Global Order Book Depth (GOBD)
Global Order Book Depth (GOBD) is a consolidated order book of exchange order books collected from all major exchanges that trade a given currency pair. GOBD shows all quotes and liquidity available in the whole cryptocurrency market. As a default, GOBD returns the full depths of the global order book. Returned depths can be controlled by "bid depth" and "ask depth" API and API+ options (please see "Advanced Examples" below).
GOBD is published through realtime "push" streaming feeds/channels. Currently, GOBDs are updated every 15 seconds for the following currency pairs in the current beta. The update time interval and currency pairs are carefully selected based on demands and use statistics on current ExxaBlock products and services. If you are interested in other currency pairs and shorter update intervals, please contact ExxaBlock.
Note: liquidity details at each price level (e.g., a list of pairs of an exchange and its available quote volume) will be available to customers.
ECX-100:D1 (Global Order Book Depth) : consolidated full-depth "global" order books for a given currency pair
The APIs include real time streaming API and cache API. The direct access supports low-latency, constant-jitter connectivity, and high-throughput I/O computation. Through dedicated or shared connections to the servers, customers can perform time-sensitive and/or high-throughput computational tasks. Concise Binary Object Representation (CBOR) is used to minimize the network communication overhead caused by message encoding, decoding, and transmission.
ECX-100 is available on public clouds, private clouds, and customer on-premise data centers.
To view our real time streaming quotes view the link below: