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GlassMarkets tracks liquidity for crypto assets across exchanges. The API returns spread, order book depth, slippage and uptime for your assets per exchange and pair, plus the same metrics per market maker.

Conventions

What you can read

  • Market data for your assets: volume, spread, order book depth, slippage, spread and depth uptime, and futures.
  • Market maker metrics: volume, depth, spread, uptime against targets and coverage per market maker. Coverage is the market maker’s share of the pair’s market-wide volume or depth.
  • Targets: the market-making targets set per asset, exchange and pair, and whether they are met.
Your account sees the organizations it belongs to and the assets those organizations cover.

Where to start

  1. Authentication: log in and send the token.
  2. Quickstart: make your first three requests.
  3. Errors: what each status code means.
Every endpoint is listed in the API reference tab, grouped by topic.