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ExchangeLimit depth of what Kaiko is currently collectingFull Order Book10% Depth? (if no, the average percentage depth we collect for highest volume pair) 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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ACXnoneYesFull 10% Depthhttps://acx.io/documents/api_v2#!/order_book/GET_version_order_book_format
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AllcoinnoneYesFull 10% Depthhttps://python-allcoin.readthedocs.io/en/latest/market.html
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BeQuantnoneYesFull 10% Depthhttps://api.bequant.io/#order-book
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Bit2CnoneYesFull 10% Depthhttps://bit2c.co.il/home/api#orderb
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BitBaynoneYesFull 10% Depthhttps://bitbay.net/en/public-api#public-api-bitbay
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BitfinexnoneYesFull 10% Depthhttps://docs.bitfinex.com/reference#rest-public-book
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bitFlyernoneyesFull 10% Depthhttps://lightning.bitflyer.com/docs?lang=en#order-book
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BitmexnoneyesFull 10% Depthhttps://www.bitmex.com/app/restAPI#OrderBookL2
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BitstampnoneyesFull 10% Depthhttps://www.bitstamp.net/api/
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BitsononeYesFull 10% Depthhttps://bitso.com/api_info#order-book
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Bit-ZnoneyesFull 10% Depthhttps://apidoc.bitz.com/
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Bl3pnoneYesFull 10% Depthhttps://github.com/BitonicNL/bl3p-api/blob/master/docs/public_api/http.md
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BtcboxnoneYesFull 10% Depthhttps://support.btcbox.co.jp/hc/ja/articles/360001886333#three-two
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CEX.iononeyesFull 10% Depthhttps://cex.io/rest-api
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CoinbasenoneyesFull 10% Depthhttps://docs.pro.coinbase.com/#get-product-order-book
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CoinfloornoneYesFull 10% Depthhttps://github.com/coinfloor/API/blob/master/BIST.md#order-book
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CoinMatenoneYesFull 10% Depthhttps://coinmate.docs.apiary.io/#reference/order-book
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CryptoFacilitiesnoneYesFull 10% Depthhttps://cryptofacilities.zendesk.com/hc/en-us/articles/360000530013-Order-Book
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DeribitnoneYesFull 10% Depthhttps://docs.deribit.com/v2/#public-get_order_book
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EXXnoneyesFull 10% Depthhttps://www.exx.com/help/restApi
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GemininoneYesFull 10% DepthWe 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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HitBTCnoneyesFull 10% Depthhttps://api.hitbtc.com/#order-book
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itBitnoneyesFull 10% Depthhttps://api.itbit.com/docs#market-data-get-order-book-get
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KuCoinnoneYesFull 10% Depthhttps://docs.kucoin.com/#get-full-order-book-atomic
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LGOMarketsnoneYesFull 10% Depthhttps://doc.trading.lgo.exchange/#get-orderbook
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Liquid (ex. Quoine)noneyesFull 10% Depthhttps://developers.liquid.com/#get-order-book
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PoloniexnoneyesFull 10% Depthhttps://docs.poloniex.com/#returnorderbook
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TheRockTradingnoneYesFull 10% Depthhttps://api.therocktrading.com/doc/
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Bibox200NoFull 10% DepthWhile 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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BigONE200NoFull 10% DepthWhile 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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BinanceDEX1000NoFull 10% DepthWhile 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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BinanceJEX60NoFull 10% DepthWhile 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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BinanceUS5000NoFull 10% DepthWhile 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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BitForex200NoFull 10% DepthWhile 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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Bitlish100NoFull 10% DepthWhile 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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Bittrex500NoFull 10% DepthWhile 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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FTX100NoFull 10% DepthWhile 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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OKcoin200NoFull 10% DepthWhile 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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YoBit2000NoFull 10% DepthWhile 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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Binance1000No1 Bid, 2 AskUnable to improve collection.https://github.com/binance-exchange/binance-official-api-docs/blob/master/rest-api.md#order-book
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Binance Futures1000No4 Bid, 4 AskBTCUSDT 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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Bitbank200No4 Bid, 4 AskUnable to improve collection.https://github.com/bitbankinc/bitbank-api-docs/blob/master/public-api.md#depth
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Bithumb30no.4 Bid, .8 Ask Unable to improve collection.https://github.com/bithumb-pro/bithumb.pro-official-api-docs/blob/master/rest-api.md
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BtcTurk100No4 Bid, 4 AskUnable 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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Bybit25NoBid 0.1, Ask 0.1Unable to improve collection.https://bybit-exchange.github.io/docs/inverse/#t-marketdata
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Coincheck200NoBid 4, Ask 4Unable to improve collection.https://coincheck.com/documents/exchange/api#order-book
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CoinEx50NoBid 0.2, Ask 0.2Unable to improve collection.https://github.com/coinexcom/coinex_exchange_api/wiki/022depth
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Coinone150no4 Bid, 4 AskUnable to improve collection.https://doc.coinone.co.kr/#operation/public_api_orderbook
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Huobi150no.2 Bid, .3 AskUnable to improve collection.https://huobiapi.github.io/docs/spot/v1/en/#get-market-depth
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Huobi Derivative Market
150NoBid 0.2, Ask 0.2Unable to improve collection.https://huobiapi.github.io/docs/dm/v1/en/#get-market-depth
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Korbit50no6 Bid, 4 AskUnable to improve collection.https://apidocs.korbit.co.kr/#orderbook
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Kraken500no6 Bid, 6 AskUnable to improve collection.https://www.kraken.com/features/api#get-order-book
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LMAX Digital20no4 Bid, 4 AskUnable to improve collection. Private Docuemntation
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OKEx200no.6 Bid, 1 AskUnable to improve collection.https://www.okex.com/docs/en/#spot-data
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UPbit15No0.1 Bid, 0.1 AskUnable 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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Zaif150No4 Bid, 2 AskUnable to improve collection.https://zaif-api-document.readthedocs.io/ja/latest/PublicAPI.html#id12
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ZB50No0.2 Bid, 0.2 AskUnable 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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EthfinexnoneyesFull 10% DepthExchange shut down in 2019. Historical snapshots are 10%.https://ethfinex.docs.apiary.io/#introduction/authentication
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GatecoinnoneyesFull 10% DepthExchange 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.nz5000yesFull 10% DepthExchange 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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