Public Endpoints Info
Terminology
symbolrefers to the symbol name of a options contract symbolunderlyingrefers to the underlying symbol of a options contract symbolquoteAssetrefers to the asset that is the price of a symbol.settleAssetrefers to the settlement asset when options are exercised
ENUM definitions
Options contract type
- CALL
- PUT
Order side (side)
- BUY
- SELL
Position side (positionSide)
- LONG
- SHORT
Time in force (timeInForce)
- GTC - Good Till Cancel
- IOC - Immediate or Cancel
- FOK - Fill or Kill
Response Type (newOrderRespType)
- ACK
- RESULT
Order types (type)
- LIMIT
Order status (status)
- ACCEPTED
- REJECTED
- PARTIALLY_FILLED
- FILLED
- CANCELLED
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": 2400
}
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:
- sell order
price>=minPrice - buy order
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:
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