> ## Documentation Index > Fetch the complete documentation index at: https://docs.hypedexer.com/llms.txt > Use this file to discover all available pages before exploring further. # Order book depth history > Order book depth per bucket, from the order book reconstructed minute by minute. Coverage: April 2024 to February 2026 from our market data archive (`data_source: archive`, top ~20 levels per side), and continuously since 23 September 2026 from the full order book replayed from our own Hyperliquid node (`data_source: node`, every resting order). No book data between 10 February and 23 September 2026. - `depth_{bid,ask}_{10,50,100}bps`: USD resting within that distance of mid. Always exact on node data (full book). On archive data a band is returned only when the recorded ~20 levels reach beyond it (`null` otherwise; archive levels typically reach 2 to 15 bps from mid on majors). On `1h` / `1d` buckets the value averages the complete minutes and is returned only when they are at least half of the bucket; `band_*bps_complete_pct` gives the share. - `book_notional_bid_usd` / `book_notional_ask_usd`, `book_span_*_bps`, `book_imbalance`: USD resting in the top 20 levels stored for the minute, how far from mid they reach, and (bid - ask) / (bid + ask) over them. Always present. - `levels_bid` / `levels_ask`: number of price levels in the book (thousands on node data). - Quality: `secs_since_snapshot` (age of the last full snapshot the book was re-anchored on: about 600 s at most on archive data, about 720 s at most on node data) and `pruned` (archive only). Intervals: `1m` (max 7 days), `1h` (max 180 days), `1d` (max 730 days). ## OpenAPI ````yaml /api-reference/openapi.json get /market/depth/{coin} openapi: 3.0.3 info: title: 'Hypedexer API: Indexed Data' version: 1.0.0 description: >- API to query indexed Hyperliquid trading data. This API provides access to stored/indexed trading data: - **Fills**: Executed orders and fills (Spot-only or All = Spot + Perp) - **Analytics**: Aggregations and statistics based on indexed data - **Completed Trades**: Trade objects and their related fills - **Users**: User overviews, performance and activity - **Social Trading**: Per-trader equity curve, PnL calendar, account leverage and top trades - **Funding**: Funding rate history, user funding payments, predicted rates - **Liquidations**: Liquidation events with filters - **Overview**: Market dashboard metrics (volume, fees, traders, PnL) - **Spot**: Spot token metadata, pairs, and auctions - **TWAPs**: TWAP orders, execution stats and fills - **Vaults**: Vault details, summaries, equity, ledger > Note: No live streaming. Responses are computed from indexed data. servers: - url: https://api.hypedexer.com description: Production, routed to the nearest region (EU or JP) security: - ApiKeyAuth: [] tags: - name: Fills description: Fills endpoints. - name: Analytics description: Aggregations and stats. - name: Completed Trades description: Trades and fills. - name: Users description: User profiles. - name: Funding description: Funding rates and payments (HL-compatible). - name: Liquidations description: Liquidation events. - name: Overview description: Market dashboard metrics. - name: Spot description: Spot token metadata, pairs and auctions. - name: TWAPs description: TWAP orders, stats and fills. - name: Vaults description: Vault details, summaries, equity and ledger. - name: Social Trading description: >- Per-trader equity, PnL calendar, performance, account leverage and top trades. - name: Market history description: >- Historical Hyperliquid market microstructure: best bid/offer aggregates and spread statistics (April 2024 to February 2026), and the order book reconstructed minute by minute: April 2024 to February 2026 from our archive (top ~20 levels per side) and, since 23 September 2026, the full order book replayed from our own node. Served from the EU region. paths: /market/depth/{coin}: get: tags: - Market history summary: Order book depth history description: >- Order book depth per bucket, from the order book reconstructed minute by minute. Coverage: April 2024 to February 2026 from our market data archive (`data_source: archive`, top ~20 levels per side), and continuously since 23 September 2026 from the full order book replayed from our own Hyperliquid node (`data_source: node`, every resting order). No book data between 10 February and 23 September 2026. - `depth_{bid,ask}_{10,50,100}bps`: USD resting within that distance of mid. Always exact on node data (full book). On archive data a band is returned only when the recorded ~20 levels reach beyond it (`null` otherwise; archive levels typically reach 2 to 15 bps from mid on majors). On `1h` / `1d` buckets the value averages the complete minutes and is returned only when they are at least half of the bucket; `band_*bps_complete_pct` gives the share. - `book_notional_bid_usd` / `book_notional_ask_usd`, `book_span_*_bps`, `book_imbalance`: USD resting in the top 20 levels stored for the minute, how far from mid they reach, and (bid - ask) / (bid + ask) over them. Always present. - `levels_bid` / `levels_ask`: number of price levels in the book (thousands on node data). - Quality: `secs_since_snapshot` (age of the last full snapshot the book was re-anchored on: about 600 s at most on archive data, about 720 s at most on node data) and `pruned` (archive only). Intervals: `1m` (max 7 days), `1h` (max 180 days), `1d` (max 730 days). parameters: - name: coin in: path description: Coin symbol (e.g. BTC, @107 for a spot pair, xyz:TSLA for HIP-3) schema: type: string required: true - name: start_time in: query description: Start time (ISO UTC) schema: type: string format: date-time required: true - name: end_time in: query description: End time (ISO UTC); default = start + max window schema: type: string format: date-time - name: interval in: query description: 'Bucket: 1m (max 7 days), 1h (max 180 days), 1d (max 730 days)' schema: type: string default: 1m enum: - 1m - 1h - 1d responses: '200': description: OK content: application/json: schema: type: object examples: node: summary: Full book (node data, September 2026) value: success: true message: 1 1m buckets for BTC data: - time: '2026-09-23T18:30:00' mid_px: 84157.5 spread_bps: 0.11882482250542138 levels_bid: 14433 levels_ask: 6584 secs_since_snapshot: 67 pruned: 0 depth_bid_10bps: 25594473.73 depth_ask_10bps: 37204933.06 depth_bid_50bps: 82187081.94 depth_ask_50bps: 92395583.81 depth_bid_100bps: 131214345.19 depth_ask_100bps: 145986206.74 book_notional_bid_usd: 1373355.41 book_notional_ask_usd: 11993691.22 book_span_bid_bps: 3.15 book_span_ask_bps: 2.32 book_imbalance: -0.7945 total_count: 1 execution_time_ms: 109.25 next_cursor: null has_more: null archive: summary: Archive (June 2025, hourly) value: success: true message: 24 1h buckets for ETH data: - time: '2025-06-01T00:00:00' mid_px: 2523.083333 spread_bps: 0.4096 levels_bid: 20 levels_ask: 20 max_secs_since_snapshot: 480 minutes: 60 depth_bid_10bps: null depth_ask_10bps: null depth_bid_50bps: null depth_ask_50bps: null depth_bid_100bps: null depth_ask_100bps: null book_notional_bid_usd: 12040307.45 book_notional_ask_usd: 8556569.44 book_span_bid_bps: 7.8 book_span_ask_bps: 7.93 book_imbalance: 0.1734 band_10bps_complete_pct: 0 band_50bps_complete_pct: 0 band_100bps_complete_pct: 0 total_count: 24 execution_time_ms: 133.56 next_cursor: null has_more: null '400': description: >- Invalid window or parameter (for example a window larger than the interval allows) components: securitySchemes: ApiKeyAuth: type: apiKey in: header name: X-API-Key description: >- Your Hypedexer API key. Create one in the console at https://app.hypedexer.com. `Authorization: Bearer ` and the `api_key` query parameter are accepted as well. ````