- How to Get Binance Market Prices and Other Data
- All Binance Markets in One Listing
- Binance Market Data
- Market Current Price
- Best Ask Price
- Best Bid Price
- Last Trade Price
- 24h Price Change
- Open Price
- 24h Highest Price
- 24h Lowest Price
- Close Price
- Market Volume
- Market Base Volume
- Binance Historical Data
- Historical Price
- Historical Open Price
- Historical High Price
- Historical Low Price
- Historical Close Price
- Historical Market Volume
- Historical Market Base Volume
- Change Log
- General Info
- testnet
- SDK and Code Demonstration
- Python3
- General API Information
- HTTP Return Codes
- Error Codes and Messages
- General Information on Endpoints
- LIMITS
- IP Limits
- Order Rate Limits
- Endpoint Security Type
- SIGNED (TRADE and USER_DATA) Endpoint Security
- Timing Security
- SIGNED Endpoint Examples for POST /fapi/v1/order
- Example 1: As a query string
- Example 2: As a request body
- Example 3: Mixed query string and request body
- Public Endpoints Info
- Terminology
- ENUM definitions
- Filters
- Symbol filters
- PRICE_FILTER
- LOT_SIZE
- MARKET_LOT_SIZE
- MAX_NUM_ORDERS
- MAX_NUM_ALGO_ORDERS
- PERCENT_PRICE
- MIN_NOTIONAL
- Postman Collections
- Market Data Endpoints
- Test Connectivity
- Check Server Time
- Exchange Information
- Order Book
- Recent Trades List
- Old Trades Lookup (MARKET_DATA)
- Compressed/Aggregate Trades List
- Kline/Candlestick Data
- Continuous Contract Kline/Candlestick Data
- Index Price Kline/Candlestick Data
- Mark Price Kline/Candlestick Data
- Mark Price
- Get Funding Rate History
- 24hr Ticker Price Change Statistics
- Symbol Price Ticker
- Symbol Order Book Ticker
- Open Interest
- Open Interest Statistics
- Top Trader Long/Short Ratio (Accounts) (MARKET_DATA)
- Top Trader Long/Short Ratio (Positions)
- Long/Short Ratio
- Taker Buy/Sell Volume
- Historical BLVT NAV Kline/Candlestick
- Composite Index Symbol Information
- Websocket Market Streams
- Live Subscribing/Unsubscribing to streams
- Subscribe to a stream
- Unsubscribe to a stream
- Listing Subscriptions
- Setting Properties
- Retrieving Properties
- Error Messages
- Aggregate Trade Streams
- Mark Price Stream
- Mark Price Stream for All market
- Kline/Candlestick Streams
- Continuous Contract Kline/Candlestick Streams
- Individual Symbol Mini Ticker Stream
- All Market Mini Tickers Stream
- Individual Symbol Ticker Streams
- All Market Tickers Streams
- Individual Symbol Book Ticker Streams
- All Book Tickers Stream
- Liquidation Order Streams
- All Market Liquidation Order Streams
- Partial Book Depth Streams
- Diff. Book Depth Streams
- How to manage a local order book correctly
- BLVT Info Streams
- BLVT NAV Kline/Candlestick Streams
- Composite Index Symbol Information Streams
- Account/Trades Endpoints
- New Future Account Transfer
- Get Future Account Transaction History List (USER_DATA)
- Change Position Mode(TRADE)
- Get Current Position Mode(USER_DATA)
- Change Multi-Assets Mode (TRADE)
- Get Current Multi-Assets Mode (USER_DATA)
- New Order (TRADE)
- Place Multiple Orders (TRADE)
- Query Order (USER_DATA)
- Cancel Order (TRADE)
- Cancel All Open Orders (TRADE)
- Cancel Multiple Orders (TRADE)
- Auto-Cancel All Open Orders (TRADE)
- Query Current Open Order (USER_DATA)
- Current All Open Orders (USER_DATA)
- All Orders (USER_DATA)
- Futures Account Balance V2 (USER_DATA)
- Account Information V2 (USER_DATA)
- Change Initial Leverage (TRADE)
- Change Margin Type (TRADE)
- Modify Isolated Position Margin (TRADE)
- Get Position Margin Change History (TRADE)
- Position Information V2 (USER_DATA)
- Account Trade List (USER_DATA)
- Get Income History(USER_DATA)
- Notional and Leverage Brackets (USER_DATA)
- Position ADL Quantile Estimation (USER_DATA)
- User’s Force Orders (USER_DATA)
- User API Trading Quantitative Rules Indicators (USER_DATA)
- User Commission Rate (USER_DATA)
- User Data Streams
- Start User Data Stream (USER_STREAM)
- Keepalive User Data Stream (USER_STREAM)
- Close User Data Stream (USER_STREAM)
- Event: User Data Stream Expired
- Event: Margin Call
- Event: Balance and Position Update
- Event: Order Update
- Event: Account Configuration Update previous Leverage Update
- Error Codes
How to Get Binance Market Prices and Other Data
All Binance Markets in One Listing
This function call will return the list of all markets along with all their data point. It is recommended to use this to avoid the Google Sheets imposed API call quota.
The following market data will be returned:
- last_updated , when the data has been fetched from the exchange, timezone is UTC time.
- market , the market name following the syntax BASE/QUOTE .
- price , the current price, either the last trade price when available or the current ask price.
- ask , the best ask price currently in the order book.
- bid , the best bid price currently in the other book.
- open , the 24h open price.
- high , the 24h high price.
- low , the 24h low price.
- close , the 24h close price, often the same as the last price.
- last , the price of the last trade.
- change 24h , the price change in percentage over the last 24h.
- volume , the volume traded over the last 24h in quote currency ( USD in BTC/USD ).
- volume_base , the volume traded over the last 24h in base currency ( BTC in BTC/USD ).
Notes:
- When the exchange doesn’t provide a given market data, a hyphen (-) will be shown.
- Binance doesn’t have USD markets. Due to a large number of users getting Market not available error, any query for a Binance pair with a USD quote will be transparently mapped to USDT.
Binance Market Data
Market Current Price
This will return Ethereum price in Bitcoin as currently traded on Binance:
Same thing as calling =CRYPTOFINANCE(«BINANCE:ETH/BTC», «price») .
Best Ask Price
This will return Ethereum best ask price in Bitcoin as currently available on Binance order book:
Best Bid Price
This will return Ethereum best bid price in Bitcoin as currently available on Binance order book:
Last Trade Price
This call will return Ethereum last trade price in Bitcoin as it just happened on Binance:
24h Price Change
This call will return Ethereum price change percentage in Bitcoin over the last 24h on Binance:
Open Price
This call will return Ethereum open price in Bitcoin as of 24h ago on Binance:
24h Highest Price
This call will return Ethereum highest price in Bitcoin over the last 24h ago on Binance:
24h Lowest Price
This call will return Ethereum lowest price in Bitcoin over the last 24h ago on Binance:
Close Price
This call will return Ethereum last trade price in Bitcoin as it just happened on Binance:
Same thing as calling =CRYPTOFINANCE(«BINANCE:ETH/BTC», «last») .
Market Volume
This call will return Ethereum traded volume in Bitcoin over the last 24h on Binance:
Market Base Volume
This call will return Ethereum traded volume in ETH over the last 24h on Binance:
Binance Historical Data
Historical prices are available on daily and hourly candles, including open , high , low , close , volume and volume_base .
Quota: Historical data has with a quota of 25 calls per day per user. The quota reset itself everyday at midnight UTC. For unlimited data and full historical listing the Historical Data subscription is available.
ProTip: See here for how to reference other cells to build the date or specifying the hour.
Historical Price
Same thing as calling close .
Historical Open Price
Historical High Price
Historical Low Price
Historical Close Price
Historical Market Volume
Historical Market Base Volume
CRYPTOFINANCE (Google Sheets add-on) and its authors are not responsible for any trading or financial loss incurred by following the data returned. The service is provided «as is», without any warranty of any kind, expressed or implied.
Источник
Change Log
2021-05-06
- Update streams:
- Previous Leverage Update event ACCOUNT_CONFIG_UPDATE expanded as account configuration update event, including leverage update and Multi-Assets margin status update.
- Balance and Position Update event ACCOUNT_UPDATE add new event reason type m as AUTO_EXCHANGE to represent Multi-Assets margin auto-exchange event
- POST /fapi/v1/multiAssetsMargin to change Multi-Assets margin mode
- GET /fapi/v1/multiAssetsMargin to check Multi-Assets margin mode
- New object assets as asset information in response of GET /fapi/v1/exchangeInfo .
- New field marginAvailable in response of GET /fapi/v2/balance and GET /fapi/v2/account to indicate whether the asset can be used as margin in Multi-Assets mode.
2021-04-27
- The following liquidation orders streams do not push realtime order data anymore. Instead, they push snapshot order data at a maximum frequency of 1 order push per second.:
- @forceOrder
- !forceOrder@arr
- The endpoint GET /fapi/v1/allForceOrders stop being maintained and no longer accepts request.
2021-04-22
- New field «bc» for balance change in event «ACCOUNT_UPDATE»
2021-03-02
New endpoint GET /fapi/v1/indexPriceKlines to get index price kline/candlestick data.
New endpoint GET /fapi/v1/markPriceKlines to get mark price kline/candlestick data.
2021-02-24
REST RATE LIMIT WEIGHT
- The weight of endpoint GET /fapi/v2/balance is updated to 5
- The weight of endpoint GET /fapi/v2/positionRisk is updated to 5
2021-02-22
REST RATE LIMIT WEIGHT
- The weight of endpoint GET /fapi/v1/income is updated to 30
- The query time period for endpoint GET /fapi/v1/allOrders must be less than 7 days.
- The query time period for endpoint GET /fapi/v1/allForceOrders must be within the recent 7 days.
2021-01-26
WEB SOCKET USER DATA STREAM
- New WebSocket stream ACCOUNT_CONFIG_UPDATE in USER-DATA-STREAM for leverage changed update
REST RATE LIMIT WEIGHT
- Following endpoints’ weights will be updated to 20 with symbol and 50 without symbol:
- GET /fapi/v1/allForceOrders
- GET /fapi/v1/forceOrders
- New filter «MIN_NOTIONAL» whicht defines the minimum notional value allowed for an order on a symbol, and shown in the /fapi/v1/exchangeInfo
2021-01-21
The regular expression rule for newClientOrderId updated as ^[\.A-Z\:/a-z0-9_-]<1,36>$
2021-01-04
REST RATE LIMIT WEIGHT
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
- New field e for event type in payload of streams @bookTicker and !bookTicker
- New field P for estimated settle price in payload of streams @markPrice , @markPrice@1s , !markPrice@arr , and !markPrice@arr@1s .
- New stream
_ @continuousKline_ for continuous contract kline
- New field «estimatedSettlePrice» in response to GET /fapi/v1/premiumIndex
New fields in response to GET /fapi/v1/exchangeInfo :
New endpoint GET /fapi/v1/continuousKlines to get continuous contract kline data
- Contract types:
- PERPETUAL
- CURRENT_MONTH
- NEXT_MONTH
- CURRENT_QUARTER
- NEXT_QUARTER
2020-11-27
- New endpoint GET /fapi/v1/commissionRate to get user commission rate.
2020-11-13
WEB SOCKET STREAM
- In order to provide users with more secure and stable services, the update time of depth@0ms and @depth @0ms is dynamically adjusted according to the total amount of data traffic and other objective conditions.
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 .
2020-11-09
WEB SOCKET USER DATA STREAM
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 and GET /fapi/v2/positionRisk ), and the locally cached asset or position data can be updated via the event ACCOUNT_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.
2020-10-27
WEB SOCKET STREAM
- The maximum stream number that a single connection can listen to changes as 200.
2020-10-10
- New WebSocket streams @compositeIndex for composite index symbol information.
2020-10-09
- New endpoint GET /fapi/v1/indexInfo to get information of composite index.
2020-09-18
- New endpoint GET /fapi/v1/apiTradingStatus to get futures API trading quantitative rules indicators
2020-09-16
- New endpoint GET /fapi/v1/lvtKlines to get gistorical BLVT Kline.
The BLVT NAV system is working relatively with Binance Futures, so the endpoint is based on fapi.
- New WebSocket streams for BLVT
The BLVT NAV system is working relatively with Binance Futures, so the endpoint is based on futures websocket service.- @tokenNav for BLVT Info streams
- @nav_Kline_ for BLVT NAV Kline streams
2020-09-09
- Some orders that were cancelled/expired will be removed gradually from API endpoints.
- Orders that meet criteria
- order status is CANCELED or EXPIRED , AND
- order has NO filled trade, AND
- created time + 7 days GET /fapi/v1/order
- GET /fapi/v1/allOrders
- Orders that meet criteria
2020-08-14
- New field «indexPrice» in response to endpoint GET /fapi/v1/premiumIndex .
- New field «i» for indexPrice in payload of ws streams:
- @markPrice ,
- @markPrice@1s ,
- !markPrice@arr ,
- !markPrice@arr@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
2020-07-02
- 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 and GET /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 endpoint POST /fapi/v1/order :
If a STOP_MARKET or TAKE_PROFIT_MARKET order with closePosition=true is triggered,all of the current long position( if SELL order) or current short position( if BUY 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
2020-05-18
- 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 or EXPIRED , AND
- order has NO filled trade, AND
- created time + 30 days GET /fapi/v1/order
- GET /fapi/v1/allOrders
- Orders that meet criteria
2020-05-15
- New fields in payloads of @bookTicker and !bookTicker :
- E for event time
- T for transaction time
2020-05-14
- 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.
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 balance B (including the «FUNDING FEE» asset only), without any position P message.
- When «FUNDING FEE» occurs in an isolated position, ACCOUNT_UPDATE will be pushed with only the balance B (including the «FUNDING FEE» asset only) and the relative position message P ( including the isolated position on which the «FUNDING FEE» occurs only, without any other position message).
2020-04-25
New fields in USER DATA STREAM event ORDER_TRADE_UPDATE :
- cp stands for Close-All conditional order
- AP for Activation Price with TRAILING_STOP_MARKET order
- cr for Callback Rate with TRAILING_STOP_MARKET order
New USER DATA STREAM event MARGIN_CALL .
2020-04-17
- New parameter newOrderRespType for response type in endpoint POST /fapi/v1/order .
ACK and RESULT are supported. And for newOrderRespType= RESULT :- MARKET order: the final FILLED result of the order will be return directly.
- LIMIT order with special timeInForce : 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.
2020-04-09
- New endpoint of futures trading data: GET /futures/data/takerlongshortRatio
2020-04-08
- New endpoint GET /fapi/v1/positionSide/dual to get current position mode.
- New endpoint POST /fapi/v1/batchOrders to place multiple orders.
2020-04-06
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 events ACCOUNT_UPDATE and ORDER_TRADE_UPDATE .
2020-03-30
- New endpoints of futures trading data:
- GET /futures/data/openInterestHist
- GET /futures/data/topLongShortAccountRatio
- GET /futures/data/topLongShortPositionRatio
- GET /futures/data/globalLongShortAccountRatio
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 @ticker and !ticker@arr
- New diff depth data with 500ms updates: @depth@500ms
- New partial depth data with 500ms updates: @depth @500ms
2020-02-12
Faster mark price websocket data with 1s updates: @markPrice@1s and !markPrice@arr@1s
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 other order relatived endpoints in the coming weeks.
Please use «executedQty» instead.
2020-01-17
2020-01-06
- Faster diff data with real time updates: @depth@0ms
2020-01-03
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:
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)
2019-12-19
- New endpoint GET /fapi/v1/openInterest to get present open interest of a specific symbol.
2019-12-18
- New event type in user data stream: listenKeyExpired .
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:
- @forceOrder for liquidation order streams
- !forceOrder@arr for all market liquidation order streams
2019-11-25
- 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 in POST /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 transaction time
- «wt» as workingType
- in ACCOUNT_UPDATE :
- «T» as transaction time
- in ORDER_TRADE_UPDATE :
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: @bookTicker and !bookTicker .
- New WebSocket streams for partial orderbook added: @depth and @depth @100ms
- Faster diff data with 100ms updates: @depth@100ms
- Added Update Speed : to Websocket Market Streams
2019-10-18
- 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 the MARKET orders.
2019-10-14
- Added GET /fapi/v1/fundingRate for getting funding fee rate history.
2019-10-11
- Added «m» in event ORDER_TRADE_UPDATE in user data stream, showing if the trade is the maker side.
2019-10-08
- New order parameter reduceOnly for LIMIT orders.
- New order type TAKE_PROFIT .
2019-09-20
New retured values in response to GET /fapi/v1/account:
maxWithdrawAmount , openOrderInitialMargin , positionInitialMargin
New retured values in response to GET /fapi/v1/positionRisk:
liquidationPrice
General Info
testnet
- Most of the endpoints can be used in the testnet platform.
- The REST baseurl for testnet is «https://testnet.binancefuture.com»
- The Websocket baseurl for testnet is «wss://stream.binancefuture.com»
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 provided 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
To get the provided 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
- Some endpoints will require an API Key. Please refer to this page
- The base endpoint is: https://fapi.binance.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 receiving 429 codes.
- HTTP 5XX return codes are used for internal errors; the issue is on Binance’s side.
HTTP 503 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 and Messages
- Any endpoint can return an ERROR
The error payload is as follows:
- Specific error codes and messages defined in Error Codes.
General Information on Endpoints
- For GET endpoints, parameters must be sent as a query string .
- For POST , PUT , and DELETE endpoints, the parameters may be sent as a query string or in the request body with content type application/x-www-form-urlencoded . You may mix parameters between both the query string and request body if you wish to do so.
- Parameters may be sent in any order.
- If a parameter sent in both the query string and request body , the query string parameter will be used.
LIMITS
- The /fapi/v1/exchangeInfo rateLimits array contains objects related to the exchange’s RAW_REQUEST , REQUEST_WEIGHT , and ORDER rate limits. These are further defined in the ENUM definitions section under Rate limiters (rateLimitType) .
- A 429 will be returned when either rate limit is violated.
Binance has the right to further tighten the rate limits on users with intent to attack.
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 heavier weight .
- 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.
It is strongly recommended to use websocket stream for getting data as much as possible, which can not only ensure the timeliness of the message, but also reduce the access restriction pressure caused by the request.
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 and USER_DATA endpoints are SIGNED endpoints.
SIGNED (TRADE and USER_DATA) Endpoint Security
- SIGNED endpoints require an additional parameter, signature , to be sent in the query string or request body .
- Endpoints use HMAC SHA256 signatures. The HMAC SHA256 signature is a keyed HMAC SHA256 operation. Use your secretKey as the key and totalParams as the value for the HMAC operation.
- The signature is not case sensitive.
- Please make sure the signature is the end part of your query string or request body .
- totalParams is defined as the query string concatenated with the request 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 after timestamp the request is valid for. If recvWindow is not sent, it defaults to 5000.
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
HMAC SHA256 signature:
queryString:
symbol=BTCUSDT
&side=BUY
&type=LIMIT
&timeInForce=GTC
&quantity=1
&price=9000
&recvWindow=5000
×tamp=1591702613943
Example 2: As a request body
HMAC SHA256 signature:
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
HMAC SHA256 signature:
- 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 the quantity of a symbol.
- quote asset refers to the asset that is the price of a symbol.
ENUM definitions
Symbol type:
Contract type (contractType):
- PERPETUAL
- CURRENT_MONTH
- NEXT_MONTH
- CURRENT_QUARTER 当季交割合约
- NEXT_QUARTER 次季交割合约
Contract status(contractStatus,status):
- PENDING_TRADING
- TRADING
- PRE_DELIVERING
- DELIVERING
- DELIVERED
- PRE_SETTLE
- SETTLING
- CLOSE
Order status (status):
Order types (orderTypes, type):
- LIMIT
- MARKET
- STOP
- STOP_MARKET
- TAKE_PROFIT
- TAKE_PROFIT_MARKET
- TRAILING_STOP_MARKET
Order side (side):
Position side (positionSide):
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)
Response Type (newOrderRespType)
Kline/Candlestick chart intervals:
m -> minutes; h -> hours; d -> days; w -> weeks; M -> months
Rate limiters (rateLimitType)
Rate limit intervals (interval)
Filters
Filters define trading rules on a symbol or an exchange.
Symbol filters
PRICE_FILTER
The PRICE_FILTER defines the price rules for a symbol. There are 3 parts:
- minPrice defines the minimum price / stopPrice allowed; disabled on minPrice == 0.
- maxPrice defines the maximum price / stopPrice allowed; disabled on maxPrice == 0.
- tickSize defines the intervals that a price / stopPrice can be increased/decreased by; disabled on tickSize == 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
The LOT_SIZE filter defines the quantity (aka «lots» in auction terms) rules for a symbol. There are 3 parts:
- minQty defines the minimum quantity allowed.
- maxQty defines the maximum quantity allowed.
- stepSize defines the intervals that a quantity 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
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 minimum quantity allowed.
- maxQty defines the maximum quantity allowed.
- stepSize defines the intervals that a quantity 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
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
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
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
MIN_NOTIONAL
The MIN_NOTIONAL filter defines the minimum notional value allowed for an order on a symbol. An order’s notional value is the price * quantity . Since MARKET orders have no price, the mark price is used.
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
Test connectivity to the Rest API.
Weight: 1
Parameters: NONE
Check Server Time
Test connectivity to the Rest API and get the current server time.
Weight: 1
Parameters: NONE
Exchange Information
Current exchange trading rules and symbol information
Weight: 1
Parameters: NONE
Order Book
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
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)
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
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
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.
Continuous Contract Kline/Candlestick Data
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.
- PERPETUAL
- CURRENT_MONTH
- NEXT_MONTH
- CURRENT_QUARTER 当季交割合约
- NEXT_QUARTER 次季交割合约
Index Price Kline/Candlestick Data
Kline/candlestick bars for the index price of a pair.
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 | |
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.
Mark Price Kline/Candlestick Data
Kline/candlestick bars for the mark price of 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.
Mark Price
OR (when symbol not sent)
Mark Price and Funding Rate
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | NO |
Get Funding Rate History
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | NO | |
startTime | LONG | NO | Timestamp in ms to get funding rate from INCLUSIVE. |
endTime | LONG | NO | Timestamp in ms to get funding rate until INCLUSIVE. |
limit | INT | NO | Default 100; max 1000 |
- If startTime and endTime are not sent, the most recent limit datas are returned.
- If the number of data between startTime and endTime is larger than limit , return as startTime + limit .
- In ascending order.
24hr Ticker Price Change Statistics
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
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
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.
Open Interest
Get present open interest of a specific symbol.
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | YES |
Open Interest Statistics
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | YES | |
period | ENUM | YES | «5m»,»15m»,»30m»,»1h»,»2h»,»4h»,»6h»,»12h»,»1d» |
limit | LONG | NO | default 30, max 500 |
startTime | LONG | NO | |
endTime | LONG | NO |
- If startTime and endTime are not sent, the most recent data is returned.
- Only the data of the latest 30 days is available.
Top Trader Long/Short Ratio (Accounts) (MARKET_DATA)
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | YES | |
period | ENUM | YES | «5m»,»15m»,»30m»,»1h»,»2h»,»4h»,»6h»,»12h»,»1d» |
limit | LONG | NO | default 30, max 500 |
startTime | LONG | NO | |
endTime | LONG | NO |
- If startTime and endTime are not sent, the most recent data is returned.
- Only the data of the latest 30 days is available.
Top Trader Long/Short Ratio (Positions)
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | YES | |
period | ENUM | YES | «5m»,»15m»,»30m»,»1h»,»2h»,»4h»,»6h»,»12h»,»1d» |
limit | LONG | NO | default 30, max 500 |
startTime | LONG | NO | |
endTime | LONG | NO |
- If startTime and endTime are not sent, the most recent data is returned.
- Only the data of the latest 30 days is available.
Long/Short Ratio
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | YES | |
period | ENUM | YES | «5m»,»15m»,»30m»,»1h»,»2h»,»4h»,»6h»,»12h»,»1d» |
limit | LONG | NO | default 30, max 500 |
startTime | LONG | NO | |
endTime | LONG | NO |
- If startTime and endTime are not sent, the most recent data is returned.
- Only the data of the latest 30 days is available.
Taker Buy/Sell Volume
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | YES | |
period | ENUM | YES | «5m»,»15m»,»30m»,»1h»,»2h»,»4h»,»6h»,»12h»,»1d» |
limit | LONG | NO | default 30, max 500 |
startTime | LONG | NO | |
endTime | LONG | NO |
- If startTime and endTime are not sent, the most recent data is returned.
- Only the data of the latest 30 days is available.
Historical BLVT NAV Kline/Candlestick
The BLVT NAV system is based on Binance Futures, so the endpoint is based on fapi
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | YES | token name, e.g. «BTCDOWN», «BTCUP» |
interval | ENUM | YES | |
startTime | LONG | NO | |
endTime | LONG | NO | |
limit | INT | NO | default 500, max 1000 |
Composite Index Symbol Information
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
symbol | STRING | NO |
- Only for composite index symbols
Websocket Market Streams
- The baseurl for websocket is wss://fstream.binance.com
- Streams can be access either in a single raw stream or a combined stream
- Raw streams are accessed at /ws/
- Combined streams are accessed at /stream?streams= / /
- Combined stream events are wrapped as follows:
- All symbols for streams are lowercase
- A single connection 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 a pong frame back from the connection within a 15 minute period, the connection will be disconnected. Unsolicited pong 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.
- Considering the possible data latency from RESTful endpoints during an extremely volatile market, it is highly recommended to get the order status, position, etc from the Websocket user data stream.
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
Request
Unsubscribe to a stream
Listing Subscriptions
<
«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/ .
Retrieving Properties
Error Messages
Error Message | Description |
---|---|
Parameter used in the SET_PROPERTY or GET_PROPERTY was invalid | |
Value should only be true or false | |
Property name provided was invalid | |
Parameter id had to be provided or the value provided in the id parameter is an unsupported type | |
Possible typo in the provided method or provided method was neither of the expected values | |
Unnecessary parameters provided in the data | |
Property name was not provided | |
method was not provided in the data | |
JSON data sent has incorrect syntax. |
Aggregate Trade Streams
The Aggregate Trade Streams push trade information that is aggregated for a single taker order every 100 milliseconds.
Stream Name:
@aggTrade
Update Speed: 100ms
Mark Price Stream
Mark price and funding rate for a single symbol pushed every 3 seconds or every second.
Stream Name:
@markPrice or @markPrice@1s
Update Speed: 3000ms or 1000ms
Mark Price Stream for All market
Mark price and funding rate for all symbols pushed every 3 seconds or every second.
Stream Name:
!markPrice@arr or !markPrice@arr@1s
Update Speed: 3000ms or 1000ms
Kline/Candlestick Streams
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
Stream Name:
@kline_
Update Speed: 250ms
Continuous Contract Kline/Candlestick Streams
Contract type:
- perpetual
- current_quarter
- next_quarter
Kline/Candlestick chart intervals:
m -> minutes; h -> hours; d -> days; w -> weeks; M -> months
Stream Name:
Update Speed: 250ms
Individual Symbol Mini Ticker Stream
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:
@miniTicker
Update Speed: 500ms
All Market Mini Tickers Stream
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
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:
@ticker
Update Speed: 500ms
All Market Tickers Streams
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
Pushes any update to the best bid or ask’s price or quantity in real-time for a specified symbol.
Stream Name: @bookTicker
Update Speed: Real-time
All Book Tickers Stream
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
The Liquidation Order Snapshot Streams push force liquidation order information for specific symbol.
For each symbol,only the latest one liquidation order within 1000ms will be pushed as the snapshot. If no liquidation happens in the interval of 1000ms, no stream will be pushed.
Stream Name: @forceOrder
Update Speed: 1000ms
All Market Liquidation Order Streams
The All Liquidation Order Snapshot Streams push force liquidation order information for all symbols in the market.
For each symbol,only the latest one liquidation order within 1000ms will be pushed as the snapshot. If no liquidation happens in the interval of 1000ms, no stream will be pushed.
Stream Name: !forceOrder@arr
Update Speed: 1000ms
Partial Book Depth Streams
Top bids and asks, Valid are 5, 10, or 20.
Stream Names: @depth OR @depth @500ms OR @depth @100ms .
Update Speed: 250ms, 500ms or 100ms
Diff. Book Depth Streams
Bids and asks, pushed every 250 milliseconds, 500 milliseconds, 100 milliseconds (if existing)
Stream Name:
@depth OR @depth@500ms OR @depth@100ms
Update Speed: 250ms, 500ms, 100ms
How to manage a local order book correctly
- Open a stream to wss://fstream.binance.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://fapi.binance.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 AND u >= lastUpdateId
- While listening to the stream, each new event’s pu should be equal to the previous event’s u , 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.
BLVT Info Streams
Stream Name: @tokenNav
- Note: tokenName must be uppercase, e.g. «TRXDOWN»
BLVT NAV Kline/Candlestick Streams
Stream Name: @nav_Kline_
- Note: tokenName must be uppercase, e.g. «TRXDOWN»
Update Speed: 300ms
Kline/Candlestick chart intervals:
m -> minutes; h -> hours; d -> days; w -> weeks; M -> months
Composite Index Symbol Information Streams
Composite index information for index symbols pushed every second.
Stream Name: @compositeIndex
Update Speed: 1000ms
Account/Trades Endpoints
New Future Account Transfer
Please find details from here.
Get Future Account Transaction History List (USER_DATA)
Please find details from here.
Change Position Mode(TRADE)
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; «false»: One-way Mode |
recvWindow | LONG | NO | |
timestamp | LONG | YES |
Get Current Position Mode(USER_DATA)
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 |
Change Multi-Assets Mode (TRADE)
POST /fapi/v1/multiAssetsMargin (HMAC SHA256)
Change user’s Multi-Assets mode (Multi-Assets Mode or Single-Asset Mode) on Every symbol
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
multiAssetsMargin | STRING | YES | «true»: Multi-Assets Mode; «false»: Single-Asset Mode |
recvWindow | LONG | NO | |
timestamp | LONG | YES |
Get Current Multi-Assets Mode (USER_DATA)
GET /fapi/v1/multiAssetsMargin (HMAC SHA256)
Get user’s Multi-Assets mode (Multi-Assets Mode or Single-Asset Mode) on Every symbol
Weight: 30
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
recvWindow | LONG | NO | |
timestamp | LONG | YES |
New Order (TRADE)
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 (Close-All) |
reduceOnly | STRING | NO | «true» or «false». default «false». Cannot be sent in Hedge Mode; cannot be sent with closePosition = true |
price | DECIMAL | NO | |
newClientOrderId | STRING | NO | A unique id among open orders. Automatically generated if not sent. Can only be string following the rule: ^[\.A-Z\:/a-z0-9_-]<1,36>$ |
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 , parameter timeInForce can be sent ( default GTC ).
- Order with type TAKE_PROFIT , parameter timeInForce can be sent ( default GTC ).
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
- STOP , STOP_MARKET :
- BUY: latest price («MARK_PRICE» or «CONTRACT_PRICE») >= stopPrice
- SELL: latest price («MARK_PRICE» or «CONTRACT_PRICE») stopPrice
- TAKE_PROFIT , TAKE_PROFIT_MARKET :
- BUY: latest price («MARK_PRICE» or «CONTRACT_PRICE») stopPrice
- SELL: latest price («MARK_PRICE» or «CONTRACT_PRICE») >= stopPrice
- 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 callbackRate )
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.
If newOrderRespType is sent as RESULT :
- MARKET order: the final FILLED result of the order will be return directly.
- LIMIT order with special timeInForce : the final status result of the order(FILLED or EXPIRED) will be returned directly.
STOP_MARKET , TAKE_PROFIT_MARKET with closePosition = true :
- Follow the same rules for condition orders.
- If triggered,close all current long position( if SELL ) or current short position( if BUY ).
- Cannot be used with quantity paremeter
- Cannot be used with reduceOnly parameter
- In Hedge Mode,cannot be used with BUY orders in LONG position side. and cannot be used with SELL orders in SHORT position side
Place Multiple Orders (TRADE)
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. Can only be string following the rule: ^[\.A-Z\:/a-z0-9_-]<1,36>$ |
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)
GET /fapi/v1/order (HMAC SHA256)
Check an order’s status.
Weight: 1
- These orders will not be found:
- order status is CANCELED or EXPIRED , AND
- order has NO filled trade, AND
- created time + 7 days orderId or origClientOrderId must be sent.
Cancel Order (TRADE)
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)
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)
DELETE /fapi/v1/batchOrders (HMAC SHA256)
Weight: 1
Parameters:
Name Type Mandatory Description symbol STRING YES orderIdList LIST NO max length 10
e.g. [1234567,2345678]origClientOrderIdList LIST 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)
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 The endpoint should be called repeatedly as heartbeats so that the existing countdown time can be canceled and replaced 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)
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 or origClientOrderId 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)
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)
GET /fapi/v1/allOrders (HMAC SHA256)
Get all account orders; active, canceled, or filled.
- These orders will not be found:
- order status is CANCELED or EXPIRED , AND
- order has NO filled trade, AND
- created time + 7 days orderId is set, it will get orders >= that orderId . Otherwise most recent orders are returned.
- The query time period must be less then 7 days( default as the recent 7 days).
Futures Account Balance V2 (USER_DATA)
GET /fapi/v2/balance (HMAC SHA256)
Weight: 5
Parameters:
Name Type Mandatory Description recvWindow LONG NO timestamp LONG YES Account Information V2 (USER_DATA)
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)
POST /fapi/v1/leverage (HMAC SHA256)
Change user’s initial leverage of specific symbol market.
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)
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)
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)
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 Default: 500 recvWindow LONG NO timestamp LONG YES Position Information V2 (USER_DATA)
For One-way position mode:
GET /fapi/v2/positionRisk (HMAC SHA256)
Get current position information.
Weight: 5
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)
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 - The time between startTime and endTime cannot be longer than 7 days.
- The parameter fromId cannot be sent with startTime or endTime .
Get Income History(USER_DATA)
GET /fapi/v1/income (HMAC SHA256)
Weight: 30
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 neither startTime nor endTime is sent, the recent 7-day data will be returned.
- If incomeType is not sent, all kinds of flow will be returned
- «trandId» is unique in the same incomeType for a user
Notional and Leverage Brackets (USER_DATA)
Weight: 1
Parameters:
Name Type Mandatory Description symbol STRING NO recvWindow LONG NO timestamp LONG YES Position ADL Quantile Estimation (USER_DATA)
Weight: 5
Parameters:
Name Type Mandatory Description symbol STRING NO recvWindow LONG NO timestamp LONG YES Values 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)
Weight: 20 with symbol, 50 without symbol
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 API Trading Quantitative Rules Indicators (USER_DATA)
- For more information on this, please refer to the Futures API Trading Quantitative Rules
Weight:
- 1 for a single symbol
- 10 when the symbol parameter is omitted
Parameters:
Name Type Mandatory Description symbol STRING NO recvWindow LONG NO timestamp LONG YES User Commission Rate (USER_DATA)
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://fapi.binance.com
- A User Data Stream listenKey is valid for 60 minutes after creation.
- Doing a PUT on a listenKey will extend its validity for 60 minutes.
- Doing a DELETE on a listenKey will close the stream and invalidate the listenKey .
- Doing a POST on an account with an active listenKey will return the currently active listenKey and extend its validity for 60 minutes.
- The baseurl for websocket is wss://fstream.binance.com
- User Data Streams are accessed at /ws/
- 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 fstream.binance.com is only valid for 24 hours; expect to be disconnected at the 24 hour mark
Start User Data Stream (USER_STREAM)
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:
Keepalive User Data Stream (USER_STREAM)
Keepalive a user data stream to prevent a time out. User data streams will close after 60 minutes. It’s recommended to send a ping about every 60 minutes.
Weight: 1
Parameters:
Close User Data Stream (USER_STREAM)
Close out a user data stream.
Weight: 1
Parameters:
Event: User Data Stream Expired
When the listenKey used for the user data stream turns expired, this event will be pushed.
Notice:
- This event is not related to the websocket disconnection.
- This event will be received only when a valid listenKey in connection got expired.
- No more user data event will be updated after this event received until a new valid listenKey used.
Event: Margin Call
- 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
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.
- 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 when any position changes.
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 balance B (including the «FUNDING FEE» asset only), without any position P message.
- When «FUNDING FEE» occurs in an isolated position, ACCOUNT_UPDATE will be pushed with only the balance B (including the «FUNDING FEE» asset only) and the relative position message P ( including the isolated position on which the «FUNDING FEE» occurs only, without any other position message).
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
- AUTO_EXCHANGE
The field «bc» represents the balance change except for PnL and commission.
Event: Order Update
When new order created, order status changed will push such event. event type is ORDER_TRADE_UPDATE .
Side
Order Type
Execution Type
- NEW
- 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
Working Type
Event: Account Configuration Update previous Leverage Update
When the account configuration is changed, the event type will be pushed as ACCOUNT_CONFIG_UPDATE
When the leverage of a trade pair changes, the payload will contain the object ac to represent the account configuration of the trade pair, where s represents the specific trade pair and l represents the leverage
When the user Multi-Assets margin mode changes the payload will contain the object ai representing the user account configuration, where j represents the user Multi-Assets margin mode
Error Codes
Here is the error JSON payload:
Errors consist of two parts: an error code and a message.
Codes are universal,but messages can vary.Источник