Historical order book depth
Historical orderbook depth for BitMEX BTC contracts are displayed in time series results. The values are calculated from an order book snapshot taken at the start of the time period. Values are returned as price and size tuples. The price is calculated at a percentage above the best ask price or below the best bid price. The incrrements for values are 0%, 0.1%, 0.2%, 0.3%, 0.4%, 0.5%, 0.75%, 1%, 2%, 3%, 4%, 5%, 7.5%, 10%, 15%, and 20%. The size is the cumulative orders on the order book to reach the price leve.