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liquidity_depth

Aggregated bid/ask depth at a chosen price-bucket granularity.

bucket_size must match one of the granularities pre-configured on the pair (pair_param.bucket_sizes). The vault is typically the dominant maker on both sides.

Signature

def liquidity_depth(
    self,
    pair_id: PairId,
    *,
    bucket_size: str,
    limit: int | None = None,
) -> LiquidityDepthResponse

Example

from dango.info import Info
from dango.utils.constants import MAINNET_API_URL
from dango.utils.types import PairId
 
info = Info(MAINNET_API_URL, skip_ws=True)
 
# Fetch the smallest bucket size advertised for this pair
param = info.pair_param(PairId("perp/ethusd"))
bucket = min(param["bucket_sizes"], key=float) if param else "0.10000"
 
depth = info.liquidity_depth(PairId("perp/ethusd"), bucket_size=bucket, limit=5)
print(depth["bids"], depth["asks"])

Parameters

pair_id — PairId.

bucket_size — str. The wire form of UsdPrice — a 6-decimal fixed-point string. Must match one of the entries in this pair's pair_param.bucket_sizes; mismatched values are rejected by the contract.

limit — int | None, optional. Maximum number of levels per side. Default: None (whole book).

Returns

LiquidityDepthResponse — {bids: dict[UsdPrice, LiquidityDepth], asks: dict[UsdPrice, LiquidityDepth]}. Both sides are price-keyed maps.

Notes

  • The SDK does not validate bucket_size client-side. A round-trip rejection is cheap; callers who want to avoid it should fetch pair_param(pair_id).bucket_sizes first.

See also

  • pair_param — inspect bucket_sizes before calling