Skip to main content

SBE Market Data Streams

General Information​

  • The base endpoint is stream-sbe.testnet.binance.vision or stream-sbe.testnet.binance.vision:9443.
  • To retrieve market data in JSON format, please refer to this page.
  • SBE schema used for decoding the streams can be found here.
  • All symbols in stream names are lowercase.
  • You can subscribe to a single stream at /ws/<streamName>.
  • You can subscribe to multiple streams at /stream?streams=<streamName1>/<streamName2>/<streamName3>.
  • A single connection to SBE Market Data Stream is only valid for 1 hour; expect to be disconnected after an hour.
  • All time and timestamp fields are in microseconds.
  • An API Key is necessary for access.
    • Only Ed25519 keys are allowed.
    • Please put your API Key in the X-MBX-APIKEY header when opening the connection. Timestamp and signature are not necessary.
    • No extra API key permissions are necessary to access public market data. Symbol whitelist also does not affect access to SBE Market Data Streams.
    • However, if you use an IP whitelist for the API key, only specified IP addresses are allowed to use the API key.
  • The server sends a ping frame every 20 seconds.
    • If the server does not receive a pong frame back from you within a minute, the connection will be closed.
    • When you receive a ping, you must send a pong with a copy of ping's payload as soon as possible.
    • Unsolicited pong frames are allowed, but will not prevent disconnection. It is recommended that the payload for these pong frames are empty.
  • Live Subscribing and Unsubscribing is also supported.
    • You must send the subscription requests in JSON, and will receive the subscription response also in JSON.
    • You can differentiate subscription responses from market data events by looking at the WebSocket frame type: subscription responses are always sent in text frames (containing JSON), and events are always sent in binary frames (containing SBE).

WebSocket Limits​

  • WebSocket connections have a rate limit of 5 requests per second.
    • Only messages from your client are considered:
      • PING frame
      • PONG frame
      • Text frame with JSON control request
    • Events pushed by the server are not rate-limited.
    • Connections that go beyond the limit will be closed. Repeatedly disconnected IP addresses may be banned.
  • A single connection can listen to a maximum of 1024 streams.
  • There is a limit of 300 connection attempts every 5 minutes per IP address.

Available Streams​

Trades Streams​

Raw trade information, pushed in real-time.

SBE Message Name: TradesStreamEvent

Stream Name: <symbol>@trade

Update Speed: Real time

Best Bid/Ask Streams​

The best bid and ask price and quantity, pushed in real-time when the order book changes.

[!NOTE] Best bid/ask streams in SBE are the equivalent of bookTicker streams in JSON, except they support auto-culling, and also include the eventTime field.

SBE Message Name: BestBidAskStreamEvent

Stream Name: <symbol>@bestBidAsk

Update Speed: Real time

SBE best bid/ask streams use auto-culling: when our system is under high load, we may drop outdated events instead of queuing all events and delivering them with a delay.

For example, if a best bid/ask event is generated at time T2 when we still have an undelivered event queued at time T1 (where T1 < T2), the event for T1 is dropped, and we will deliver only the event for T2. This is done on a per-symbol basis.

Diff. Depth Streams​

Incremental updates to the order book, pushed at regular intervals. Use this stream to maintain a local order book.

How to manage a local order book.

SBE Message Name: DepthDiffStreamEvent

Stream Name: <symbol>@depth

Update Speed: 100 ms

Partial Book Depth Streams​

Snapshots of the top 20 levels of the order book, pushed at regular intervals.

SBE Message Name: DepthSnapshotStreamEvent

Stream Name: <symbol>@depth20

Update Speed: 100ms