Change Log
2021-01-04
REST
Following endpoints will use new weight rule based on the paremeter "LIMIT" in the request:
GET /fapi/v1/klines
GET /fapi/v1/continuousKlines
Following endpoints' weights will be updated to 20:
GET /fapi/v1/historicalTrades
GET /fapi/v1/allForceOrders
GET /fapi/v1/forceOrders
GET /fapi/v1/aggTrades
2020-12-08
WEBSOCKET
- New field
e
for event type in payload of streams<symbol>@bookTicker
and!bookTicker
- New field
P
for estimated settle price in payload of streams<symbol>@markPrice
and<symbol>@markPrice@1s
- New stream
<pair>_<contractType>@continuousKline_<interval>
for continues contract kline
REST API
- New field "estimatedSettlePrice" in response to
GET /fapi/v1/premiumIndex
New fields in response to
GET /fapi/v1/exchangeInfo
:- "pair"
- "contractType"
- "deliveryDate"
- "onboardDate"
New endpoint
GET /fapi/v1/continuousKlines
to get continues contract kline data
ENUM
- Contract types:
- PERPETUAL
- CURRENT_QUARTER
- NEXT_QUARTER
2020-11-27
- New endpoint
GET /fapi/v1/commissionRate
to get user commission rate.
2020-11-10
- New field "marginAsset" for margin asset in the response to
GET /fapi/v1/exchangeInfo
. - New field "positionAmt" for position amount in the response to
GET /fapi/v2/account
.
2020-10-27
WEB SOCKET STREAM
- The maximum stream number that a single connection can listen to changes as 200.
2020-10-18
Please notice: new streamlined and optimized push rules on event ACCOUNT_UPDATE
in USER-DATA-STREAM
When an asset of a user is changed:
- Only this asset and its balance information will be pushed
- Other assets and information will no longer be pushed even the balances may not be 0
- If none of the open positions change, the position "P" will only return an empty
[]
When a position or the margin type of a symbol is changed:
- "P" will push the details in the "BOTH" position of this symbol
- If the change happens in "LONG" or "SHORT" position, the changed "LONG" or "SHORT" position of this symbol will be pushed
- Initialized "LONG" or "SHORT" isolated position of this symbol will also be pushed
- Position information of other symbols will no longer be pushed, even their positions may not be 0
In short, the full information of assets and positions should be obtained via the related RESTful endpoints(
GET /fapi/v2/account
andGET /fapi/v2/positionRisk
), and the locally cached asset or position data can be updated via the eventACCOUNT_UPDATE
in Websocket USER-DATA-STREAM with the information of changed asset or position.Please visit here to get examples for helping to understand the upgrade.
2020-10-10
WEBSOCKET
- New WebSocket streams
<symbol>@compositeIndex
for composite index symbol information.
2020-10-09
- New endpoint
GET /fapi/v1/indexInfo
to get information of composite index.
2020-08-14
- New field "indexPrice" in response to endpoint
GET /fapi/v1/premiumIndex
. - New field "i" for indexPrice in payload of ws streams:
<symbol>@markPrice
,<symbol>@markPrice@1s
,
2020-08-12
- New endpoint
GET /fapi/v1/forceOrders
to get the user's force orderes.
2020-07-30
- New endpoint
GET /fapi/v1/adlQuantile
to get the positions' ADL quantile estimation values
2020-07-17
- Weights of endpoint
GET /fapi/v1/income
has been changed as 20
2020-06-29
WEBSOCKET
- New field "m" for event reason type in event "ACCOUNT_UPDATE"
- New field "rp" for the realized profit of the trade in event "ORDER_TRADE_UPDATE"
2020-06-15
- New fields in responses to
GET /fapi/v2/account
andGET /fapi/v2/balance
:availableBalance
maxWithdrawAmount
2020-06-04
- New endpoints of version 2 of fapi, having better performance than the v1 endpoints:
GET /fapi/v2/account
GET /fapi/v2/balance
2020-06-02
- New endpoint
GET /fapi/v2/positionRisk
in version 2 of fapi:- User can choose to send specific "symbol".
- All symbols in the market can be returned.
- Different responses for "One-way" or "Hedge" position mode.
- Better performance than the v1 endpoint.
2020-05-18
New parameter
closePosition
for endpointPOST /fapi/v1/order
:
If aSTOP_MARKET
orTAKE_PROFIT_MARKET
order withclosePosition=true
is triggered,all of the current long position( ifSELL
order) or current short position( ifBUY
order) will be closed.New field
closePosition
in response to endpoints:POST /fapi/v1/order
POST /fapi/v1/batchOrders
GET /fapi/v1/order
DELETE /fapi/v1/order
DELETE /fapi/v1/batchOrders
GET /fapi/v1/openOrder
GET /fapi/v1/openOrders
GET /fapi/v1/allOrders
2020-05-15
- New fields in payloads of
<symbol>@bookTicker
and!bookTicker
:E
for event timeT
for transaction time
2020-05-14
Some orders that were cancelled/expired will be removed gradually from API endpoints, but they are still available from Web UI.
- Orders that meet criteria
- order status is
CANCELED
orEXPIRED
, AND - order has NO filled trade, AND
- created time + 30 days < current time
- order status is
- These endpoints are affected:
GET /fapi/v1/order
GET /fapi/v1/allOrders
- Orders that meet criteria
New field
time
for transaction time in response to endpoints:GET /fapi/v1/ticker/price
GET /fapi/v1/ticker/bookTicker
GET /fapi/v1/openInterest
2020-05-11
- New endpoint
POST /fapi/v1/s/countdownCancelAll
to cancel all open orders of the specified symbol at the end of the specified countdown.
This rest endpoint means to ensure your open orders are canceled in case of an outage. The endpoint should be called repeatedly as heartbeats so that the existing countdown time can be canceled and repalced by a new one.
2020-05-06
- Endpoint
GET /fapi/v1/leverageBracket
is changed as "USER-DATA". It need to be signed, and timestamp is needed.
2020-05-01
WEB SOCKET USER DATA STREAM
- Please notice: event
ACCOUNT_UPDATE
in USER-DATA-STREAM will be pushed with only account balance or relative position when "FUNDING FEE" occurs.- When "FUNDING FEE" occurs in a crossed position,
ACCOUNT_UPDATE
will be pushed with only the balanceB
(including the "FUNDING FEE" asset only), without any positionP
message. - When "FUNDING FEE" occurs in an isolated position,
ACCOUNT_UPDATE
will be pushed with only the balanceB
(including the "FUNDING FEE" asset only) and the relative position messageP
( including the isolated position on which the "FUNDING FEE" occurs only, without any other position message).
- When "FUNDING FEE" occurs in a crossed position,
2020-04-24
New fields in USER DATA STREAM event
ORDER_TRADE_UPDATE
:cp
stands for Close-All conditional orderAP
for Activation Price withTRAILING_STOP_MARKET
ordercr
for Callback Rate withTRAILING_STOP_MARKET
order
New USER DATA STREAM event
MARGIN_CALL
.
2020-04-17
- New parameter
newOrderRespType
for response type in endpointPOST /fapi/v1/order
.
ACK
andRESULT
are supported. And fornewOrderRespType= RESULT
:MARKET
order: the final FILLED result of the order will be return directly.LIMIT
order with sepcialtimeInForce
: the final status result of the order(FILLED or EXPIRED) will be returned directly.
2020-04-14
WEB SOCKET STREAM
- WebSocket connections have a limit of 5 incoming messages per second. A message is considered:
- A PING frame
- A PONG frame
- A JSON control message (e.g. subscribe, unsubscribe)
- A connection that goes beyond the limit will be disconnected; IPs that are repeatedly disconnected may be banned.
- A single connection can listen to a maximum of 1024 streams.
2020-04-05
- New endpoint
GET /fapi/v1/positionSide/dual
to get current position mode. - New endpoint
POST /fapi/v1/batchOrders
to place multiple orders.
2020-03-24
Please notice: event
ACCOUNT_UPDATE
in USER-DATA-STREAM will not be pushed without update of account balances or positions.ACCOUNT_UPDATE
will be pushed only when update happens on user's account, including changes on balances, positions, or margin type.- Unfilled orders or cancelled orders will not make the event
ACCOUNT_UPDATE
pushed, since there's no change on positions. - Only positions of symbols with non-zero isolatd wallet or non-zero position amount will be pushed in the "position" part of the event
ACCOUNT_UPDATE
.
New endpoint
POST /fapi/v1/positionSide/dual
to change position mode: Hedge Mode or One-way Mode.New parameter
positionSide
in the following endpoints:POST /fapi/v1/order
POST /fapi/v1/positionMargin
New field
positionSide
in the responses to the following endpoints:POST /fapi/v1/order
GET /fapi/v1/order
DELETE /fapi/v1/order
DELETE /fapi/v1/batchOrders
GET /fapi/v1/openOrder
GET /fapi/v1/openOrders
GET /fapi/v1/allOrders
GET /fapi/v1/account
GET /fapi/v1/positionMargin/history
GET /fapi/v1/positionRisk
GET /fapi/v1/userTrades
New field
ps
for "position side"in USER_DATA_STREAM eventsACCOUNT_UPDATE
andORDER_TRADE_UPDATE
.
2020-02-26
- New order type:
TRAILING_STOP_MARKET
2020-02-20
- New endpoint to query specific current open order:
GET /fapi/v1/openOrder
2020-02-17
- Update time changed as 1000ms for streams
<symbol>@ticker
and!ticker@arr
- New diff depth data with 500ms updates:
<symbol>@depth@500ms
- New partial depth data with 500ms updates:
<symbol>@depth<level>@500ms
2020-02-12
- New SDK and Code Demonstration on Java
2020-02-05
- New market data endpoint
GET /fapi/v1/leverageBracket
to check notional and leverage brackets.
2020-01-19
- "cumQty" is going to be removed from the responses to
DELETE /fapi/v1/order
,DELETE /fapi/v1/batchOrders
and otherorder
relatived endpoints in the coming weeks.
Please use "executedQty" instead.
2020-01-17
- New SDK and Code Demonstration on Python
2020-01-06
- Faster diff data with real time updates:
<symbol>@depth@0ms
2020-01-02
New endpoints related to isolated position:
POST /fapi/v1/marginType
POST /fapi/v1/positionMargin
GET /fapi/v1/positionMargin/history
New field in response to
GET /fapi/v1/positionRisk
related to isolated position:marginType
isolatedMargin
New field in response to
GET /fapi/v1/account
related to isolated position:isolated
New field in event
ACCOUNT_UPDATE
:- "cw" for cross wallet
- "mt" for margin type
- "iw" for isolated wallet (if isolated)
2019-12-12
- New endpoint
DELETE /fapi/v1/allOpenOrders
to cancel all open orders of a specific symbol. - New endpoint
DELETE /fapi/v1/batchOrders
to cancel a list of open orders. reduceOnly
has been supported in orders with type:-
TAKE_PROFIT
-
TAKE_PROFIT_MARKET
-
STOP
-
STOP_MARKET
-
2019-11-29
- New endpoint
GET /fapi/v1/allForceOrders
to get all liquidation orders. - New websocket streams:
<symbol>@forceOrder
for liquidation order streams!forceOrder@arr
for all market liquidation order streams
2019-11-23
GET /fapi/v1/account
has new field:positions
- Added new field
time
for order creation time in:GET /fapi/v1/openOrders
GET /fapi/v1/order
GET /fapi/v1/allOrders
2019-11-15
- New websocket streams:
!miniTicker@arr
: All market 24hr mini-tickers stream.-
!ticker@arr
: : All market 24hr tickers stream.
2019-11-12
- WSS now supports live subscribing/unsubscribing to streams.
2019-11-05
- New order type:
STOP_MARKET
,TAKE_PROFIT_MARKET
.
- New parameter
workingType
inPOST /fapi/v1/order
:
order with stop price can be triggered by "CONTRACT_PRICE" or "MARK_PRICE" - New keys in USER-DATA-STREAMS:
- in
ORDER_TRADE_UPDATE
:- "T" as trasaction time
- "wt" as workingType
- in
ACCOUNT_UPDATE
:- "T" as trasaction time
- in
2019-10-28
- New rest endpoint for income flow history
GET /fapi/v1/income
2019-10-25
- Added "up" in event
ACCOUNT_UPDATE
in user data stream: the unrealized PnL of the position. - Added "R" in event
ORDER_TRADE_UPDATE
in user data stream, showing if the trade is reduce only.
2019-10-24
- New WebSocket streams for booktickers added:
<symbol>@bookTicker
and!bookTicker
. - New WebSocket streams for partial orderbook added:
<symbol>@depth<levels>
and<symbol>@depth<levels>@100ms
- Faster diff data with 100ms updates:
<symbol>@depth@100ms
- Added
Update Speed
: toWebsocket Market Streams
2019-10-16
- New endpoint
POST /fapi/v1/leverage
for changing user's initial leverage in specific symbol market. - Added "leverage" for current initial leverage and "maxNotionalValue" for notional value limit of current initial leverage in response to
GET /fapi/v1/positionRisk
. reduceOnly
now is supported in theMARKET
orders.
2019-10-11
- Added "m" in event
ORDER_TRADE_UPDATE
in user data stream, showing if the trade is the maker side.
2019-10-09
- The base websocket endpoint is changed as wss://stream.binancefuture.com, the old one (wss://testnet.binancefuture.com) is no longer in service.
2019-09-27
- New order parameter
reduceOnly
forLIMIT
orders. - New order type
TAKE_PROFIT
.
2019-09-20
New returned values in response to GET /fapi/v1/account:
maxWithdrawAmount
,openOrderInitialMargin
,positionInitialMargin
New returned values in response to GET /fapi/v1/positionRisk:
liquidationPrice
General Info
SDK and Code Demonstration
Disclaimer:
- The following SDKs are provided by partners and users, and are not officially produced. They are only used to help users become familiar with the API endpoint. Please use it with caution and expand R&D according to your own situation.
- Binance does not make any commitment to the safety and performance of the SDKs, nor will be liable for the risks or even losses caused by using the SDKs.
Python3
To get the provied SDK for Binance Futures,
please visit https://github.com/Binance-docs/Binance_Futures_python,
or use the command below:
git clone https://github.com/Binance-docs/Binance_Futures_python.git
Java
To get the provied SDK for Binance Futures,
please visit https://github.com/Binance-docs/Binance_Futures_Java,
or use the command below:
git clone https://github.com/Binance-docs/Binance_Futures_Java.git
General API Information
- The base endpoint is: https://testnet.binancefuture.com
- All endpoints return either a JSON object or array.
- Data is returned in ascending order. Oldest first, newest last.
- All time and timestamp related fields are in milliseconds.
- All data types adopt definition in JAVA.
HTTP Return Codes
- HTTP
4XX
return codes are used for for malformed requests; the issue is on the sender's side. - HTTP
403
return code is used when the WAF Limit (Web Application Firewall) has been violated. - HTTP
429
return code is used when breaking a request rate limit. - HTTP
418
return code is used when an IP has been auto-banned for continuing to send requests after receiving429
codes. - HTTP
5XX
return codes are used for internal errors; the issue is on Binance's side.
HTTP503
return code is used when the API successfully sent the message but not get a response within the timeout period.
It is important to NOT treat this as a failure operation; the execution status is UNKNOWN and could have been a success.
Error Codes
- Any endpoint can return an ERROR
The error payload is as follows:
{
"code": -1121,
"msg": "Invalid symbol."
}
- Specific error codes and messages defined in Error Codes.
General Information on Endpoints
- For
GET
endpoints, parameters must be sent as aquery string
. - For
POST
,PUT
, andDELETE
endpoints, the parameters may be sent as aquery string
or in therequest body
with content typeapplication/x-www-form-urlencoded
. You may mix parameters between both thequery string
andrequest body
if you wish to do so. - Parameters may be sent in any order.
- If a parameter sent in both the
query string
andrequest body
, thequery string
parameter will be used.
LIMITS
- The
/fapi/v1/exchangeInfo
rateLimits
array contains objects related to the exchange'sRAW_REQUEST
,REQUEST_WEIGHT
, andORDER
rate limits. These are further defined in theENUM definitions
section underRate limiters (rateLimitType)
. - A
429
will be returned when either rate limit is violated.
IP Limits
- Every request will contain
X-MBX-USED-WEIGHT-(intervalNum)(intervalLetter)
in the response headers which has the current used weight for the IP for all request rate limiters defined. - Each route has a
weight
which determines for the number of requests each endpoint counts for. Heavier endpoints and endpoints that do operations on multiple symbols will have a heavierweight
. - When a 429 is received, it's your obligation as an API to back off and not spam the API.
- Repeatedly violating rate limits and/or failing to back off after receiving 429s will result in an automated IP ban (HTTP status 418).
- IP bans are tracked and scale in duration for repeat offenders, from 2 minutes to 3 days.
- The limits on the API are based on the IPs, not the API keys.
Order Rate Limits
- Every order response will contain a
X-MBX-ORDER-COUNT-(intervalNum)(intervalLetter)
header which has the current order count for the account for all order rate limiters defined. - Rejected/unsuccessful orders are not guaranteed to have
X-MBX-ORDER-COUNT-**
headers in the response. - The order rate limit is counted against each account.
Endpoint Security Type
- Each endpoint has a security type that determines the how you will interact with it.
- API-keys are passed into the Rest API via the
X-MBX-APIKEY
header. - API-keys and secret-keys are case sensitive.
- API-keys can be configured to only access certain types of secure endpoints. For example, one API-key could be used for TRADE only, while another API-key can access everything except for TRADE routes.
- By default, API-keys can access all secure routes.
Security Type | Description |
---|---|
NONE | Endpoint can be accessed freely. |
TRADE | Endpoint requires sending a valid API-Key and signature. |
USER_DATA | Endpoint requires sending a valid API-Key and signature. |
USER_STREAM | Endpoint requires sending a valid API-Key. |
MARKET_DATA | Endpoint requires sending a valid API-Key. |
TRADE
andUSER_DATA
endpoints areSIGNED
endpoints.
SIGNED (TRADE and USER_DATA) Endpoint Security
SIGNED
endpoints require an additional parameter,signature
, to be sent in thequery string
orrequest body
.- Endpoints use
HMAC SHA256
signatures. TheHMAC SHA256 signature
is a keyedHMAC SHA256
operation. Use yoursecretKey
as the key andtotalParams
as the value for the HMAC operation. - The
signature
is not case sensitive. - Please make sure the
signature
is the end part of yourquery string
orrequest body
. totalParams
is defined as thequery string
concatenated with therequest body
.
Timing security
- A
SIGNED
endpoint also requires a parameter,timestamp
, to be sent which should be the millisecond timestamp of when the request was created and sent. - An additional parameter,
recvWindow
, may be sent to specify the number of milliseconds aftertimestamp
the request is valid for. IfrecvWindow
is not sent, it defaults to 5000. - If the server determines that the timestamp sent by the client is more than one second in the future of the server time, the request will also be rejected.
The logic is as follows:
if (timestamp < (serverTime + 1000) && (serverTime - timestamp) <= recvWindow){
// process request
}
else {
// reject request
}
Serious trading is about timing. Networks can be unstable and unreliable,
which can lead to requests taking varying amounts of time to reach the
servers. With recvWindow
, you can specify that the request must be
processed within a certain number of milliseconds or be rejected by the
server.
SIGNED Endpoint Examples for POST /fapi/v1/order
Here is a step-by-step example of how to send a vaild signed payload from the
Linux command line using echo
, openssl
, and curl
.
Key | Value |
---|---|
apiKey | dbefbc809e3e83c283a984c3a1459732ea7db1360ca80c5c2c8867408d28cc83 |
secretKey | 2b5eb11e18796d12d88f13dc27dbbd02c2cc51ff7059765ed9821957d82bb4d9 |
Parameter | Value |
---|---|
symbol | BTCUSDT |
side | BUY |
type | LIMIT |
timeInForce | GTC |
quantity | 1 |
price | 9000 |
recvWindow | 5000 |
timestamp | 1591702613943 |
Example 1: As a query string
Example 1
HMAC SHA256 signature:
$ echo -n "symbol=BTCUSDT&side=BUY&type=LIMIT&quantity=1&price=9000&timeInForce=GTC&recvWindow=5000×tamp=1591702613943" | openssl dgst -sha256 -hmac "2b5eb11e18796d12d88f13dc27dbbd02c2cc51ff7059765ed9821957d82bb4d9"
(stdin)= 3c661234138461fcc7a7d8746c6558c9842d4e10870d2ecbedf7777cad694af9
curl command:
(HMAC SHA256)
$ curl -H "X-MBX-APIKEY: dbefbc809e3e83c283a984c3a1459732ea7db1360ca80c5c2c8867408d28cc83" -X POST 'https://testnet.binancefuture.com/fapi/v1/order?symbol=BTCUSDT&side=BUY&type=LIMIT&quantity=1&price=9000&timeInForce=GTC&recvWindow=5000×tamp=1591702613943&signature= 3c661234138461fcc7a7d8746c6558c9842d4e10870d2ecbedf7777cad694af9'
queryString:
symbol=BTCUSDT
&side=BUY
&type=LIMIT
&timeInForce=GTC
&quantity=1
&price=9000
&recvWindow=5000
×tamp=1591702613943
Example 2: As a request body
Example 2
HMAC SHA256 signature:
$ echo -n "symbol=BTCUSDT&side=BUY&type=LIMIT&quantity=1&price=9000&timeInForce=GTC&recvWindow=5000×tamp=1591702613943" | openssl dgst -sha256 -hmac "2b5eb11e18796d12d88f13dc27dbbd02c2cc51ff7059765ed9821957d82bb4d9"
(stdin)= 3c661234138461fcc7a7d8746c6558c9842d4e10870d2ecbedf7777cad694af9
curl command:
(HMAC SHA256)
$ curl -H "X-MBX-APIKEY: dbefbc809e3e83c283a984c3a1459732ea7db1360ca80c5c2c8867408d28cc83" -X POST 'https://testnet.binancefuture.com/fapi/v1/order' -d 'symbol=BTCUSDT&side=BUY&type=LIMIT&quantity=1&price=9000&timeInForce=GTC&recvWindow=5000×tamp=1591702613943&signature= 3c661234138461fcc7a7d8746c6558c9842d4e10870d2ecbedf7777cad694af9'
requestBody:
symbol=BTCUSDT
&side=BUY
&type=LIMIT
&timeInForce=GTC
&quantity=1
&price=9000
&recvWindow=5000
×tamp=1591702613943
Example 3: Mixed query string and request body
Example 3
HMAC SHA256 signature:
$ echo -n "symbol=BTCUSDT&side=BUY&type=LIMIT&quantity=1&price=9000&timeInForce=GTC&recvWindow=5000×tamp=1591702613943" | openssl dgst -sha256 -hmac "2b5eb11e18796d12d88f13dc27dbbd02c2cc51ff7059765ed9821957d82bb4d9"
(stdin)= 3c661234138461fcc7a7d8746c6558c9842d4e10870d2ecbedf7777cad694af9
curl command:
(HMAC SHA256)
$ curl -H "X-MBX-APIKEY: dbefbc809e3e83c283a984c3a1459732ea7db1360ca80c5c2c8867408d28cc83" -X POST 'https://testnet.binancefuture.com/fapi/v1/order?symbol=BTCUSDT&side=BUY&type=LIMIT&timeInForce=GTC' -d 'quantity=1&price=9000&recvWindow=5000×tamp=1591702613943&signature=3c661234138461fcc7a7d8746c6558c9842d4e10870d2ecbedf7777cad694af9'
- queryString: symbol=BTCUSDT&side=BUY&type=LIMIT&timeInForce=GTC
- requestBody: quantity=1&price=9000&recvWindow=5000×tamp= 1591702613943
Note that the signature is different in example 3.
There is no & between "GTC" and "quantity=1".
Public Endpoints Info
Terminology
base asset
refers to the asset that is thequantity
of a symbol.quote asset
refers to the asset that is theprice
of a symbol.
ENUM definitions
Symbol type:
- FUTURE
Contract type (contractType):
- PERPETUAL
- CURRENT_QUARTER
- NEXT_QUARTER
Order status (status):
- NEW
- PARTIALLY_FILLED
- FILLED
- CANCELED
- REJECTED
- EXPIRED
Order types (orderTypes, type):
- LIMIT
- MARKET
- STOP
- STOP_MARKET
- TAKE_PROFIT
- TAKE_PROFIT_MARKET
- TRAILING_STOP_MARKET
Order side (side):
- BUY
- SELL
Position side (positionSide):
- BOTH
- LONG
- SHORT
Time in force (timeInForce):
- GTC - Good Till Cancel
- IOC - Immediate or Cancel
- FOK - Fill or Kill
- GTX - Good Till Crossing (Post Only)
Working Type (workingType)
- MARK_PRICE
- CONTRACT_PRICE
Response Type (newOrderRespType)
- ACK
- RESULT
Kline/Candlestick chart intervals:
m -> minutes; h -> hours; d -> days; w -> weeks; M -> months
- 1m
- 3m
- 5m
- 15m
- 30m
- 1h
- 2h
- 4h
- 6h
- 8h
- 12h
- 1d
- 3d
- 1w
- 1M
Rate limiters (rateLimitType)
REQUEST_WEIGHT
{
"rateLimitType": "REQUEST_WEIGHT",
"interval": "MINUTE",
"intervalNum": 1,
"limit": 6000
}
ORDERS
{
"rateLimitType": "ORDERS",
"interval": "MINUTE",
"intervalNum": 1,
"limit": 1200
}
REQUEST_WEIGHT
ORDERS
Rate limit intervals (interval)
- MINUTE
Filters
Filters define trading rules on a symbol or an exchange.
Symbol filters
PRICE_FILTER
/exchangeInfo format:
{
"filterType": "PRICE_FILTER",
"minPrice": "0.00000100",
"maxPrice": "100000.00000000",
"tickSize": "0.00000100"
}
The PRICE_FILTER
defines the price
rules for a symbol. There are 3 parts:
minPrice
defines the minimumprice
/stopPrice
allowed; disabled onminPrice
== 0.maxPrice
defines the maximumprice
/stopPrice
allowed; disabled onmaxPrice
== 0.tickSize
defines the intervals that aprice
/stopPrice
can be increased/decreased by; disabled ontickSize
== 0.
Any of the above variables can be set to 0, which disables that rule in the price filter
. In order to pass the price filter
, the following must be true for price
/stopPrice
of the enabled rules:
price
>=minPrice
price
<=maxPrice
- (
price
-minPrice
) %tickSize
== 0
LOT_SIZE
/exchangeInfo format:
{
"filterType": "LOT_SIZE",
"minQty": "0.00100000",
"maxQty": "100000.00000000",
"stepSize": "0.00100000"
}
The LOT_SIZE
filter defines the quantity
(aka "lots" in auction terms) rules for a symbol. There are 3 parts:
minQty
defines the minimumquantity
allowed.maxQty
defines the maximumquantity
allowed.stepSize
defines the intervals that aquantity
can be increased/decreased by.
In order to pass the lot size
, the following must be true for quantity
:
quantity
>=minQty
quantity
<=maxQty
- (
quantity
-minQty
) %stepSize
== 0
MARKET_LOT_SIZE
/exchangeInfo format:
{
"filterType": "MARKET_LOT_SIZE",
"minQty": "0.00100000",
"maxQty": "100000.00000000",
"stepSize": "0.00100000"
}
The MARKET_LOT_SIZE
filter defines the quantity
(aka "lots" in auction terms) rules for MARKET
orders on a symbol. There are 3 parts:
minQty
defines the minimumquantity
allowed.maxQty
defines the maximumquantity
allowed.stepSize
defines the intervals that aquantity
can be increased/decreased by.
In order to pass the market lot size
, the following must be true for quantity
:
quantity
>=minQty
quantity
<=maxQty
- (
quantity
-minQty
) %stepSize
== 0
MAX_NUM_ORDERS
/exchangeInfo format:
{
"filterType": "MAX_NUM_ORDERS",
"limit": 25
}
The MAX_NUM_ORDERS
filter defines the maximum number of orders an account is allowed to have open on a symbol.
Note that both "algo" orders and normal orders are counted for this filter.
MAX_NUM_ALGO_ORDERS
/exchangeInfo format:
{
"filterType": "MAX_NUM_ALGO_ORDERS",
"limit": 100
}
The MAX_NUM_ALGO_ORDERS
filter defines the maximum number of all kinds of algo orders an account is allowed to have open on a symbol.
The algo orders include STOP
, STOP_MARKET
, TAKE_PROFIT
, TAKE_PROFIT_MARKET
, and TRAILING_STOP_MARKET
orders.
PERCENT_PRICE
ExchangeInfo format:
{
"filterType": "PERCENT_PRICE",
"multiplierUp": "1.1500",
"multiplierDown": "0.8500",
"multiplierDecimal": 4
}
The PERCENT_PRICE
filter defines valid range for a price based on the mark price.
In order to pass the percent price
, the following must be true for price
:
- BUY:
price
<=markPrice
*multiplierUp
- SELL:
price
>=markPrice
*multiplierDown
Postman Collections
There is now a Postman collection containing the API endpoints for quick and easy use.
For more information please refer to this page: Binance API Postman
Market Data Endpoints
Test Connectivity
Response:
{}
GET /fapi/v1/ping
Test connectivity to the Rest API.
Weight: 1
Parameters: NONE
Check Server time
Response:
{
"serverTime": 1499827319559
}
GET /fapi/v1/time
Test connectivity to the Rest API and get the current server time.
Weight: 1
Parameters: NONE
Exchange Information
Response:
{
"exchangeFilters": [],
"rateLimits": [
{
"interval": "MINUTE",
"intervalNum": 1,
"limit": 2400,
"rateLimitType": "REQUEST_WEIGHT"
},
{
"interval": "MINUTE",
"intervalNum": 1,
"limit": 1200,
"rateLimitType": "ORDERS"
}
],
"serverTime": 1565613908500,
"symbols": [
{
"symbol": "BLZUSDT",
"pair": "BLZUSDT",
"contractType": "PERPETUAL",
"deliveryDate": 4133404800000,
"onboardDate": 1598252400000,
"status": "TRADING",
"maintMarginPercent": "2.5000", // ignore
"requiredMarginPercent": "5.0000", // ignore
"baseAsset": "BLZ",
"quoteAsset": "USDT",
"marginAsset": "USDT",
"pricePrecision": 5,
"quantityPrecision": 0,
"baseAssetPrecision": 8,
"quotePrecision": 8,
"underlyingType": "COIN",
"underlyingSubType": ["STORAGE"],
"settlePlan": 0,
"triggerProtect": "0.15", // threshold for algo order with "priceProtect"
"filters": [
{
"filterType": "PRICE_FILTER",
"maxPrice": "300",
"minPrice": "0.0001",
"tickSize": "0.0001"
},
{
"filterType": "LOT_SIZE",
"maxQty": "10000000",
"minQty": "1",
"stepSize": "1"
},
{
"filterType": "MARKET_LOT_SIZE",
"maxQty": "590119",
"minQty": "1",
"stepSize": "1"
},
{
"filterType": "MAX_NUM_ORDERS",
"limit": 200
},
{
"filterType": "MAX_NUM_ALGO_ORDERS",
"limit": 100
},
{
"filterType": "PERCENT_PRICE",
"multiplierUp": "1.1500",
"multiplierDown": "0.8500",
"multiplierDecimal": 4
}
],
"OrderType": [
"LIMIT",
"MARKET",
"STOP",
"STOP_MARKET",
"TAKE_PROFIT",
"TAKE_PROFIT_MARKET",
"TRAILING_STOP_MARKET"
],
"timeInForce": [
"GTC",
"IOC",
"FOK",
"GTX"
]
}
],
"timezone": "UTC"
}
GET /fapi/v1/exchangeInfo
Current exchange trading rules and symbol information
Weight: 1
Parameters: NONE
Order Book
Response:
{
"lastUpdateId": 1027024,
"E": 1589436922972, // Message output time
"T": 1589436922959, // Transaction time
"bids": [
[
"4.00000000", // PRICE
"431.00000000" // QTY
]
],
"asks": [
[
"4.00000200",
"12.00000000"
]
]
}
GET /fapi/v1/depth
Weight:
Adjusted based on the limit:
Limit | Weight |
---|---|
5, 10, 20, 50 | 2 |
100 | 5 |
500 | 10 |
1000 | 20 |
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | YES | |
limit | INT | NO | Default 500; Valid limits:[5, 10, 20, 50, 100, 500, 1000] |
Recent Trades List
Response:
[
{
"id": 28457,
"price": "4.00000100",
"qty": "12.00000000",
"quoteQty": "48.00",
"time": 1499865549590,
"isBuyerMaker": true,
}
]
GET /fapi/v1/trades
Get recent trades Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | YES | |
limit | INT | NO | Default 500; max 1000. |
Old Trades Lookup (MARKET_DATA)
Response:
[
{
"id": 28457,
"price": "4.00000100",
"qty": "12.00000000",
"quoteQty": "8000.00",
"time": 1499865549590,
"isBuyerMaker": true,
}
]
GET /fapi/v1/historicalTrades
Get older market historical trades.
Weight: 20
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | YES | |
limit | INT | NO | Default 500; max 1000. |
fromId | LONG | NO | TradeId to fetch from. Default gets most recent trades. |
Compressed/Aggregate Trades List
Response:
[
{
"a": 26129, // Aggregate tradeId
"p": "0.01633102", // Price
"q": "4.70443515", // Quantity
"f": 27781, // First tradeId
"l": 27781, // Last tradeId
"T": 1498793709153, // Timestamp
"m": true, // Was the buyer the maker?
}
]
GET /fapi/v1/aggTrades
Get compressed, aggregate trades. Trades that fill at the time, from the same order, with the same price will have the quantity aggregated.
Weight: 20
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | YES | |
fromId | LONG | NO | ID to get aggregate trades from INCLUSIVE. |
startTime | LONG | NO | Timestamp in ms to get aggregate trades from INCLUSIVE. |
endTime | LONG | NO | Timestamp in ms to get aggregate trades until INCLUSIVE. |
limit | INT | NO | Default 500; max 1000. |
- If both startTime and endTime are sent, time between startTime and endTime must be less than 1 hour.
- If fromId, startTime, and endTime are not sent, the most recent aggregate trades will be returned.
Kline/Candlestick Data
Response:
[
[
1499040000000, // Open time
"0.01634790", // Open
"0.80000000", // High
"0.01575800", // Low
"0.01577100", // Close
"148976.11427815", // Volume
1499644799999, // Close time
"2434.19055334", // Quote asset volume
308, // Number of trades
"1756.87402397", // Taker buy base asset volume
"28.46694368", // Taker buy quote asset volume
"17928899.62484339" // Ignore.
]
]
GET /fapi/v1/klines
Kline/candlestick bars for a symbol. Klines are uniquely identified by their open time.
Weight: based on parameter LIMIT
LIMIT | weight |
---|---|
[1,100) | 1 |
[100, 500) | 2 |
[500, 1000] | 5 |
> 1000 | 10 |
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | YES | |
interval | ENUM | YES | |
startTime | LONG | NO | |
endTime | LONG | NO | |
limit | INT | NO | Default 500; max 1500. |
- If startTime and endTime are not sent, the most recent klines are returned.
Continues Contract Kline/Candlestick Data
Response:
[
[
1607444700000, // Open time
"18879.99", // Open
"18900.00", // High
"18878.98", // Low
"18896.13", // Close (or latest price)
"492.363", // Volume
1607444759999, // Close time
"9302145.66080", // Quote asset volume
1874, // Number of trades
"385.983", // Taker buy volume
"7292402.33267", // Taker buy quote asset volume
"0" // Ignore.
]
]
GET /fapi/v1/continuousKlines
Kline/candlestick bars for a specific contract type.
Klines are uniquely identified by their open time.
Weight: based on parameter LIMIT
LIMIT | weight |
---|---|
[1,100) | 1 |
[100, 500) | 2 |
[500, 1000] | 5 |
> 1000 | 10 |
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
pair | STRING | YES | |
contractType | ENUM | YES | |
interval | ENUM | YES | |
startTime | LONG | NO | |
endTime | LONG | NO | |
limit | INT | NO | Default 500; max 1500. |
If startTime and endTime are not sent, the most recent klines are returned.
Contract type:
- PERPETUAL
- CURRENT_MONTH
- NEXT_MONTH
- CURRENT_QUARTER
- NEXT_QUARTER
Mark Price
Response:
{
"symbol": "BTCUSDT",
"markPrice": "11793.63104562", // mark price
"indexPrice": "11781.80495970", // index price
"lastFundingRate": "0.00038246", // This is the lasted funding rate
"nextFundingTime": 1597392000000,
"interestRate": "0.00010000",
"time": 1597370495002
}
OR (when symbol not sent)
[
{
"symbol": "BTCUSDT",
"markPrice": "11793.63104562", // mark price
"indexPrice": "11781.80495970", // index price
"estimatedSettlePrice": "11781.16138815", // Estimated Settle Price, only useful in the last hour before the settlement starts.
"lastFundingRate": "0.00038246", // This is the lasted funding rate
"nextFundingTime": 1597392000000,
"interestRate": "0.00010000",
"time": 1597370495002
}
]
GET /fapi/v1/premiumIndex
Mark Price and Funding Rate
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | NO |
24hr Ticker Price Change Statistics
Response:
{
"symbol": "BTCUSDT",
"priceChange": "-94.99999800",
"priceChangePercent": "-95.960",
"weightedAvgPrice": "0.29628482",
"prevClosePrice": "0.10002000",
"lastPrice": "4.00000200",
"lastQty": "200.00000000",
"openPrice": "99.00000000",
"highPrice": "100.00000000",
"lowPrice": "0.10000000",
"volume": "8913.30000000",
"quoteVolume": "15.30000000",
"openTime": 1499783499040,
"closeTime": 1499869899040,
"firstId": 28385, // First tradeId
"lastId": 28460, // Last tradeId
"count": 76 // Trade count
}
OR
[
{
"symbol": "BTCUSDT",
"priceChange": "-94.99999800",
"priceChangePercent": "-95.960",
"weightedAvgPrice": "0.29628482",
"prevClosePrice": "0.10002000",
"lastPrice": "4.00000200",
"lastQty": "200.00000000",
"openPrice": "99.00000000",
"highPrice": "100.00000000",
"lowPrice": "0.10000000",
"volume": "8913.30000000",
"quoteVolume": "15.30000000",
"openTime": 1499783499040,
"closeTime": 1499869899040,
"firstId": 28385, // First tradeId
"lastId": 28460, // Last tradeId
"count": 76 // Trade count
}
]
GET /fapi/v1/ticker/24hr
24 hour rolling window price change statistics.
Careful when accessing this with no symbol.
Weight:
1 for a single symbol;
40 when the symbol parameter is omitted
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | NO |
- If the symbol is not sent, tickers for all symbols will be returned in an array.
Symbol Price Ticker
Response:
{
"symbol": "BTCUSDT",
"price": "9443.15",
"time": 1589437530011 // Transaction time
}
OR
[
{
"symbol": "BTCUSDT",
"price": "9443.15",
"time": 1589437530011
}
]
GET /fapi/v1/ticker/price
Latest price for a symbol or symbols.
Weight:
1 for a single symbol;
2 when the symbol parameter is omitted
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | NO |
- If the symbol is not sent, prices for all symbols will be returned in an array.
Symbol Order Book Ticker
Response:
{
"symbol": "BTCUSDT",
"bidPrice": "4.00000000",
"bidQty": "431.00000000",
"askPrice": "4.00000200",
"askQty": "9.00000000",
"time": 1589437530011 // Transaction time
}
OR
[
{
"symbol": "BTCUSDT",
"bidPrice": "4.00000000",
"bidQty": "431.00000000",
"askPrice": "4.00000200",
"askQty": "9.00000000",
"time": 1589437530011
}
]
GET /fapi/v1/ticker/bookTicker
Best price/qty on the order book for a symbol or symbols.
Weight:
1 for a single symbol;
2 when the symbol parameter is omitted
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | NO |
- If the symbol is not sent, bookTickers for all symbols will be returned in an array.
Get all Liquidation Orders
Response:
[
{
"symbol": "BTCUSDT", // SYMBOL
"price": "7918.33", // ORDER_PRICE
"origQty": "0.014", // ORDER_AMOUNT
"executedQty": "0.014", // FILLED_AMOUNT
"avragePrice": "7918.33", // AVG_PRICE
"status": "FILLED", // STATUS
"timeInForce": "IOC", // TIME_IN_FORCE
"type": "LIMIT",
"side": "SELL", // DIRECTION
"time": 1568014460893
},
]
GET /fapi/v1/allForceOrders
Weight: 20
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | NO | |
startTime | LONG | NO | |
endTime | LONG | NO | Default precent timestamp |
limit | LONG | NO | Max returned data number from endTime; Default:100 Max:1000 |
- If the symbol is not sent, liquidation orders for all symbols will be returned.
Open Interest
Response:
{
"openInterest": "10659.509",
"symbol": "BTCUSDT",
"time": 1589437530011 // Transaction time
}
GET /fapi/v1/openInterest
Get present open interest of a specific symbol.
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | YES |
Composite Index Symbol Information
Response:
[
{
"symbol": "DEFIUSDT",
"time": 1589437530011, // Current time
"baseAssetList":[
{
"baseAsset":"BAL",
"weightInQuantity":"1.04406228",
"weightInPercentage":"0.02783900"
},
{
"baseAsset":"BAND",
"weightInQuantity":"3.53782729",
"weightInPercentage":"0.03935200"
}
]
}
]
GET /fapi/v1/indexInfo
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | NO |
- Only for composite index symbols
Websocket Market Streams
- The base endpoint is: wss://stream.binancefuture.com
- Streams can be access either in a single raw stream or a combined stream
- Raw streams are accessed at /ws/<streamName>
- Combined streams are accessed at /stream?streams=<streamName1>/<streamName2>/<streamName3>
- Combined stream events are wrapped as follows: {"stream":"<streamName>","data":<rawPayload>}
- All symbols for streams are lowercase
- A single connection to stream.binancefuture.com is only valid for 24 hours; expect to be disconnected at the 24 hour mark
- The websocket server will send a
ping frame
every 5 minutes. If the websocket server does not receive apong frame
back from the connection within a 15 minute period, the connection will be disconnected. Unsolicitedpong frames
are allowed. - WebSocket connections have a limit of 10 incoming messages per second.
- A connection that goes beyond the limit will be disconnected; IPs that are repeatedly disconnected may be banned.
- A single connection can listen to a maximum of 200 streams.
Live Subscribing/Unsubscribing to streams
- The following data can be sent through the websocket instance in order to subscribe/unsubscribe from streams. Examples can be seen below.
- The
id
used in the JSON payloads is an unsigned INT used as an identifier to uniquely identify the messages going back and forth.
Subscribe to a stream
Response
{
"result": null,
"id": 1
}
Request
{
"method": "SUBSCRIBE",
"params":
[
"btcusdt@aggTrade",
"btcusdt@depth"
],
"id": 1
}
Unsubscribe to a stream
Response
{
"result": null,
"id": 312
}
- Request
{
"method": "UNSUBSCRIBE",
"params":
[
"btcusdt@depth"
],
"id": 312
}
Listing Subscriptions
Response
{
"result": [
"btcusdt@aggTrade"
],
"id": 3
}
- Request
{
"method": "LIST_SUBSCRIPTIONS",
"id": 3
}
Setting Properties
Currently, the only property can be set is to set whether combined
stream payloads are enabled are not.
The combined property is set to false
when connecting using /ws/
("raw streams") and true
when connecting using /stream/
.
Response
{
"result": null,
"id": 5
}
- Request
{
"method": "SET_PROPERTY",
"params":
[
"combined",
true
],
"id": 5
}
Retrieving Properties
Response
{
"result": true, // Indicates that combined is set to true.
"id": 2
}
- Request
{
"method": "GET_PROPERTY",
"params":
[
"combined"
],
"id": 2
}
Error Messages
Error Message | Description |
---|---|
{"code": 0, "msg": "Unknown property"} | Parameter used in the SET_PROPERTY or GET_PROPERTY was invalid |
{"code": 1, "msg": "Invalid value type: expected Boolean"} | Value should only be true or false |
{"code": 2, "msg": "Invalid request: property name must be a string"} | Property name provided was invalid |
{"code": 2, "msg": "Invalid request: request ID must be an unsigned integer"} | Parameter id had to be provided or the value provided in the id parameter is an unsupported type |
{"code": 2, "msg": "Invalid request: unknown variant %s, expected one of SUBSCRIBE , UNSUBSCRIBE , LIST_SUBSCRIPTIONS , SET_PROPERTY , GET_PROPERTY at line 1 column 28"} |
Possible typo in the provided method or provided method was neither of the expected values |
{"code": 2, "msg": "Invalid request: too many parameters"} | Unnecessary parameters provided in the data |
{"code": 2, "msg": "Invalid request: property name must be a string"} | Property name was not provided |
{"code": 2, "msg": "Invalid request: missing field method at line 1 column 73"} |
method was not provided in the data |
{"code":3,"msg":"Invalid JSON: expected value at line %s column %s"} | JSON data sent has incorrect syntax. |
Aggregate Trade Streams
Payload:
{
"e": "aggTrade", // Event type
"E": 123456789, // Event time
"s": "BTCUSDT", // Symbol
"a": 5933014, // Aggregate trade ID
"p": "0.001", // Price
"q": "100", // Quantity
"f": 100, // First trade ID
"l": 105, // Last trade ID
"T": 123456785, // Trade time
"m": true, // Is the buyer the market maker?
}
The Aggregate Trade Streams push trade information that is aggregated for a single taker order every 100 milliseconds.
Stream Name:
<symbol>@aggTrade
Update Speed: 100ms
Mark Price Stream
Payload:
{
"e": "markPriceUpdate", // Event type
"E": 1562305380000, // Event time
"s": "BTCUSDT", // Symbol
"p": "11794.15000000", // Mark price
"i": "11784.62659091", // Index price
"P": "11784.25641265", // Estimated Settle Price, only useful in the last hour before the settlement starts
"r": "0.00038167", // Funding rate
"T": 1562306400000 // Next funding time
}
Mark price and funding rate for a single symbol pushed every 3 seconds.
Stream Name:
<symbol>@markPrice
Update Speed: 3000ms
Kline/Candlestick Streams
Payload:
{
"e": "kline", // Event type
"E": 123456789, // Event time
"s": "BTCUSDT", // Symbol
"k": {
"t": 123400000, // Kline start time
"T": 123460000, // Kline close time
"s": "BTCUSDT", // Symbol
"i": "1m", // Interva\
"f": 100, // First trade ID
"L": 200, // Last trade ID
"o": "0.0010", // Open price
"c": "0.0020", // Close price
"h": "0.0025", // High price
"l": "0.0015", // Low price
"v": "1000", // Base asset volume
"n": 100, // Number of trades
"x": false, // Is this kline closed?
"q": "1.0000", // Quote asset volume
"V": "500", // Taker buy base asset volume
"Q": "0.500", // Taker buy quote asset volume
"B": "123456" // Ignore
}
}
The Kline/Candlestick Stream push updates to the current klines/candlestick every 250 milliseconds (if existing).
Kline/Candlestick chart intervals:
m -> minutes; h -> hours; d -> days; w -> weeks; M -> months
- 1m
- 3m
- 5m
- 15m
- 30m
- 1h
- 2h
- 4h
- 6h
- 8h
- 12h
- 1d
- 3d
- 1w
- 1M
Stream Name:
<symbol>@kline_<interval>
Update Speed: 250ms
Continues Contract Kline/Candlestick Streams
Payload:
{
"e":"continuous_kline", // Event type
"E":1607443058651, // Event time
"ps":"BTCBUSD", // Pair
"ct":"NEXT_QUARTER" // Contract type
"k":{
"t":1607443020000, // Kline start time
"T":1607443079999, // Kline close time
"i":"1m", // Interval
"f":116467658886, // First trade ID
"L":116468012423, // Last trade ID
"o":"18787.00", // Open price
"c":"18804.04", // Close price
"h":"18804.04", // High price
"l":"18786.54", // Low price
"v":"197.664", // volume
"n": 543, // Number of trades
"x":false, // Is this kline closed?
"q":"3715253.19494", // Quote asset volume
"V":"184.769", // Taker buy volume
"Q":"3472925.84746", //Taker buy quote asset volume
"B":"0" // Ignore
}
}
Contract type:
- PERPETUAL
- CURRENT_MONTH
- NEXT_MONTH
- CURRENT_QUARTER
- NEXT_QUARTER
Kline/Candlestick chart intervals:
m -> minutes; h -> hours; d -> days; w -> weeks; M -> months
- 1m
- 3m
- 5m
- 15m
- 30m
- 1h
- 2h
- 4h
- 6h
- 8h
- 12h
- 1d
- 3d
- 1w
- 1M
Stream Name:
<pair>_<contractType>@continuousKline_<interval>
e.g. "btcbusd_next_quarter@continuousKline_1m"
Update Speed: 250ms
Individual Symbol Mini Ticker Stream
Payload:
{
"e": "24hrMiniTicker", // Event type
"E": 123456789, // Event time
"s": "BTCUSDT", // Symbol
"c": "0.0025", // Close price
"o": "0.0010", // Open price
"h": "0.0025", // High price
"l": "0.0010", // Low price
"v": "10000", // Total traded base asset volume
"q": "18" // Total traded quote asset volume
}
24hr rolling window mini-ticker statistics for a single symbol. These are NOT the statistics of the UTC day, but a 24hr rolling window from requestTime to 24hrs before.
Stream Name:
<symbol>@miniTicker
Update Speed: 500ms
All Market Mini Tickers Stream
Payload:
[
{
"e": "24hrMiniTicker", // Event type
"E": 123456789, // Event time
"s": "BTCUSDT", // Symbol
"c": "0.0025", // Close price
"o": "0.0010", // Open price
"h": "0.0025", // High price
"l": "0.0010", // Low price
"v": "10000", // Total traded base asset volume
"q": "18" // Total traded quote asset volume
}
]
24hr rolling window mini-ticker statistics for all symbols. These are NOT the statistics of the UTC day, but a 24hr rolling window from requestTime to 24hrs before. Note that only tickers that have changed will be present in the array.
Stream Name:
!miniTicker@arr
Update Speed: 1000ms
Individual Symbol Ticker Streams
Payload:
{
"e": "24hrTicker", // Event type
"E": 123456789, // Event time
"s": "BTCUSDT", // Symbol
"p": "0.0015", // Price change
"P": "250.00", // Price change percent
"w": "0.0018", // Weighted average price
"c": "0.0025", // Last price
"Q": "10", // Last quantity
"o": "0.0010", // Open price
"h": "0.0025", // High price
"l": "0.0010", // Low price
"v": "10000", // Total traded base asset volume
"q": "18", // Total traded quote asset volume
"O": 0, // Statistics open time
"C": 86400000, // Statistics close time
"F": 0, // First trade ID
"L": 18150, // Last trade Id
"n": 18151 // Total number of trades
}
24hr rollwing window ticker statistics for a single symbol. These are NOT the statistics of the UTC day, but a 24hr rolling window from requestTime to 24hrs before.
Stream Name:
<symbol>@ticker
Update Speed: 500ms
All Market Tickers Streams
Payload:
[
{
"e": "24hrTicker", // Event type
"E": 123456789, // Event time
"s": "BTCUSDT", // Symbol
"p": "0.0015", // Price change
"P": "250.00", // Price change percent
"w": "0.0018", // Weighted average price
"c": "0.0025", // Last price
"Q": "10", // Last quantity
"o": "0.0010", // Open price
"h": "0.0025", // High price
"l": "0.0010", // Low price
"v": "10000", // Total traded base asset volume
"q": "18", // Total traded quote asset volume
"O": 0, // Statistics open time
"C": 86400000, // Statistics close time
"F": 0, // First trade ID
"L": 18150, // Last trade Id
"n": 18151 // Total number of trades
}
]
24hr rollwing window ticker statistics for all symbols. These are NOT the statistics of the UTC day, but a 24hr rolling window from requestTime to 24hrs before. Note that only tickers that have changed will be present in the array.
Stream Name:
!ticker@arr
Update Speed: 1000ms
Individual Symbol Book Ticker Streams
Payload:
{
"e":"bookTicker", // event type
"u":400900217, // order book updateId
"E": 1568014460893, // event time
"T": 1568014460891, // transaction time
"s":"BNBUSDT", // symbol
"b":"25.35190000", // best bid price
"B":"31.21000000", // best bid qty
"a":"25.36520000", // best ask price
"A":"40.66000000" // best ask qty
}
Pushes any update to the best bid or ask's price or quantity in real-time for a specified symbol.
Stream Name: <symbol>@bookTicker
Update Speed: Real-time
All Book Tickers Stream
Payload:
{
// Same as <symbol>@bookTicker payload
}
Pushes any update to the best bid or ask's price or quantity in real-time for all symbols.
Stream Name: !bookTicker
Update Speed: Real-time
Liquidation Order Streams
Payload:
{
"e":"forceOrder", // Event Type
"E":1568014460893, // Event Time
"o":{
"s":"BTCUSDT", // Symbol
"S":"SELL", // Side
"o":"LIMIT", // Order Type
"f":"IOC", // Time in Force
"q":"0.014", // Original Quantity
"p":"9910", // Price
"ap":"9910", // Average Price
"X":"FILLED", // Order Status
"l":"0.014", // Order Last Filled Quantity
"z":"0.014", // Order Filled Accumulated Quantity
"T":1568014460893, // Order Trade Time
}
}
The Liquidation Order Streams push force liquidation order information for specific symbol
Stream Name: <symbol>@forceOrder
Update Speed: Real-time
All Market Liquidation Order Streams
Payload:
{
"e":"forceOrder", // Event Type
"E":1568014460893, // Event Time
"o":{
"s":"BTCUSDT", // Symbol
"S":"SELL", // Side
"o":"LIMIT", // Order Type
"f":"IOC", // Time in Force
"q":"0.014", // Original Quantity
"p":"9910", // Price
"ap":"9910", // Average Price
"X":"FILLED", // Order Status
"l":"0.014", // Order Last Filled Quantity
"z":"0.014", // Order Filled Accumulated Quantity
"T":1568014460893, // Order Trade Time
}
}
The All Liquidation Order Streams push force liquidation order information for all symbols in the market.
Stream Name: !forceOrder@arr
Update Speed: Real-time
Partial Book Depth Streams
Payload:
{
"e": "depthUpdate", // Event type
"E": 1571889248277, // Event time
"T": 1571889248276, // transaction time
"s": "BTCUSDT",
"U": 390497796,
"u": 390497878,
"pu": 390497794,
"b": [ // Bids to be updated
[
"7403.89", // Price Level to be
"0.002" // Quantity
],
[
"7403.90",
"3.906"
],
[
"7404.00",
"1.428"
],
[
"7404.85",
"5.239"
],
[
"7405.43",
"2.562"
]
],
"a": [ // Asks to be updated
[
"7405.96", // Price level to be
"3.340" // Quantity
],
[
"7406.63",
"4.525"
],
[
"7407.08",
"2.475"
],
[
"7407.15",
"4.800"
],
[
"7407.20",
"0.175"
]
]
}
Top
Stream Names: <symbol>@depth<levels>
OR <symbol>@depth<levels>@500ms
OR <symbol>@depth<levels>@100ms
.
Update Speed: 250ms, 500ms or 100ms
Diff. Book Depth Streams
Payload:
{
"e": "depthUpdate", // Event type
"E": 123456789, // Event time
"T": 123456788, // Transction time
"s": "BTCUSDT", // Symbol
"U": 157, // First update ID in event
"u": 160, // Final update ID in event
"pu": 149, // Final update Id in last stream(ie `u` in last stream)
"b": [ // Bids to be updated
[
"0.0024", // Price level to be updated
"10" // Quantity
]
],
"a": [ // Asks to be updated
[
"0.0026", // Price level to be updated
"100" // Quantity
]
]
}
Bids and asks, pushed every 250 milliseconds, 500 milliseconds, 100 milliseconds(if existing)
Stream Name:
<symbol>@depth
OR <symbol>@depth@500ms
OR <symbol>@depth@100ms
Update Speed: 250ms, 500ms, 100ms
How to manage a local order book correctly
- Open a stream to wss://stream.binancefuture.com/stream?streams=btcusdt@depth.
- Buffer the events you receive from the stream. For same price, latest received update covers the previous one.
- Get a depth snapshot from https://testnet.binancefuture.com/fapi/v1/depth?symbol=BTCUSDT&limit=1000 .
- Drop any event where
u
is <lastUpdateId
in the snapshot - The first processed event should have
U
<=lastUpdateId
ANDu
>=lastUpdateId
- While listening to the stream, each new event's
pu
should be equal to the previous event'su
, otherwise initialize the process from step 3. - The data in each event is the absolute quantity for a price level
- If the quantity is 0, remove the price level
- Receiving an event that removes a price level that is not in your local order book can happen and is normal.
Composite Index Symbol Information Streams
Payload:
{
"e":"compositeIndex", // Event type
"E":1602310596000, // Event time
"s":"DEFIUSDT", // Symbol
"p":"554.41604065", // Price
"c":[ // Composition
{
"b":"BAL", // Base asset
"w":"1.35038833", // Weight in quantity
"W":"0.03957100" // Weight in percentage
},
{
"b":"BAND",
"w":"3.53782729",
"W":"0.03935200"
}
]
}
Composite index information for index symbols pushed every second.
Stream Name: <symbol>@compositeIndex
Update Speed: 1000ms
Account/Trades Endpoints
Change Position Mode(TRADE)
Response:
{
"code": 200,
"msg": "success"
}
POST /fapi/v1/positionSide/dual (HMAC SHA256)
Change user's position mode (Hedge Mode or One-way Mode ) on EVERY symbol
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
dualSidePosition | STRING | YES | "true": Hedge Mode mode; "false": One-way Mode |
recvWindow | LONG | NO | |
timestamp | LONG | YES |
Get Current Position Mode(USER_DATA)
Response:
{
"dualSidePosition": true // "true": Hedge Mode mode; "false": One-way Mode
}
GET /fapi/v1/positionSide/dual (HMAC SHA256)
Get user's position mode (Hedge Mode or One-way Mode ) on EVERY symbol
Weight: 30
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
recvWindow | LONG | NO | |
timestamp | LONG | YES |
New Order (TRADE)
Response:
{
"clientOrderId": "testOrder",
"cumQty": "0",
"cumQuote": "0",
"executedQty": "0",
"orderId": 22542179,
"avgPrice": "0.00000",
"origQty": "10",
"price": "0",
"reduceOnly": false,
"side": "BUY",
"positionSide": "SHORT",
"status": "NEW",
"stopPrice": "9300", // please ignore when order type is TRAILING_STOP_MARKET
"closePosition": false, // if Close-All
"symbol": "BTCUSDT",
"timeInForce": "GTC",
"type": "TRAILING_STOP_MARKET",
"origType": "TRAILING_STOP_MARKET",
"activatePrice": "9020", // activation price, only return with TRAILING_STOP_MARKET order
"priceRate": "0.3", // callback rate, only return with TRAILING_STOP_MARKET order
"updateTime": 1566818724722,
"workingType": "CONTRACT_PRICE",
"priceProtect": false // if conditional order trigger is protected
}
POST /fapi/v1/order (HMAC SHA256)
Send in a new order.
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | YES | |
side | ENUM | YES | |
positionSide | ENUM | NO | Default BOTH for One-way Mode ; LONG or SHORT for Hedge Mode. It must be sent in Hedge Mode. |
type | ENUM | YES | |
timeInForce | ENUM | NO | |
quantity | DECIMAL | NO | Cannot be sent with closePosition =true |
reduceOnly | STRING | NO | "true" or "false". Default "false". Cannot be sent in Hedge Mode; cannot be sent with closePosition =true (Close-All) |
price | DECIMAL | NO | |
newClientOrderId | STRING | NO | A unique id among open orders. Automatically generated if not sent. |
stopPrice | DECIMAL | NO | Used with STOP/STOP_MARKET or TAKE_PROFIT/TAKE_PROFIT_MARKET orders. |
closePosition | STRING | NO | true , false ;Close-All,used with STOP_MARKET or TAKE_PROFIT_MARKET . |
activationPrice | DECIMAL | NO | Used with TRAILING_STOP_MARKET orders, default as the latest price(supporting different workingType ) |
callbackRate | DECIMAL | NO | Used with TRAILING_STOP_MARKET orders, min 0.1, max 5 where 1 for 1% |
workingType | ENUM | NO | stopPrice triggered by: "MARK_PRICE", "CONTRACT_PRICE". Default "CONTRACT_PRICE" |
priceProtect | STRING | NO | "TRUE" or "FALSE", default "FALSE". Used with STOP/STOP_MARKET or TAKE_PROFIT/TAKE_PROFIT_MARKET orders. |
newOrderRespType | ENUM | NO | "ACK", "RESULT", default "ACK" |
recvWindow | LONG | NO | |
timestamp | LONG | YES |
Additional mandatory parameters based on type
:
Type | Additional mandatory parameters |
---|---|
LIMIT |
timeInForce , quantity , price |
MARKET |
quantity |
STOP/TAKE_PROFIT |
quantity , price , stopPrice |
STOP_MARKET/TAKE_PROFIT_MARKET |
stopPrice |
TRAILING_STOP_MARKET |
callbackRate |
- Order with type
STOP
, parametertimeInForce
can be sent ( defaultGTC
). - Order with type
TAKE_PROFIT
, parametertimeInForce
can be sent ( defaultGTC
). Condition orders will be triggered when:
- If parameter
priceProtect
is sent as true:- when price reaches the
stopPrice
,the difference rate between "MARK_PRICE" and "CONTRACT_PRICE" cannot be larger than the "triggerProtect" of the symbol - "triggerProtect" of a symbol can be got from
GET /fapi/v1/exchangeInfo
- when price reaches the
STOP
,STOP_MARKET
:- BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >=
stopPrice
- SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <=
stopPrice
- BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >=
TAKE_PROFIT
,TAKE_PROFIT_MARKET
:- BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <=
stopPrice
- SELL: latest price ("MARK_PRICE" or "CONTRACT_PRICE") >=
stopPrice
- BUY: latest price ("MARK_PRICE" or "CONTRACT_PRICE") <=
TRAILING_STOP_MARKET
:- BUY: the lowest price after order placed <=
activationPrice
, and the latest price >= the lowest price * (1 +callbackRate
) - SELL: the highest price after order placed >=
activationPrice
, and the latest price <= the highest price * (1 -callbackRate
)
- BUY: the lowest price after order placed <=
- If parameter
For
TRAILING_STOP_MARKET
, if you got such error code.
{"code": -2021, "msg": "Order would immediately trigger."}
means that the parameters you send do not meet the following requirements:- BUY:
activationPrice
should be smaller than latest price. - SELL:
activationPrice
should be larger than latest price.
- BUY:
If
newOrderRespType
is sent asRESULT
:MARKET
order: the final FILLED result of the order will be return directly.LIMIT
order with sepcialtimeInForce
: the final status result of the order(FILLED or EXPIRED) will be returned directly.
STOP_MARKET
,TAKE_PROFIT_MARKET
withclosePosition
=true
:- Follow the same rules for condition orders.
- If triggered,close all current long position( if
SELL
) or current short position( ifBUY
). - Cannot be used with
quantity
paremeter - Cannot be used with
reduceOnly
parameter - In Hedge Mode,cannot be used with
BUY
orders inLONG
position side. and cannot be used withSELL
orders inSHORT
position side
Place Multiple Orders (TRADE)
Response:
[
{
"clientOrderId": "testOrder",
"cumQty": "0",
"cumQuote": "0",
"executedQty": "0",
"orderId": 22542179,
"origQty": "10",
"price": "0",
"reduceOnly": false,
"side": "BUY",
"positionSide": "SHORT",
"status": "NEW",
"stopPrice": "9300", // please ignore when order type is TRAILING_STOP_MARKET
"symbol": "BTCUSDT",
"timeInForce": "GTC",
"type": "TRAILING_STOP_MARKET",
"origType": "TRAILING_STOP_MARKET",
"activatePrice": "9020", // activation price, only return with TRAILING_STOP_MARKET order
"priceRate": "0.3", // callback rate, only return with TRAILING_STOP_MARKET order
"updateTime": 1566818724722,
"workingType": "CONTRACT_PRICE",
"priceProtect": false // if conditional order trigger is protected
},
{
"code": -2022,
"msg": "ReduceOnly Order is rejected."
}
]
POST /fapi/v1/batchOrders (HMAC SHA256)
Weight: 5
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
batchOrders | LIST |
YES | order list. Max 5 orders |
recvWindow | LONG | NO | |
timestamp | LONG | YES |
Where batchOrders
is the list of order parameters in JSON
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | YES | |
side | ENUM | YES | |
positionSide | ENUM | NO | Default BOTH for One-way Mode ; LONG or SHORT for Hedge Mode. It must be sent with Hedge Mode. |
type | ENUM | YES | |
timeInForce | ENUM | NO | |
quantity | DECIMAL | YES | |
reduceOnly | STRING | NO | "true" or "false". Default "false". |
price | DECIMAL | NO | |
newClientOrderId | STRING | NO | A unique id among open orders. Automatically generated if not sent. |
stopPrice | DECIMAL | NO | Used with STOP/STOP_MARKET or TAKE_PROFIT/TAKE_PROFIT_MARKET orders. |
activationPrice | DECIMAL | NO | Used with TRAILING_STOP_MARKET orders, default as the latest price(supporting different workingType ) |
callbackRate | DECIMAL | NO | Used with TRAILING_STOP_MARKET orders, min 0.1, max 4 where 1 for 1% |
workingType | ENUM | NO | stopPrice triggered by: "MARK_PRICE", "CONTRACT_PRICE". Default "CONTRACT_PRICE" |
priceProtect | STRING | NO | "TRUE" or "FALSE", default "FALSE". Used with STOP/STOP_MARKET or TAKE_PROFIT/TAKE_PROFIT_MARKET orders. |
newOrderRespType | ENUM | NO | "ACK", "RESULT", default "ACK" |
- Paremeter rules are same with
New Order
- Batch orders are processed concurrently, and the order of matching is not guaranteed.
- The order of returned contents for batch orders is the same as the order of the order list.
Query Order (USER_DATA)
Response:
{
"avgPrice": "0.00000",
"clientOrderId": "abc",
"cumQuote": "0",
"executedQty": "0",
"orderId": 1917641,
"origQty": "0.40",
"origType": "TRAILING_STOP_MARKET",
"price": "0",
"reduceOnly": false,
"side": "BUY",
"status": "NEW",
"stopPrice": "9300", // please ignore when order type is TRAILING_STOP_MARKET
"closePosition": false, // if Close-All
"symbol": "BTCUSDT",
"time": 1579276756075, // order time
"timeInForce": "GTC",
"type": "TRAILING_STOP_MARKET",
"activatePrice": "9020", // activation price, only return with TRAILING_STOP_MARKET order
"priceRate": "0.3", // callback rate, only return with TRAILING_STOP_MARKET order
"updateTime": 1579276756075, // update time
"workingType": "CONTRACT_PRICE",
"priceProtect": false // if conditional order trigger is protected
}
GET /fapi/v1/order (HMAC SHA256)
Check an order's status.
Weight: 1
- These orders will not be found:
- order status is
CANCELED
orEXPIRED
, AND - order has NO filled trade, AND
- created time + 30 days < current time
- order status is
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | YES | |
orderId | LONG | NO | |
origClientOrderId | STRING | NO | |
recvWindow | LONG | NO | |
timestamp | LONG | YES |
Notes:
- Either
orderId
ororigClientOrderId
must be sent.
Cancel Order (TRADE)
Response:
{
"clientOrderId": "myOrder1",
"cumQty": "0",
"cumQuote": "0",
"executedQty": "0",
"orderId": 283194212,
"origQty": "11",
"origType": "TRAILING_STOP_MARKET",
"price": "0",
"reduceOnly": false,
"side": "BUY",
"positionSide": "SHORT",
"status": "CANCELED",
"stopPrice": "9300", // please ignore when order type is TRAILING_STOP_MARKET
"closePosition": false, // if Close-All
"symbol": "BTCUSDT",
"timeInForce": "GTC",
"type": "TRAILING_STOP_MARKET",
"activatePrice": "9020", // activation price, only return with TRAILING_STOP_MARKET order
"priceRate": "0.3", // callback rate, only return with TRAILING_STOP_MARKET order
"updateTime": 1571110484038,
"workingType": "CONTRACT_PRICE",
"priceProtect": false // if conditional order trigger is protected
}
DELETE /fapi/v1/order (HMAC SHA256)
Cancel an active order.
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | YES | |
orderId | LONG | NO | |
origClientOrderId | STRING | NO | |
recvWindow | LONG | NO | |
timestamp | LONG | YES |
Either orderId
or origClientOrderId
must be sent.
Cancel All Open Orders (TRADE)
Response:
{
"code": "200",
"msg": "The operation of cancel all open order is done."
}
DELETE /fapi/v1/allOpenOrders (HMAC SHA256)
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | YES | |
recvWindow | LONG | NO | |
timestamp | LONG | YES |
Cancel Multiple Orders (TRADE)
Response:
[
{
"clientOrderId": "myOrder1",
"cumQty": "0",
"cumQuote": "0",
"executedQty": "0",
"orderId": 283194212,
"origQty": "11",
"origType": "TRAILING_STOP_MARKET",
"price": "0",
"reduceOnly": false,
"side": "BUY",
"positionSide": "SHORT",
"status": "CANCELED",
"stopPrice": "9300", // please ignore when order type is TRAILING_STOP_MARKET
"closePosition": false, // if Close-All
"symbol": "BTCUSDT",
"timeInForce": "GTC",
"type": "TRAILING_STOP_MARKET",
"activatePrice": "9020", // activation price, only return with TRAILING_STOP_MARKET order
"priceRate": "0.3", // callback rate, only return with TRAILING_STOP_MARKET order
"updateTime": 1571110484038,
"workingType": "CONTRACT_PRICE",
"priceProtect": false // if conditional order trigger is protected
},
{
"code": -2011,
"msg": "Unknown order sent."
}
]
DELETE /fapi/v1/batchOrders (HMAC SHA256)
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | YES | |
orderIdList | LIST<LONG> | NO | max length 10 e.g. [1234567,2345678] |
origClientOrderIdList | LIST<STRING> | NO | max length 10 e.g. ["my_id_1","my_id_2"], encode the double quotes. No space after comma. |
recvWindow | LONG | NO | |
timestamp | LONG | YES |
Either orderIdList
or origClientOrderIdList
must be sent.
Auto-Cancel All Open Orders (TRADE)
Response:
{
"symbol": "BTCUSDT",
"countdownTime": "100000"
}
Cancel all open orders of the specified symbol at the end of the specified countdown.
POST /fapi/v1/countdownCancelAll (HMAC SHA256)
Weight: 10
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | YES | |
countdownTime | LONG | YES | countdown time, 1000 for 1 second. 0 to cancel the timer |
recvWindow | LONG | NO | |
timestamp | LONG | YES |
This rest endpoint means to ensure your open orders are canceled in case of an outage. The endpoint should be called repeatedly as heartbeats so that the existing countdown time can be canceled and repalced by a new one.
Example usage:
Call this endpoint at 30s intervals with an countdownTime of 120000 (120s).
If this endpoint is not called within 120 seconds, all your orders of the specified symbol will be automatically canceled.
If this endpoint is called with an countdownTime of 0, the countdown timer will be stopped.The system will check all countdowns approximately every 10 milliseconds, so please note that sufficient redundancy should be considered when using this function. We do not recommend setting the countdown time to be too precise or too small.
Query Current Open Order (USER_DATA)
Response:
{
"avgPrice": "0.00000",
"clientOrderId": "abc",
"cumQuote": "0",
"executedQty": "0",
"orderId": 1917641,
"origQty": "0.40",
"origType": "TRAILING_STOP_MARKET",
"price": "0",
"reduceOnly": false,
"side": "BUY",
"positionSide": "SHORT",
"status": "NEW",
"stopPrice": "9300", // please ignore when order type is TRAILING_STOP_MARKET
"closePosition": false, // if Close-All
"symbol": "BTCUSDT",
"time": 1579276756075, // order time
"timeInForce": "GTC",
"type": "TRAILING_STOP_MARKET",
"activatePrice": "9020", // activation price, only return with TRAILING_STOP_MARKET order
"priceRate": "0.3", // callback rate, only return with TRAILING_STOP_MARKET order
"updateTime": 1579276756075,
"workingType": "CONTRACT_PRICE",
"priceProtect": false // if conditional order trigger is protected
}
GET /fapi/v1/openOrder (HMAC SHA256)
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | YES | |
orderId | LONG | NO | |
origClientOrderId | STRING | NO | |
recvWindow | LONG | NO | |
timestamp | LONG | YES |
- Either
orderId
ororigClientOrderId
must be sent - If the queried order has been filled or cancelled, the error message "Order does not exist" will be returned.
Current All Open Orders (USER_DATA)
Response:
[
{
"avgPrice": "0.00000",
"clientOrderId": "abc",
"cumQuote": "0",
"executedQty": "0",
"orderId": 1917641,
"origQty": "0.40",
"origType": "TRAILING_STOP_MARKET",
"price": "0",
"reduceOnly": false,
"side": "BUY",
"positionSide": "SHORT",
"status": "NEW",
"stopPrice": "9300", // please ignore when order type is TRAILING_STOP_MARKET
"closePosition": false, // if Close-All
"symbol": "BTCUSDT",
"time": 1579276756075, // order time
"timeInForce": "GTC",
"type": "TRAILING_STOP_MARKET",
"activatePrice": "9020", // activation price, only return with TRAILING_STOP_MARKET order
"priceRate": "0.3", // callback rate, only return with TRAILING_STOP_MARKET order
"updateTime": 1579276756075, // update time
"workingType": "CONTRACT_PRICE",
"priceProtect": false // if conditional order trigger is protected
}
]
GET /fapi/v1/openOrders (HMAC SHA256)
Get all open orders on a symbol. Careful when accessing this with no symbol.
Weight: 1 for a single symbol; 40 when the symbol parameter is omitted
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | NO | |
recvWindow | LONG | NO | |
timestamp | LONG | YES |
- If the symbol is not sent, orders for all symbols will be returned in an array.
All Orders (USER_DATA)
Response:
[
{
"avgPrice": "0.00000",
"clientOrderId": "abc",
"cumQuote": "0",
"executedQty": "0",
"orderId": 1917641,
"origQty": "0.40",
"origType": "TRAILING_STOP_MARKET",
"price": "0",
"reduceOnly": false,
"side": "BUY",
"positionSide": "SHORT",
"status": "NEW",
"stopPrice": "9300", // please ignore when order type is TRAILING_STOP_MARKET
"closePosition": false, // if Close-All
"symbol": "BTCUSDT",
"time": 1579276756075, // order time
"timeInForce": "GTC",
"type": "TRAILING_STOP_MARKET",
"activatePrice": "9020", // activation price, only return with TRAILING_STOP_MARKET order
"priceRate": "0.3", // callback rate, only return with TRAILING_STOP_MARKET order
"updateTime": 1579276756075, // update time
"workingType": "CONTRACT_PRICE",
"priceProtect": false // if conditional order trigger is protected
}
]
GET /fapi/v1/allOrders (HMAC SHA256)
Get all account orders; active, canceled, or filled.
- These orders will not be found:
- order status is
CANCELED
orEXPIRED
, AND - order has NO filled trade, AND
- created time + 30 days < current time
- order status is
Weight: 5 with symbol
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | YES | |
orderId | LONG | NO | |
startTime | LONG | NO | |
endTime | LONG | NO | |
limit | INT | NO | Default 500; max 1000. |
recvWindow | LONG | NO | |
timestamp | LONG | YES |
Notes:
- If
orderId
is set, it will get orders >= thatorderId
. Otherwise most recent orders are returned.
Futures Account Balance V2 (USER_DATA)
Response:
[
{
"accountAlias": "SgsR", // unique account code
"asset": "USDT", // asset name
"balance": "122607.35137903", // wallet balance
"crossWalletBalance": "23.72469206", // crossed wallet balance
"crossUnPnl": "0.00000000", // unrealized profit of crossed positions
"availableBalance": "23.72469206", // available balance
"maxWithdrawAmount": "23.72469206" // maximum amount for transfer out
}
]
GET /fapi/v2/balance (HMAC SHA256)
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
recvWindow | LONG | NO | |
timestamp | LONG | YES |
Account Information V2 (USER_DATA)
Response:
{
"feeTier": 0, // account commisssion tier
"canTrade": true, // if can trade
"canDeposit": true, // if can transfer in asset
"canWithdraw": true, // if can transfer out asset
"updateTime": 0,
"totalInitialMargin": "0.00000000", // total initial margin required with current mark price (useless with isolated positions)
"totalMaintMargin": "0.00000000", // total maintenance margin required
"totalWalletBalance": "23.72469206", // total wallet balance
"totalUnrealizedProfit": "0.00000000", // total unrealized profit
"totalMarginBalance": "23.72469206", // total margin balance
"totalPositionInitialMargin": "0.00000000", // initial margin required for positions with current mark price
"totalOpenOrderInitialMargin": "0.00000000", // initial margin required for open orders with current mark price
"totalCrossWalletBalance": "23.72469206", // crossed wallet balance
"totalCrossUnPnl": "0.00000000", // unrealized profit of crossed positions
"availableBalance": "23.72469206", // available balance
"maxWithdrawAmount": "23.72469206" // maximum amount for transfer out
"assets": [
{
"asset": "USDT", // asset name
"walletBalance": "23.72469206", // wallet balance
"unrealizedProfit": "0.00000000", // unrealized profit
"marginBalance": "23.72469206", // margin balance
"maintMargin": "0.00000000", // maintenance margin required
"initialMargin": "0.00000000", // total initial margin required with current mark price
"positionInitialMargin": "0.00000000", //initial margin required for positions with current mark price
"openOrderInitialMargin": "0.00000000", // initial margin required for open orders with current mark price
"crossWalletBalance": "23.72469206", // crossed wallet balance
"crossUnPnl": "0.00000000" // unrealized profit of crossed positions
"availableBalance": "23.72469206", // available balance
"maxWithdrawAmount": "23.72469206" // maximum amount for transfer out
}
],
"positions": [ // positions of all sumbols in the market are returned
// only "BOTH" positions will be returned with One-way mode
// only "LONG" and "SHORT" positions will be returned with Hedge mode
{
"symbol": "BTCUSDT", // symbol name
"initialMargin": "0", // initial margin required with current mark price
"maintMargin": "0", // maintenance margin required
"unrealizedProfit": "0.00000000", // unrealized profit
"positionInitialMargin": "0", // initial margin required for positions with current mark price
"openOrderInitialMargin": "0", // initial margin required for open orders with current mark price
"leverage": "100", // current initial leverage
"isolated": true, // if the position is isolated
"entryPrice": "0.00000", // average entry price
"maxNotional": "250000", // maximum available notional with current leverage
"positionSide": "BOTH", // position side
"positionAmt": "0" // position amount
}
]
}
GET /fapi/v2/account (HMAC SHA256)
Get current account information.
Weight: 5
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
recvWindow | LONG | NO | |
timestamp | LONG | YES |
Change Initial Leverage (TRADE)
Response:
{
"leverage": 21,
"maxNotionalValue": "1000000",
"symbol": "BTCUSDT"
}
POST /fapi/v1/leverage (HMAC SHA256)
Change user's initial leverage in the specific symbol market.
For Hedge Mode, LONG and SHORT positions of one symbol use the same initial leverage and share a total notional value.
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | YES | |
leverage | INT | YES | target initial leverage: int from 1 to 125 |
recvWindow | LONG | NO | |
timestamp | LONG | YES |
Change Margin Type (TRADE)
Response:
{
"code": 200,
"msg": "success"
}
Change user's margin type in the specific symbol market.For Hedge Mode, LONG and SHORT positions of one symbol use the same margin type.
With ISOLATED margin type, margins of the LONG and SHORT positions are isolated from each other.
POST /fapi/v1/marginType (HMAC SHA256)
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | YES | |
marginType | ENUM | YES | ISOLATED, CROSSED |
recvWindow | LONG | NO | |
timestamp | LONG | YES |
Modify Isolated Position Margin (TRADE)
Response:
{
"amount": 100.0,
"code": 200,
"msg": "Successfully modify position margin.",
"type": 1
}
POST /fapi/v1/positionMargin (HMAC SHA256)
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | YES | |
positionSide | ENUM | NO | Default BOTH for One-way Mode ; LONG or SHORT for Hedge Mode. It must be sent with Hedge Mode. |
amount | DECIMAL | YES | |
type | INT | YES | 1: Add position margin,2: Reduce position margin |
recvWindow | LONG | NO | |
timestamp | LONG | YES |
- Only for isolated symbol
Get Position Margin Change History (TRADE)
Response:
[
{
"amount": "23.36332311",
"asset": "USDT",
"symbol": "BTCUSDT",
"time": 1578047897183,
"type": 1,
"positionSide": "BOTH"
},
{
"amount": "100",
"asset": "USDT",
"symbol": "BTCUSDT",
"time": 1578047900425,
"type": 1,
"positionSide": "LONG"
}
]
GET /fapi/v1/positionMargin/history (HMAC SHA256)
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | YES | |
type | INT | NO | 1: Add position margin,2: Reduce position margin |
startTime | LONG | NO | |
endTime | LONG | NO | |
limit | INT | NO | 默认值: 500 |
recvWindow | LONG | NO | |
timestamp | LONG | YES |
Position Information Version 2 (USER_DATA)
Response:
For One-way position mode:
[
{
"entryPrice": "0.00000",
"marginType": "isolated",
"isAutoAddMargin": "false",
"isolatedMargin": "0.00000000",
"leverage": "10",
"liquidationPrice": "0",
"markPrice": "6679.50671178",
"maxNotionalValue": "20000000",
"positionAmt": "0.000",
"symbol": "BTCUSDT",
"unRealizedProfit": "0.00000000",
"positionSide": "BOTH",
}
]
For Hedge position mode:
[
{
"entryPrice": "6563.66500",
"marginType": "isolated",
"isAutoAddMargin": "false",
"isolatedMargin": "15517.54150468",
"leverage": "10",
"liquidationPrice": "5930.78",
"markPrice": "6679.50671178",
"maxNotionalValue": "20000000",
"positionAmt": "20.000",
"symbol": "BTCUSDT",
"unRealizedProfit": "2316.83423560"
"positionSide": "LONG",
},
{
"entryPrice": "0.00000",
"marginType": "isolated",
"isAutoAddMargin": "false",
"isolatedMargin": "5413.95799991",
"leverage": "10",
"liquidationPrice": "7189.95",
"markPrice": "6679.50671178",
"maxNotionalValue": "20000000",
"positionAmt": "-10.000",
"symbol": "BTCUSDT",
"unRealizedProfit": "-1156.46711780"
"positionSide": "SHORT",
}
]
GET /fapi/v2/positionRisk (HMAC SHA256)
Get current position information.
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | NO | |
recvWindow | LONG | NO | |
timestamp | LONG | YES |
Note
Please use with user data stream ACCOUNT_UPDATE
to meet your timeliness and accuracy needs.
Account Trade List (USER_DATA)
Response:
[
{
"buyer": false,
"commission": "-0.07819010",
"commissionAsset": "USDT",
"id": 698759,
"maker": false,
"orderId": 25851813,
"price": "7819.01",
"qty": "0.002",
"quoteQty": "15.63802",
"realizedPnl": "-0.91539999",
"side": "SELL",
"positionSide": "SHORT",
"symbol": "BTCUSDT",
"time": 1569514978020
}
]
GET /fapi/v1/userTrades (HMAC SHA256)
Get trades for a specific account and symbol.
Weight: 5
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | YES | |
startTime | LONG | NO | |
endTime | LONG | NO | |
fromId | LONG | NO | Trade id to fetch from. Default gets most recent trades. |
limit | INT | NO | Default 500; max 1000. |
recvWindow | LONG | NO | |
timestamp | LONG | YES |
Get Income History(USER_DATA)
Response:
[
{
"symbol": "", // trade symbol, if existing
"incomeType": "TRANSFER", // income type
"income": "-0.37500000", // income amount
"asset": "USDT", // income asset
"info":"TRANSFER", // extra information
"time": 1570608000000,
"tranId":"9689322392", // transaction id
"tradeId":"" // trade id, if existing
},
{
"symbol": "BTCUSDT",
"incomeType": "COMMISSION",
"income": "-0.01000000",
"asset": "USDT",
"info":"COMMISSION",
"time": 1570636800000,
"tranId":"9689322392",
"tradeId":"2059192"
}
]
GET /fapi/v1/income (HMAC SHA256)
Weight: 20
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | NO | |
incomeType | STRING | NO | "TRANSFER","WELCOME_BONUS", "REALIZED_PNL","FUNDING_FEE", "COMMISSION", and "INSURANCE_CLEAR" |
startTime | LONG | NO | Timestamp in ms to get funding from INCLUSIVE. |
endTime | LONG | NO | Timestamp in ms to get funding until INCLUSIVE. |
limit | INT | NO | Default 100; max 1000 |
recvWindow | LONG | NO | |
timestamp | LONG | YES |
- If
incomeType
is not sent, all kinds of flow will be returned - "trandId" is unique in the same incomeType for a user
Notional Bracket (USER_DATA)
Response:
[
{
"symbol": "ETHUSDT",
"brackets": [
{
"bracket": 1, // Notianl bracket
"initialLeverage": 75, // Max initial leverge for this bracket
"notionalCap": 10000, // Cap notional of this bracket
"notionalFloor": 0, // Notionl threshold of this bracket
"maintMarginRatio": 0.0065, // Maintenance ratio for this bracket
"cum":0 // Fast number
},
]
}
]
OR (if symbol sent)
{
"symbol": "ETHUSDT",
"brackets": [
{
"bracket": 1,
"initialLeverage": 75,
"notionalCap": 10000,
"notionalFloor": 0,
"maintMarginRatio": 0.0065,
"cum":0
},
]
}
GET /fapi/v1/leverageBracket
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | NO | |
recvWindow | LONG | NO | |
timestamp | LONG | YES |
Position ADL Quantile Estimation (USER_DATA)
Response:
[
{
"symbol": "ETHUSDT",
"adlQuantile":
{
// if the positions of the symbol are crossed margined in Hedge Mode, "LONG" and "SHORT" will be returned a same quantile value, and "HEDGE" will be returned instead of "BOTH".
"LONG": 3,
"SHORT": 3,
"HEDGE": 0 // only a sign, ignore the value
}
},
{
"symbol": "BTCUSDT",
"adlQuantile":
{
// for positions of the symbol are in One-way Mode or isolated margined in Hedge Mode
"LONG": 1, // adl quantile for "LONG" position in hedge mode
"SHORT": 2, // adl qauntile for "SHORT" position in hedge mode
"BOTH": 0 // adl qunatile for position in one-way mode
}
}
]
GET /fapi/v1/adlQuantile
Weight: 5
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | NO | |
recvWindow | LONG | NO | |
timestamp | LONG | YES |
Values will be update every 30s.
Values 0, 1, 2, 3, 4 shows the queue position and possibility of ADL from low to high.
For positions of the symbol are in One-way Mode or isolated margined in Hedge Mode, "LONG", "SHORT", and "BOTH" will be returned to show the positions' adl quantiles of different position sides.
If the positions of the symbol are crossed margined in Hedge Mode:
- "HEDGE" as a sign will be returned instead of "BOTH";
- A same value caculated on unrealized pnls on long and short sides' positions will be shown for "LONG" and "SHORT" when there are positions in both of long and short sides.
User's Force Orders (USER_DATA)
Response:
[
{
"orderId": 6071832819,
"symbol": "BTCUSDT",
"status": "FILLED",
"clientOrderId": "autoclose-1596107620040000020",
"price": "10871.09",
"avgPrice": "10913.21000",
"origQty": "0.001",
"executedQty": "0.001",
"cumQuote": "10.91321",
"timeInForce": "IOC",
"type": "LIMIT",
"reduceOnly": false,
"closePosition": false,
"side": "SELL",
"positionSide": "BOTH",
"stopPrice": "0",
"workingType": "CONTRACT_PRICE",
"origType": "LIMIT",
"time": 1596107620044,
"updateTime": 1596107620087
}
{
"orderId": 6072734303,
"symbol": "BTCUSDT",
"status": "FILLED",
"clientOrderId": "adl_autoclose",
"price": "11023.14",
"avgPrice": "10979.82000",
"origQty": "0.001",
"executedQty": "0.001",
"cumQuote": "10.97982",
"timeInForce": "GTC",
"type": "LIMIT",
"reduceOnly": false,
"closePosition": false,
"side": "BUY",
"positionSide": "SHORT",
"stopPrice": "0",
"workingType": "CONTRACT_PRICE",
"origType": "LIMIT",
"time": 1596110725059,
"updateTime": 1596110725071
}
]
GET /fapi/v1/forceOrders
Weight: 20
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | NO | |
autoCloseType | ENUM | NO | "LIQUIDATION" for liquidation orders, "ADL" for ADL orders. |
startTime | LONG | NO | |
endTime | LONG | NO | |
limit | INT | NO | Default 50; max 100. |
recvWindow | LONG | NO | |
timestamp | LONG | YES |
- If "autoCloseType" is not sent, orders with both of the types will be returned
- If "startTime" is not sent, data within 7 days before "endTime" can be queried
User Commission Rate (USER_DATA)
Response:
{
"symbol": "BTCUSDT",
"makerCommissionRate": "0.0002", // 0.02%
"takerCommissionRate": "0.0004" // 0.04%
}
GET /fapi/v1/commissionRate (HMAC SHA256)
Weight: 20
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | YES | |
recvWindow | LONG | NO | |
timestamp | LONG | YES |
User Data Streams
- The base API endpoint is: https://testnet.binancefuture.com
- A User Data Stream
listenKey
is valid for 60 minutes after creation. - Doing a
PUT
on alistenKey
will extend its validity for 60 minutes. - Doing a
DELETE
on alistenKey
will close the stream and invalidate thelistenKey
. - Doing a
POST
on an account with an activelistenKey
will return the currently activelistenKey
and extend its validity for 60 minutes. - The base websocket endpoint is: wss://stream.binancefuture.com
- User Data Streams are accessed at /ws/<listenKey>
- User data stream payloads are not guaranteed to be in order during heavy periods; make sure to order your updates using E
- A single connection to stream.binancefuture.com is only valid for 24 hours; expect to be disconnected at the 24 hour mark
Start User Data Stream (USER_STREAM)
Response:
{
"listenKey": "pqia91ma19a5s61cv6a81va65sdf19v8a65a1a5s61cv6a81va65sdf19v8a65a1"
}
POST /fapi/v1/listenKey
Start a new user data stream. The stream will close after 60 minutes unless a keepalive is sent. If the account has an active listenKey
, that listenKey
will be returned and its validity will be extended for 60 minutes.
Weight: 1
Parameters:
None
Keepalive User Data Stream (USER_STREAM)
Response:
{}
PUT /fapi/v1/listenKey
Keepalive a user data stream to prevent a time out. User data streams will close after 60 minutes.
Weight: 1
Parameters:
None
Close User Data Stream (USER_STREAM)
Response:
{}
DELETE /fapi/v1/listenKey
Close out a user data stream.
Weight: 1
Parameters:
None
Event: Margin Call
Payload:
{
"e":"MARGIN_CALL", // Event Type
"E":1587727187525, // Event Time
"cw":"3.16812045", // Cross Wallet Balance. Only pushed with crossed position margin call
"p":[ // Position(s) of Margin Call
{
"s":"ETHUSDT", // Symbol
"ps":"LONG", // Position Side
"pa":"1.327", // Position Amount
"mt":"CROSSED", // Margin Type
"iw":"0", // Isolated Wallet (if isolated position)
"mp":"187.17127", // Mark Price
"up":"-1.166074", // Unrealized PnL
"mm":"1.614445" // Maintenance Margin Required
}
]
}
- When the user's position risk ratio is too high, this stream will be pushed.
- This message is only used as risk guidance information and is not recommended for investment strategies.
- In the case of a highly volatile market, there may be the possibility that the user's position has been liquidated at the same time when this stream is pushed out.
Event: Balance and Position Update
Payload:
{
"e": "ACCOUNT_UPDATE", // Event Type
"E": 1564745798939, // Event Time
"T": 1564745798938 , // Transaction
"a": // Update Data
{
"m":"ORDER", // Event reason type
"B":[ // Balances
{
"a":"USDT", // Asset
"wb":"122624.12345678", // Wallet Balance
"cw":"100.12345678" // Cross Wallet Balance
},
{
"a":"BNB",
"wb":"1.00000000",
"cw":"0.00000000"
}
],
"P":[
{
"s":"BTCUSDT", // Symbol
"pa":"0", // Position Amount
"ep":"0.00000", // Entry Price
"cr":"200", // (Pre-fee) Accumulated Realized
"up":"0", // Unrealized PnL
"mt":"isolated", // Margin Type
"iw":"0.00000000", // Isolated Wallet (if isolated position)
"ps":"BOTH" // Position Side
},
{
"s":"BTCUSDT",
"pa":"20",
"ep":"6563.66500",
"cr":"0",
"up":"2850.21200",
"mt":"isolated",
"iw":"13200.70726908",
"ps":"LONG"
},
{
"s":"BTCUSDT",
"pa":"-10",
"ep":"6563.86000",
"cr":"-45.04000000",
"up":"-1423.15600",
"mt":"isolated",
"iw":"6570.42511771",
"ps":"SHORT"
}
]
}
}
Event type is ACCOUNT_UPDATE
.
When balance or position get updated, this event will be pushed.
ACCOUNT_UPDATE
will be pushed only when update happens on user's account, including changes on balances, positions, or margin type.- Unfilled orders or cancelled orders will not make the event
ACCOUNT_UPDATE
pushed, since there's no change on positions. When an asset of a user is changed:
- Only this asset and its balance information will be pushed
- Other assets and information will no longer be pushed even ther balances may not be 0
- If the asset change does not come with any position change, the position "P" will only return an empty
[]
When a position of a symbol is changed or the margin type of a symbol is changed:
- "P" will push the details in the "BOTH" position of this symbol
- If the change happens in "LONG" or "SHORT" position, the changed "LONG" or "SHORT" position of this symbol will be pushed
- Initialized "LONG" or "SHORT" positions of this symbol will also be pushed
- Position information of other symbols will no longer be pushed, even their positions may not be 0
When "FUNDING FEE" changes to the user's balance, the event will be pushed with the brief message:
- When "FUNDING FEE" occurs in a crossed position,
ACCOUNT_UPDATE
will be pushed with only the balanceB
(including the "FUNDING FEE" asset only), without any positionP
message. - When "FUNDING FEE" occurs in an isolated position,
ACCOUNT_UPDATE
will be pushed with only the balanceB
(including the "FUNDING FEE" asset only) and the relative position messageP
( including the isolated position on which the "FUNDING FEE" occurs only, without any other position message).
- When "FUNDING FEE" occurs in a crossed position,
The field "m" represents the reason type for the event and may shows the following possible types:
- DEPOSIT
- WITHDRAW
- ORDER
- FUNDING_FEE
- WITHDRAW_REJECT
- ADJUSTMENT
- INSURANCE_CLEAR
- ADMIN_DEPOSIT
- ADMIN_WITHDRAW
- MARGIN_TRANSFER
- MARGIN_TYPE_CHANGE
- ASSET_TRANSFER
- OPTIONS_PREMIUM_FEE
- OPTIONS_SETTLE_PROFIT
Event: Order Update
Payload:
{
"e":"ORDER_TRADE_UPDATE", // Event Type
"E":1568879465651, // Event Time
"T":1568879465650, // Trasaction Time
"o":{
"s":"BTCUSDT", // Symbol
"c":"TEST", // Client Order Id
// special client order id:
// starts with "autoclose-": liquidation order
// "adl_autoclose": ADL auto close order
"S":"SELL", // Side
"o":"TRAILING_STOP_MARKET", // Order Type
"f":"GTC", // Time in Force
"q":"0.001", // Original Quantity
"p":"0", // Original Price
"ap":"0", // Average Price
"sp":"7103.04", // Stop Price. Please ignore with TRAILING_STOP_MARKET order
"x":"NEW", // Execution Type
"X":"NEW", // Order Status
"i":8886774, // Order Id
"l":"0", // Order Last Filled Quantity
"z":"0", // Order Filled Accumulated Quantity
"L":"0", // Last Filled Price
"N":"USDT", // Commission Asset, will not push if no commission
"n":"0", // Commission, will not push if no commission
"T":1568879465651, // Order Trade Time
"t":0, // Trade Id
"b":"0", // Bids Notional
"a":"9.91", // Ask Notional
"m":false, // Is this trade the maker side?
"R":false, // Is this reduce only
"wt":"CONTRACT_PRICE", // Stop Price Working Type
"ot":"TRAILING_STOP_MARKET", // Original Order Type
"ps":"LONG", // Position Side
"cp":false, // If Close-All, pushed with conditional order
"AP":"7476.89", // Activation Price, only puhed with TRAILING_STOP_MARKET order
"cr":"5.0", // Callback Rate, only puhed with TRAILING_STOP_MARKET order
"rp":"0" // Realized Profit of the trade
}
}
When new order created, order status changed will push such event.
event type is ORDER_TRADE_UPDATE
.
Side
- BUY
- SELL
Position side:
- BOTH
- LONG
- SHORT
Order Type
- MARKET
- LIMIT
- STOP
- TAKE_PROFIT
- LIQUIDATION
Execution Type
- NEW
- PARTIAL_FILL
- FILL
- CANCELED
- CALCULATED - Liquidation Execution
- EXPIRED
- TRADE
Order Status
- NEW
- PARTIALLY_FILLED
- FILLED
- CANCELED
- EXPIRED
- NEW_INSURANCE - Liquidation with Insurance Fund
- NEW_ADL - Counterparty Liquidation`
Time in force
- GTC
- IOC
- FOK
- GTX
Error Codes
Here is the error JSON payload:
{
"code":-1121,
"msg":"Invalid symbol."
}
Errors consist of two parts: an error code and a message.
Codes are universal,but messages can vary.
10xx - General Server or Network issues
-1000 UNKNOWN
- An unknown error occured while processing the request.
-1001 DISCONNECTED
- Internal error; unable to process your request. Please try again.
-1002 UNAUTHORIZED
- You are not authorized to execute this request.
-1003 TOO_MANY_REQUESTS
- Too many requests queued.
- Too many requests; please use the websocket for live updates.
- Too many requests; current limit is %s requests per minute. Please use the websocket for live updates to avoid polling the API.
- Way too many requests; IP banned until %s. Please use the websocket for live updates to avoid bans.
-1004 DUPLICATE_IP
- This IP is already on the white list
-1005 NO_SUCH_IP
- No such IP has been white listed
-1006 UNEXPECTED_RESP
- An unexpected response was received from the message bus. Execution status unknown.
-1007 TIMEOUT
- Timeout waiting for response from backend server. Send status unknown; execution status unknown.
-1010 ERROR_MSG_RECEIVED
- ERROR_MSG_RECEIVED.
-1011 NON_WHITE_LIST
- This IP cannot access this route.
-1013 INVALID_MESSAGE
- INVALID_MESSAGE.
-1014 UNKNOWN_ORDER_COMPOSITION
- Unsupported order combination.
-1015 TOO_MANY_ORDERS
- Too many new orders.
- Too many new orders; current limit is %s orders per %s.
-1016 SERVICE_SHUTTING_DOWN
- This service is no longer available.
-1020 UNSUPPORTED_OPERATION
- This operation is not supported.
-1021 INVALID_TIMESTAMP
- Timestamp for this request is outside of the recvWindow.
- Timestamp for this request was 1000ms ahead of the server's time.
-1022 INVALID_SIGNATURE
- Signature for this request is not valid.
-1023 START_TIME_GREATER_THAN_END_TIME
- Start time is greater than end time.
11xx - Request issues
-1100 ILLEGAL_CHARS
- Illegal characters found in a parameter.
- Illegal characters found in parameter '%s'; legal range is '%s'.
-1101 TOO_MANY_PARAMETERS
- Too many parameters sent for this endpoint.
- Too many parameters; expected '%s' and received '%s'.
- Duplicate values for a parameter detected.
-1102 MANDATORY_PARAM_EMPTY_OR_MALFORMED
- A mandatory parameter was not sent, was empty/null, or malformed.
- Mandatory parameter '%s' was not sent, was empty/null, or malformed.
- Param '%s' or '%s' must be sent, but both were empty/null!
-1103 UNKNOWN_PARAM
- An unknown parameter was sent.
-1104 UNREAD_PARAMETERS
- Not all sent parameters were read.
- Not all sent parameters were read; read '%s' parameter(s) but was sent '%s'.
-1105 PARAM_EMPTY
- A parameter was empty.
- Parameter '%s' was empty.
-1106 PARAM_NOT_REQUIRED
- A parameter was sent when not required.
- Parameter '%s' sent when not required.
-1108 BAD_ASSET
- Invalid asset.
-1109 BAD_ACCOUNT
- Invalid account.
-1110 BAD_INSTRUMENT_TYPE
- Invalid symbolType.
-1111 BAD_PRECISION
- Precision is over the maximum defined for this asset.
-1112 NO_DEPTH
- No orders on book for symbol.
-1113 WITHDRAW_NOT_NEGATIVE
- Withdrawal amount must be negative.
-1114 TIF_NOT_REQUIRED
- TimeInForce parameter sent when not required.
-1115 INVALID_TIF
- Invalid timeInForce.
-1116 INVALID_ORDER_TYPE
- Invalid orderType.
-1117 INVALID_SIDE
- Invalid side.
-1118 EMPTY_NEW_CL_ORD_ID
- New client order ID was empty.
-1119 EMPTY_ORG_CL_ORD_ID
- Original client order ID was empty.
-1120 BAD_INTERVAL
- Invalid interval.
-1121 BAD_SYMBOL
- Invalid symbol.
-1125 INVALID_LISTEN_KEY
- This listenKey does not exist.
-1127 MORE_THAN_XX_HOURS
- Lookup interval is too big.
- More than %s hours between startTime and endTime.
-1128 OPTIONAL_PARAMS_BAD_COMBO
- Combination of optional parameters invalid.
-1130 INVALID_PARAMETER
- Invalid data sent for a parameter.
- Data sent for paramter '%s' is not valid.
20xx - Processing Issues
-2010 NEW_ORDER_REJECTED
- NEW_ORDER_REJECTED
-2011 CANCEL_REJECTED
- CANCEL_REJECTED
-2013 NO_SUCH_ORDER
- Order does not exist.
-2014 BAD_API_KEY_FMT
- API-key format invalid.
-2015 REJECTED_MBX_KEY
- Invalid API-key, IP, or permissions for action.
-2016 NO_TRADING_WINDOW
- No trading window could be found for the symbol. Try ticker/24hrs instead.
-2018 BALANCE_NOT_SUFFICIENT
- Balance is insufficient.
-2019 MARGIN_NOT_SUFFICIEN
- Margin is insufficient.
-2020 UNABLE_TO_FILL
- Unable to fill.
-2021 ORDER_WOULD_IMMEDIATELY_TRIGGER
- Order would immediately trigger.
-2022 REDUCE_ONLY_REJECT
- ReduceOnly Order is rejected.
-2023 USER_IN_LIQUIDATION
- User in liquidation mode now.
-2024 POSITION_NOT_SUFFICIENT
- Position is not sufficient.
-2025 MAX_OPEN_ORDER_EXCEEDED
- Reach max open order limit.
-2026 REDUCE_ONLY_ORDER_TYPE_NOT_SUPPORTED
- This OrderType is not supported when reduceOnly.
-2027 MAX_LEVERAGE_RATIO
- Exceeded the maximum allowable position at current leverage.
-2028 MIN_LEVERAGE_RATIO
- Leverage is smaller than permitted: insufficient margin balance.
40xx - Filters and other Issues
-4000 INVALID_ORDER_STATUS
- Invalid order status.
-4001 PRICE_LESS_THAN_ZERO
- Price less than 0.
-4002 PRICE_GREATER_THAN_MAX_PRICE
- Price greater than max price.
-4003 QTY_LESS_THAN_ZERO
- Quantity less than zero.
-4004 QTY_LESS_THAN_MIN_QTY
- Quantity less than min quantity.
-4005 QTY_GREATER_THAN_MAX_QTY
- Quantity greater than max quantity.
-4006 STOP_PRICE_LESS_THAN_ZERO
- Stop price less than zero.
-4007 STOP_PRICE_GREATER_THAN_MAX_PRICE
- Stop price greater than max price.
-4008 TICK_SIZE_LESS_THAN_ZERO
- Tick size less than zero.
-4009 MAX_PRICE_LESS_THAN_MIN_PRICE
- Max price less than min price.
-4010 MAX_QTY_LESS_THAN_MIN_QTY
- Max qty less than min qty.
-4011 STEP_SIZE_LESS_THAN_ZERO
- Step size less than zero.
-4012 MAX_NUM_ORDERS_LESS_THAN_ZERO
- Max mum orders less than zero.
-4013 PRICE_LESS_THAN_MIN_PRICE
- Price less than min price.
-4014 PRICE_NOT_INCREASED_BY_TICK_SIZE
- Price not increased by tick size.
-4015 INVALID_CL_ORD_ID_LEN
- Client order id is not valid.
- Client order id length should be less than 32 chars
-4016 PRICE_HIGHTER_THAN_MULTIPLIER_UP
- Price is higher than mark price multiplier cap.
-4017 MULTIPLIER_UP_LESS_THAN_ZERO
- Multiplier up less than zero.
-4018 MULTIPLIER_DOWN_LESS_THAN_ZERO
- Multiplier down less than zero.
-4019 COMPOSITE_SCALE_OVERFLOW
- Composite scale too large.
-4020 TARGET_STRATEGY_INVALID
- Target strategy invalid for orderType '%s',reduceOnly '%b'.
-4021 INVALID_DEPTH_LIMIT
- Invalid depth limit.
- '%s' is not valid depth limit.
-4022 WRONG_MARKET_STATUS
- market status sent is not valid.
-4023 QTY_NOT_INCREASED_BY_STEP_SIZE
- Qty not increased by step size.
-4024 PRICE_LOWER_THAN_MULTIPLIER_DOWN
- Price is lower than mark price multiplier floor.
-4025 MULTIPLIER_DECIMAL_LESS_THAN_ZERO
- Multiplier decimal less than zero.
-4026 COMMISSION_INVALID
- Commission invalid.
%s
less than zero.%s
absolute value greater than%s
-4027 INVALID_ACCOUNT_TYPE
- Invalid account type.
-4028 INVALID_LEVERAGE
- Invalid leverage
- Leverage
%s
is not valid - Leverage
%s
already exist with%s
-4029 INVALID_TICK_SIZE_PRECISION
- Tick size precision is invalid.
-4030 INVALID_STEP_SIZE_PRECISION
- Step size precision is invalid.
-4031 INVALID_WORKING_TYPE
- Invalid parameter working type
- Invalid parameter working type:
%s
-4032 EXCEED_MAX_CANCEL_ORDER_SIZE
- Exceed maximum cancel order size.
- Invalid parameter working type:
%s
-4033 INSURANCE_ACCOUNT_NOT_FOUND
- Insurance account not found.
-4044 INVALID_BALANCE_TYPE
- Balance Type is invalid.
-4045 MAX_STOP_ORDER_EXCEEDED
- Reach max stop order limit.
-4046 NO_NEED_TO_CHANGE_MARGIN_TYPE
- No need to change margin type.
-4047 THERE_EXISTS_OPEN_ORDERS
- Margin type cannot be changed if there exists open orders.
-4048 THERE_EXISTS_QUANTITY
- Margin type cannot be changed if there exists position.
-4049 ADD_ISOLATED_MARGIN_REJECT
- Add margin only support for isolated position.
-4050 CROSS_BALANCE_INSUFFICIENT
- Cross balance insufficient.
-4051 ISOLATED_BALANCE_INSUFFICIENT
- Isolated balance insufficient.
-4052 NO_NEED_TO_CHANGE_AUTO_ADD_MARGIN
- No need to change auto add margin.
-4053 AUTO_ADD_CROSSED_MARGIN_REJECT
- Auto add margin only support for isolated position.
-4054 ADD_ISOLATED_MARGIN_NO_POSITION_REJECT
- Cannot add position margin: position is 0.
-4055 AMOUNT_MUST_BE_POSITIVE
- Amount must be positive.
-4056 INVALID_API_KEY_TYPE
- Invalid api key type.
-4057 INVALID_RSA_PUBLIC_KEY
- Invalid api public key
-4058 MAX_PRICE_TOO_LARGE
- maxPrice and priceDecimal too large,please check.
-4059 NO_NEED_TO_CHANGE_POSITION_SIDE
- No need to change position side.
-4060 INVALID_POSITION_SIDE
- Invalid position side.
-4061 POSITION_SIDE_NOT_MATCH
- Order's position side does not match user's setting.
-4062 REDUCE_ONLY_CONFLICT
- Invalid or improper reduceOnly value.
-4063 INVALID_OPTIONS_REQUEST_TYPE
- Invalid options request type
-4064 INVALID_OPTIONS_TIME_FRAME
- Invalid options time frame
-4065 INVALID_OPTIONS_AMOUNT
- Invalid options amount
-4066 INVALID_OPTIONS_EVENT_TYPE
- Invalid options event type
-4067 POSITION_SIDE_CHANGE_EXISTS_OPEN_ORDERS
- Position side cannot be changed if there exists open orders.
-4068 POSITION_SIDE_CHANGE_EXISTS_QUANTITY
- Position side cannot be changed if there exists position.
-4069 INVALID_OPTIONS_PREMIUM_FEE
- Invalid options premium fee
-4070 INVALID_CL_OPTIONS_ID_LEN
- Client options id is not valid.
- Client options id length should be less than 32 chars
-4071 INVALID_OPTIONS_DIRECTION
- Invalid options direction
-4072 OPTIONS_PREMIUM_NOT_UPDATE
- premium fee is not updated, reject order
-4073 OPTIONS_PREMIUM_INPUT_LESS_THAN_ZERO
- input premium fee is less than 0, reject order
-4074 OPTIONS_AMOUNT_BIGGER_THAN_UPPER
- Order amount is bigger than upper boundary or less than 0, reject order
-4075 OPTIONS_PREMIUM_OUTPUT_ZERO
- output premium fee is less than 0, reject order
-4076 OPTIONS_PREMIUM_TOO_DIFF
- original fee is too much higher than last fee
-4077 OPTIONS_PREMIUM_REACH_LIMIT
- place order amount has reached to limit, reject order
-4078 OPTIONS_COMMON_ERROR
- options internal error
-4079 INVALID_OPTIONS_ID
- invalid options id
- invalid options id: %s
- duplicate options id %d for user %d
-4080 OPTIONS_USER_NOT_FOUND
- user not found
- user not found with id: %s
-4081 OPTIONS_NOT_FOUND
- options not found
- options not found with id: %s
-4082 INVALID_BATCH_PLACE_ORDER_SIZE
- Invalid number of batch place orders.
- Invalid number of batch place orders: %s
-4083 PLACE_BATCH_ORDERS_FAIL
- Fail to place batch orders.
-4084 UPCOMING_METHOD
- Method is not allowed currently. Upcoming soon.
-4085 INVALID_NOTIONAL_LIMIT_COEF
- Invalid notional limit coefficient
-4086 INVALID_PRICE_SPREAD_THRESHOLD
- Invalid price spread threshold
-4087 REDUCE_ONLY_ORDER_PERMISSION
- User can only place reduce only order
-4088 NO_PLACE_ORDER_PERMISSION
- User can not place order currently
-4104 INVALID_CONTRACT_TYPE
- Invalid contract type
-4114 INVALID_CLIENT_TRAN_ID_LEN
- clientTranId is not valid
- Client tran id length should be less than 64 chars
-4115 DUPLICATED_CLIENT_TRAN_ID
- clientTranId is duplicated
- Client tran id should be unique within 7 days
-4118 REDUCE_ONLY_MARGIN_CHECK_FAILED
- ReduceOnly Order Failed. Please check your existing position and open orders
-4131 MARKET_ORDER_REJECT
- The counterparty's best price does not meet the PERCENT_PRICE filter limit
-4135 INVALID_ACTIVATION_PRICE
- Invalid activation price
-4141 SYMBOL_ALREADY_CLOSED
- Symbol is closed