Public Endpoints Info
Terminology
symbolrefers to the symbol name of a contract symbolpairrefers to the underlying symbol of a contracrt symbolbase assetrefers to the asset that is thequantityof a symbol.quote assetrefers to the asset that is thepriceof a symbol.margin assetrefers to the asset that is themarginof 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
- PERPETUAL_DELIVERING
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
New Order Response Type (newOrderRespType)
- ACK
- RESULT
Price Match (priceMatch)
- NONE: no price match
- OPPONENT: counterparty best price
- OPPONENT_5: counterparty 5th best price
- OPPONENT_10: counterparty 10th best price
- OPPONENT_20: counterparty 20th best price
- QUEUE: the best price on the same side of the order book
- QUEUE_5: the 5th best price on the same side of the order book
- QUEUE_10: the 10th best price on the same side of the order book
- QUEUE_20: the 20th best price on the same side of the order book
Self-Trade Prevention mode (selfTradePreventionMode)
- NONE: No Self-Trade Prevention
- EXPIRE_TAKER: expire taker order when STP trigger
- EXPIRE_BOTH: expire taker and maker order when STP trigger
- EXPIRE_MAKER: expire maker order when STP trigger
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:
minPricedefines the minimumprice/stopPriceallowed; disabled onminPrice== 0.maxPricedefines the maximumprice/stopPriceallowed; disabled onmaxPrice== 0.tickSizedefines the intervals that aprice/stopPricecan be increased/decreased by; disabled ontickSize== 0.
Any of the above variables can be set to 0, which disables that rule in the price filter. In order to pass the price filter, the following must be true for price/stopPrice of the enabled rules:
price>=minPriceprice<=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:
minQtydefines the minimumquantityallowed.maxQtydefines the maximumquantityallowed.stepSizedefines the intervals that aquantitycan be increased/decreased by.
In order to pass the lot size, the following must be true for quantity:
quantity>=minQtyquantity<=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:
minQtydefines the minimumquantityallowed.maxQtydefines the maximumquantityallowed.stepSizedefines the intervals that aquantitycan be increased/decreased by.
In order to pass the market lot size, the following must be true for quantity:
quantity>=minQtyquantity<=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