Skip to main content

Public API Definitions

Terminology​

  • baseasseet refers to the asset that is the quantity of a symbol.
  • quoteAsset refers to the asset that is the price of a symbol.
  • Margin refers to Cross Margin
  • UM refers to USD-M Futures
  • CM refers to Coin-M Futures

ENUM definitions​

Order side

  • BUY
  • SELL

Position side for Futures

  • BOTH
  • LONG
  • SHORT

Time in force

  • GTC - Good Till Cancel
  • IOC - Immediate or Cancel
  • FOK - Fill or Kill
  • GTX - Good Till Crossing (Post Only)

Response Type (newOrderRespType)

  • ACK
  • RESULT

Order types (type)

  • LIMIT
  • MARKET

Conditional Order types (strategyType)

  • STOP
  • STOP_MARKET
  • TAKE_PROFIT
  • TAKE_PROFIT_MARKET
  • TRAILING_STOP_MARKET

Working Type for Futures Conditional Orders (workingType)

  • MARK_PRICE

Order status (status)

  • NEW
  • CANCELED
  • REJECTED
  • PARTIALLY_FILLED
  • FILLED
  • EXPIRED

Conditional Order status (strategyStatus)

  • NEW
  • CANCELED
  • TRIGGERED - conditional order is triggered
  • FINISHED - triggered order is filled
  • EXPIRED

Futures Contract type (contractType):

  • PERPETUAL
  • CURRENT_MONTH
  • NEXT_MONTH
  • CURRENT_QUARTER
  • NEXT_QUARTER
  • PERPETUAL_DELIVERING

Contract status(contractStatus，status):

  • PENDING_TRADING
  • TRADING
  • PRE_DELIVERING
  • DELIVERING
  • DELIVERED
  • PRE_SETTLE
  • SETTLING
  • CLOSE

Rate limiters (rateLimitType)

  • REQUEST_WEIGHT
  • ORDERS

REQUEST_WEIGHT

  {
    "rateLimitType": "REQUEST_WEIGHT",
    "interval": "MINUTE",
    "intervalNum": 1,
    "limit": 2400
  }

ORDERS

  {
    "rateLimitType": "ORDERS",
    "interval": "MINUTE",
    "intervalNum": 1,
    "limit": 1200
   }

Rate limit intervals (interval)

  • MINUTE

Filters

Filters define trading rules on a symbol or an exchange.

Symbol filters​

PRICE_FILTER​

The PRICE_FILTER defines the price rules for a symbol. There are 3 parts:

  • minPrice defines the minimum price/stopPrice allowed; disabled on minPrice == 0.
  • maxPrice defines the maximum price/stopPrice allowed; disabled on maxPrice == 0.
  • tickSize defines the intervals that a price/stopPrice can be increased/decreased by; disabled on tickSize == 0.

Any of the above variables can be set to 0, which disables that rule in the price filter. In order to pass the price filter, the following must be true for price/stopPrice of the enabled rules:

  • sell order price >= minPrice
  • buy order price <= maxPrice
  • (price-minPrice) % tickSize == 0

ExchangeInfo format:

{
    "filterType": "PRICE_FILTER",
    "minPrice": "0.00000100",
    "maxPrice": "100000.00000000",
    "tickSize": "0.00000100"
}

LOT_SIZE​

The LOT_SIZE filter defines the quantity (aka "lots" in auction terms) rules for a symbol. There are 3 parts:

  • minQty defines the minimum quantity allowed.
  • maxQty defines the maximum quantity allowed.
  • stepSize defines the intervals that a quantity can be increased/decreased by.

In order to pass the lot size, the following must be true for quantity:

  • quantity >= minQty
  • quantity <= maxQty
  • (quantity-minQty) % stepSize == 0

/exchangeInfo format:

{
    "filterType": "LOT_SIZE",
    "minQty": "0.00100000",
    "maxQty": "100000.00000000",
    "stepSize": "0.00100000"
}

PERCENT_PRICE​

The PERCENT_PRICE filter defines valid range for a price based on the mark price in Futures and on the average of the previous trades in Cross Margin. For Cross Margin avgPriceMins is the number of minutes the average price is calculated over. 0 means the last price is used.

In order to pass the percent price, the following must be true for price:

  • Futures BUY: price <= markPrice _ multiplierUp SELL: price >= markPrice _ multiplierDown
  • Cross Margin BUY: price <= weightedAveragePrice _ multiplierUp SELL: price >= weightedAveragePrice _ multiplierDown

MIN_NOTIONAL​

The MIN_NOTIONAL filter defines the minimum notional value allowed for an order on a symbol. An order's notional value is the price * quantity. Since MARKET orders have no price, the mark price is used in Futures and the average price is used over the last avgPriceMins for Cross Margin. avgPriceMins is the number of minutes the average price is calculated over. 0 means the last price is used.

MARKET_LOT_SIZE​

The MARKET_LOT_SIZE filter defines the quantity (aka "lots" in auction terms) rules for MARKET orders on a symbol. There are 3 parts:

  • minQty defines the minimum quantity allowed.
  • maxQty defines the maximum quantity allowed.
  • stepSize defines the intervals that a quantity can be increased/decreased by.

In order to pass the market lot size, the following must be true for quantity:

  • quantity >= minQty
  • quantity <= maxQty
  • (quantity-minQty) % stepSize == 0

/exchangeInfo format:

{
  "filterType": "MARKET_LOT_SIZE",
  "minQty": "0.00100000",
  "maxQty": "100000.00000000",
  "stepSize": "0.00100000"
}

MAX_NUM_ORDERS​

The MAX_NUM_ORDERS filter defines the maximum number of orders an account is allowed to have open on a symbol. Note that both "algo" orders and normal orders are counted for this filter.

/exchangeInfo format:

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

MAX_NUM_ALGO_ORDERS​

The MAX_NUM_ALGO_ORDERS filter defines the maximum number of all kinds of algo orders an account is allowed to have open on a symbol. The algo orders include STOP, STOP_MARKET, TAKE_PROFIT, TAKE_PROFIT_MARKET, and TRAILING_STOP_MARKET orders.

/exchangeInfo format:

{
  "filterType": "MAX_NUM_ALGO_ORDERS",
  "limit": 100
}