Public Endpoints Info

Terminology#

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.

ENUM definitions#

Symbol type:

FUTURE

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

Order status (status):

NEW
PARTIALLY_FILLED
FILLED
CANCELED
REJECTED
EXPIRED

Order types (orderTypes, 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(GTC order valitidy is 1 year from placement)
IOC - Immediate or Cancel
FOK - Fill or Kill
GTX - Good Till Crossing (Post Only)
GTD - Good Till Date

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

STP MODE:

NONE
EXPIRE_TAKER
EXPIRE_BOTH
EXPIRE_MAKER

Price Match:

NONE (No price match)
OPPONENT (counterparty best price)
OPPONENT_5 (the 5th best price from the counterparty)
OPPONENT_10 (the 10th best price from the counterparty)
OPPONENT_20 (the 20th best price from the counterparty)
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)

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:

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.

MAX_NUM_ALGO_ORDERS#

/exchangeInfo format:

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

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.

PERCENT_PRICE#

/exchangeInfo format:

  {    "filterType": "PERCENT_PRICE",    "multiplierUp": "1.1500",    "multiplierDown": "0.8500",    "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

MIN_NOTIONAL#

/exchangeInfo format:

  {    "filterType": "MIN_NOTIONAL",    "notional": "5.0"  }

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.