C/span> } }\n)\n\u003Cspan class=\"s-k\">const\u003C/span> \u003Cspan class=\"s-v\">data\u003C/span> = \u003Cspan class=\"s-k\">await\u003C/span> response.\u003Cspan class=\"s-f\">json\u003C/span>()\u003C/pre>\n\u003C/CodePanel>\n\n\u003C/CodeTabs>\n\n### Aggregated heatmap (multi-exchange)\n\nCombines orderbook depth from Binance Futures, Bybit, and Binance Spot into a single heatmap. Uses `coin=BTC` instead of `rawSymbol` since symbols differ across exchanges, and `GROUP_BY_TYPE_SUM` to sum the depth at each price level.\n\n\u003CCodeTabs>\n\n\u003CCodePanel lang=\"curl\">\n\u003Cpre>\u003Cspan class=\"s-f\">curl\u003C/span> \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/points\u003C/span>\n    \u003Cspan class=\"s-p\">?type\u003C/span>=\u003Cspan class=\"s-s\">BLOCK_BOOK_SNAPSHOT_AGG\u003C/span>\n    \u003Cspan class=\"s-p\">&exchange\u003C/span>=\u003Cspan class=\"s-s\">BINANCE_FUTURES\u003C/span>\n    \u003Cspan class=\"s-p\">&exchange\u003C/span>=\u003Cspan class=\"s-s\">BYBIT\u003C/span>\n    \u003Cspan class=\"s-p\">&exchange\u003C/span>=\u003Cspan class=\"s-s\">BINANCE\u003C/span>\n    \u003Cspan class=\"s-p\">&coin\u003C/span>=\u003Cspan class=\"s-s\">BTC\u003C/span>\n    \u003Cspan class=\"s-p\">&interval\u003C/span>=\u003Cspan class=\"s-s\">MINUTE\u003C/span>\n    \u003Cspan class=\"s-p\">&period\u003C/span>=\u003Cspan class=\"s-n\">1140\u003C/span>\n    \u003Cspan class=\"s-p\">&blockSize\u003C/span>=\u003Cspan class=\"s-n\">25\u003C/span>\n    \u003Cspan class=\"s-p\">&maxDepth\u003C/span>=\u003Cspan class=\"s-n\">1000\u003C/span>\n    \u003Cspan class=\"s-p\">&transform.groupBy.type\u003C/span>=\u003Cspan class=\"s-s\">GROUP_BY_TYPE_SUM\u003C/span>\n    \u003Cspan class=\"s-p\">&sortDirection\u003C/span>=\u003Cspan class=\"s-s\">SORT_DIRECTION_DESC\u003C/span>\u003Cspan class=\"s-s\">\"\u003C/span> \\\\\n  \u003Cspan class=\"s-k\">-H\u003C/span> \u003Cspan class=\"s-s\">\"X-OpenMarket-Key: YOUR_API_KEY\"\u003C/span>\u003C/pre>\n\u003C/CodePanel>\n\n\u003CCodePanel lang=\"python\">\n\u003Cpre>\u003Cspan class=\"s-k\">import\u003C/span> \u003Cspan class=\"s-v\">requests\u003C/span>\n
\n\u003Cspan class=\"s-v\">response\u003C/span> = requests.\u003Cspan class=\"s-f\">get\u003C/span>(\n    \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/points?type=BLOCK_BOOK_SNAPSHOT_AGG&exchange=BINANCE_FUTURES&exchange=BYBIT&exchange=BINANCE&coin=BTC&interval=MINUTE&period=1140&blockSize=25&maxDepth=1000&transform.groupBy.type=GROUP_BY_TYPE_SUM&sortDirection=SORT_DIRECTION_DESC \"\u003C/span>,\n    headers={\u003Cspan class=\"s-s\">\"X-OpenMarket-Key\"\u003C/span>: \u003Cspan class=\"s-s\">\"YOUR_API_KEY\"\u003C/span>}\n)\n\u003Cspan class=\"s-v\">data\u003C/span> = response.\u003Cspan class=\"s-f\">json\u003C/span>()\u003C/pre>\n\u003C/CodePanel>\n\n\u003CCodePanel lang=\"javascript\">\n\u003Cpre>\u003Cspan class=\"s-k\">const\u003C/span> \u003Cspan class=\"s-v\">response\u003C/span> = \u003Cspan class=\"s-k\">await\u003C/span> \u003Cspan class=\"s-f\">fetch\u003C/span>(\n  \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/points?type=BLOCK_BOOK_SNAPSHOT_AGG&exchange=BINANCE_FUTURES&exchange=BYBIT&exchange=BINANCE&coin=BTC&interval=MINUTE&period=1140&blockSize=25&maxDepth=1000&transform.groupBy.type=GROUP_BY_TYPE_SUM&sortDirection=SORT_DIRECTION_DESC \"\u003C/span>,\n  { headers: { \u003Cspan class=\"s-s\">\"X-OpenMarket-Key\"\u003C/span>: \u003Cspan class=\"s-s\">\"YOUR_API_KEY\"\u003C/span> } }\n)\n\u003Cspan class=\"s-k\">const\u003C/span> \u003Cspan class=\"s-v\">data\u003C/span> = \u003Cspan class=\"s-k\">await\u003C/span> response.\u003Cspan class=\"s-f\">json\u003C/span>()\u003C/pre>\n\u003C/CodePanel>\n\n\u003C/CodeTabs>\n\n### USD-denominated heatmap\n\nReturns depth values in USD instead of coin terms. Useful when comparing depth across assets with different prices. All other parameters remain the same.\n\n\u003CCodeTabs>\n\n\u003CCodePanel lang=\"curl\">\n\u003Cpre>\u003Cspan class=\"s-f\">curl\u003C/span> \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/points\u003C/span>\n    \u003Cspan class=\"s-p\">?type\u003C/span>=\u003Cspan class=\"s-s\">BLOCK_BOOK_SNAPSHOT_AGG\u003C/span>\n    \u003Cspan class=\"s-p\">&exchange\u003C/span>=\u003Cspan class=\"s-s\">BINANCE_FUTURES\u003C/span>\n    \u003Cspan class=\"s-p\">&rawSymbol\u003C/span>=\u003Cspan class=\"s-s\">BTCUSDT\u003C/span>\n    \u003Cspan class=\"s-p\">&interval\u003C/span>=\u003Cspan class=\"s-s\">MINUTE\u003C/span>\n    \u003Cspan class=\"s-p\">&period\u003C/span>=\u003Cspan class=\"s-n\">1140\u003C/span>\n    \u003Cspan class=\"s-p\">&blockSize\u003C/span>=\u003Cspan class=\"s-n\">25\u003C/span>\n    \u003Cspan class=\"s-p\">&maxDepth\u003C/span>=\u003Cspan class=\"s-n\">1000\u003C/span>\n    \u003Cspan class=\"s-p\">&transform.normalize.quote\u003C/span>=\u003Cspan class=\"s-s\">USD\u003C/span>\n    \u003Cspan class=\"s-p\">&sortDirection\u003C/span>=\u003Cspan class=\"s-s\">SORT_DIRECTION_DESC\u003C/span>\u003Cspan class=\"s-s\">\"\u003C/span> \\\\\n  \u003Cspan class=\"s-k\">-H\u003C/span> \u003Cspan class=\"s-s\">\"X-OpenMarket-Key: YOUR_API_KEY\"\u003C/span>\u003C/pre>\n\u003C/CodePanel>\n\n\u003CCodePanel lang=\"python\">\n\u003Cpre>\u003Cspan class=\"s-k\">import\u003C/span> \u003Cspan class=\"s-v\">requests\u003C/span>\n
\n\u003Cspan class=\"s-v\">response\u003C/span> = requests.\u003Cspan class=\"s-f\">get\u003C/span>(\n    \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/points?type=BLOCK_BOOK_SNAPSHOT_AGG&exchange=BINANCE_FUTURES&rawSymbol=BTCUSDT&interval=MINUTE&period=1140&blockSize=25&maxDepth=1000&transform.normalize.quote=USD&sortDirection=SORT_DIRECTION_DESC \"\u003C/span>,\n    headers={\u003Cspan class=\"s-s\">\"X-OpenMarket-Key\"\u003C/span>: \u003Cspan class=\"s-s\">\"YOUR_API_KEY\"\u003C/span>}\n)\n\u003Cspan class=\"s-v\">data\u003C/span> = response.\u003Cspan class=\"s-f\">json\u003C/span>()\u003C/pre>\n\u003C/CodePanel>\n\n\u003CCodePanel lang=\"javascript\">\n\u003Cpre>\u003Cspan class=\"s-k\">const\u003C/span> \u003Cspan class=\"s-v\">response\u003C/span> = \u003Cspan class=\"s-k\">await\u003C/span> \u003Cspan class=\"s-f\">fetch\u003C/span>(\n  \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/points?type=BLOCK_BOOK_SNAPSHOT_AGG&exchange=BINANCE_FUTURES&rawSymbol=BTCUSDT&interval=MINUTE&period=1140&blockSize=25&maxDepth=1000&transform.normalize.quote=USD&sortDirection=SORT_DIRECTION_DESC \"\u003C/span>,\n  { headers: { \u003Cspan class=\"s-s\">\"X-OpenMarket-Key\"\u003C/span>: \u003Cspan class=\"s-s\">\"YOUR_API_KEY\"\u003C/span> } }\n)\n\u003Cspan class=\"s-k\">const\u003C/span> \u003Cspan class=\"s-v\">data\u003C/span> = \u003Cspan class=\"s-k\">await\u003C/span> response.\u003Cspan class=\"s-f\">json\u003C/span>()\u003C/pre>\n\u003C/CodePanel>\n\n\u003C/CodeTabs>\n\n### Response\n\n\u003CCodeBlock lang=\"JSON\">\n\u003Cpre>{\n  \u003Cspan class=\"s-p\">\"series\"\u003C/span>: [\n    {\n      \u003Cspan class=\"s-p\">\"id\"\u003C/span>: {\n        \u003Cspan class=\"s-p\">\"type\"\u003C/span>: \u003Cspan class=\"s-s\">\"BLOCK_BOOK_SNAPSHOT_AGG\"\u003C/span>,\n        \u003Cspan class=\"s-p\">\"interval\"\u003C/span>: \u003Cspan class=\"s-s\">\"MINUTE\"\u003C/span>\n      },\n      \u003Cspan class=\"s-p\">\"points\"\u003C/span>: [\n        {\n          \u003Cspan class=\"s-p\">\"Point\"\u003C/span>: {\n            \u003Cspan class=\"s-p\">\"bids\"\u003C/span>: [\u003Cspan class=\"s-n\">70800\u003C/span>, \u003Cspan class=\"s-n\">156.241\u003C/span>, \u003Cspan class=\"s-n\">70775\u003C/span>, \u003Cspan class=\"s-n\">44.591\u003C/span>, \u003Cspan class=\"s-n\">70750\u003C/span>, \u003Cspan class=\"s-n\">45.816\u003C/span>, \u003Cspan class=\"s-o\">...\u003C/span>],\n            \u003Cspan class=\"s-p\">\"asks\"\u003C/span>: [\u003Cspan class=\"s-n\">70825\u003C/span>, \u003Cspan class=\"s-n\">43.533\u003C/span>, \u003Cspan class=\"s-n\">70850\u003C/span>, \u003Cspan class=\"s-n\">64.607\u003C/span>, \u003Cspan class=\"s-n\">70875\u003C/span>, \u003Cspan class=\"s-n\">100.674\u003C/span>, \u003Cspan class=\"s-o\">...\u003C/span>],\n            \u003Cspan class=\"s-p\">\"timestamp\"\u003C/span>: { \u003Cspan class=\"s-p\">\"s\"\u003C/span>: \u003Cspan class=\"s-n\">1776080100\u003C/span> }\n          }\n        }\n      ]\n    }\n  ]\n}\u003C/pre>\n\u003C/CodeBlock>\n\n### How to read the arrays\n\n`bids` and `asks` are flat arrays of alternating price-volume pairs:\n`[price1, volume1, price2, volume2, ...]`\nFor example, in the response above:\n- `bids[0]` is the first bid price (`70800`)\n- `bids[1]` is the volume at that price (`156.241`)\n- `bids[2]` is the next bid price (`70775`)\n- `bids[3]` is the volume at that price (`44.591`)\n`bids` move down in price as you go through the array. `asks` use the same alternating format, but move up in price.\n\n### Flattened response\n\nWhen `flatten=true`, the response replaces `points` with `flat_points` -- a single array of floats. Each point is encoded as:\n`[num_levels, timestamp_micros, price1, volume1, price2, volume2, ...]`\nWhere `num_levels` is the total number of price-volume pairs (bids + asks combined), `timestamp_micros` is the snapshot time in microseconds, and price-volume pairs are sorted ascending by price -- bids first, then asks.\n\n\u003CCodeBlock lang=\"JSON\">\n\u003Cpre>{\n  \u003Cspan class=\"s-p\">\"series\"\u003C/span>: [{\n    \u003Cspan class=\"s-p\">\"id\"\u003C/span>: { \u003Cspan class=\"s-p\">\"type\"\u003C/span>: \u003Cspan class=\"s-s\">\"BLOCK_BOOK_SNAPSHOT_AGG\"\u003C/span>, \u003Cspan class=\"s-p\">\"interval\"\u003C/span>: \u003Cspan class=\"s-s\">\"MINUTE\"\u003C/span> },\n    \u003Cspan class=\"s-p\">\"flat_points\"\u003C/span>: [\n      \u003Cspan class=\"s-n\">20\u003C/span>, \u003Cspan class=\"s-n\">1.7760801e+15\u003C/span>,\n      \u003Cspan class=\"s-n\">70575\u003C/span>, \u003Cspan class=\"s-n\">179.06799999999998\u003C/span>, \u003Cspan class=\"s-n\">70600\u003C/span>, \u003Cspan class=\"s-n\">771.27\u003C/span>, \u003Cspan class=\"s-n\">70625\u003C/span>, \u003Cspan class=\"s-n\">136.633\u003C/span>,\n      \u003Cspan class=\"s-n\">70650\u003C/span>, \u003Cspan class=\"s-n\">120.14299999999999\u003C/span>, \u003Cspan class=\"s-n\">70675\u003C/span>, \u003Cspan class=\"s-n\">91.935\u003C/span>, \u003Cspan class=\"s-n\">70700\u003C/span>, \u003Cspan class=\"s-n\">85.773\u003C/span>, \u003Cspan class=\"s-o\">...\u003C/span>\n    ]\n  }]\n}\u003C/pre>\n\u003C/CodeBlock>",{"type":11,"children":12,"data":8107,"position":8109},"root",[13,16,38,39,58,59,74,75,94,95,235,236,1047,1048,1082,1084,1325,1326,1411,1412,1427,1428,1619,1620,1636,1638,2175,2176,2192,2193,2321,2322,2337,2339,2603,2604,2619,2620,2637,2638,2671,2672,3563,3564,3580,3581,3629,3630,4514,4515,4531,4532,4601,4602,5609,5610,5625,5626,5640,5641,6565,6566,6581,6582,7188,7189,7205,7206,7267,7268,7486,7487,7503,7504,7624,7625],{"type":14,"value":15},"text","\n",{"type":17,"tagName":18,"properties":19,"children":20,"position":35},"element","p",{},[21],{"type":17,"tagName":22,"properties":23,"children":26,"position":27},"endpointbar",{"method":24,"path":25},"GET","/v1/points",[],{"start":28,"end":32},{"line":29,"column":30,"offset":31},3,1,21,{"line":29,"column":33,"offset":34},59,79,{"start":36,"end":37},{"line":29,"column":30,"offset":31},{"line":29,"column":33,"offset":34},{"type":14,"value":15},{"type":17,"tagName":18,"properties":40,"children":41,"position":55},{},[42],{"type":17,"tagName":43,"properties":44,"children":47,"position":48},"typeheader",{"type":45,"meta":46},"BLOCK_BOOK_SNAPSHOT_AGG","Weight: 10x | Max points: 4,000",[],{"start":49,"end":52},{"line":50,"column":30,"offset":51},5,81,{"line":50,"column":53,"offset":54},96,176,{"start":56,"end":57},{"line":50,"column":30,"offset":51},{"line":50,"column":53,"offset":54},{"type":14,"value":15},{"type":17,"tagName":18,"properties":60,"children":61,"position":71},{},[62],{"type":14,"value":63,"position":64},"Orderbook depth data bucketed by price level for rendering heatmaps. Supports both single-exchange snapshots and multi-exchange aggregated views, at HD or 4K resolution.",{"start":65,"end":68},{"line":66,"column":30,"offset":67},7,178,{"line":66,"column":69,"offset":70},170,347,{"start":72,"end":73},{"line":66,"column":30,"offset":67},{"line":66,"column":69,"offset":70},{"type":14,"value":15},{"type":17,"tagName":76,"properties":77,"children":79,"position":90},"h2",{"id":78},"block-size-depth-and-resolution",[80],{"type":14,"value":81,"position":82},"Block size, depth, and resolution",{"start":83,"end":87},{"line":84,"column":85,"offset":86},9,4,352,{"line":84,"column":88,"offset":89},37,385,{"start":91,"end":93},{"line":84,"column":30,"offset":92},349,{"line":84,"column":88,"offset":89},{"type":14,"value":15},{"type":17,"tagName":18,"properties":96,"children":97,"position":232},{},[98,106,120,127,140,148,161,167,180,187,205,212,225],{"type":14,"value":99,"position":100},"The ",{"start":101,"end":104},{"line":102,"column":30,"offset":103},11,387,{"line":102,"column":50,"offset":105},391,{"type":17,"tagName":107,"properties":108,"children":109,"position":117},"code",{},[110],{"type":14,"value":111,"position":112},"blockSize",{"start":113,"end":114},{"line":102,"column":50,"offset":105},{"line":102,"column":115,"offset":116},16,402,{"start":118,"end":119},{"line":102,"column":50,"offset":105},{"line":102,"column":115,"offset":116},{"type":14,"value":121,"position":122}," parameter controls price bucket granularity, and ",{"start":123,"end":124},{"line":102,"column":115,"offset":116},{"line":102,"column":125,"offset":126},66,452,{"type":17,"tagName":107,"properties":128,"children":129,"position":137},{},[130],{"type":14,"value":131,"position":132},"maxDepth",{"start":133,"end":134},{"line":102,"column":125,"offset":126},{"line":102,"column":135,"offset":136},76,462,{"start":138,"end":139},{"line":102,"column":125,"offset":126},{"line":102,"column":135,"offset":136},{"type":14,"value":141,"position":142}," controls how many price levels are returned. Together they define the price range covered by the heatmap.\nFor example, with ",{"start":143,"end":144},{"line":102,"column":135,"offset":136},{"line":145,"column":146,"offset":147},12,19,587,{"type":17,"tagName":107,"properties":149,"children":150,"position":158},{},[151],{"type":14,"value":152,"position":153},"blockSize=5",{"start":154,"end":155},{"line":145,"column":146,"offset":147},{"line":145,"column":156,"offset":157},32,600,{"start":159,"end":160},{"line":145,"column":146,"offset":147},{"line":145,"column":156,"offset":157},{"type":14,"value":162,"position":163}," and ",{"start":164,"end":165},{"line":145,"column":156,"offset":157},{"line":145,"column":88,"offset":166},605,{"type":17,"tagName":107,"properties":168,"children":169,"position":177},{},[170],{"type":14,"value":171,"position":172},"maxDepth=500",{"start":173,"end":174},{"line":145,"column":88,"offset":166},{"line":145,"column":175,"offset":176},51,619,{"start":178,"end":179},{"line":145,"column":88,"offset":166},{"line":145,"column":175,"offset":176},{"type":14,"value":181,"position":182},", the response contains ",{"start":183,"end":184},{"line":145,"column":175,"offset":176},{"line":145,"column":185,"offset":186},75,643,{"type":17,"tagName":188,"properties":189,"children":190,"position":200},"strong",{},[191],{"type":14,"value":192,"position":193},"500 price levels bucketed at 5 USD intervals",{"start":194,"end":197},{"line":145,"column":195,"offset":196},77,645,{"line":145,"column":198,"offset":199},121,689,{"start":201,"end":202},{"line":145,"column":185,"offset":186},{"line":145,"column":203,"offset":204},123,691,{"type":14,"value":206,"position":207},", covering a 2,500 USD range above and below the current price.\nUse the ",{"start":208,"end":209},{"line":145,"column":203,"offset":204},{"line":210,"column":84,"offset":211},13,763,{"type":17,"tagName":107,"properties":213,"children":214,"position":222},{},[215],{"type":14,"value":216,"position":217},"GET /v1/block-sizes",{"start":218,"end":219},{"line":210,"column":84,"offset":211},{"line":210,"column":220,"offset":221},30,784,{"start":223,"end":224},{"line":210,"column":84,"offset":211},{"line":210,"column":220,"offset":221},{"type":14,"value":226,"position":227}," endpoint to get the recommended block size for a given symbol:",{"start":228,"end":229},{"line":210,"column":220,"offset":221},{"line":210,"column":230,"offset":231},93,847,{"start":233,"end":234},{"line":102,"column":30,"offset":103},{"line":210,"column":230,"offset":231},{"type":14,"value":15},{"type":17,"tagName":237,"properties":238,"children":239,"position":1040},"codetabs",{},[240,241,539,540,775,776,1039],{"type":14,"value":15},{"type":17,"tagName":242,"properties":243,"children":245,"position":534},"codepanel",{"lang":244},"curl",[246,255,529],{"type":14,"value":15,"position":247},{"start":248,"end":252},{"line":249,"column":250,"offset":251},17,24,884,{"line":253,"column":30,"offset":254},18,885,{"type":17,"tagName":256,"properties":257,"children":258,"position":524},"pre",{},[259,280,285,301,308,327,334,351,358,376,381,397,403,418,424,441,447,463,481,487,503,508],{"type":17,"tagName":260,"properties":261,"children":264,"position":273},"span",{"className":262},[263],"s-c",[265],{"type":14,"value":266,"position":267},"# Get the 4K 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