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ExchangeLimit depth of what Kaiko is currently collectingFull 10 % Order Book?CommentsDocumentationThis sheet includes information about our order book snapshot coverage. For all exchanges/pairs, we take 2 order book snapshots per minute. For some exchanges, we are able to collect the full order book snapshot from the exchange's REST API. For other exchanges, we are only able to collect a certain number of "levels" (such as the best 20, 50, 100, 1,000 levels). For exchanges where we are able to collect the full order book snapshot, we cut the snapshot down into a "10% Snapshot" which includes all bids and asks within 10% of the midprice for that specific snapshot. For exchanges where we are unable to collect the full order book snapshot, we will still cut the snapshot down into a 10% snapshot if the bids and asks are greater than 10% from the midprice. For snapshots with bids/asks less than 10% of the midprice, we leave the snapshot as is.

On some exchanges where we are unable to collect the full snapshot, we are still able to collect the full 10% snapshot because the exchange is low volume.

If we are unable to collect the full snapshot, we record the average 10% depth for the highest volume pair to give an idea of our depth in relation to our other exchanges. This depth changes with every snapshot and with stronger or weaker market moves, thus it should not be considered a certain gauge of our coverage.
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ACXnoneYeshttps://acx.io/documents/api_v2#!/order_book/GET_version_order_book_format
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AllcoinnoneYeshttps://python-allcoin.readthedocs.io/en/latest/market.html
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BeQuantnoneYeshttps://api.bequant.io/#order-book
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Bit2CnoneYeshttps://bit2c.co.il/home/api#orderb
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BitBaynoneYeshttps://bitbay.net/en/public-api#public-api-bitbay
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BitfinexnoneYeshttps://docs.bitfinex.com/reference#rest-public-book
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bitFlyernoneyeshttps://lightning.bitflyer.com/docs?lang=en#order-book
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Bitmexnoneyeshttps://www.bitmex.com/app/restAPI#OrderBookL2
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Bitstampnoneyeshttps://www.bitstamp.net/api/
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BitsononeYeshttps://bitso.com/api_info#order-book
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Bit-Znoneyeshttps://apidoc.bitz.com/
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Bl3pnoneYeshttps://github.com/BitonicNL/bl3p-api/blob/master/docs/public_api/http.md
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BtcboxnoneYeshttps://support.btcbox.co.jp/hc/ja/articles/360001886333#three-two
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CEX.iononeyeshttps://cex.io/rest-api
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Coinbasenoneyeshttps://docs.pro.coinbase.com/#get-product-order-book
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CoinfloornoneYeshttps://github.com/coinfloor/API/blob/master/BIST.md#order-book
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CoinMatenoneYeshttps://coinmate.docs.apiary.io/#reference/order-book
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CryptoFacilitiesnoneYeshttps://cryptofacilities.zendesk.com/hc/en-us/articles/360000530013-Order-Book
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DeribitnoneYeshttps://docs.deribit.com/v2/#public-get_order_book
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EXXnoneyeshttps://www.exx.com/help/restApi
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GemininoneYesWe began collecting full order books in February, 2020. Previously, we only collected the 100 best bids/asks.https://docs.gemini.com/rest-api/#current-order-book
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HitBTCnoneyeshttps://api.hitbtc.com/#order-book
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itBitnoneyeshttps://api.itbit.com/docs#market-data-get-order-book-get
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KuCoinnoneYeshttps://docs.kucoin.com/#get-full-order-book-atomic
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LGOMarketsnoneYeshttps://doc.trading.lgo.exchange/#get-orderbook
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Liquid (ex. Quoine)noneyeshttps://developers.liquid.com/#get-order-book
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Poloniexnoneyeshttps://docs.poloniex.com/#returnorderbook
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TheRockTradingnoneYeshttps://api.therocktrading.com/doc/
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Bibox200NoWhile there is a limit, the exchange is low volume which means we are always able to collect 10% depth. If this changes, we will update the spreadsheet.https://biboxcom.github.io/en/rest_api_spot.html#%E6%9F%A5%E8%AF%A2%E5%B8%82%E5%9C%BA%E6%B7%B1%E5%BA%A6
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BigONE200NoWhile there is a limit, the exchange is low volume which means we are always able to collect 10% depth. If this changes, we will update the spreadsheet. We began collecting 200 levels per side in February, 2020. Prior, we were only collecting 50 levels per side.https://open.big.one/docs/api_order_books.html
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BinanceDEX1000NoWhile there is a limit, the exchange is low volume which means we are always able to collect 10% depth. If this changes, we will update the spreadsheet.https://docs.binance.org/api-reference/dex-api/paths.html#apiv1depth
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BinanceJEX60NoWhile there is a limit, the exchange is low volume which means we are always able to collect 10% depth. If this changes, we will update the spreadsheet.https://jexapi.github.io/api-doc/future.html#exchange-information-for-futures
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BinanceUS5000NoWhile there is a limit, the exchange is low volume which means we are always able to collect 10% depth. If this changes, we will update the spreadsheet.https://github.com/binance-us/binance-official-api-docs/blob/master/rest-api.md#order-book
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BitForex200NoWhile there is a limit, the exchange is low volume which means we are always able to collect 10% depth. If this changes, we will update the spreadsheet.https://github.com/githubdev2020/API_Doc_en/wiki/Depth-information
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Bitlish100NoWhile there is a limit, the exchange is low volume which means we are always able to collect 10% depth. If this changes, we will update the spreadsheet.https://bitlish.com/en/api#orderbook
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Bittrex500NoWhile there is a limit, the exchange is low volume which means we are always able to collect 10% depth. If this changes, we will update the spreadsheet. We began collecting 500 levels per side in February, 2020. Prior, we were only collecting 100 levels per side.https://bittrex.github.io/api/v1-1
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FTX100NoWhile there is a limit, the exchange is low volume which means we are always able to collect 10% depth. If this changes, we will update the spreadsheet.https://docs.ftx.com/#get-orderbook
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OKcoin200NoWhile there is a limit, the exchange is low volume which means we are always able to collect 10% depth. If this changes, we will update the spreadsheet.https://www.okcoin.com/docs/en/#spot-data
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YoBit2000NoWhile there is a limit, the exchange is low volume which means we are always able to collect 10% depth. If this changes, we will update the spreadsheet.
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Binance1000NoUnable to improve collection.https://github.com/binance-exchange/binance-official-api-docs/blob/master/rest-api.md#order-book
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Binance Futures1000NoBTCUSDT was the only instrument tested where 1000 levels wasn't enough to get entire 10% snapshot. Thus, for most instruments 100 levels is enough, but not for btcusdt. We are unable to improve collection.https://binance-docs.github.io/apidocs/futures/en/#order-book-market_data
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Bitbank200NoUnable to improve collection.https://github.com/bitbankinc/bitbank-api-docs/blob/master/public-api.md#depth
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Bithumb30noUnable to improve collection.https://github.com/bithumb-pro/bithumb.pro-official-api-docs/blob/master/rest-api.md
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BtcTurk100NoUnable to improve collection. Exchange documentation incorrectly states maximum is 1,000 levels. 100 is maximum available.https://github.com/BTCTrader/broker-api-docs/blob/master/README-pro.md
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Bybit25NoUnable to improve collection.https://bybit-exchange.github.io/docs/inverse/#t-marketdata
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Coincheck200NoUnable to improve collection.https://coincheck.com/documents/exchange/api#order-book
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CoinEx50NoUnable to improve collection.https://github.com/coinexcom/coinex_exchange_api/wiki/022depth
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Coinone150noUnable to improve collection.https://doc.coinone.co.kr/#operation/public_api_orderbook
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Huobi150noUnable to improve collection.https://huobiapi.github.io/docs/spot/v1/en/#get-market-depth
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Huobi Derivative Market
150NoUnable to improve collection.https://huobiapi.github.io/docs/dm/v1/en/#get-market-depth
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Korbit50noUnable to improve collection.https://apidocs.korbit.co.kr/#orderbook
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Kraken500noUnable to improve collection.https://www.kraken.com/features/api#get-order-book
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LMAX Digital20noUnable to improve collection. Private Docuemntation
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OKEx200noUnable to improve collection.https://www.okex.com/docs/en/#spot-data
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UPbit15NoUnable to improve collection.https://docs.upbit.com/v1.0.7/reference#%ED%98%B8%EA%B0%80-%EC%A0%95%EB%B3%B4-%EC%A1%B0%ED%9A%8C
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Zaif150NoUnable to improve collection.https://zaif-api-document.readthedocs.io/ja/latest/PublicAPI.html#id12
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ZB50NoUnable to improve collection.https://www.zb.com/api#%E5%85%A5%E9%97%A8
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AnyBits--Exchange shut down in 2019.-
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Bitibu--Exchange shut down in 2019.-
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BitMarket--Exchange shut down in 2019.-
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BTC38--Exchange shut down in 2017.-
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BTCC--Exchange shut down in 2018.-
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BTC-e--Exchange shut down in 2018.-
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bx.in.th--Exchange shut down in 2019.-
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C-CEX--Exchange shut down.-
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Cobinhood--Exchange shut down in 2019.-
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EthfinexnoneyesExchange shut down in 2019. Historical snapshots are 10%.https://ethfinex.docs.apiary.io/#introduction/authentication
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GatecoinnoneyesExchange shut down in 2019. Historical snapshots are 10%.
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MtGox--Exchange shut down in 2014.-
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Nova--Exchange shut down in 2019.-
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The Ocean--Exchange shut down in 2018.-
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UEX--Exchange shut down in 2019. -
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wex.nz5000yesExchange shut down in 2018. Historical snapshots are 10%.-
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LocalBitcoins--Stopped collection in 2016.https://localbitcoins.com/api-docs/
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