Order Book Depth & Slippage · derivs.duoleads.com
Order book depth of one coin's perpetual on Bybit, Hyperliquid, dYdX…
Gate, Kraken, Bitfinex, Deribit and OKX: best bid/ask, spread in bps, market depth in USD within 0.1/0.5/1/2% of mid, bid/ask imbalance, estimated slippage for your order size and the largest resting orders (walls). L2 orderbook liquidity for BTC, ETH, SOL and more. Data only. Bad input is free; under 2 venues not charged.
Input
Sample response
Published by the provider. Your run returns a fresh response.
response11 keys
aggregate4 keys
depth[…]2 items
lowest_buy_slippage{ value, venue }2 keys
lowest_sell_slippage{ value, venue }2 keys
tightest_spread{ value, venue }2 keys
as_of"2026-10-14T23:00:00Z"
coin"BTC"
colonull
disclaimer"Data only, not investment advice, not a benchmark; not affiliated with any exchange"
request_id"01KEXAMPLE0000000000000000"
see_also3 keys
endpoint"https://derivs.duoleads.com/v1/liquidations"
params[…]2 items
reason"Recent forced liquidations that hit these books."
size_usd100000
units7 keys
depth_usd"USD resting within +/- pct % of mid (price x size)"
imbalance"(bid_usd - ask_usd) / (bid_usd + ask_usd), -1..1"
levels"[price USD, size coins]"
prices"USD per coin"
slippage_bps"average fill vs mid in basis points (>= 0 is worse than mid)"
spread_bps"(ask - bid) / mid x 10,000"
times"ISO 8601 UTC"
venues3 items
0{ as_of, best_ask, best_bid, … }13 keys
1{ as_of, best_ask, best_bid, … }13 keys
2{ as_of, best_ask, best_bid, … }13 keys
venues_missing0 items
responseobject, 11 keysYour agent can do this on its own
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Track record
- Paid calls, last 30 days
- 2
- Buyers, last 30 days
- 2
- Last paid call
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