Discovery and markets API

Order book heatmap for one coin on one exchange: resting orders by price

A coin's resting bids and asks at each price level on one exchange's futures or spot book, one snapshot per interval from one minute to one day, in coin units. Keyed by coin ticker.

GET/api/external/discovery/orderbook-heatmap/{symbol}

Get a free API key Try it in the API reference

What it returns

An order book heatmap: the resting bids (buy orders) and asks (sell orders) at each price level of one coin's order book on one exchange, one snapshot per interval, oldest first — the book's walls and gaps over time. market picks the perpetual futures book (Binance, OKX, Hyperliquid) or the spot book (Binance, Coinbase); instrument names the exchange's instrument, else the main USD-margined perpetual or USD/USDT pair for the coin. Each snapshot keeps the levels within range percent of its own mid price. prices is the price axis (lowest first), snapshots the time axis with the best bid and ask of each, and each cell [snapshotIndex, priceIndex, quantity] in bids or asks is the resting quantity at that price, in units of the coin; only non-zero cells are listed. How deep a book is recorded depends on the exchange: OKX futures only about 1% either side. The newest snapshot is normally the live book (complete: false). Large maps keep only the largest 30000 cells by US dollar value: cellCount says how many there were and capped whether some were dropped. An answer may be served from a cache up to a few minutes old. An instrument that is not recorded answers 404.

Chains

This endpoint is not tied to a chain: it takes no chain in its request.

Request

Send your key in the x-dex-data-key header. Replace each <placeholder> with a real value.

curl -H "x-dex-data-key: $DEXDATA_API_KEY" \
  "https://api.dexdata.io/api/external/discovery/orderbook-heatmap/<symbol>"

Parameters
Parameter	Description
`market` query · string · optional	futures (the perpetual futures book) or spot. Defaults to futures.`futuresspot`
`venue` query · string · optional	The exchange, spelled as listed: Binance, OKX or Hyperliquid for futures; Binance or Coinbase for spot. Defaults to Binance.`BinanceOKXHyperliquidCoinbase`
`interval` query · string · optional	Spacing between snapshots. Defaults to one hour.`1m15m1h4h1d`
`range` query · number · optional	The band kept, in percent either side of each snapshot's mid price. Defaults to 2.`0.5125102550`
`limit` query · integer · optional	How many of the most recent snapshots to return, the live one included, 1 to 100. Defaults to 24.
`instrument` query · string · optional	The exchange's instrument id, e.g. "BTCUSDT" on Binance, "BTC-USDT-SWAP" on OKX, "BTC-USD" on Hyperliquid or Coinbase. Sent as given. Omitted: the main USD-margined perpetual (futures) or USDT pair (USD on Coinbase) for the coin.
`symbol` path · string · required	The coin (base asset) ticker, e.g. "BTC" or "ETH" — not a venue instrument id such as "BTCUSDT" (that goes in `instrument`), and not a token mint or contract address. Case-insensitive.

Response fields

A JSON response. Every field is always present; null means the value could not be established, never zero.

Response fields of Order book heatmap for one coin on one exchange: resting orders by price
Field	Type	Description
`symbol`	string	The coin ticker, upper-cased.
`market`	string	The book: futures or spot.
`venue`	string	The exchange.
`instrument`	string	The exchange's instrument id the book is of.
`interval`	string	The spacing between snapshots.
`rangePct`	number	The band kept, in percent either side of each snapshot's mid price.
`prices`	number[]	The price axis, lowest first, in the instrument's quote currency; a cell's priceIndex points into it.
`snapshots`	object[]	The time axis, oldest first; a cell's snapshotIndex points into it.
`snapshots[].at`	number	When the book was recorded, unix seconds.
`snapshots[].bestBid`	number \| null	The highest bid in the recorded book; null when it had none.
`snapshots[].bestAsk`	number \| null	The lowest ask in the recorded book; null when it had none.
`snapshots[].complete`	boolean	Whether the snapshot is final. false only on the newest, the live book when the figures were read.
`bids`	number[][]	[snapshotIndex, priceIndex, quantity]: resting buy orders at prices[priceIndex] in snapshots[snapshotIndex], in units of the coin. Non-zero cells only, by snapshot then price.
`asks`	number[][]	[snapshotIndex, priceIndex, quantity]: resting sell orders at prices[priceIndex] in snapshots[snapshotIndex], in units of the coin. Non-zero cells only, by snapshot then price.
`cellCount`	number	Non-zero cells within the band, both sides, before any were dropped.
`capped`	boolean	true when the map had more cells than one response carries and only the largest by US dollar value are listed.
`maxQuantity`	number \| null	The largest listed cell, in units of the coin — the top of the colour scale; null when there is no cell.

Price per call

Every call: 6 credits

Charged only when the call succeeds. Prices as of 2026-10-30; the current ones are always in the API reference.

Order book heatmap brief: largest resting bids and asks over time
The same answer in a compact response
One coin's perp bid and ask depth near the price, across venues, over time
The book level by level on one exchange, or its bids and asks summed within a band.
One coin's spot bid and ask depth near the price, across exchanges, over time
The spot book level by level on one exchange, or its bids and asks summed within a band.
Volume footprint for one coin on one exchange: taker buys and sells by price
Where orders rested by price, against where trades actually filled by price.
Liquidation heatmap for one coin: modelled liquidations by price, over time
Resting order walls by price over time, against modelled liquidation clusters by price over time.
Volume footprint brief: where a coin traded most, per candle and overall
Where trades actually filled by price, against where orders rested by price.

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