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Change Log

**2022-02-18**

REST

  • The maximum value of limit in GET /dapi/v1/userTrades is adjusted to 1000
**2021-08-18**

REST

  • New field positionAmt as position amount in response of GET /dapi/v1/account
**2021-08-17**

REST

  • New endpoints PUT /dapi/v1/order and PUT /dapi/v1/batchOrders to support limit order modify
  • New endpoint GET /dapi/v1/orderAmendment to get order modify history

WEBSOCKET

  • New type "AMENDMENT" as order modify in Execution Type x of Order Update event ORDER_TRADE_UPDATE
**2021-07-23**

REST

  • New field updateTime as last update time of asset and position in response of GET /dapi/v1/account and GET /dapi/v1/positionRisk
**2021-07-06**

REST

  • New fields in the response of GET /dapi/v1/exchangeInfo:
    • "liquidationFee" for liquidation fee rate
    • "marketTakeBound" for he max price difference rate( from mark price) a market order can make

**2021-05-06**

WEBSOCKET

  • New field "bc" for balance change in event "ACCOUNT_UPDATE"

**2021-04-27**

WEBSOCKET

  • 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.:
    • <symbol>@forceOrder
    • !forceOrder@arr

REST

  • The endpoint GET /dapi/v1/allForceOrders stop being maintained and no longer accepts request.

**2021-03-10**

REST

  • The query time period for endpoint GET /dapi/v1/allForceOrders must be less than 7 days (default as the recent 7 days).

**2021-01-26**

REST RATE LIMIT WEIGHT

  • Following endpoints' weights will be updated to 20 with symbol and 50 without symbol:
    • GET /dapi/v1/allForceOrders
    • GET /dapi/v1/forceOrders

**2021-01-21**

The regular expression rule for newClientOrderId updated as ^[\.A-Z\:/a-z0-9_-]{1,36}$


**2020-12-30**

REST

  • Following DAPI endpoints will use new weight rule based on the parameter "LIMIT" in the request:

    • GET /dapi/v1/klines
    • GET /dapi/v1/continuousKlines
    • GET /dapi/v1/indexPriceKlines
    • GET /dapi/v1/markPriceKlines
  • Following DAPI endpoints' weights will be updated to 20:

    • GET /dapi/v1/historicalTrades
    • GET /dapi/v1/allForceOrders
    • GET /dapi/v1/forceOrders
    • GET /dapi/v1/aggTrades

**2020-11-27**
  • New endpoint GET /dapi/v1/commissionRate to get user commission rate.

**2020-08-16**

WEBSOCKET

  • Websocket Request for user data:
    • <listenKey>@account request for user's account information
    • <listenKey>@balance request for user's account balance
    • <listenKey>@balance request for user's position information

REST

  • New endpoint GET /dapi/v1/adlQuantile to get the positions' ADL quantile estimation values

**2020-08-12**
  • New endpoint GET /dapi/v1/forceOrders to get the user's force orderes.

**2020-08-11**

COIN MARGINED PERPETUAL FUTURES

  • New contract type ("contractType") PERPETUAL for coin margined perpetual futures countract.

  • New fields in the reponse to endpoint GET /dapi/v1/premiumIndex:

    • lastFundingRate for the lasted funding rate of the perpetual futures contract
    • nextFundingTime for the next funding time of the perpetual futures contract
  • New endpoint GET /dapi/v1/fundingRate to get funding rate history of perpetual futures

  • New fields in the payload of WSS <symbol>@markPrice, <symbol>@markPrice@1s, <pair>@markPrice, and <pair>@markPrice@1s:

    • r for the lasted funding rate of the perpetual futures contract
    • T for the next funding time of the perpetual futures contract

**2020-07-22**
  • New endpoints of coin margined futures trading data:
    • GET /futures/data/openInterestHist
    • GET /futures/data/topLongShortAccountRatio
    • GET /futures/data/topLongShortPositionRatio
    • GET /futures/data/globalLongShortAccountRatio
    • GET /futures/data/takerBuySellVol
    • GET /futures/data/basis

**2020-07-17**
  • Weights of endpoint GET /dapi/v1/income has been changed as 20

General Info

testnet#

  • Most of the endpoints can be also used in the testnet platform.
  • The REST baseurl for testnet is "https://testnet.binancefuture.com"
  • The Websocket baseurl for testnet is "wss://dstream.binancefuture.com"

General API Information#

  • The base endpoint is: https://dapi.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:
    1. If there is an error message "Unknown error, please check your request or try again later." returned in the response, the API successfully sent the request 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;
    2. If there is an error message "Service Unavailable." returned in the response, it means this is a failure API operation and the service might be unavailable at the moment, you need to retry later.
    3. If there is an error message "Internal error; unable to process your request. Please try again." returned in the response, it means this is a failure API operation and you can resend your request if you need.

Error Codes and Messages#

  • 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 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 /dapi/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.

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.

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 TypeDescription
NONEEndpoint can be accessed freely.
TRADEEndpoint requires sending a valid API-Key and signature.
USER_DATAEndpoint requires sending a valid API-Key and signature.
USER_STREAMEndpoint requires sending a valid API-Key.
MARKET_DATAEndpoint 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.
  • 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 /dapi/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.

KeyValue
apiKeydbefbc809e3e83c283a984c3a1459732ea7db1360ca80c5c2c8867408d28cc83
secretKey2b5eb11e18796d12d88f13dc27dbbd02c2cc51ff7059765ed9821957d82bb4d9
ParameterValue
symbolBTCUSD_200925
sideBUY
typeLIMIT
timeInForceGTC
quantity1
price9000
recvWindow5000
timestamp1591702613943

Example 1: As a query string#

Example 1

HMAC SHA256 signature:

    $ echo -n "symbol=BTCUSD_200925&side=BUY&type=LIMIT&quantity=1&price=9000&timeInForce=GTC&recvWindow=5000&timestamp=1591702613943" | openssl dgst -sha256 -hmac "2b5eb11e18796d12d88f13dc27dbbd02c2cc51ff7059765ed9821957d82bb4d9"    (stdin)= 21fd819734bf0e5c68740eed892909414d693635c5f7fffab1313925ae13556a

curl command:

    (HMAC SHA256)    $ curl -H "X-MBX-APIKEY: dbefbc809e3e83c283a984c3a1459732ea7db1360ca80c5c2c8867408d28cc83" -X POST 'https://dapi.binance.com/dapi/v1/order?symbol=BTCUSD_200925&side=BUY&type=LIMIT&quantity=1&price=9000&timeInForce=GTC&recvWindow=5000&timestamp=1591702613943&signature= 21fd819734bf0e5c68740eed892909414d693635c5f7fffab1313925ae13556a'
  • queryString:

    symbol=BTCUSD_200925
    &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=BTCUSD_200925&side=BUY&type=LIMIT&quantity=1&price=9000&timeInForce=GTC&recvWindow=5000&timestamp=1591702613943" | openssl dgst -sha256 -hmac "2b5eb11e18796d12d88f13dc27dbbd02c2cc51ff7059765ed9821957d82bb4d9"    (stdin)= 21fd819734bf0e5c68740eed892909414d693635c5f7fffab1313925ae13556a

curl command:

    (HMAC SHA256)    $ curl -H "X-MBX-APIKEY: dbefbc809e3e83c283a984c3a1459732ea7db1360ca80c5c2c8867408d28cc83" -X POST 'https://dapi.binance.com/dapi/v1/order' -d 'symbol=BTCUSD_200925&side=BUY&type=LIMIT&quantity=1&price=9000&timeInForce=GTC&recvWindow=5000&timestamp=1591702613943&signature= 21fd819734bf0e5c68740eed892909414d693635c5f7fffab1313925ae13556a'
  • requestBody:

    symbol=BTCUSD_200925
    &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=BTCUSD_200925&side=BUY&type=LIMIT&quantity=1&price=9000&timeInForce=GTC&recvWindow=5000&timestamp=1591702613943" | openssl dgst -sha256 -hmac "2b5eb11e18796d12d88f13dc27dbbd02c2cc51ff7059765ed9821957d82bb4d9"    (stdin)= 21fd819734bf0e5c68740eed892909414d693635c5f7fffab1313925ae13556a

curl command:

    (HMAC SHA256)    $ curl -H "X-MBX-APIKEY: dbefbc809e3e83c283a984c3a1459732ea7db1360ca80c5c2c8867408d28cc83" -X POST 'https://dapi.binance.com/dapi/v1/order?symbol=BTCUSD_200925&side=BUY&type=LIMIT&timeInForce=GTC' -d 'quantity=1&price=9000&recvWindow=5000&timestamp=1591702613943&signature=21fd819734bf0e5c68740eed892909414d693635c5f7fffab1313925ae13556a'
  • queryString: symbol=BTCUSD_200925&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#

  • symbol refers to the symbol name of a contract symbol
  • pair refers to the underlying symbol of a contracrt symbol
  • 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.
  • margin asset refers to the asset that is the margin of a symbol

ENUM definitions#

Symbol type:

  • DELIVERY_CONTRACT
  • PERPETUAL_CONTRACT

Contract type (contractType):

  • PERPETUAL
  • CURRENT_QUARTER
  • NEXT_QUARTER
  • CURRENT_QUARTER_DELIVERING // Invalid type, only used for DELIVERING status
  • NEXT_QUARTER_DELIVERING // Invalid type, only used for DELIVERING status

Contract status (contractStatus, status):

  • PENDING_TRADING
  • TRADING
  • PRE_DELIVERING
  • DELIVERING
  • DELIVERED

Order status (status):

  • NEW
  • PARTIALLY_FILLED
  • FILLED
  • CANCELED
  • EXPIRED

Order types (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 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#

/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 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#

/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 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#

/exchangeInfo format:

  {    "filterType": "MAX_NUM_ORDERS",    "limit": 200  }

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.

PERCENT_PRICE#

/exchangeInfo format:

  {    "filterType": "PERCENT_PRICE",    "multiplierUp": "1.0500",    "multiplierDown": "0.9500",    "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

Market Data Endpoints

Test Connectivity#

Response:

{}

GET /dapi/v1/ping

Test connectivity to the Rest API.

Weight: 1

Parameters: NONE

Check Server time#

Response:

{  "serverTime": 1499827319559}

GET /dapi/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": 6000,             "rateLimitType": "REQUEST_WEIGHT"         },        {            "interval": "MINUTE",            "intervalNum": 1,            "limit": 6000,            "rateLimitType": "ORDERS"        }    ],    "serverTime": 1565613908500, // Ignore please. If you want to check current server time, please check via "GET /dapi/v1/time"    "symbols": [ // contract symbols        {            "filters": [                {                    "filterType": "PRICE_FILTER",                     "maxPrice": "100000",                     "minPrice": "0.1",                     "tickSize": "0.1"                 },                {                    "filterType": "LOT_SIZE",                     "maxQty": "100000",                     "minQty": "1",                     "stepSize": "1"                 },                {                    "filterType": "MARKET_LOT_SIZE",                     "maxQty": "100000",                     "minQty": "1",                     "stepSize": "1"                 },                {                    "filterType": "MAX_NUM_ORDERS",                     "limit": 200                },                {                    "filterType": "PERCENT_PRICE",                     "multiplierUp": "1.0500",                     "multiplierDown": "0.9500",                     "multiplierDecimal": 4                }            ],            "OrderType": [                 "LIMIT",                 "MARKET",                 "STOP",                "TAKE_PROFIT",                "TRAILING_STOP_MARKET"            ],            "timeInForce": [                "GTC",                "IOC",                "FOK",                "GTX"            ],            "liquidationFee": "0.010000",   // liquidation fee rate            "marketTakeBound": "0.30",  // the max price difference rate( from mark price) a market order can make            "symbol": "BTCUSD_200925", // contract symbol name            "pair": "BTCUSD",  // underlying symbol            "contractType": "CURRENT_QUARTER",             "deliveryDate": 1601020800000,            "onboardDate": 1590739200000,            "contractStatus": "TRADING",             "contractSize": 100,                "quoteAsset": "USD",            "baseAsset": "BTC",               "marginAsset": "BTC",            "pricePrecision": 1,    // please do not use it as tickSize            "quantityPrecision": 0, // please do not use it as stepSize            "baseAssetPrecision": 8,            "quotePrecision": 8,            "equalQtyPrecision": 4,  // ignore            "triggerProtect": "0.0500", // threshold for algo order with "priceProtect"            "maintMarginPercent": "2.5000",  // ignore            "requiredMarginPercent": "5.0000",  // ignore            "underlyingType": "COIN",             "underlyingSubType": []         }    ],    "timezone": "UTC"}

GET /dapi/v1/exchangeInfo

Current exchange trading rules and symbol information

Weight: 1

Parameters: NONE

Order Book#

Response:

{  "lastUpdateId": 16769853,  "symbol": "BTCUSD_PERP", // Symbol  "pair": "BTCUSD",      // Pair  "E": 1591250106370,   // Message output time  "T": 1591250106368,   // Transaction time  "bids": [    [      "9638.0",         // PRICE      "431"             // QTY    ]  ],  "asks": [    [      "9638.2",      "12"    ]  ]}

GET /dapi/v1/depth

Weight:

Adjusted based on the limit:

LimitWeight
5, 10, 20, 502
1005
50010
100020

Parameters:

NameTypeMandatoryDescription
symbolSTRINGYES
limitINTNODefault 500; Valid limits:[5, 10, 20, 50, 100, 500, 1000]

Recent Trades List#

Response:

[  {    "id": 28457,    "price": "9635.0",    "qty": "1",    "baseQty": "0.01037883",    "time": 1591250192508,    "isBuyerMaker": true,  }]

GET /dapi/v1/trades

Get recent market trades

Weight: 1

Parameters:

NameTypeMandatoryDescription
symbolSTRINGYES
limitINTNODefault 500; max 1000.
  • Market trades means trades filled in the order book. Only market trades will be returned, which means the insurance fund trades and ADL trades won't be returned.

Old Trades Lookup (MARKET_DATA)#

Response:

[  {    "id": 595103,    "price": "9642.2",    "qty": "1",    "baseQty": "0.01037108",    "time": 1499865549590,    "isBuyerMaker": true,  }]

GET /dapi/v1/historicalTrades

Get older market historical trades.

Weight: 20

Parameters:

NameTypeMandatoryDescription
symbolSTRINGYES
limitINTNODefault 500; max 1000.
fromIdLONGNOTradeId to fetch from. Default gets most recent trades.
  • Market trades means trades filled in the order book. Only market trades will be returned, which means the insurance fund trades and ADL trades won't be returned.

Compressed/Aggregate Trades List#

Response:

[  {    "a": 416690,            // Aggregate tradeId    "p": "9642.4",          // Price    "q": "3",               // Quantity    "f": 595259,            // First tradeId    "l": 595259,            // Last tradeId    "T": 1591250548649,     // Timestamp    "m": false,             // Was the buyer the maker?  }]

GET /dapi/v1/aggTrades

Get compressed, aggregate trades. Market trades that fill in 100ms with the same price and the same taking side will have the quantity aggregated.

Weight: 20

Parameters:

NameTypeMandatoryDescription
symbolSTRINGYES
fromIdLONGNOID to get aggregate trades from INCLUSIVE.
startTimeLONGNOTimestamp in ms to get aggregate trades from INCLUSIVE.
endTimeLONGNOTimestamp in ms to get aggregate trades until INCLUSIVE.
limitINTNODefault 500; max 1000.
  • If fromId, startTime, and endTime are not sent, the most recent aggregate trades will be returned.
  • Only market trades will be aggregated and returned, which means the insurance fund trades and ADL trades won't be aggregated.
  • Only market trades will be aggregated and returned, which means the insurance fund trades and ADL trades won't be aggregated.

Index Price and Mark Price#

Response:

[    {        "symbol": "BTCUSD_PERP",        "pair": "BTCUSD",        "markPrice": "11029.69574559",  // mark price        "indexPrice": "10979.14437500", // index price        "estimatedSettlePrice": "10981.74168236",  // Estimated Settle Price, only useful in the last hour before the settlement starts.        "lastFundingRate": "0.00071003",     // the lasted funding rate, for perpetual contract symbols only. For delivery symbols, "" will be shown.        "interestRate": "0.00010000",       // the base asset interest rate, for perpetual contract symbols only. For delivery symbols, "" will be shown.        "nextFundingTime": 1596096000000,    // For perpetual contract symbols only. For delivery symbols, 0 will be shown        "time": 1596094042000    },    {        "symbol": "BTCUSD_200925",          "pair": "BTCUSD",        "markPrice": "12077.01343750",        "indexPrice": "10979.10312500",        "estimatedSettlePrice": "10981.74168236",        "lastFundingRate": "",        "interestRate": "",         "nextFundingTime": 0,        "time": 1596094042000    }]

GET /dapi/v1/premiumIndex

Weight: 10

Parameters:

NameTypeMandatoryDescription
symbolSTRINGNO
pairSTRINGNO

Get Funding Rate History of Perpetual Futures#

Response:

[    {        "symbol": "BTCUSD_PERP",        "fundingTime": 1596038400000,           "fundingRate": "-0.00300000"    },    {        "symbol": "BTCUSD_PERP",        "fundingTime": 1596067200000,        "fundingRate": "-0.00300000"    }]

GET /dapi/v1/fundingRate

Weight: 1

Parameters:

NameTypeMandatoryDescription
symbolSTRINGYES
startTimeLONGNOTimestamp in ms to get funding rate from INCLUSIVE.
endTimeLONGNOTimestamp in ms to get funding rate until INCLUSIVE.
limitINTNODefault 100; max 1000
  • empty array will be returned for delivery symbols.

Kline/Candlestick Data#

Response:

[  [    1591258320000,          // Open time    "9640.7",               // Open    "9642.4",               // High    "9640.6",               // Low    "9642.0",               // Close (or latest price)    "206",                  // Volume    1591258379999,          // Close time    "2.13660389",           // Base asset volume    48,                     // Number of trades    "119",                  // Taker buy volume    "1.23424865",           // Taker buy base asset volume    "0"                     // Ignore.  ]]

GET /dapi/v1/klines

Kline/candlestick bars for a symbol.

Klines are uniquely identified by their open time.

Weight: based on parameter LIMIT

LIMITweight
[1,100)1
[100, 500)2
[500, 1000]5
> 100010

Parameters:

NameTypeMandatoryDescription
symbolSTRINGYES
intervalENUMYES
startTimeLONGNO
endTimeLONGNO
limitINTNODefault 500; max 1500.
  • The difference between startTime and endTime can only be up to 200 days

  • Between startTime and endTime, the most recent limit data from endTime will be returned:

    • If startTime and endTime are not sent, current timestamp will be set as endTime, and the most recent data will be returned.
    • If startTime is sent only, the timestamp of 200 days after startTime will be set as endTime(up to the current time)
    • If endTime is sent only, the timestamp of 200 days before endTime will be set as startTime
  • 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

Continuous Contract Kline/Candlestick Data#

Response:

[  [    1591258320000,          // Open time    "9640.7",               // Open    "9642.4",               // High    "9640.6",               // Low    "9642.0",               // Close (or latest price)    "206",                  // Volume    1591258379999,          // Close time    "2.13660389",           // Base asset volume    48,                     // Number of trades    "119",                  // Taker buy volume    "1.23424865",           // Taker buy base asset volume    "0"                     // Ignore.  ]]

GET /dapi/v1/continuousKlines

Kline/candlestick bars for a specific contract type.

Klines are uniquely identified by their open time.

Weight: based on parameter LIMIT

LIMITweight
[1,100)1
[100, 500)2
[500, 1000]5
> 100010

Parameters:

NameTypeMandatoryDescription
pairSTRINGYES
contractTypeENUMYES
intervalENUMYES
startTimeLONGNO
endTimeLONGNO
limitINTNODefault 500; max 1500.
  • The difference between startTime and endTime can only be up to 200 days

  • Between startTime and endTime, the most recent limit data from endTime will be returned:

    • If startTime and endTime are not sent, current timestamp will be set as endTime, and the most recent data will be returned.
    • If startTime is sent only, the timestamp of 200 days after startTime will be set as endTime(up to the current time)
    • If endTime is sent only, the timestamp of 200 days before endTime will be set as startTime
  • Contract type:

    • PERPETUAL
    • CURRENT_QUARTER
    • NEXT_QUARTER

Index Price Kline/Candlestick Data#

Response:

[  [    1591256400000,          // Open time    "9653.69440000",        // Open    "9653.69640000",        // High    "9651.38600000",        // Low    "9651.55200000",        // Close (or latest price)    "0  ",                  // Ignore    1591256459999,          // Close time    "0",                    // Ignore    60,                     // Number of bisic data    "0",                    // Ignore    "0",                    // Ignore    "0"                     // Ignore  ]]

GET /dapi/v1/indexPriceKlines

Kline/candlestick bars for the index price of a pair.

Klines are uniquely identified by their open time.

Weight: based on parameter LIMIT

LIMITweight
[1,100)1
[100, 500)2
[500, 1000]5
> 100010

Parameters:

NameTypeMandatoryDescription
pairSTRINGYES
intervalENUMYES
startTimeLONGNO
endTimeLONGNO
limitINTNODefault 500; max 1500.
  • The difference between startTime and endTime can only be up to 200 days
  • Between startTime and endTime, the most recent limit data from endTime will be returned:
    • If startTime and endTime are not sent, current timestamp will be set as endTime, and the most recent data will be returned.
    • If startTime is sent only, the timestamp of 200 days after startTime will be set as endTime(up to the current time)
    • If endTime is sent only, the timestamp of 200 days before endTime will be set as startTime

Mark Price Kline/Candlestick Data#

Response:

[  [    1591256460000,          // Open time    "9653.29201333",        // Open    "9654.56401333",        // High    "9653.07367333",        // Low    "9653.07367333",        // Close (or latest price)    "0  ",                  // Ignore    1591256519999,          // Close time    "0",                    // Ignore    60,                     // Number of bisic data    "0",                    // Ignore    "0",                    // Ignore    "0"                     // Ignore  ]]

GET /dapi/v1/markPriceKlines

Kline/candlestick bars for the mark price of a symbol.

Klines are uniquely identified by their open time.

Weight: based on parameter LIMIT

LIMITweight
[1,100)1
[100, 500)2
[500, 1000]5
> 100010

Parameters:

NameTypeMandatoryDescription
symbolSTRINGYES
intervalENUMYES
startTimeLONGNO
endTimeLONGNO
limitINTNODefault 500; max 1500.
  • The difference between startTime and endTime can only be up to 200 days
  • Between startTime and endTime, the most recent limit data from endTime will be returned:
    • If startTime and endTime are not sent, current timestamp will be set as endTime, and the most recent data will be returned.
    • If startTime is sent only, the timestamp of 200 days after startTime will be set as endTime(up to the current time)
    • If endTime is sent only, the timestamp of 200 days before endTime will be set as startTime

24hr Ticker Price Change Statistics#

Response:

[    {        "symbol": "BTCUSD_200925",        "pair": "BTCUSD",        "priceChange": "136.6",        "priceChangePercent": "1.436",        "weightedAvgPrice": "9547.3",        "lastPrice": "9651.6",        "lastQty": "1",        "openPrice": "9515.0",        "highPrice": "9687.0",        "lowPrice": "9499.5",        "volume": "494109",        "baseVolume": "5192.94797687",        "openTime": 1591170300000,        "closeTime": 1591256718418,        "firstId": 600507, // First tradeId        "lastId": 697803,  // Last tradeId        "count": 97297    // Trade count        }]

GET /dapi/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:

NameTypeMandatoryDescription
symbolSTRINGNO
pairSTRINGNO
  • Symbol and pair cannot be sent together
  • If a pair is sent,tickers for all symbols of the pair will be returned
  • If either a pair or symbol is sent, tickers for all symbols of all pairs will be returned

Symbol Price Ticker#

Response:

[    {        "symbol": "BTCUSD_200626",          "ps": "9647.8",             // pair         "price": "9647.8",              "time": 1591257246176      }]

GET /dapi/v1/ticker/price

Latest price for a symbol or symbols.

Weight:
1 for a single symbol;
2 when the symbol parameter is omitted

Parameters:

NameTypeMandatoryDescription
symbolSTRINGNO
pairSTRINGNO
  • Symbol and pair cannot be sent together
  • If a pair is sent,tickers for all symbols of the pair will be returned
  • If either a pair or symbol is sent, tickers for all symbols of all pairs will be returned

Symbol Order Book Ticker#

[    {        "symbol": "BTCUSD_200626",        "pair": "BTCUSD",        "bidPrice": "9650.1",        "bidQty": "16",        "askPrice": "9650.3",        "askQty": "7",        "time": 1591257300345    }]

GET /dapi/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:

NameTypeMandatoryDescription
symbolSTRINGNO
pairSTRINGNO
  • Symbol and pair cannot be sent together
  • If a pair is sent,tickers for all symbols of the pair will be returned
  • If either a pair or symbol is sent, tickers for all symbols of all pairs will be returned

Open Interest#

Response:

{    "symbol": "BTCUSD_200626",    "pair": "BTCUSD",    "openInterest": "15004",    "contractType": "CURRENT_QUARTER",    "time": 1591261042378}

Get present open interest of a specific symbol.

GET /dapi/v1/openInterest

Weight: 1

Parameters:

NameTypeMandatoryDescription
symbolSTRINGYES

Open Interest Statistics#

Response:

[     {      "pair": "BTCUSD",      "contractType": "CURRENT_QUARTER",      "sumOpenInterest": "20403",  //unit: cont      "sumOpenInterestValue": "176196512.23400000", //unit: base asset      "timestamp": 1591261042378   },   {     "pair": "BTCUSD",      "contractType": "CURRENT_QUARTER",      "sumOpenInterest": "20401",        "sumOpenInterestValue": "176178704.98700000",       "timestamp": 1583128200000   }]

GET /futures/data/openInterestHist

Weight: 1

Parameters:

NameTypeMandatoryDescription
pairSTRINGYESBTCUSD
contractTypeENUMYESALL, CURRENT_QUARTER, NEXT_QUARTER, PERPETUAL
periodENUMYES"5m","15m","30m","1h","2h","4h","6h","12h","1d"
limitLONGNODefault 30,Max 500
startTimeLONGNO
endTimeLONGNO
  • 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)#

Response:

[     {      "pair": "BTCUSD",      "longShortRatio": "1.8105",      "longAccount": "0.6442",  //64.42%      "shortAccount": "0.3558",  //35.58%      "timestamp": 1591261042378   },   {     "pair": "BTCUSD",      "longShortRatio": "1.1110",      "longAccount": "0.5263",        "shortAccount": "0.4737",        "timestamp": 1592870400000    }]

GET /futures/data/topLongShortAccountRatio

Weight: 1

Parameters:

NameTypeMandatoryDescription
pairSTRINGYESBTCUSD
periodENUMYES"5m","15m","30m","1h","2h","4h","6h","12h","1d"
limitLONGNODefault 30,Max 500
startTimeLONGNO
endTimeLONGNO
  • 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)#

Response:

[     {      "pair": "BTCUSD",      "longShortRatio": "0.7869",      "longPosition": "0.6442",  //64.42%      "shortPosition": "0.4404",  //44.04%      "timestamp": 1592870400000   },   {     "pair": "BTCUSD",      "longShortRatio": "1.1231",      "longPosition": "0.2363",        "shortPosition": "0.4537",        "timestamp": 1592956800000    }]

GET /futures/data/topLongShortPositionRatio

Weight: 1

Parameters:

NameTypeMandatoryDescription
pairSTRINGYESBTCUSD
periodENUMYES"5m","15m","30m","1h","2h","4h","6h","12h","1d"
limitLONGNODefault 30,Max 500
startTimeLONGNO
endTimeLONGNO
  • 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#

Response:

[     {      "pair": "BTCUSD",      "longShortRatio": "0.1960",      "longAccount": "0.6622",  //66.22%      "shortAccount": "0.3378",  //33.78%      "timestamp": 1583139600000   },   {     "pair": "BTCUSD",      "longShortRatio": "1.9559",      "longAccount": "0.6617",        "shortAccount": "0.3382",        "timestamp": 1583139900000    }]

GET /futures/data/globalLongShortAccountRatio

Weight: 1

Parameters:

NameTypeMandatoryDescription
pairSTRINGYESBTCUSD
periodENUMYES"5m","15m","30m","1h","2h","4h","6h","12h","1d"
limitLONGNODefault 30,Max 500
startTimeLONGNO
endTimeLONGNO
  • 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#

Response:

[     {      "pair": "BTCUSD",      "contractType": CURRENT_QUARTER,      "takerBuyVol": "387",  //unit: cont      "takerSellVol": "248",  //unit: cont      "takerBuyVolValue": "2342.1220", //unit: base asset      "takerSellVolValue": "4213.9800", //unit: base asset      "timestamp": 1591261042378   },   {     "pair": "BTCUSD",      "contractType": CURRENT_QUARTER,      "takerBuyVol": "234",  //unit: cont      "takerSellVol": "121",  //unit: cont      "takerBuyVolValue": "4563.1320", //unit: base asset      "takerSellVolValue": "3313.3940", //unit: base asset      "timestamp": 1585615200000   }]

GET /futures/data/takerBuySellVol

Weight: 1

Parameters:

NameTypeMandatoryDescription
pairSTRINGYESBTCUSD
contractTypeENUMYESALL, CURRENT_QUARTER, NEXT_QUARTER, PERPETUAL
periodENUMYES"5m","15m","30m","1h","2h","4h","6h","12h","1d"
limitLONGNODefault 30,Max 500
startTimeLONGNO
endTimeLONGNO
  • If startTime and endTime are not sent, the most recent data is returned.
  • Only the data of the latest 30 days is available.

Basis#

Response:

[     {      "pair": "BTCUSD",      "contractType": CURRENT_QUARTER,      "futuresPrice": "9753.22",        "indexPrice": "9746.78",       "basis": "5.14",       "basisRate": "0.0017",  //0.17%      "timestamp": 1591261042378   },   {     "pair": "BTCUSD",      "contractType": CURRENT_QUARTER,     "futuresPrice": "9353.22",        "indexPrice": "9336.78",       "basis": "2.14",       "basisRate": "0.0017",       "timestamp": 1585615200000   }]

GET /futures/data/basis

Weight: 1

Parameters:

NameTypeMandatoryDescription
pairSTRINGYESBTCUSD
contractTypeENUMYESCURRENT_QUARTER, NEXT_QUARTER, PERPETUAL
periodENUMYES"5m","15m","30m","1h","2h","4h","6h","12h","1d"
limitLONGNODefault 30,Max 500
startTimeLONGNO
endTimeLONGNO
  • If startTime and endTime are not sent, the most recent data is returned.
  • Only the data of the latest 30 days is available.

Websocket Market Streams

  • The base endpoint is: wss://dstream.binance.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, pairs, and contract types 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#

Response

{  "result": null,  "id": 1}
  • Request

    {    

    "method": "SUBSCRIBE",
    "params":
    [
    "btcusd_200925@aggTrade",
    "btcusd_200925@depth"
    ],
    "id": 1
    }

Unsubscribe to a stream#

Response

{  "result": null,  "id": 312}
  • Request

    {
    "method": "UNSUBSCRIBE",
    "params":
    [
    "btcusd_200925@depth"
    ],
    "id": 312
    }

Listing Subscriptions#

Response

{  "result": [    "btcusd_200925@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
    }

Aggregate Trade Streams#

Payload:

{  "e":"aggTrade",       // Event type  "E":1591261134288,    // Event time  "a":424951,           // Aggregate trade ID  "s":"BTCUSD_200626",  // Symbol  "p":"9643.5",         // Price  "q":"2",              // Quantity  "f":606073,           // First trade ID  "l":606073,           // Last trade ID  "T":1591261134199,    // Trade time  "m":false             // Is the buyer the market maker?}

The Aggregate Trade Streams push market trade information that is aggregated for fills with same price and taking side every 100 milliseconds.

Stream Name:
<symbol>@aggTrade

Update Speed: 100ms

Index Price Stream#

Payload:

  {    "e": "indexPriceUpdate",  // Event type    "E": 1591261236000,       // Event time    "i": "BTCUSD",            // Pair    "p": "9636.57860000",     // Index Price  }

Stream Name:
<pair>@indexPrice OR <pair>@indexPrice@1s

Update Speed: 3000ms OR 1000ms

Mark Price Stream#

Payload:

{    "e":"markPriceUpdate",  // Event type    "E":1596095725000,      // Event time    "s":"BTCUSD_201225",    // Symbol    "p":"10934.62615417",   // Mark Price    "P":"10962.17178236",   // Estimated Settle Price, only useful in the last hour before the settlement starts.    "r":"",                 // funding rate for perpetual symbol, "" will be shown for delivery symbol    "T":0                   // next funding time for perpetual symbol, 0 will be shown for delivery symbol}

Stream Name:
<symbol>@markPrice OR <symbol>@markPrice@1s

Update Speed: 3000ms OR 1000ms

Mark Price of All Symbols of a Pair#

Payload:

[   {    "e":"markPriceUpdate",  // Event type    "E":1596095725000,      // Event time    "s":"BTCUSD_201225",    // Symbol    "p":"10934.62615417",   // Mark Price    "P":"10962.17178236",   // Estimated Settle Price, only useful in the last hour before the settlement starts.    "r":"",                 // funding rate for perpetual symbol, "" will be shown for delivery symbol    "T":0                   // next funding time for perpetual symbol, 0 will be shown for delivery symbol  },  {    "e":"markPriceUpdate",    "E":1596095725000,    "s":"BTCUSD_PERP",    "p":"11012.31359011",    "P":"10962.17178236",    "r":"0.00000000",    "T":1596096000000  }]

Stream Name:
<pair>@markPrice OR <pair>@markPrice@1s

Update Speed: 3000ms OR 1000ms

Kline/Candlestick Streams#

Payload:

{  "e":"kline",              // Event type  "E":1591261542539,        // Event time  "s":"BTCUSD_200626",      // Symbol  "k":{    "t":1591261500000,      // Kline start time    "T":1591261559999,      // Kline close time    "s":"BTCUSD_200626",    // Symbol    "i":"1m",               // Interval    "f":606400,             // First trade ID    "L":606430,             // Last trade ID    "o":"9638.9",           // Open price    "c":"9639.8",           // Close price    "h":"9639.8",           // High price    "l":"9638.6",           // Low price    "v":"156",              // volume    "n":31,                 // Number of trades    "x":false,              // Is this kline closed?    "q":"1.61836886",       // Base asset volume    "V":"73",               // Taker buy volume    "Q":"0.75731156",       // Taker buy base asset volume    "B":"0"                 // 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>

e.g. "btcusd_200626@kline_1m"

Update Speed: 250ms

Continuous Contract Kline/Candlestick Streams#

Payload:

{  "e":"continuous_kline",   // Event type  "E":1591261542539,        // Event time  "ps":"BTCUSD",            // Pair  "ct":"NEXT_QUARTER"       // Contract type  "k":{    "t":1591261500000,      // Kline start time    "T":1591261559999,      // Kline close time    "i":"1m",               // Interval    "f":606400,             // First trade ID    "L":606430,             // Last trade ID    "o":"9638.9",           // Open price    "c":"9639.8",           // Close price    "h":"9639.8",           // High price    "l":"9638.6",           // Low price    "v":"156",              // volume    "n":31,                 // Number of trades    "x":false,              // Is this kline closed?    "q":"1.61836886",       // Base asset volume    "V":"73",               // Taker buy volume    "Q":"0.75731156",       // Taker buy base asset volume    "B":"0"                 // Ignore  }}

Contract type:

  • perpetual
  • 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. "btcusd_next_quarter@continuousKline_1m"

Update Speed: 250ms

Index Kline/Candlestick Streams#

Payload:


{  "e":"indexPrice_kline",       // Event Name  "E":1591267070033,            // Event Time  "ps":"BTCUSD",                // Pair  "k":{    "t":1591267020000,          // Kline start time    "T":1591267079999,          // Kline close time    "s":"0",                    // ignore    "i":"1m",                   // Interval    "f":1591267020000,          // ignore    "L":1591267070000,          // ignore    "o":"9542.21900000",        // Open price    "c":"9542.50440000",        // Close price    "h":"9542.71640000",        // High price    "l":"9542.21040000",        // Low price    "v":"0",                    // ignore    "n":51,                     // Number of basic data    "x":false,                  // Is this kline closed?    "q":"0",                    // ignore    "V":"0",                    // ignore    "Q":"0",                    // ignore    "B":"0"                     // ignore  }}

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>@indexPriceKline_<interval>

e.g. "btcusd@indexPriceKline_1m"

Update Speed: 250ms

Mark Price Kline/Candlestick Streams#

Payload:

{  "e":"markPrice_kline",        // Event Name  "E":1591267398004,            // Event Time  "ps":"BTCUSD",                // Pair  "k":{    "t":1591267380000,          // Kline start time    "T":1591267439999,          // Kline close time    "s":"BTCUSD_200626",        // Symbol    "i":"1m",                   // Interval    "f":1591267380000,          // ignore    "L":1591267398000,          // ignore    "o":"9539.67161333",        // Open price    "c":"9540.82761333",        // Close price    "h":"9540.82761333",        // High price    "l":"9539.66961333",        // Low price    "v":"0",                    // ignore    "n":19,                     // Number of basic data    "x":false,                  // Is this kline closed?    "q":"0",                    // ignore    "V":"0",                    // ignore    "Q":"0",                    // ignore    "B":"0"                     // ignore  }}

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>@markPriceKline_<interval>

e.g. "btcusd_200626@markPriceKline_1m"

Update Speed: 250ms

Individual Symbol Mini Ticker Stream#

Payload:

{  "e":"24hrMiniTicker",         // Event type  "E":1591267704450,            // Event time  "s":"BTCUSD_200626",          // Symbol  "ps":"BTCUSD",                // Pair  "c":"9561.7",                 // Close price  "o":"9580.9",                 // Open price  "h":"10000.0",                // High price  "l":"7000.0",                 // Low price  "v":"487476",                 // Total traded volume  "q":"33264343847.22378500"    // Total traded base 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":1591267704450,            // Event time      "s":"BTCUSD_200626",          // Symbol      "ps":"BTCUSD",                // Pair      "c":"9561.7",                 // Close price      "o":"9580.9",                 // Open price      "h":"10000.0",                // High price      "l":"7000.0",                 // Low price      "v":"487476",                 // Total traded volume      "q":"33264343847.22378500"    // Total traded base 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":1591268262453,            // Event time  "s":"BTCUSD_200626",          // Symbol  "ps":"BTCUSD",                // Pair  "p":"-43.4",                  // Price change  "P":"-0.452",                 // Price change percent  "w":"0.00147974",             // Weighted average price  "c":"9548.5",                 // Last price  "Q":"2",                      // Last quantity  "o":"9591.9",                 // Open price  "h":"10000.0",                // High price  "l":"7000.0",                 // Low price  "v":"487850",                 // Total traded volume  "q":"32968676323.46222700",   // Total traded base asset volume  "O":1591181820000,            // Statistics open time  "C":1591268262442,            // Statistics close time  "F":512014,                   // First trade ID  "L":615289,                   // Last trade Id  "n":103272                    // 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":1591268262453,            // Event time      "s":"BTCUSD_200626",          // Symbol      "ps":"BTCUSD",                // Pair      "p":"-43.4",                  // Price change      "P":"-0.452",                 // Price change percent      "w":"0.00147974",             // Weighted average price      "c":"9548.5",                 // Last price      "Q":"2",                      // Last quantity      "o":"9591.9",                 // Open price      "h":"10000.0",                // High price      "l":"7000.0",                 // Low price      "v":"487850",                 // Total traded volume      "q":"32968676323.46222700",   // Total traded base asset volume      "O":1591181820000,            // Statistics open time      "C":1591268262442,            // Statistics close time      "F":512014,                   // First trade ID      "L":615289,                   // Last trade Id      "n":103272                    // 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":17242169,             // Order book update Id  "s":"BTCUSD_200626",      // Symbol  "ps":"BTCUSD",            // Pair  "b":"9548.1",             // Best bid price  "B":"52",                 // Best bid qty  "a":"9548.5",             // Best ask price  "A":"11",                 // Best ask qty  "T":1591268628155,        // Transaction time  "E":1591268628166         // Event time}

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": 1591154240950,                 // Event Time    "o":{            "s":"BTCUSD_200925",        // Symbol        "ps": "BTCUSD",                 // Pair        "S":"SELL",                     // Side        "o":"LIMIT",                    // Order Type        "f":"IOC",                      // Time in Force        "q":"1",                        // Original Quantity        "p":"9425.5",                   // Price        "ap":"9496.5",                  // Average Price        "X":"FILLED",                   // Order Status        "l":"1",                        // Order Last Filled Quantity        "z":"1",                        // Order Filled Accumulated Quantity        "T": 1591154240949,             // Order Trade Time        }}

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:  <symbol>@forceOrder

Update Speed: 1000ms

##All Market Liquidation Order Streams

Payload:

{
    "e":"forceOrder",                   // Event Type    "E": 1591154240950,                 // Event Time    "o":{            "s":"BTCUSD_200925",        // Symbol        "ps": "BTCUSD",                 // Pair        "S":"SELL",                     // Side        "o":"LIMIT",                    // Order Type        "f":"IOC",                      // Time in Force        "q":"1",                        // Original Quantity        "p":"9425.5",                   // Price        "ap":"9496.5",                  // Average Price        "X":"FILLED",                   // Order Status        "l":"1",                        // Order Last Filled Quantity        "z":"1",                        // Order Filled Accumulated Quantity        "T": 1591154240949,             // Order Trade Time        }}

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#

Payload:

{  "e":"depthUpdate",        // Event type  "E":1591269996801,        // Event time  "T":1591269996646,        // Transaction time  "s":"BTCUSD_200626",      // Symbol  "ps":"BTCUSD",            // Pair  "U":17276694,  "u":17276701,  "pu":17276678,  "b":[                     // Bids to be updated    [      "9523.0",             // Price Level      "5"                   // Quantity    ],    [      "9522.8",      "8"    ],    [      "9522.6",      "2"    ],    [      "9522.4",      "1"    ],    [      "9522.0",      "5"    ]  ],  "a":[                     // Asks to be updated    [      "9524.6",             // Price level to be      "2"                   // Quantity    ],    [      "9524.7",      "3"    ],    [      "9524.9",      "16"    ],    [      "9525.1",      "10"    ],    [      "9525.3",      "6"    ]  ]}

Top <levels> bids and asks, Valid <levels> are 5, 10, or 20.

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": 1591270260907,           // Event time  "T": 1591270260891,           // Transction time  "s": "BTCUSD_200626",         // Symbol  "ps": "BTCUSD",               // Pair  "U": 17285681,                // First update ID in event  "u": 17285702,                // Final update ID in event  "pu": 17285675,               // Final update Id in last stream(ie `u` in last stream)  "b": [                        // Bids to be updated    [      "9517.6",                 // Price level to be updated      "10"                      // Quantity    ]  ],  "a": [                        // Asks to be updated    [      "9518.5",                 // Price level to be updated      "45"                      // Quantity    ]  ]}

Bids and asks, pushed every 250 milliseconds, 500 milliseconds, or 100 milliseconds

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#

  1. Open a stream to wss://dstream.binance.com/stream?streams=btcusd_200925@depth.
  2. Buffer the events you receive from the stream. For same price, latest received update covers the previous one.
  3. Get a depth snapshot from https://dapi.binance.com/dapi/v1/depth?symbol=BTCUSD_200925&limit=1000 .
  4. Drop any event where u is < lastUpdateId in the snapshot
  5. The first processed event should have U <= lastUpdateId AND u >= lastUpdateId
  6. 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.
  7. The data in each event is the absolute quantity for a price level
  8. If the quantity is 0, remove the price level
  9. Receiving an event that removes a price level that is not in your local order book can happen and is normal.

Account/Trades Endpoints

New Future Account Transfer#

Please find details from here.

Get Future Account Transaction History List#

Please find details from here.

Change Position Mode(TRADE)#

Response:

{    "code": 200,    "msg": "success"}

POST /dapi/v1/positionSide/dual (HMAC SHA256)

Change user's position mode (Hedge Mode or One-way Mode ) on EVERY symbol

Weight: 1

Parameters:

NameTypeMandatoryDescription
dualSidePositionSTRINGYES"true": Hedge Mode; "false": One-way Mode
recvWindowLONGNO
timestampLONGYES

Get Current Position Mode(USER_DATA)#

Response:

{    "dualSidePosition": true // "true": Hedge Mode; "false": One-way Mode}

GET /dapi/v1/positionSide/dual (HMAC SHA256)

Get user's position mode (Hedge Mode or One-way Mode ) on EVERY symbol

Weight: 30

Parameters:

NameTypeMandatoryDescription
recvWindowLONGNO
timestampLONGYES

New Order (TRADE)#

Response:

{    "clientOrderId": "testOrder",    "cumQty": "0",    "cumBase": "0",    "executedQty": "0",    "orderId": 22542179,    "avgPrice": "0.0",    "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": "BTCUSD_200925",    "pair": "BTCUSD",    "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 /dapi/v1/order (HMAC SHA256)

Send in a new order.

Weight: 1

Parameters:

NameTypeMandatoryDescription
symbolSTRINGYES
sideENUMYES
positionSideENUMNODefault BOTH for One-way Mode ; LONG or SHORT for Hedge Mode. It must be sent in Hedge Mode.
typeENUMYES
timeInForceENUMNO
quantityDECIMALNOCannot be sent with closePosition=true
reduceOnlySTRINGNO"true" or "false". default "false". Cannot be sent in Hedge Mode; cannot be sent with closePosition=true(Close-All)
priceDECIMALNO
newClientOrderIdSTRINGNOA unique id among open orders. Automatically generated if not sent. Can only be string following the rule: ^[\.A-Z\:/a-z0-9_-]{1,36}$
stopPriceDECIMALNOUsed with STOP/STOP_MARKET or TAKE_PROFIT/TAKE_PROFIT_MARKET orders.
closePositionSTRINGNOtrue, false;Close-All,used with STOP_MARKET or TAKE_PROFIT_MARKET.
activationPriceDECIMALNOUsed with TRAILING_STOP_MARKET orders, default as the latest price(supporting different workingType)
callbackRateDECIMALNOUsed with TRAILING_STOP_MARKET orders, min 0.1, max 5 where 1 for 1%
workingTypeENUMNOstopPrice triggered by: "MARK_PRICE", "CONTRACT_PRICE". Default "CONTRACT_PRICE"
priceProtectSTRINGNO"TRUE" or "FALSE", default "FALSE". Used with STOP/STOP_MARKET or TAKE_PROFIT/TAKE_PROFIT_MARKET orders.
newOrderRespTypeENUMNO"ACK", "RESULT", default "ACK"
recvWindowLONGNO
timestampLONGYES

Additional mandatory parameters based on type:

TypeAdditional mandatory parameters
LIMITtimeInForce, quantity, price
MARKETquantity
STOP/TAKE_PROFITprice, stopPrice
STOP_MARKET/TAKE_PROFIT_MARKETstopPrice
TRAILING_STOP_MARKETcallbackRate
  • 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 parameterpriceProtectis 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 /dapi/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 <= the highest price * (1 - 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 parameter
    • 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)#

Response:

[    {        "clientOrderId": "testOrder",        "cumQty": "0",        "cumBase": "0",        "executedQty": "0",        "orderId": 22542179,        "avgPrice": "0.0",        "origQty": "10",        "price": "0",        "reduceOnly": false,        "side": "BUY",        "positionSide": "SHORT",        "status": "NEW",        "stopPrice": "9300",             // please ignore when order type is TRAILING_STOP_MARKET        "symbol": "BTCUSD_200925",        "pair": "BTCUSD",        "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 /dapi/v1/batchOrders (HMAC SHA256)

Weight: 5

Parameters:

NameTypeMandatoryDescription
batchOrdersundefinedYESorder list. Max 5 orders
recvWindowLONGNO
timestampLONGYES

Where batchOrders is the list of order parameters in JSON

NameTypeMandatoryDescription
symbolSTRINGYES
sideENUMYES
positionSideENUMNODefault BOTH for One-way Mode ; LONG or SHORT for Hedge Mode. It must be sent with Hedge Mode.
typeENUMYES
timeInForceENUMNO
quantityDECIMALYES
reduceOnlySTRINGNO"true" or "false". default "false".
priceDECIMALNO
newClientOrderIdSTRINGNOA unique id among open orders. Automatically generated if not sent. Can only be string following the rule: ^[\.A-Z\:/a-z0-9_-]{1,36}$
stopPriceDECIMALNOUsed with STOP/STOP_MARKET or TAKE_PROFIT/TAKE_PROFIT_MARKET orders.
activationPriceDECIMALNOUsed with TRAILING_STOP_MARKET orders, default as the latest price(supporting different workingType)
callbackRateDECIMALNOUsed with TRAILING_STOP_MARKET orders, min 0.1, max 4 where 1 for 1%
workingTypeENUMNOstopPrice triggered by: "MARK_PRICE", "CONTRACT_PRICE". Default "CONTRACT_PRICE"
priceProtectSTRINGNO"TRUE" or "FALSE", default "FALSE". Used with STOP/STOP_MARKET or TAKE_PROFIT/TAKE_PROFIT_MARKET orders.
newOrderRespTypeENUMNO"ACK", "RESULT", default "ACK"
  • Parameter 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": "0.0",    "clientOrderId": "abc",    "cumBase": "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": "BTCUSD_200925",    "pair": "BTCUSD",    "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 /dapi/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 + 30 days < current time

Parameters:

NameTypeMandatoryDescription
symbolSTRINGYES
orderIdLONGNO
origClientOrderIdSTRINGNO
recvWindowLONGNO
timestampLONGYES

Notes:

  • Either orderId or origClientOrderId must be sent.

Cancel Order (TRADE)#

Response:

{    "avgPrice": "0.0",    "clientOrderId": "myOrder1",    "cumQty": "0",    "cumBase": "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": "BTCUSD_200925",    "pair": "BTCUSD",    "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 /dapi/v1/order (HMAC SHA256)

Cancel an active order.

Weight: 1

Parameters:

NameTypeMandatoryDescription
symbolSTRINGYES
orderIdLONGNO
origClientOrderIdSTRINGNO
recvWindowLONGNO
timestampLONGYES

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 /dapi/v1/allOpenOrders (HMAC SHA256)

Weight: 1

Parameters:

NameTypeMandatoryDescription
symbolSTRINGYES
recvWindowLONGNO
timestampLONGYES

Cancel Multiple Orders (TRADE)#

Response:

[    {        "avgPrice": "0.0",        "clientOrderId": "myOrder1",        "cumQty": "0",        "cumBase": "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": "BTCUSD_200925",        "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        "workingType": "CONTRACT_PRICE",        "priceProtect": false,              // if conditional order trigger is protected        "updateTime": 1571110484038    },    {        "code": -2011,        "msg": "Unknown order sent."    }]

DELETE /dapi/v1/batchOrders (HMAC SHA256)

Weight: 1

Parameters:

NameTypeMandatoryDescription
symbolSTRINGYES
orderIdListLIST\<LONG>NOmax length 10
e.g. [1234567,2345678]
origClientOrderIdListLIST\<STRING>NOmax length 10
e.g. ["my_id_1","my_id_2"], encode the double quotes. No space after comma.
recvWindowLONGNO
timestampLONGYES

Either orderIdList or origClientOrderIdList must be sent.

Auto-Cancel All Open Orders (TRADE)#

Response:

{    "symbol": "BTCUSD_200925",     "countdownTime": "100000"}

Cancel all open orders of the specified symbol at the end of the specified countdown.

POST /dapi/v1/countdownCancelAll (HMAC SHA256)

Weight: 10

Parameters:

NameTypeMandatoryDescription
symbolSTRINGYES
countdownTimeLONGYEScountdown time, 1000 for 1 second. 0 to cancel the timer
recvWindowLONGNO
timestampLONGYES
  • 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": "0.0",                  "clientOrderId": "abc",                 "cumBase": "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": "BTCUSD_200925",    "pair": "BTCUSD"    "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 /dapi/v1/openOrder (HMAC SHA256)

Weight: 1

Parameters:

NameTypeMandatoryDescription
symbolSTRINGYES
orderIdLONGNO
origClientOrderIdSTRINGNO
recvWindowLONGNO
timestampLONGYES
  • EitherorderId 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)#

Response:

[  {    "avgPrice": "0.0",    "clientOrderId": "abc",    "cumBase": "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": "BTCUSD_200925",    "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 /dapi/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 for mutltiple symbols

Parameters:

NameTypeMandatoryDescription
symbolSTRINGNO
pairSTRINGNO
recvWindowLONGNO
timestampLONGYES

All Orders (USER_DATA)#

Response:

[  {    "avgPrice": "0.0",    "clientOrderId": "abc",    "cumBase": "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": "BTCUSD_200925",    "pair": "BTCUSD",    "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 /dapi/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 + 30 days < current time

Weight:

20 with symbol 40 with pair

Parameters:

NameTypeMandatoryDescription
symbolSTRINGNO
pairSTRINGNO
orderIdLONGNO
startTimeLONGNO
endTimeLONGNO
limitINTNODefault 50; max 100.
recvWindowLONGNO
timestampLONGYES

Notes:

  • Either symbol or pair must be sent.
  • If orderId is set, it will get orders >= that orderId. Otherwise most recent orders are returned.

Futures Account Balance (USER_DATA)#

Response:

[    {        "accountAlias": "SgsR",    // unique account code        "asset": "BTC",        "balance": "0.00250000",        "withdrawAvailable": "0.00250000",        "crossWalletBalance": "0.00241969",        "crossUnPnl": "0.00000000",        "availableBalance": "0.00241969",        "updateTime": 1592468353979    }]

GET /dapi/v1/balance (HMAC SHA256)

Weight: 1

Parameters:

NameTypeMandatoryDescription
recvWindowLONGNO
timestampLONGYES

Account Information (USER_DATA)#

Response:


{    "assets": [        {            "asset": "BTC",  // asset name             "walletBalance": "0.00241969",  // total wallet balance            "unrealizedProfit": "0.00000000",  // unrealized profit or loss            "marginBalance": "0.00241969",  // margin balance            "maintMargin": "0.00000000",    // maintenance margin            "initialMargin": "0.00000000",  // total intial margin required with the latest mark price            "positionInitialMargin": "0.00000000",  // positions" margin required with the latest mark price            "openOrderInitialMargin": "0.00000000",  // open orders" intial margin required with the latest mark price            "maxWithdrawAmount": "0.00241969",  // available amount for transfer out            "crossWalletBalance": "0.00241969",  // wallet balance for crossed margin            "crossUnPnl": "0.00000000",  // total unrealized profit or loss of crossed positions            "availableBalance": "0.00241969"  // available margin balance        }     ],     "positions": [         {            "symbol": "BTCUSD_201225",            "positionAmt":"0",  // position amount            "initialMargin": "0",            "maintMargin": "0",            "unrealizedProfit": "0.00000000",            "positionInitialMargin": "0",            "openOrderInitialMargin": "0",            "leverage": "125",            "isolated": false,            "positionSide": "BOTH", // BOTH means that it is the position of One-way Mode              "entryPrice": "0.0",            "maxQty": "50",  // maximum quantity of base asset            "updateTime": 0        },        {            "symbol": "BTCUSD_201225",            "positionAmt":"0",            "initialMargin": "0",            "maintMargin": "0",            "unrealizedProfit": "0.00000000",            "positionInitialMargin": "0",            "openOrderInitialMargin": "0",            "leverage": "125",            "isolated": false,            "positionSide": "LONG",  // LONG or SHORT means that it is the position of Hedge Mode             "entryPrice": "0.0",            "maxQty": "50",            "updateTime": 0        },        {            "symbol": "BTCUSD_201225",            "positionAmt":"0",            "initialMargin": "0",            "maintMargin": "0",            "unrealizedProfit": "0.00000000",            "positionInitialMargin": "0",            "openOrderInitialMargin": "0",            "leverage": "125",            "isolated": false,            "positionSide": "SHORT",  // LONG or SHORT means that it is the position of Hedge Mode             "entryPrice": "0.0",            "maxQty": "50"            "updateTime":1627026881327        }     ],     "canDeposit": true,     "canTrade": true,     "canWithdraw": true,     "feeTier": 2,     "updateTime": 0 }

GET /dapi/v1/account (HMAC SHA256)

Get current account information.

Weight: 5

Parameters:

NameTypeMandatoryDescription
recvWindowLONGNO
timestampLONGYES
  • for One-way Mode user, the "positions" will only show the "BOTH" positions
  • for Hedge Mode user, the "positions" will show "BOTH", "LONG", and "SHORT" positions.

Change Initial Leverage (TRADE)#

Response:

{    "leverage": 21,    "maxQty": "1000",  // maximum quantity of base asset    "symbol": "BTCUSD_200925"}

POST /dapi/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:

NameTypeMandatoryDescription
symbolSTRINGYES
leverageINTYEStarget initial leverage: int from 1 to 125
recvWindowLONGNO
timestampLONGYES

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 /dapi/v1/marginType (HMAC SHA256)

Weight: 1

Parameters:

NameTypeMandatoryDescription
symbolSTRINGYES
marginTypeENUMYESISOLATED, CROSSED
recvWindowLONGNO
timestampLONGYES

Modify Isolated Position Margin (TRADE)#

Response:

{    "amount": 100.0,    "code": 200,    "msg": "Successfully modify position margin.",    "type": 1}

POST /dapi/v1/positionMargin (HMAC SHA256)

Weight: 1

Parameters:

NameTypeMandatoryDescription
symbolSTRINGYES
positionSideENUMNODefault BOTH for One-way Mode ; LONG or SHORT for Hedge Mode. It must be sent with Hedge Mode.
amountDECIMALYES
typeINTYES1: Add position margin,2: Reduce position margin
recvWindowLONGNO
timestampLONGYES
  • Only for isolated symbol

Get Position Margin Change History (TRADE)#

Response:

[    {        "amount": "23.36332311",        "asset": "BTC",        "symbol": "BTCUSD_200925",        "time": 1578047897183,        "type": 1,        "positionSide": "BOTH"    },    {        "amount": "100",        "asset": "BTC",        "symbol": "BTCUSD_200925",        "time": 1578047900425,        "type": 1,        "positionSide": "LONG"    }]

GET /dapi/v1/positionMargin/history (HMAC SHA256)

Weight: 1

Parameters:

NameTypeMandatoryDescription
symbolSTRINGYES
typeINTNO1: Add position margin,2: Reduce position margin
startTimeLONGNO
endTimeLONGNO
limitINTNODefault: 50
recvWindowLONGNO
timestampLONGYES

Position Information (USER_DATA)#

Response:

[    {        "symbol": "BTCUSD_201225",        "positionAmt": "0",        "entryPrice": "0.0",        "markPrice": "0.00000000",        "unRealizedProfit": "0.00000000",        "liquidationPrice": "0",        "leverage": "125",        "maxQty": "50",  // maximum quantity of base asset        "marginType": "cross",        "isolatedMargin": "0.00000000",        "isAutoAddMargin": "false",        "positionSide": "BOTH",        "updateTime": 0    },    {        "symbol": "BTCUSD_201225",        "positionAmt": "1",        "entryPrice": "11707.70000003",        "markPrice": "11788.66626667",        "unRealizedProfit": "0.00005866",        "liquidationPrice": "11667.63509587",        "leverage": "125",        "maxQty": "50",        "marginType": "cross",        "isolatedMargin": "0.00012357",        "isAutoAddMargin": "false",        "positionSide": "LONG",        "updateTime": 0    },    {        "symbol": "BTCUSD_201225",        "positionAmt": "0",        "entryPrice": "0.0",        "markPrice": "0.00000000",        "unRealizedProfit": "0.00000000",        "liquidationPrice": "0",        "leverage": "125",        "maxQty": "50",        "marginType": "cross",        "isolatedMargin": "0.00000000",        "isAutoAddMargin": "false",        "positionSide": "SHORT",        "updateTime":1627026881327  }]

GET /dapi/v1/positionRisk (HMAC SHA256) Get current account information.

Weight: 1

Parameters:

NameTypeMandatoryDescription
marginAssetSTRINGNO
pairSTRINGNO
recvWindowLONGNO
timestampLONGYES
  • If neither marginAsset nor pair is sent, positions of all symbols with TRADING status will be returned.

  • for One-way Mode user, the response will only show the "BOTH" positions

  • for Hedge Mode user, the response will show "BOTH", "LONG", and "SHORT" positions.

Note
Please use with user data stream ACCOUNT_UPDATE to meet your timeliness and accuracy needs.

Account Trade List (USER_DATA)#

Response:

[    {        'symbol': 'BTCUSD_200626',        'id': 6,        'orderId': 28,        'pair': 'BTCUSD',        'side': 'SELL',        'price': '8800',        'qty': '1',        'realizedPnl': '0',        'marginAsset': 'BTC',        'baseQty': '0.01136364',        'commission': '0.00000454',        'commissionAsset': 'BTC',        'time': 1590743483586,        'positionSide': 'BOTH',        'buyer': false,        'maker': false    }]

GET /dapi/v1/userTrades (HMAC SHA256)

Get trades for a specific account and symbol.

Weight:

20 with symbol 40 with pair

Parameters:

NameTypeMandatoryDescription
symbolSTRINGNO
pairSTRINGNO
startTimeLONGNO
endTimeLONGNO
fromIdLONGNOTrade id to fetch from. Default gets most recent trades.
limitINTNODefault 50; max 1000
recvWindowLONGNO
timestampLONGYES
  • Either symbol or pair must be sent
  • Symbol and pair cannot be sent together
  • Pair and fromId cannot be sent together
  • If a pair is sent,tickers for all symbols of the pair will be returned
  • The parameter fromId cannot be sent with startTime or endTime

Get Income History(USER_DATA)#

Response:

[    {        "symbol": "",               // trade symbol, if existing        "incomeType": "TRANSFER",   // income type        "income": "-0.37500000",    // income amount        "asset": "BTC",             // income asset        "info":"WITHDRAW",          // extra information        "time": 1570608000000,        "tranId":"9689322392",      // transaction id        "tradeId":""                // trade id, if existing    },    {        "symbol": "BTCUSD_200925",        "incomeType": "COMMISSION",         "income": "-0.01000000",        "asset": "BTC",        "info":"",        "time": 1570636800000,        "tranId":"9689322392",        "tradeId":"2059192"    }]

GET /dapi/v1/income (HMAC SHA256)

Weight: 20

Parameters:

NameTypeMandatoryDescription
symbolSTRINGNO
incomeTypeSTRINGNO"TRANSFER","WELCOME_BONUS", "FUNDING_FEE", "REALIZED_PNL", "COMMISSION", "INSURANCE_CLEAR", and "DELIVERED_SETTELMENT"
startTimeLONGNOTimestamp in ms to get funding from INCLUSIVE.
endTimeLONGNOTimestamp in ms to get funding until INCLUSIVE.
limitINTNODefault 100; max 1000
recvWindowLONGNO
timestampLONGYES
  • If incomeType is not sent, all kinds of flow will be returned
  • "trandId" is unique in the same "incomeType" for a user
  • The interval between startTime and endTime can not exceed 200 days:
    • If startTime and endTime are not sent, the last 200 days will be returned

Notional Bracket for Symbol(USER_DATA)#

Response:

[    {        "pair": "BTCUSD",        "brackets": [            {                "bracket": 1,   // bracket level                "initialLeverage": 125,  // the maximum leverage                "qtyCap": 50,  // upper edge of base asset quantity                "qtylFloor": 0,  // lower edge of base asset quantity                "maintMarginRatio": 0.004 // maintenance margin rate                "cum": 0.0  // Auxiliary number for quick calculation             },        ]    }]

Get the pair's default notional bracket list.

GET /dapi/v1/leverageBracket

Weight: 1

Parameters:

NameTypeMandatoryDescription
pairSTRINGNO
recvWindowLONGNO
timestampLONGYES

Notional Bracket for Pair(USER_DATA)#

Response:

[    {        "symbol": "BTCUSD_PERP",        "brackets": [            {                "bracket": 1,   // bracket level                "initialLeverage": 125,  // the maximum leverage                "qtyCap": 50,  // upper edge of base asset quantity                "qtylFloor": 0,  // lower edge of base asset quantity                "maintMarginRatio": 0.004 // maintenance margin rate                "cum": 0.0 // Auxiliary number for quick calculation             },        ]    }]

Get the symbol's notional bracket list.

GET /dapi/v2/leverageBracket

Weight: 1

Parameters:

NameTypeMandatoryDescription
symbolSTRINGNO
recvWindowLONGNO
timestampLONGYES

User's Force Orders (USER_DATA)#

Response:

[  {    "orderId": 165123080,    "symbol": "BTCUSD_200925",    "pair": "BTCUSD",    "status": "FILLED",    "clientOrderId": "autoclose-1596542005017000006",    "price": "11326.9",    "avgPrice": "11326.9",    "origQty": "1",    "executedQty": "1",    "cumBase": "0.00882854",    "timeInForce": "IOC",    "type": "LIMIT",    "reduceOnly": false,    "closePosition": false,    "side": "SELL",    "positionSide": "BOTH",    "stopPrice": "0",    "workingType": "CONTRACT_PRICE",    "priceProtect": false,    "origType": "LIMIT",    "time": 1596542005019,    "updateTime": 1596542005050  },  {    "orderId": 207251986,    "symbol": "BTCUSD_200925",    "pair": "BTCUSD",    "status": "FILLED",    "clientOrderId": "autoclose-1597307316020000006",    "price": "11619.4",    "avgPrice": "11661.2",    "origQty": "1",    "executedQty": "1",    "cumBase": "0.00857544",    "timeInForce": "IOC",    "type": "LIMIT",    "reduceOnly": false,    "closePosition": false,    "side": "SELL",    "positionSide": "LONG",    "stopPrice": "0",    "workingType": "CONTRACT_PRICE",    "priceProtect": false,    "origType": "LIMIT",    "time": 1597307316022,    "updateTime": 1597307316035  }]

GET /dapi/v1/forceOrders

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 200 days before "endTime" can be queried

Position ADL Quantile Estimation (USER_DATA)#

Response:

[    {        "symbol": "BTCUSD_200925",         "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": "BTCUSD_201225",         "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 /dapi/v1/adlQuantile

Weight: 5

Parameters:

NameTypeMandatoryDescription
symbolSTRINGNO
recvWindowLONGNO
timestampLONGYES
  • 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 Commission Rate (USER_DATA)#

Response:

{    "symbol": "BTCUSD_PERP",    "makerCommissionRate": "0.00015",  // 0.015%    "takerCommissionRate": "0.00040"   // 0.040%}

GET /dapi/v1/commissionRate (HMAC SHA256)

Weight: 20

Parameters:

NameTypeMandatoryDescription
symbolSTRINGYES
recvWindowLONGNO
timestampLONGYES

User Data Streams

  • The base API endpoint is: https://dapi.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 base websocket endpoint is: wss://dstream.binance.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 dstream.binance.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 /dapi/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 /dapi/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 /dapi/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    "i": "SfsR",              // Account Alias    "cw":"3.16812045",        // Cross Wallet Balance. Only pushed with crossed position margin call    "p":[                     // Position(s) of Margin Call      {        "s":"BTCUSD_200925",  // Symbol        "ps":"LONG",          // Position Side        "pa":"132",           // Position Amount        "mt":"CROSSED",       // Margin Type        "iw":"0",             // Isolated Wallet (if isolated position)        "mp":"9187.17127000", // 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  "i": "SfsR",                      // Account Alias  "a":                              // Update Data    {      "m":"ORDER",                  // Event reason type      "B":[                         // Balances        {          "a":"BTC",                // Asset          "wb":"122624.12345678",   // Wallet Balance          "cw":"100.12345678",      // Cross Wallet Balance          "bc":"50.12345678"            // Balance Change except PnL and Commission        },        {          "a":"ETH",                     "wb":"1.00000000",          "cw":"0.00000000",          "bc":"-49.12345678"        }      ],      "P":[        {          "s":"BTCUSD_200925",      // Symbol          "pa":"0",                 // Position Amount          "ep":"0.0",               // 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":"BTCUSD_200925",            "pa":"20",            "ep":"6563.6",            "cr":"0",            "up":"2850.21200000",            "mt":"isolated",            "iw":"13200.70726908",            "ps":"LONG"         },        {            "s":"BTCUSD_200925",            "pa":"-10",            "ep":"6563.8",            "cr":"-45.04000000",            "up":"-1423.15600000",            "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.
    • Only positions of symbols with non-zero isolated wallet or non-zero position amount will be pushed in the "position" part of the event ACCOUNT_UPDATE when any position changes.
  • The field "m" represents the reason type for the event and may shows the following possible types:

    • DEPOSIT
    • WITHDRAW
    • ORDER
    • ADJUSTMENT
    • INSURANCE_CLEAR
    • ADMIN_DEPOSIT
    • ADMIN_WITHDRAW
    • MARGIN_TRANSFER
    • MARGIN_TYPE_CHANGE
    • ASSET_TRANSFER
  • The field "bc" represents the balance change except for PnL and commission.

##Event: Order Update

Payload:

{    "e":"ORDER_TRADE_UPDATE",     // Event Type  "E":1591274595442,            // Event Time  "T":1591274595453,            // Transaction Time  "i":"SfsR",                   // Account Alias  "o":{                                 "s":"BTCUSD_200925",        // 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":"2",                    // Original Quantity    "p":"0",                    // Original Price    "ap":"0",                   // Average Price    "sp":"9103.1",              // Stop Price. Please ignore with TRAILING_STOP_MARKET order    "x":"NEW",                  // Execution Type    "X":"NEW",                  // Order Status    "i":8888888,                // Order Id    "l":"0",                    // Order Last Filled Quantity    "z":"0",                    // Order Filled Accumulated Quantity    "L":"0",                    // Last Filled Price    "ma": "BTC",                // Margin Asset    "N":"BTC",                  // Commission Asset of the trade, will not push if no commission    "n":"0",                    // Commission of the trade, will not push if no commission    "T":1591274595442,          // Order Trade Time    "t":0,                      // Trade Id    "rp": "0",                  // Realized Profit of the trade    "b":"0",                    // Bid quantity of base asset    "a":"0",                    // Ask quantity of base asset    "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":"9476.8",              // Activation Price, only puhed with TRAILING_STOP_MARKET order    "cr":"5.0",                 // Callback Rate, only puhed with TRAILING_STOP_MARKET order    "pP": false                 // If conditional order trigger is protected  }  }

When new order created, modified, 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
  • CANCELED
  • CALCULATED - Liquidation Execution
  • EXPIRED
  • TRADE
  • AMENDMENT - Order Modified

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

Websocket User Data Request#

  • User data request need a successful connection with the user data stream with a listenKey.
  • The following data can be sent through the websocket instance in order to request for user data. 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.

Request Form#

Response

{    "result"[        {            "req":`"<listenKey>@account"`,   // request name 1            "res":            // response to the request name 1                ...        },        {            "req":`"<listenKey>@balance"`,   // request name 2, if existing            "res":            // response to the request name 2, if existing                ...        }    ]    "id": 12     // request ID}
  • Request

    {    

    "method": "REQUEST",
    "params":
    [
    "<listenKey>@account", // request name 1
    "<listenKey>@balance" // request name 2, if existing
    ],
    "id": 12 // request ID.
    }

Request: User's Account Information#

Response

{  "id":1,       // request ID  "result":[    {      "req":"gN0SiRrevtS4O0ufdCpzd4N0MzHu2lVmwbHh6hj4g9eTT9Yfe55eUc4klmsEhnwC@account",  // request name      "res":{               "feeTier":0,         // account fee tier        "canTrade":true,     // if can trade        "canDeposit":true,   // if can transfer in asset        "canWithdraw":true,  // if can transfer out asset        "accountAlias":"fsR" // the unique account alias      }    }  ]}

Request Name <listenKey>@account

Request: User's Account Balance#

Response

{  "id":2,       // request ID  "result":[    {      "req":"gN0SiRrevtS4O0ufdCpzd4N0MzHu2lVmwbHh6hj4g9eTT9Yfe55eUc4klmsEhnwC@balance", // request name      "res":{        "accountAlias":"fsR",       // unique account alias        "balances":[                // account balance          {            "asset":"BTC",          // asset name            "balance":"0.00241628", // asset wallet balance            "crossWalletBalance":"0.00235137", // wallet balance for cross margin            "crossUnPnl":"0.00000000",  // unrealized profit of cross margin positions            "availableBalance":"0.00235137",  // available margin balance for order            "maxWithdrawAmount":"0.00235137"  // available balance for transfer out          }        ]      }    }  ]}

Request Name <listenKey>@balance

Request: User's Position#

Response

{  "id":3,  "result":[    {      "req":"gN0SiRrevtS4O0ufdCpzd4N0MzHu2lVmwbHh6hj4g9eTT9Yfe55eUc4klmsEhnwC@position",      "res":{        "positions":[          {            "entryPrice":"12044.90000003",            "marginType":"ISOLATED", // margin type, "CROSSED" or "ISOLATED"            "isAutoAddMargin":false,            "isolatedMargin":"0.00006388", // isolated margin balance            "leverage":125, // current leverage            "liquidationPrice":"12002.39091452",  // estimated liquidation price            "markPrice":"12046.06021667",  // current mark price            "maxQty":"50",       // maximum quantity of base asset            "positionAmt":"1",  // position amount            "symbol":"BTCUSD_200925",   // symbol            "unRealizedProfit":"0.00000079",  // unrealized PnL            "positionSide":"LONG"       // position side          },          {            "entryPrice":"0.0",            "marginType":"ISOLATED",            "isAutoAddMargin":false,            "isolatedMargin":"0",            "leverage":125,            "liquidationPrice":"0",            "markPrice":"12046.06021667",            "maxQty":"50",            "positionAmt":"0",            "symbol":"BTCUSD_200925",            "unRealizedProfit":"0.00000000",            "positionSide":"SHORT"          }        ]      }    }  ]}

Request Name <listenKey>@position

  • for One-way Mode user, the response will only show the "BOTH" positions

  • for Hedge Mode user, the response will show "LONG" and "SHORT" positions.

#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 parameter '%s' is not valid.

-1136 INVALID_NEW_ORDER_RESP_TYPE#

  • Invalid newOrderRespType.

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 not be more than 36 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.

-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.

-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.

-4086 INVALID_PRICE_SPREAD_THRESHOLD#

  • Invalid price spread threshold.

-4087 INVALID_PAIR#

  • Invalid pair.

-4088 INVALID_TIME_INTERVAL#

  • Invalid time interval.
  • Maximum time interval is %s days.

-4089 REDUCE_ONLY_ORDER_PERMISSION#

  • User can only place reduce only order.

-4090 NO_PLACE_ORDER_PERMISSION#

  • User can not place order currently.

-4104 INVALID_CONTRACT_TYPE#

  • Invalid contract type.

-4110 INVALID_CLIENT_TRAN_ID_LEN#

  • clientTranId is not valid.
  • Client tran id length should be less than 64 chars.

-4111 DUPLICATED_CLIENT_TRAN_ID#

  • clientTranId is duplicated.
  • Client tran id should be unique within 7 days.

-4112 REDUCE_ONLY_MARGIN_CHECK_FAILED#

  • ReduceOnly Order Failed. Please check your existing position and open orders.

-4113 MARKET_ORDER_REJECT#

  • The counterparty's best price does not meet the PERCENT_PRICE filter limit.

-4135 INVALID_ACTIVATION_PRICE#

  • Invalid activation price.

-4137 QUANTITY_EXISTS_WITH_CLOSE_POSITION#

  • Quantity must be zero with closePosition equals true.

-4138 REDUCE_ONLY_MUST_BE_TRUE#

  • Reduce only must be true with closePosition equals true.

-4139 ORDER_TYPE_CANNOT_BE_MKT#

  • Order type can not be market if it's unable to cancel.

-4142 STRATEGY_INVALID_TRIGGER_PRICE#

  • REJECT: take profit or stop order will be triggered immediately.

-4150 ISOLATED_LEVERAGE_REJECT_WITH_POSITION#

  • Leverage reduction is not supported in Isolated Margin Mode with open positions.

-4151 PRICE_HIGHTER_THAN_STOP_MULTIPLIER_UP#

  • Price is higher than stop price multiplier cap.
  • Limit price can't be higher than %s.

-4152 PRICE_LOWER_THAN_STOP_MULTIPLIER_DOWN#

  • Price is lower than stop price multiplier floor.
  • Limit price can't be lower than %s.