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Often times depth data is required to be in array format. For example, when drawing charts: https://bfxdata.com/mobileSite/mobileGraphMarketDepthBTCUSD.php Data format: https://bfxdata.com/json/marketDepthBidsBTCUSD.json
For this reason I have added an array function to convert an object into an array:
array
binance.depth("BNBBTC", function(depth, symbol) { console.log(symbol+" bids", binance.array(depth.bids)); console.log(symbol+" asks", binance.array(depth.asks)); });
If you want to draw an actual depth chart you need to use cumulative values. For this there are some built in functions:
binance.depth("BTCUSDT", function(depth, symbol) { //console.log(symbol+" market depth", depth); let maximum = Infinity; let baseValue = "cumulative"; // for charts let bids = binance.sortBids(depth.bids, maximum, baseValue); let asks = binance.sortAsks(depth.asks, maximum, baseValue); console.log(symbol+" bids", bids); console.log(symbol+" asks", asks); let output = { bids: binance.array(bids), asks: binance.array(asks) }; fs.writeFile("json/depth/"+symbol+".json", JSON.stringify(output), function(err){}); });