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Change Log

2020-12-30

REST

  • Following DAPI endpoints will use new weight rule based on the paremeter «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.

2020-08-14

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.

2020-07-30

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

2020-07-17

  • Weights of endpoint GET /dapi/v1/income has been changed as 20

General Info

General API Information

  • The base endpoint is: https://testnet.binancefuture.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 the API successfully sent the message 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.

Error Codes

  • 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 Type Description
NONE Endpoint can be accessed freely.
TRADE Endpoint requires sending a valid API-Key and signature.
USER_DATA Endpoint requires sending a valid API-Key and signature.
USER_STREAM Endpoint requires sending a valid API-Key.
MARKET_DATA Endpoint 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.

Key Value
apiKey dbefbc809e3e83c283a984c3a1459732ea7db1360ca80c5c2c8867408d28cc83
secretKey 2b5eb11e18796d12d88f13dc27dbbd02c2cc51ff7059765ed9821957d82bb4d9
Parameter Value
symbol BTCUSD_200925
side BUY
type LIMIT
timeInForce GTC
quantity 1
price 9000
recvWindow 5000
timestamp 1591702613943

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://testnet.binancefuture.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
    &timestamp=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://testnet.binancefuture.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
    &timestamp=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://testnet.binancefuture.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&timestamp= 1591702613943

27319559

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

Contract status (contractStatus):

  • 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": 25
  }

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": "1.1500",
    "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

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,
    "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"
            ],
            "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,
            "quantityPrecision": 0,
            "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:

Limit Weight
5, 10, 20, 50 2
100 5
500 10
1000 20

Parameters:

Name Type Mandatory Description
symbol STRING YES
limit INT NO Default 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 trades
Weight:
1

Parameters:

Name Type Mandatory Description
symbol STRING YES
limit INT NO Default 500; max 1000.

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:

Name Type Mandatory Description
symbol STRING YES
limit INT NO Default 500; max 1000.
fromId LONG NO TradeId to fetch from. Default gets most recent trades.

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. Trades that fill at the time, from the same
order, with the same price will have the quantity aggregated.

Weight:
20

Parameters:

Name Type Mandatory Description
symbol STRING YES
fromId LONG NO ID to get aggregate trades from INCLUSIVE.
startTime LONG NO Timestamp in ms to get aggregate trades from INCLUSIVE.
endTime LONG NO Timestamp in ms to get aggregate trades until INCLUSIVE.
limit INT NO Default 500; max 1000.
  • If fromId, startTime, and endTime are not sent, the most recent aggregate trades will be returned.

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:
1

Parameters:

Name Type Mandatory Description
symbol STRING NO
pair STRING NO

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:

Name Type Mandatory Description
symbol STRING YES
startTime LONG NO Timestamp in ms to get funding rate from INCLUSIVE.
endTime LONG NO Timestamp in ms to get funding rate until INCLUSIVE.
limit INT NO Default 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

LIMIT weight
[1,100) 1
[100, 500) 2
[500, 1000] 5
> 1000 10

Parameters:

Name Type Mandatory Description
symbol STRING YES
interval ENUM YES
startTime LONG NO
endTime LONG NO
limit INT NO Default 500; max 1500.

  • If startTime and endTime are not sent, the most recent klines are returned.

  • 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

Continues 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

LIMIT weight
[1,100) 1
[100, 500) 2
[500, 1000] 5
> 1000 10

Parameters:

Name Type Mandatory Description
pair STRING YES
contractType ENUM YES
interval ENUM YES
startTime LONG NO
endTime LONG NO
limit INT NO Default 500; max 1500.

  • If startTime and endTime are not sent, the most recent klines are returned.

  • 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

LIMIT weight
[1,100) 1
[100, 500) 2
[500, 1000] 5
> 1000 10

Parameters:

Name Type Mandatory Description
pair STRING YES
interval ENUM YES
startTime LONG NO
endTime LONG NO
limit INT NO Default 500; max 1500.

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

LIMIT weight
[1,100) 1
[100, 500) 2
[500, 1000] 5
> 1000 10

Parameters:

Name Type Mandatory Description
symbol STRING YES
interval ENUM YES
startTime LONG NO
endTime LONG NO
limit INT NO Default 500; max 1500.

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:

Name Type Mandatory Description
symbol STRING NO
pair STRING NO
  • 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:

Name Type Mandatory Description
symbol STRING NO
pair STRING NO
  • 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:

Name Type Mandatory Description
symbol STRING NO
pair STRING NO
  • 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

Get all Liquidation Orders

Response:

[
    {
        "symbol": "BTCUSD_200925",     // SYMBOL
        "price": "9425.5",            // ORDER_PRICE
        "origQty": "1",                 // ORDER_AMOUNT
        "executedQty": "1",               // FILLED_AMOUNT
        "avragePrice": "9496.5",         // AVG_PRICE
        "status": "FILLED",            // STATUS
        "timeInForce": "IOC",          // TIME_IN_FORCE
        "type": "LIMIT",                // ORDER TYPE
        "side": "SELL",                 // DIRECTION
        "time": 1591154240949
    },
]

GET /dapi/v1/allForceOrders

Weight: 20

Parameters:

Name Type Mandatory Description
symbol STRING NO
pair STRING NO
startTime LONG NO
endTime LONG NO Default precent timestamp
limit LONG NO Max returned data number from endTime; Default:100 Max:1000
  • 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:

Name Type Mandatory Description
symbol STRING YES

Websocket Market Streams

  • The base endpoint is: wss://dstream.binancefuture.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.

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 trade information that is aggregated for a single taker order 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

Continues 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 Streams push force liquidation order information for specific symbol

Stream Name:  <symbol>@forceOrder

Update Speed: Real-time

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 Streams push force liquidation order information for all symbols in the market.

Stream Name: !forceOrder@arr

Update Speed: Real-time

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 bids and asks, Valid 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.binancefuture.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://testnet.binancefuture.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

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:

Name Type Mandatory Description
dualSidePosition STRING YES «true»: Hedge Mode mode; «false»: One-way Mode
recvWindow LONG NO
timestamp LONG YES

Get Current Position Mode(USER_DATA)

Response:

{
    "dualSidePosition": true // "true": Hedge Mode 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:

Name Type Mandatory Description
recvWindow LONG NO
timestamp LONG YES

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:

Name Type Mandatory Description
symbol STRING YES
side ENUM YES
positionSide ENUM NO Default BOTH for One-way Mode ; LONG or SHORT for Hedge Mode. It must be sent in Hedge Mode.
type ENUM YES
timeInForce ENUM NO
quantity DECIMAL NO Cannot be sent with closePosition=true
reduceOnly STRING NO «true» or «false». default «false». Cannot be sent in Hedge Mode; cannot be sent with closePosition=true(Close-All)
price DECIMAL NO
newClientOrderId STRING NO A unique id among open orders. Automatically generated if not sent.
stopPrice DECIMAL NO Used with STOP/STOP_MARKET or TAKE_PROFIT/TAKE_PROFIT_MARKET orders.
closePosition STRING NO true, false；Close-All,used with STOP_MARKET or TAKE_PROFIT_MARKET.
activationPrice DECIMAL NO Used with TRAILING_STOP_MARKET orders, default as the latest price(supporting different workingType)
callbackRate DECIMAL NO Used with TRAILING_STOP_MARKET orders, min 0.1, max 5 where 1 for 1%
workingType ENUM NO stopPrice triggered by: «MARK_PRICE», «CONTRACT_PRICE». Default «CONTRACT_PRICE»
priceProtect STRING NO «TRUE» or «FALSE», default «FALSE». Used with STOP/STOP_MARKET or TAKE_PROFIT/TAKE_PROFIT_MARKET orders.
newOrderRespType ENUM NO «ACK», «RESULT», default «ACK»
recvWindow LONG NO
timestamp LONG YES

Additional mandatory parameters based on type:

Type Additional mandatory parameters
LIMIT timeInForce, quantity, price
MARKET quantity
STOP/TAKE_PROFIT price, stopPrice
STOP_MARKET/TAKE_PROFIT_MARKET stopPrice
TRAILING_STOP_MARKET callbackRate
  • 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 sepcial 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 paremeter
    • 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:

Name Type Mandatory Description
batchOrders LIST YES order list. Max 5 orders
recvWindow LONG NO
timestamp LONG YES

Where batchOrders is the list of order parameters in JSON

Name Type Mandatory Description
symbol STRING YES
side ENUM YES
positionSide ENUM NO Default BOTH for One-way Mode ; LONG or SHORT for Hedge Mode. It must be sent with Hedge Mode.
type ENUM YES
timeInForce ENUM NO
quantity DECIMAL YES
reduceOnly STRING NO «true» or «false». default «false».
price DECIMAL NO
newClientOrderId STRING NO A unique id among open orders. Automatically generated if not sent.
stopPrice DECIMAL NO Used with STOP/STOP_MARKET or TAKE_PROFIT/TAKE_PROFIT_MARKET orders.
activationPrice DECIMAL NO Used with TRAILING_STOP_MARKET orders, default as the latest price(supporting different workingType)
callbackRate DECIMAL NO Used with TRAILING_STOP_MARKET orders, min 0.1, max 4 where 1 for 1%
workingType ENUM NO stopPrice triggered by: «MARK_PRICE», «CONTRACT_PRICE». Default «CONTRACT_PRICE»
priceProtect STRING NO «TRUE» or «FALSE», default «FALSE». Used with STOP/STOP_MARKET or TAKE_PROFIT/TAKE_PROFIT_MARKET orders.
newOrderRespType ENUM NO «ACK», «RESULT», default «ACK»
  • Paremeter 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:

Name Type Mandatory Description
symbol STRING YES
orderId LONG NO
origClientOrderId STRING NO
recvWindow LONG NO
timestamp LONG YES

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:

Name Type Mandatory Description
symbol STRING YES
orderId LONG NO
origClientOrderId STRING NO
recvWindow LONG NO
timestamp LONG YES

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:

Name Type Mandatory Description
symbol STRING NO
recvWindow LONG NO
timestamp LONG YES

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:

Name Type Mandatory Description
symbol STRING YES
orderIdList LIST<LONG> NO max length 10
e.g. [1234567,2345678]
origClientOrderIdList LIST<STRING> NO max length 10
e.g. [«my_id_1″,»my_id_2»], encode the double quotes. No space after comma.
recvWindow LONG NO
timestamp LONG YES

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:

Name Type Mandatory Description
symbol STRING YES
countdownTime LONG YES countdown time, 1000 for 1 second. 0 to cancel the timer
recvWindow LONG NO
timestamp LONG YES

  • 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:

Name Type Mandatory Description
symbol STRING YES
orderId LONG NO
origClientOrderId STRING NO
recvWindow LONG NO
timestamp LONG YES
  • 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;
5 for multiple symbols

Parameters:

Name Type Mandatory Description
symbol STRING NO
pair STRING NO
recvWindow LONG NO
timestamp LONG YES

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:

Name Type Mandatory Description
symbol STRING NO
pair STRING NO
orderId LONG NO
startTime LONG NO
endTime LONG NO
limit INT NO Default 50; max 100.
recvWindow LONG NO
timestamp LONG YES

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:

Name Type Mandatory Description
recvWindow LONG NO
timestamp LONG YES

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",
            "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"
        },
        {
            "symbol": "BTCUSD_201225",
            "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"
        },
        {
            "symbol": "BTCUSD_201225",
            "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"
        }
     ],
     "canDeposit": true,
     "canTrade": true,
     "canWithdraw": true,
     "feeTier": 2,
     "updateTime": 0
 }


GET /dapi/v1/account (HMAC SHA256)

Get current account information.

Weight:
5

Parameters:

Name Type Mandatory Description
recvWindow LONG NO
timestamp LONG YES
  • 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:

Name Type Mandatory Description
symbol STRING YES
leverage INT YES target initial leverage: int from 1 to 125
recvWindow LONG NO
timestamp LONG YES

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:

Name Type Mandatory Description
symbol STRING YES
marginType ENUM YES ISOLATED, CROSSED
recvWindow LONG NO
timestamp LONG YES

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:

Name Type Mandatory Description
symbol STRING YES
positionSide ENUM NO Default BOTH for One-way Mode ; LONG or SHORT for Hedge Mode. It must be sent with Hedge Mode.
amount DECIMAL YES
type INT YES 1: Add position margin,2: Reduce position margin
recvWindow LONG NO
timestamp LONG YES
  • 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:

Name Type Mandatory Description
symbol STRING YES
type INT NO 1: Add position margin,2: Reduce position margin
startTime LONG NO
endTime LONG NO
limit INT NO 默认值: 50
recvWindow LONG NO
timestamp LONG YES

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"
    },
    {
        "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"
    },
    {
        "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"
  }
]


GET /dapi/v1/positionRisk (HMAC SHA256)

Get current account information.

Weight:
1

Parameters:

Name Type Mandatory Description
marginAsset STRING NO
pair STRING NO
recvWindow LONG NO
timestamp LONG YES

  • 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:

Name Type Mandatory Description
symbol STRING NO
pair STRING NO
startTime LONG NO
endTime LONG NO
fromId LONG NO Trade id to fetch from. Default gets most recent trades.
limit INT NO Default 50; max 100.
recvWindow LONG NO
timestamp LONG YES
  • 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

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:

Name Type Mandatory Description
symbol STRING NO
incomeType STRING NO «TRANSFER», «FUNDING_FEE», «REALIZED_PNL», «COMMISSION», «INSURANCE_CLEAR», and «DELIVERED_SETTELMENT»
startTime LONG NO Timestamp in ms to get funding from INCLUSIVE.
endTime LONG NO Timestamp in ms to get funding until INCLUSIVE.
limit INT NO Default 100; max 1000
recvWindow LONG NO
timestamp LONG YES

  • If incomeType is not sent, all kinds of flow will be returned

  • «trandId» is unique in the same «incomeType» for a user

Notional Bracket (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
            },
        ]
    }
]


GET /dapi/v1/leverageBracket

Weight: 1

Parameters:

Name Type Mandatory Description
pair STRING NO
recvWindow LONG NO
timestamp LONG YES

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

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

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:

Name Type Mandatory Description
symbol STRING YES
recvWindow LONG NO
timestamp LONG YES

User Data Streams

  • The base API endpoint is: https://testnet.binancefuture.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.binancefuture.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.binancefuture.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. It’s recommended to send a ping about every 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
        },
        {
          "a":"ETH",           
          "wb":"1.00000000",
          "cw":"0.00000000"         
        }
      ],
      "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 isolatd wallet or non-zero position amount will be pushed in the «position» part of the event ACCOUNT_UPDATE when any position changes.

  • When «FUNDING FEE» changes to the user’s balance, the event will be pushed with the brief message:

    • When «FUNDING FEE» occurs in a crossed position, ACCOUNT_UPDATE will be pushed with only the balance B(including the «FUNDING FEE» asset only), without any position P message.
    • When «FUNDING FEE» occurs in an isolated position, ACCOUNT_UPDATE will be pushed with only the balance B(including the «FUNDING FEE» asset only) and the relative position message P( including the isolated position on which the «FUNDING FEE» occurs only, without any other position message).

  • 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
    • FUNDING_FEE

Event: Order Update

Payload:

{

  "e":"ORDER_TRADE_UPDATE",     // Event Type
  "E":1591274595442,            // Event Time
  "T":1591274595453,            // Trasaction 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, 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
  • PARTIAL_FILL
  • FILL
  • CANCELED
  • CALCULATED — Liquidation Execution
  • EXPIRED
  • TRADE

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»:
    [
    «@account», // request name 1
    «@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.
  • 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 paramter ‘%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 be less than 32 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.
Источник

Change Log

2023-02-02

REST

  • Endpoint POST /eapi/v1/transfer is disabled.

2023-01-11

REST

  • Add endpoint GET /eapi/v1/order to check order status.

2022-12-13

WEBSOCKET

  • Add u and pu in stream<symbol>@depth1000 to get diff orderbook update.

2022-12-09

REST

  • Add updateId field u in GET /eapi/v1/depth
  • Add parameter underlying in GET /eapi/v1/exerciseHistory to query exercise histroy by underlying

2022-11-18

REST

  • New endpoint GET /eapi/v1/openInterest is added to get options open interest for specific underlying on certain expiration date.

WEBSOCKET

  • New stream <underlyingAsset>@openInterest@<expirationDate> is added for real-time option open interest feed.

2022-11-16

WEBSOCKET

  • New trade stream <underlyingAsset>@trade is added for all option trades on specific underlying asset.
  • Adjust format in stream option_pair.

2022-11-03

REST

  • New endpoint for Auto-Cancel All Open Orders will be added on 2022-11-07:
    • POST /eapi/v1/countdownCancelAll：Set Auto-Cancel All Open Orders (Kill-Switch) Config
    • GET /eapi/v1/countdownCancelAll：Get Auto-Cancel All Open Orders (Kill-Switch) Config
    • POST /eapi/v1/countdownCancelAllHeartBeat：Auto-Cancel All Open Orders (Kill-Switch) Heartbeat

2022-09-20

WEBSOCKET

  • New streams <underlyingAsset>@markPrice and <underlyingAsset>@ticker@<expirationDate> are added.
  • Streams <!miniTicker@arr> will be deprecated on 2022/10/30.

2022-09-14

REST

  • Adjust endpoint field strikePrice,makerFeeRate,takerFeeRate,minQty,maxQty,initialMargin,maintenanceMargin,minInitialMargin,minMaintenanceMargin to string in endpoint GET /eapi/v1/exchangeInfo
  • Only finished orders within 5 days can be queried in GET /eapi/v1/historyOrders

2022-09-05

REST

  • Adjust response result in endpoint DELETE /eapi/v1/allOpenOrdersByUnderlying

2022-08-22

REST

  • Add rateLimits information in endpoint GET /eapi/v1/exchangeInfo
  • Parameters symbol set to not mandatory in GET /eapi/v1/userTrades

General Info

General API Information

  • Some endpoints will require an API Key. Please refer to this page
  • The base endpoint is: **https://eapi.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.

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 /eapi/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 Type Description
NONE Endpoint can be accessed freely.
TRADE Endpoint requires sending a valid API-Key and signature.
USER_DATA Endpoint requires sending a valid API-Key and signature.
USER_STREAM Endpoint requires sending a valid API-Key.
MARKET_DATA Endpoint 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.

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 /eapi/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.

Key Value
apiKey dbefbc809e3e83c283a984c3a1459732ea7db1360ca80c5c2c8867408d28cc83
secretKey 2b5eb11e18796d12d88f13dc27dbbd02c2cc51ff7059765ed9821957d82bb4d9
Parameter Value
symbol BTCUSDT
side BUY
type LIMIT
timeInForce GTC
quantity 1
price 9000
recvWindow 5000
timestamp 1591702613943

Example 1: As a query string

Example 1

HMAC SHA256 signature:

    $ echo -n "symbol=BTC-210129-40000-C&side=BUY&type=LIMIT&timeInForce=GTC&quantity=1&price=2000&recvWindow=5000&timestamp=1611825601400" | openssl dgst -sha256 -hmac "YtP1BudNOWZE1ag5uzCkh4hIC7qSmQOu797r5EJBFGhxBYivjj8HIX0iiiPof5yG"
    (stdin)= 7c12045972f6140e765e0f2b67d28099718df805732676494238f50be830a7d7

curl command:

    (HMAC SHA256)
    $ curl -H "X-MBX-APIKEY: 22BjeOROKiXJ3NxbR3zjh3uoGcaflPu3VMyBXAg8Jj2J1xVSnY0eB4dzacdE9IWn" -X POST 'https://eapi.binance.com/eapi/v1/order' -d 'symbol=BTC-210129-40000-C&side=BUY&type=LIMIT&timeInForce=GTC&quantity=1&price=2000&recvWindow=5000&timestamp=1611825601400&signature=7c12045972f6140e765e0f2b67d28099718df805732676494238f50be830a7d7'
  • requestBody:

symbol=BTC-210129-40000-C
&side=BUY
&type=LIMIT
&timeInForce=GTC
&quantity=1
&price=2000
&recvWindow=5000
&timestamp=1611825601400

Example 2: As a request body

Example 2

HMAC SHA256 signature:

    $ echo -n "symbol=BTC-210129-40000-C&side=BUY&type=LIMIT&timeInForce=GTC&quantity=1&price=2000&recvWindow=5000&timestamp=1611825601400" | openssl dgst -sha256 -hmac "YtP1BudNOWZE1ag5uzCkh4hIC7qSmQOu797r5EJBFGhxBYivjj8HIX0iiiPof5yG"
    (stdin)= 7c12045972f6140e765e0f2b67d28099718df805732676494238f50be830a7d7

curl command:

    (HMAC SHA256)
   $ curl -H "X-MBX-APIKEY: 22BjeOROKiXJ3NxbR3zjh3uoGcaflPu3VMyBXAg8Jj2J1xVSnY0eB4dzacdE9IWn" -X POST 'https://eapi.binance.com/eapi/v1/order?symbol=BTC-210129-40000-C&side=BUY&type=LIMIT&timeInForce=GTC&quantity=1&price=2000&recvWindow=5000&timestamp=1611825601400&signature=7c12045972f6140e765e0f2b67d28099718df805732676494238f50be830a7d7'
  • queryString:

symbol=BTC-210129-40000-C
&side=BUY
&type=LIMIT
&timeInForce=GTC
&quantity=1
&price=2000
&recvWindow=5000
&timestamp=1611825601400

Example 3: Mixed query string and request body

Example 3

HMAC SHA256 signature:

   $ echo -n "symbol=BTC-210129-40000-C&side=BUY&type=LIMIT&timeInForce=GTCquantity=0.01&price=2000&recvWindow=5000&timestamp=1611825601400" | openssl dgst -sha256 -hmac "YtP1BudNOWZE1ag5uzCkh4hIC7qSmQOu797r5EJBFGhxBYivjj8HIX0iiiPof5yG"
    (stdin)= fa6045c54fb02912b766442be1f66fab619217e551a4fb4f8a1ee000df914d8e

curl command:

    (HMAC SHA256)
    $ curl -H "X-MBX-APIKEY: 22BjeOROKiXJ3NxbR3zjh3uoGcaflPu3VMyBXAg8Jj2J1xVSnY0eB4dzacdE9IWn" -X POST 'https://eapi.binance.com/eapi/v1/order?symbol=BTC-210129-40000-C&side=BUY&type=LIMIT&timeInForce=GTC' -d 'quantity=0.01&price=2000&recvWindow=5000&timestamp=1611825601400&signature=fa6045c54fb02912b766442be1f66fab619217e551a4fb4f8a1ee000df914d8e'
  • queryString:

symbol=BTC-210129-40000-C&side=BUY&type=LIMIT&timeInForce=GTC

  • requestBody:

quantity=1&price=2000&recvWindow=5000&timestamp=1611825601400

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 options contract symbol
  • underlying refers to the underlying symbol of a options contract symbol
  • quoteAsset refers to the asset that is the price of a symbol.
  • settleAsset refers to the settlement asset when options are exercised

ENUM definitions

Options contract type

  • CALL
  • PUT

Order side

  • BUY
  • SELL

Position side

  • LONG
  • SHORT

Time in force

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

ORDERS
javascript
{
"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:

  • 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:

  • 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 Data Endpoints

Test Connectivity

Response:

{}


GET /eapi/v1/ping

Test connectivity to the Rest API.

Weight:
1

Parameters:
NONE

Check Server Time

Response:

{
  "serverTime": 1499827319559
}


GET /eapi/v1/time

Test connectivity to the Rest API and get the current server time.

Weight:
1

Parameters:
NONE

Exchange Information

Response:

{
  "timezone": "UTC",                    // Time zone used by the server
  "serverTime": 1592387337630,          // Current system time
  "optionContracts": [                  // Option contract underlying asset info
    {
      "id": 1,
      "baseAsset": "BTC",               // Base currency
      "quoteAsset": "USDT",             // Quotation asset
      "underlying": "BTCUSDT",          // Name of the underlying asset of the option contract
      "settleAsset": "USDT"             // Settlement currency
    }
  ],
  "optionAssets": [                     // Option asset info
    {
      "id": 1,
      "name": "USDT"                    // Asset name
    }
  ],
  "optionSymbols": [                    // Option trading pair info
    {
        "contractId": 2,
        "expiryDate": 1660521600000,    // expiry time
        "filters": [
            {
                "filterType": "PRICE_FILTER",
                "minPrice": "0.02",
                "maxPrice": "80000.01",
                "tickSize": "0.01"
            },
            {
                "filterType": "LOT_SIZE",
                "minQty": "0.01",
                "maxQty": "100",
                "stepSize": "0.01"
            }
        ],
        "id": 17,
        "symbol": "BTC-220815-50000-C",   // Trading pair name
        "side": "CALL",                   // Direction: CALL long, PUT short
        "strikePrice": "50000",           // Strike price
        "underlying": "BTCUSDT",          // Underlying asset of the contract
        "unit": 1,                        // Contract unit, the quantity of the underlying asset represented by a single contract.
        "makerFeeRate": "0.0002",         // maker commission rate
        "takerFeeRate": "0.0002",         // taker commission rate
        "minQty": "0.01",                 // Minimum order quantity
        "maxQty": "100",                  // Maximum order quantity
        "initialMargin": "0.15",          // Initial Magin Ratio
        "maintenanceMargin": "0.075",     // Maintenance Margin Ratio
        "minInitialMargin": "0.1",        // Min Initial Margin Ratio
        "minMaintenanceMargin": "0.05",   // Min Maintenance Margin Ratio
        "priceScale": 2,                  // price precision
        "quantityScale": 2,               // quantity precision
        "quoteAsset": "USDT"              // Quotation asset
    }
  ],
  "rateLimits": [
    {
        "rateLimitType": "REQUEST_WEIGHT",
        "interval": "MINUTE",
        "intervalNum": 1,
        "limit": 2400
    },
    {
        "rateLimitType": "ORDERS",
        "interval": "MINUTE",
        "intervalNum": 1,
        "limit": 1200
    },
    {
        "rateLimitType": "ORDERS",
        "interval": "SECOND",
        "intervalNum": 10,
        "limit": 300
    }
  ]
}


GET /eapi/v1/exchangeInfo

Current exchange trading rules and symbol information

Weight:
1

Parameters:
NONE

Order Book

Response:

{
  "T": 1589436922972,   // transaction time
  "u": 37461            // update id
  "bids": [             // Buy order
    [
      "1000",            // Price
      "0.9"              // Quantity
    ]
  ],
  "asks": [              // Sell order
    [
      "1100",            // Price
      "0.1"              // Quantity
    ]
  ]
}


GET /eapi/v1/depth

Weight:
1

Parameters:

Name Type Mandatory Description
symbol STRING YES Option trading pair, e.g BTC-200730-9000-C
limit INT NO Default:100 Max:1000.Optional value:[10, 20, 50, 100, 500, 1000]

Recent Trades List

Response:

[
  { 
    "id":"1",             // TradeId
    "symbol": "BTC-220722-19000-C",
    "price": "1000",      // Completed trade price
    "qty": "-0.1",        // Completed trade quantity
    "quoteQty": "-100",   // Completed trade amount
    "side": -1            // Completed trade direction（-1 Sell，1 Buy）
    "time": 1592449455993,// Time 
  }
]


GET /eapi/v1/trades

Get recent market trades

Weight:
5

Parameters:

Name Type Mandatory Description
symbol STRING YES Option trading pair, e.g BTC-200730-9000-C
limit INT NO Number of records Default:100 Max:500

Old Trades Lookup (MARKET_DATA)

Response:

[
  {
    "id":"1",             // UniqueId
    "tradeId": "159244329455993",    // TradeId
    "price": "1000",      // Completed trade price
    "qty": "-0.1",        // Completed trade Quantity
    "quoteQty": "-100",   // Completed trade amount
    "side": -1            // Completed trade direction（-1 Sell，1 Buy）
    "time": 1592449455993,// Time
  }
]


GET /eapi/v1/historicalTrades

Get older market historical trades.

Weight:
20

Parameters:

Name Type Mandatory Description
symbol STRING YES Option trading pair, e.g BTC-200730-9000-C
fromId LONG NO The UniqueId ID from which to return. The latest deal record is returned by default
limit INT NO Number of records Default:100 Max:500

Kline/Candlestick Data

Response:

[
  {
      "open": "950",              // Opening price
      "high": "1100",             // Highest price
      "low": "900",               // Lowest price
      "close": "1000",            // Closing price (latest price if the current candle has not closed)
      "volume": "100"             // Trading volume(contracts)       
      "amount": "2",              // Trading amount(in quote asset)
      "interval": "5m",           // Candle type
      "tradeCount": 10,           // Number of completed trades
      "takerVolume": "100",       // Taker trading volume(contracts)      
      "takerAmount": "10000",     // Taker trade amount(in quote asset)
      "openTime": 1499040000000,  // Opening time
      "closeTime": 1499644799999, // Closing time
  }
]


GET /eapi/v1/klines

Kline/candlestick bars for an option symbol.
Klines are uniquely identified by their open time.

Weight:
1

Parameters:

Name Type Mandatory Description
symbol STRING YES Option trading pair, e.g BTC-200730-9000-C
interval STRING YES Time interval
startTime LONG NO Start Time 1592317127349
endTime LONG NO End Time
limit INT NO Number of records Default:500 Max:1500
  • If startTime and endTime are not sent, the most recent klines are returned.

Option Mark Price

Response:

[
  {
    "symbol": "BTC-200730-9000-C",
    "markPrice": "1343.2883",       // Mark price
    "bidIV": "1.40000077",          // Implied volatility Buy
    "askIV": "1.50000153",          // Implied volatility Sell
    "markIV": "1.45000000"          // Implied volatility mark  
    "delta": "0.55937056",          // delta
    "theta": "3739.82509871",       // theta
    "gamma": "0.00010969",          // gamma
    "vega": "978.58874732",         // vega
    "highPriceLimit": "1618.241",   // Current highest buy price
    "lowPriceLimit": "1068.3356"    // Current lowest sell price
  }
]


GET /eapi/v1/mark

Option mark price and greek info.

Weight:
5

Parameters:

Name Type Mandatory Description
symbol STRING NO Option trading pair, e.g BTC-200730-9000-C

24hr Ticker Price Change Statistics

Response:

[
  {
    "symbol": "BTC-200730-9000-C",
    "priceChange": "-16.2038",        //24-hour price change
    "priceChangePercent": "-0.0162",  //24-hour percent price change
    "lastPrice": "1000",              //Last trade price
    "lastQty": "1000",                //Last trade amount
    "open": "1016.2038",              //24-hour open price
    "high": "1016.2038",              //24-hour high
    "low": "0",                       //24-hour low
    "volume": "5",                    //Trading volume(contracts)
    "amount": "1",                    //Trade amount(in quote asset)
    "bidPrice":"999.34",              //The best buy price
    "askPrice":"1000.23",             //The best sell price
    "openTime": 1592317127349,        //Time the first trade occurred within the last 24 hours
    "closeTime": 1592380593516,       //Time the last trade occurred within the last 24 hours     
    "firstTradeId": 1,                //First trade ID
    "tradeCount": 5,                  //Number of trades
    "strikePrice": "9000",            //Strike price
    "exercisePrice": "3000.3356"      //return estimated settlement price one hour before exercise, return index price at other times
  }
]


GET /eapi/v1/ticker

24 hour rolling window price change statistics.

Weight:
5

Parameters:

Name Type Mandatory Description
symbol STRING NO Option trading pair, e.g BTC-200730-9000-C

Symbol Price Ticker

Response:

{
   "time": 1656647305000,
   "indexPrice": "9200" // Current spot index price
}


GET /eapi/v1/index

Get spot index price for option underlying.

Weight:
1

Parameters:

Name Type Mandatory Description
underlying STRING YES Spot pair（Option contract underlying asset, e.g BTCUSDT)

Historical Exercise Records

Response:

[
  { 
    "symbol": "BTC-220121-60000-P",            // symbol  
    "strikePrice": "60000",                    // strike price
    "realStrikePrice": "38844.69652571",       // real strike price
    "expiryDate": 1642752000000,               // Exercise time
    "strikeResult": "REALISTIC_VALUE_STRICKEN" // strike result
  }
]


GET /eapi/v1/exerciseHistory

REALISTIC_VALUE_STRICKEN -> Exercised

EXTRINSIC_VALUE_EXPIRED -> Expired OTM

Get historical exercise records.

Weight:
3

Parameters:

Name Type Mandatory Description
underlying STRING NO Underlying index like BTCUSDT
startTime LONG NO Start Time
endTime LONG NO End Time
limit INT NO Number of records Default:100 Max:100

Open interest

Response:

[
    {
        "symbol": "ETH-221119-1175-P",
        "sumOpenInterest": "4.01",
        "sumOpenInterestUsd": "4880.2985615624",
        "timestamp": "1668754020000"
    }
]


GET /eapi/v1/openInterest

Get open interest for specific underlying asset on specific expiration date.

Parameters:

Name Type Mandatory Description
underlyingAsset STRING YES underlying asset, e.g ETH/BTC
expiration STRING YES expiration date, e.g 221225

Account/Trades Endpoints

Option Account Information (TRADE)

Response:

{
  "asset": [                  
    {
      "asset": "USDT",                    // Asset type
      "marginBalance": "1877.52214415",   // Account balance
      "equity": "617.77711415",           // Account equity
      "available": "0",                   // Available funds
      "locked": "2898.92389933",          // locked balance for order and position 
      "unrealizedPNL": "222.23697000",    // Unrealized profit/loss        
   }
  ], 
  "greek": [
    {
      "underlying":"BTCUSDT"            // Option Underlying
      "delta": "-0.05"                  // Account delta
      "gamma": "-0.002"                 // Account gamma
      "theta": "-0.05"                  // Account theta
      "vega": "-0.002"                  // Account vega  
    }
  ], 
  "time": 1592449455993                 // Time  
}


GET /eapi/v1/account (HMAC SHA256)

Get current account information.

Weight:
3

Parameters:

Name Type Mandatory Description
recvWindow LONG NO
timestamp LONG YES

Funds Transfer (TRADE)

Please find details from here.

New Order (TRADE)

Response ACK:

{
  "orderId": 4611875134427365377,     // System order number
  "clientOrderId": ""                 // Client order ID
  "symbol": "BTC-200730-9000-C",      // Option trading pair
  "price": "100",                     // Order Price
  "quantity": "1",                    // Order Quantity
  "side": "BUY",                      // Buy/sell direction
  "type": "LIMIT",                    // Order type
  "createDate": 1592465880683,        // Order Time
  "updateTime": 1566818724722,        // Update time
}

Response RESULT:

{
  "orderId": 4611875134427365377,     // System order number
  "symbol": "BTC-200730-9000-C",      // Option trading pair
  "price": "100",                     // Order Price
  "quantity": "1",                    // Order Quantity
  "executedQty": "0",                 // Number of executed quantity
  "fee": "0",                         // Fee 
  "side": "BUY",                      // Buy/sell direction
  "type": "LIMIT",                    // Order type
  "timeInForce": "GTC",               // Time in force method
  "reduceOnly": false,                // Order is reduce only Y/N
  "postOnly": false,                  // Order is post only
  "createTime": 1592465880683,        // Order Time
  "updateTime": 1566818724722,        // Update time
  "status": "ACCEPTED",               // Order status
  "avgPrice": "0",                    // Average price of completed trade
  "clientOrderId": ""                 // Client order ID
  "priceScale": 2,
  "quantityScale": 2,
  "optionSide": "CALL",
  "quoteAsset": "USDT",
  "mmp": false
}


POST /eapi/v1/order (HMAC SHA256)

Send a new order.

Parameters:

Name Type Mandatory Description
symbol STRING YES Option trading pair, e.g BTC-200730-9000-C
side ENUM YES Buy/sell direction: SELL, BUY
type ENUM YES Order Type: LIMIT(only support limit)
quantity DECIMAL YES Order Quantity
price DECIMAL NO Order Price
timeInForce ENUM NO Time in force method（Default GTC）
reduceOnly BOOLEAN NO Reduce Only（Default false）
postOnly BOOLEAN NO Post Only（Default false）
newOrderRespType ENUM NO «ACK», «RESULT», Default «ACK»
clientOrderId STRING NO User-defined order ID cannot be repeated in pending orders
isMmp BOOLEAN NO is market maker protection order, true/false
recvWindow LONG NO
timestamp LONG YES

Some parameters are mandatory depending on the order type as follows:

Type Mandatory parameters
LIMIT timeInForce, quantity, price

Place Multiple Orders (TRADE)

Response:

[
    {
        "orderId": 4612288550799409153,  // System order number
        "symbol": "ETH-220826-1800-C",   // Option trading pair
        "price": "100",                  // Order Price
        "quantity": "0.01",              // Order Quantity
        "side": "BUY",                   // Buy/sell direction
        "type": "LIMIT",                 // Order type
        "reduceOnly": false,             // Order is reduce only Y/N
        "postOnly": false,               // Post only or not 
        "clientOrderId": "1001",         // Client order ID
        "mmp": false                     // MMP     
    }
]


POST /eapi/v1/batchOrders (HMAC SHA256)

Send multiple option orders.

Weight:
5

Parameters:

Name Type Mandatory Description
orders LIST YES order list. Max 5 orders
recvWindow LONG NO
timestamp LONG YES

Where batchOrders is the list of order parameters in JSON:

  • example: /eapi/v1/batchOrders?orders=[{«symbol»:»BTC-210115-35000-C»,
    «price»:»100″,»quantity»:»0.0002″,»side»:»BUY»,»type»:»LIMIT»}]
Name Type Mandatory Description
symbol STRING YES Option trading pair, e.g BTC-200730-9000-C
side ENUM YES Buy/sell direction: SELL, BUY
type ENUM YES Order Type: LIMIT (Only support LIMIT)
quantity DECIMAL YES Order Quantity
price DECIMAL NO Order Price
timeInForce ENUM NO Time in force method（Default GTC）
reduceOnly BOOLEAN NO Reduce Only（Default false）
postOnly BOOLEAN NO Post Only（Default false）
newOrderRespType ENUM NO «ACK», «RESULT», Default «ACK»
clientOrderId STRING NO User-defined order ID cannot be repeated in pending orders
isMmp BOOLEAN NO is market maker protection order, true/false

 
Some parameters are mandatory depending on the order type as follows:

Type Mandatory parameters
LIMIT timeInForce, quantity, price
  • 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 Single Order (TRADE)

Response:

{
  "orderId": 4611875134427365377,     // System order id
  "symbol": "BTC-200730-9000-C",      // Option trading pair
  "price": "100",                     // Order Price
  "quantity": "1",                    // Order Quantity
  "executedQty": "0",                 // Number of executed quantity
  "fee": "0",                         // Fee 
  "side": "BUY",                      // Buy/sell direction
  "type": "LIMIT",                    // Order type
  "timeInForce": "GTC",               // Time in force method
  "reduceOnly": false,                // Order is reduce only Y/N
  "postOnly": false,                  // Order is post only
  "createTime": 1592465880683,        // Order Time
  "updateTime": 1566818724722,        // Update time
  "status": "ACCEPTED",               // Order status
  "avgPrice": "0",                    // Average price of completed trade
  "source": "API",                    // Order source
  "clientOrderId": ""                 // Client order ID
  "priceScale": 2,
  "quantityScale": 2,
  "optionSide": "CALL",
  "quoteAsset": "USDT",
  "mmp": false
}

No Order Response:

{
    "code": -2013,
    "msg": "Order does not exist"
}


GET /eapi/v1/order (HMAC SHA256)

Check an order status.

Weight:
1

  • These orders will not be found:
    • order status is CANCELED or REJECTED, AND
    • order has NO filled trade, AND
    • created time + 3 days < current time

Parameters:

Name Type Mandatory Description
symbol STRING YES Option trading pair, e.g BTC-200730-9000-C
orderId STRING NO Order id
clientOrderId STRING NO User-defined order ID cannot be repeated in pending orders
recvWindow LONG NO
timestamp LONG YES
  • Either orderId or clientOrderId must be sent.

Cancel Option Order (TRADE)

Response:

{
  "orderId": 4611875134427365377,     // System order number
  "symbol": "BTC-200730-9000-C",      // Option trading pair
  "price": "100",                     // Order Price
  "quantity": "1",                    // Order Quantity
  "executedQty": "0",                 // Number of executed quantity
  "fee": "0",                         // Fee 
  "side": "BUY",                      // Buy/sell direction
  "type": "LIMIT",                    // Order type
  "timeInForce": "GTC",               // Time in force method
  "reduceOnly": false,                // Order is reduce only Y/N
  "postOnly": false, 
  "createDate": 1592465880683,        // Order Time
  "updateTime": 1566818724722,        // Update time 
  "status": "ACCEPTED",               // Order status
  "avgPrice": "0",                    // Average price of completed trade
  "source": "API",
  "clientOrderId": "",                // Client order ID
  "priceScale": 4,
  "quantityScale": 4,
  "optionSide": "CALL",
  "quoteAsset": "USDT",
  "mmp": false
}


DELETE /eapi/v1/order (HMAC SHA256)

Cancel an active order.

Weight:
1

Parameters:

Name Type Mandatory Description
symbol STRING YES Option trading pair, e.g BTC-200730-9000-C
orderId LONG NO Order ID, e.g 4611875134427365377
clientOrderId STRING NO User-defined order ID, e.g 10000
recvWindow LONG NO
timestamp LONG YES

At least one instance of orderId and clientOrderId must be sent.

Cancel Multiple Option Orders (TRADE)

Response:

[
  {
    "orderId": 4611875134427365377,     // System order number
    "symbol": "BTC-200730-9000-C",      // Option trading pair
    "price": "100",                     // Order Price
    "quantity": "1",                    // Order Quantity
    "executedQty": "0",                 // Number of completed quantity
    "fee": 0,                           // Fee 
    "side": "BUY",                      // Buy/sell direction
    "type": "LIMIT",                    // Order type
    "timeInForce": "GTC",               // Time in force method
    "createTime": 1592465880683,        // Order Time
    "status": "ACCEPTED",               // Order status
    "avgPrice": "0",                    // Average price of completed trade
    "reduceOnly": false,                // Order is reduce only Y/N
    "clientOrderId": ""                 // Client order ID
    "updateTime": 1566818724722,        // Update time 
  }
]


DELETE /eapi/v1/batchOrders (HMAC SHA256)

Cancel an active order.

Weight:
1

Parameters:

Name Type Mandatory Description
symbol STRING YES Option trading pair, e.g BTC-200730-9000-C
orderIds LIST<LONG> NO Order ID, e.g [4611875134427365377,4611875134427365378]
clientOrderIds LIST<STRING> NO User-defined order ID, e.g [«my_id_1″,»my_id_2»]
recvWindow LONG NO
timestamp LONG YES

At least one instance of orderId and clientOrderId must be sent.

Cancel all Option orders on specific symbol (TRADE)

Response:

{
  "code": 0,
  "msg": "success"
}


DELETE /eapi/v1/allOpenOrders (HMAC SHA256)

Cancel all active order on a symbol.

Weight:
1

Parameters:

Name Type Mandatory Description
symbol STRING YES Option trading pair, e.g BTC-200730-9000-C
recvWindow LONG NO
timestamp LONG YES

Cancel All Option Orders By Underlying (TRADE)

Response:

{
    "code": "0",
    "msg": "success",
    "data": 0
}


DELETE /eapi/v1/allOpenOrdersByUnderlying (HMAC SHA256)

Cancel all active orders on specified underlying.

Weight:
1

Parameters:

Name Type Mandatory Description
underlying STRING YES Option underlying, e.g BTCUSDT
recvWindow LONG NO
timestamp LONG YES

Query Current Open Option Orders (USER_DATA)

Response:

[
  {
    "orderId": 4611875134427365377,     // System order number
    "symbol": "BTC-200730-9000-C",      // Option trading pair
    "price": "100",                     // Order Price
    "quantity": "1",                    // Order Quantity
    "executedQty": "0",                 // Number of completed trades
    "fee": "0",                         // Fee 
    "side": "BUY",                      // Buy/sell direction
    "type": "LIMIT",                    // Order type
    "timeInForce": "GTC",               // Time in force method
    "reduceOnly": false,                // Order is reduce only Y/N
    "postOnly": false,
    "createTime": 1592465880683,        // Order Time
    "updateTime": 1592465880683,        // Update Time
    "status": "ACCEPTED",               // Order status
    "avgPrice": "0",                    // Average price of completed trade
    "clientOrderId": ""                 // Client order ID         
    "priceScale": 2,
    "quantityScale": 2,
    "optionSide": "CALL",
    "quoteAsset": "USDT",
    "mmp": false
  }
]

GET /eapi/v1/openOrders (HMAC SHA256)

Query current all open orders, status: ACCEPTED PARTIALLY_FILLED

Weight:
1 for a single symbol; 40 when the symbol parameter is omitted

Parameters:

Name Type Mandatory Description
symbol STRING NO return all orders if don’t pass, Option trading pair, e.g BTC-200730-9000-C,
orderId LONG NO Returns the orderId and subsequent orders, the most recent order is returned by default
startTime LONG NO Start Time
endTime LONG NO End Time
limit INT NO Number of result sets returned Default:100 Max:1000
recvWindow LONG NO
timestamp LONG YES

Query Option Order History (TRADE)

Response:

[
    {
        "orderId": 4611922413427359795,
        "symbol": "BTC-220715-2000-C",
        "price": "18000.00000000",
        "quantity": "-0.50000000",
        "executedQty": "-0.50000000",
        "fee": "3.00000000",
        "side": "SELL",
        "type": "LIMIT",
        "timeInForce": "GTC",
        "reduceOnly": false,
        "postOnly": false,
        "createTime": 1657867694244,
        "updateTime": 1657867888216,
        "status": "FILLED",
        "reason": "0",
        "avgPrice": "18000.00000000",
        "source": "API",
        "clientOrderId": "",
        "priceScale": 2,
        "quantityScale": 2,
        "optionSide": "CALL",
        "quoteAsset": "USDT",
        "mmp": false
    }
]


GET /eapi/v1/historyOrders (HMAC SHA256)

Query all finished orders within 5 days, finished status: CANCELLED FILLED REJECTED.

Weight:
3

Parameters:

Name Type Mandatory Description
symbol STRING YES Option trading pair
orderId LONG NO Returns the orderId and subsequent orders, the most recent order is returned by default
startTime LONG NO Start Time, e.g 1593511200000
endTime LONG NO End Time, e.g 1593512200000
limit INT NO Number of result sets returned Default:100 Max:1000
recvWindow LONG NO
timestamp LONG YES

Option Position Information (USER_DATA)

Response:

[
  {
    "entryPrice": "1000",               // Average entry price
    "symbol": "BTC-200730-9000-C",      // Option trading pair
    "side": "SHORT",                    // Position direction
    "quantity": "-0.1",                 // Number of positions (positive numbers represent long positions, negative number represent short positions)
    "reducibleQty": "0",                // Number of positions that can be reduced
    "markValue": "105.00138",           // Current market value
    "ror": "-0.05",                     // Rate of return
    "unrealizedPNL": "-5.00138",        // Unrealized profit/loss
    "markPrice": "1050.0138",           // Mark price
    "strikePrice": "9000",              // Strike price
    "positionCost": "1000.0000",        // Position cost
    "expiryDate": 1593511200000         // Exercise time
    "priceScale": 2,
    "quantityScale": 2,
    "optionSide": "CALL",
    "quoteAsset": "USDT" 
   }
]

GET /eapi/v1/position (HMAC SHA256)

Get current position information.

Weight:
5

Parameters:

Name Type Mandatory Description
symbol STRING NO Option trading pair, e.g BTC-200730-9000-C
recvWindow LONG NO
timestamp LONG YES

Account Trade List (USER_DATA)

Response:

[
  {
    "id": 4611875134427365377,          // unique id
    "tradeId": 239,                     // trade id
    "orderId": 4611875134427365377,     // order id
    "symbol": "BTC-200730-9000-C",      // option symbol
    "price": "100",                     // trade price
    "quantity": "1",                    // trade quantity
    "fee": "0",                         // fee
    "realizedProfit": "0.00000000",     // realized profit/loss
    "side": "BUY",                      // order side
    "type": "LIMIT",                    // order type  
    "volatility": "0.9",                // volatility
    "liquidity": "TAKER",               // TAKER or MAKER      
    "quoteAsset": "USDT",               // quote asset
    "time": 1592465880683               // trade time
    "priceScale": 2,
    "quantityScale": 2,
    "optionSide": "CALL",
    "quoteAsset": "USDT"
  } 
]

GET /eapi/v1/userTrades (HMAC SHA256)

Get trades for a specific account and symbol.

Weight:
5

Parameters:

Name Type Mandatory Description
symbol STRING NO Option symbol, e.g BTC-200730-9000-C
fromId LONG NO Trade id to fetch from. Default gets most recent trades, e.g 4611875134427365376
startTime LONG NO Start time, e.g 1593511200000
endTime LONG NO End time, e.g 1593512200000
limit INT NO Default 100; max 1000
recvWindow LONG NO
timestamp LONG YES

User Exercise Record (USER_DATA)

Response:

[
    {
        "id": "1125899906842624042",
        "currency": "USDT",
        "symbol": "BTC-220721-25000-C",
        "exercisePrice": "25000.00000000",
        "markPrice": "25000.00000000",
        "quantity": "1.00000000",
        "amount": "0.00000000",
        "fee": "0.00000000",
        "createDate": 1658361600000,
        "priceScale": 2,
        "quantityScale": 2,
        "optionSide": "CALL",
        "positionSide": "LONG",
        "quoteAsset": "USDT"
    }
]

GET /eapi/v1/exerciseRecord (HMAC SHA256)

Get account exercise records.

Weight:
5

Parameters:

Name Type Mandatory Description
symbol STRING NO Option trading pair, e.g BTC-200730-9000-C
startTime LONG NO startTime
endTime LONG NO endTime
limit INT NO default 1000, max 1000
recvWindow LONG NO
timestamp LONG YES

Account Funding Flow (USER_DATA)

Response:

[
  {
    "id": 1125899906842624000,
    "asset": "USDT",              // Asset type
    "amount": "-0.552",           // Amount (positive numbers represent inflow, negative numbers represent outflow)
    "type": "FEE",                // type (fees)
    "createDate": 1592449456000,  // Time
  },
  {
    "id": 1125899906842624000,
    "asset": "USDT",              // Asset type
    "amount": "100",              // Amount (positive numbers represent inflow, negative numbers represent outflow)
    "type": "CONTRACT",           // type (buy/sell contracts)
    "createDate": 1592449456000,  // Time
  },
  {
    "id": 1125899906842624000,
    "asset": "USDT",              // Asset type
    "amount": "10000",            // Amount (positive numbers represent inflow, negative numbers represent outflow)
    "type": "TRANSFER",           // type（Funds transfer）
    "createDate": 1592448410000,  // Time
  }
]

GET /eapi/v1/bill (HMAC SHA256)

Query account funding flows.

Weight:
1

Parameters:

Name Type Mandatory Description
currency STRING YES Asset type, e.g USDT
recordId LONG NO Return the recordId and subsequent data, the latest data is returned by default, e.g 100000
startTime LONG NO Start Time, e.g 1593511200000
endTime LONG NO End Time, e.g 1593512200000
limit INT NO Number of result sets returned Default:100 Max:1000
recvWindow LONG NO
timestamp LONG YES

Websocket Market Streams

  • The baseurl of the websocket interface is: *wss://nbstream.binance.com/eoptions/*
  • 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>
  • Example:
  • wss://nbstream.binance.com/eoptions/ws/BTC-210630-9000-P@ticker

  • wss://nbstream.binance.com/eoptions/stream?streams=BTC-210630-9000-P@trade/BTC-210630-9000-P@ticker

  • 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.

  • Combined stream events are wrapped as follows: {«stream»:»<streamName>»,»data»:<rawPayload>}

  • All symbols for streams are uppercase

  • 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»:
[
«BTC-210630-9000-P@ticker»,
«BTC-210630-9000-P@depth»
],
«id»: 1
}

Unsubscribe to a stream

Response

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

{
«method»: «UNSUBSCRIBE»,
«params»:
[
«BTC-210630-9000-P@ticker»
],
«id»: 312
}

Listing Subscriptions

Response

  {
    "result": [
      "BTC-210630-9000-P@ticker"
    ],
    "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
javascript
{
"result": true, // Indicates that combined is set to true.
"id": 2
}

  • Request

{
«method»: «GET_PROPERTY»,
«params»:
[
«combined»
],
«id»: 2
}      

Error Messages

Error Message Description
{«code»: 0, «msg»: «Unknown property»} Parameter used in the SET_PROPERTY or GET_PROPERTY was invalid
{«code»: 1, «msg»: «Invalid value type: expected Boolean»} Value should only be true or false
{«code»: 2, «msg»: «Invalid request: property name must be a string»} Property name provided was invalid
{«code»: 2, «msg»: «Invalid request: request ID must be an unsigned integer»} Parameter id had to be provided or the value provided in the id parameter is an unsupported type
{«code»: 2, «msg»: «Invalid request: unknown variant %s, expected one of SUBSCRIBE, UNSUBSCRIBE, LIST_SUBSCRIPTIONS, SET_PROPERTY, GET_PROPERTY at line 1 column 28″} Possible typo in the provided method or provided method was neither of the expected values
{«code»: 2, «msg»: «Invalid request: too many parameters»} Unnecessary parameters provided in the data
{«code»: 2, «msg»: «Invalid request: property name must be a string»} Property name was not provided
{«code»: 2, «msg»: «Invalid request: missing field method at line 1 column 73″} method was not provided in the data
{«code»:3,»msg»:»Invalid JSON: expected value at line %s column %s»} JSON data sent has incorrect syntax.    ## Trade Streams

Trade Streams

** Payload: **

{
    "e":"trade",                        // event type   
    "E":1591677941092,                  // event time   
    "s":"BTC-200630-9000-P",            // Option trading symbol   
    "t":1,                              // trade ID   
    "p":"1000",                         // price   
    "q":"-2",                           // quantity   
    "b":4611781675939004417,            // buy order ID   
    "a":4611781675939004418,            // sell order ID   
    "T":1591677567872,                  // trade completed time  
    "S":"-1"                            // direction   
}

The Trade Streams push raw trade information for specific symbol or underlying asset. E.g.ETH@trade

Stream Name:
<symbol>@trade or <underlyingAsset>@trade

Update Speed: 50ms

Index Price Streams

** Payload: **

{
    "e":"index",         // event type
    "E":1661415480351,   // time
    "s":"ETHUSDT",       // underlying symbol
    "p":"1707.89008607"  // index price
}

Underlying(e.g ETHUSDT) index stream.

Stream Name:
<symbol>@index

Update Speed: 1000ms

Mark Price

** Payload: **

[
    {
      "e":"markPrice",         // Event Type
      "E":1663684594227,       // Event time
      "s":"ETH-220930-1500-C", // Symbol
      "mp":"30.3"              // Option mark price
    },
    {
      "e":"markPrice",
      "E":1663684594228,
      "s":"ETH-220923-1000-C",
      "mp":"341.5"
    }
】

The mark price for all option symbols on specific underlying asset. E.g.ETH@markPrice

Stream Name:
<underlyingAsset>@markPrice

Update Speed: 1000ms

Kline/Candlestick Streams

** Payload: **

{
    "e":"kline",                        // event type   
    "E":1638747660000,                  // event time   
    "s":"BTC-200630-9000-P",            // Option trading symbol   
    "k":{                             
        "t":1638747660000,              // kline start time   
        "T":1638747719999,              // kline end time  
        "s":"BTC-200630-9000-P",        // Option trading symbol   
        "i":"1m",                       // candle period   
        "F":0,                          // first trade ID  
        "L":0,                          // last trade ID   
        "o":"1000",                     // open   
        "c":"1000",                     // close   
        "h":"1000",                     // high    
        "l":"1000",                     // low   
        "v":"0",                        // volume(in contracts)   
        "n":0,                          // number of trades   
        "x":false,                      // current candle has been completed Y/N   
        "q":"0",                        // completed trade amount   (in quote asset)            
        "V":"0",                        // taker completed trade volume (in contracts)             
        "Q":"0"                         // taker trade amount(in quote asset)   
    }
}

The Kline/Candlestick Stream push updates to the current klines/candlestick every 1000 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»,
«12h»,
«1d»,
«3d»,
«1w»,

Stream Name:
<symbol>@kline_<interval>

Update Speed: 1000ms

24-hour TICKER

** Payload: **

{
    "e":"24hrTicker",           // event type
    "E":1657706425200,          // event time  
    "s":"BTC-220930-18000-C",   // Option symbol    
    "o":"2000",                 // 24-hour opening price
    "h":"2020",                 // Highest price
    "l":"2000",                 // Lowest price
    "c":"2020",                 // latest price
    "V":"1.42",                 // Trading volume(in contracts)  
    "A":"2841",                 // trade amount(in quote asset)   
    "P":"0.01",                 // price change percent
    "p":"20",                   // price change 
    "Q":"0.01",                 // volume of last completed trade(in contracts)  
    "F":"27",                   // first trade ID
    "L":"48",                   // last trade ID  
    "n":22,                     // number of trades
    "bo":"2012",                // The best buy price
    "ao":"2020",                // The best sell price
    "bq":"4.9",                 // The best buy quantity
    "aq":"0.03",                // The best sell quantity
    "b":"0.1202",               // BuyImplied volatility   
    "a":"0.1318",               // SellImplied volatility
    "d":"0.98911",              // delta
    "t":"-0.16961",             // theta 
    "g":"0.00004",              // gamma  
    "v":"2.66584",              // vega
    "vo":"0.10001",             // Implied volatility 
    "mp":"2003.5102",           // Mark price  
    "hl":"2023.511",            // Buy Maximum price
    "ll":"1983.511",            // Sell Minimum price 
    "eep":"0"                   // Estimated strike price (return estimated strike price half hour before exercise)
  }

24hr ticker info for all symbols. Only symbols whose ticker info changed will be sent.

Stream Name:
<symbol>@ticker

Update Speed: 1000ms  

24-hour TICKER by underlying asset and expiration data

** Payload: **

[
{
"e":"24hrTicker",           // event type
"E":1657706425200,          // event time  
"s":"ETH-220930-1600-C",    // Option symbol    
"o":"2000",                 // 24-hour opening price
"h":"2020",                 // Highest price
"l":"2000",                 // Lowest price
"c":"2020",                 // latest price
"V":"1.42",                 // Trading volume(in contracts)  
  "A":"2841",                 // trade amount(in quote asset)   
  "P":"0.01",                 // price change percent
"p":"20",                   // price change 
"Q":"0.01",                 // volume of last completed trade(in contracts)  
  "F":"27",                   // first trade ID
"L":"48",                   // last trade ID  
"n":22,                     // number of trades
"bo":"2012",                // The best buy price
"ao":"2020",                // The best sell price
"bq":"4.9",                 // The best buy quantity
"aq":"0.03",                // The best sell quantity
"b":"0.1202",               // BuyImplied volatility   
"a":"0.1318",               // SellImplied volatility
"d":"0.98911",              // delta
"t":"-0.16961",             // theta 
"g":"0.00004",              // gamma  
"v":"2.66584",              // vega
"vo":"0.10001",             // Implied volatility 
"mp":"2003.5102",           // Mark price  
"hl":"2023.511",            // Buy Maximum price
"ll":"1983.511",            // Sell Minimum price 
      "eep":"0"                   // Estimated strike price (return estimated strike price half hour before exercise)
},
{
"e":"24hrTicker",
"E":1663685112123,
"s":"ETH-220930-1500-C",
"o":"34.9",
"h":"44.6",
"l":"26.8",
"c":"26.8",
"V":"11.84",
"A":"444.37",
"P":"-0.232",
"p":"-8.1",
"Q":"0",
"F":"91",
"L":"129",
"n":39,
"bo":"26.8",
"ao":"33.9",
"bq":"0.65",
"aq":"0.01",
"b":"0.88790536",
"a":"0.98729014",
"d":"0.2621153",
"t":"-3.44806807",
"g":"0.00158298",
"v":"0.7148147",
"vo":"0.93759775",
"mp":"30.3",
"hl":"228.7",
"ll":"0.1",
"eep":"0"
} 
]

24hr ticker info by underlying asset and expiration date. E.g.ETH@ticker@220930

Stream Name:
<underlyingAsset>@ticker@<expirationDate>

Update Speed: 1000ms  

Open Interest

[
{
"e":"openInterest",         // Event type
"E":1668759300045,          // Event time
"s":"ETH-221125-2700-C",    // option symbol
"o":"1580.87",              // Open interest in contracts
"h":"1912992.178168204"     // Open interest in USDT
}
]

Option open interest for specific underlying asset on specific expiration date. E.g.ETH@openInterest@221125

Stream Name:
<underlyingAsset>@openInterest@<expirationDate>

Update Speed: 60s

New Symbol Info

{
"e":"OPTION_PAIR",         //eventType   
"E":1668573571842,         //eventTime   
"id":652,                  //option id   
"cid":2,                   //underlying asset id 
"u":"BTCUSDT",             //Underlying index of the contract
"qa":"USDT",               //Quotation asset 
"s":"BTC-221116-21000-C",  //Trading pair name 
"unit":1,                  //Conversion ratio, the quantity of the underlying asset represented by a single contract. 
"mq":"0.01",               //Minimum trade volume of the underlying asset  
"d":"CALL",                //Option type
"sp":"21000",              //Strike price  
"ed":1668585600000         //expiration time  
}

New symbol listing stream.

Stream Name:
option_pair

Update Speed: 50ms  

Partial Book Depth Streams

** Payload: **

{
"e":"depth",                    // event type 
"T":1591695934010,              // transaction time 
  "s":"BTC-200630-9000-P",        // Option symbol  
"u":162,                                    // update id in event
"pu":162,                                   // same as update id in event    
"b":[                           // Buy order   
[
"200",                    // Price
"3",                      // quantity
],
[
"101",
"1"
],
[
"100",
"2"
]
],
"a":[                           // Sell order   
[
"1000",
"89"
]
]
}

Top bids and asks, Valid levels are are 10, 20, 50, 100.

Stream Names: <symbol>@depth<levels> OR <symbol>@depth<levels>@100ms OR <symbol>@depth<levels>@1000ms.

Update Speed: 100ms or 1000ms, 500ms(default when update speed isn’t used)

Diff. Book Depth Streams

** Payload: **

{
"e":"depth",                    // event type 
"T":1591695934010,              // transaction time 
"s":"BTC-200630-9000-P",        // option symbol   
"u":62610,                      // final update id in event
"pu":62609,                     // final update id in last stream (ie. `u` in last stream event)
"b":[                           // buy order   
[
"200",                    // price
"3",                      // quantity
],
[
"101",
"1"
],
[
"100",
"2"
]
],
"a":[                           // sell order   
[
"1000",
"89"
]
]
}

When depth level is set to 1000, stream returns diff book depth pushed every 50ms. Please follow the subsequent instructions on how to manage a local order book correctly.

Stream Names: <symbol>@depth1000

Update Speed: 50ms

How to manage a local order book correctly

  1. Open a diff. Book depth stream to wss://nbstream.binance.com/eoptions/stream?streams=ETH-221230-1200-P@depth1000.
  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://eapi.binance.com/eapi/v1/depth?symbol=ETH-221230-1200-P&limit=1000 .
  4. Drop any event from the websocket stream whereu is <= the u from the step 3
  5. The first processed event should have u > u from step 3 AND pu = u from step 3
  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.

User Data Streams

  • The base API endpoint is: https://eapi.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.
  • Connection method for Websocket：
    • Base Url: wss://nbstream.binance.com/eoptions/
    • User Data Streams are accessed at /ws/<listenKey>
    • Example: wss://nbstream.binance.com/eoptions/ws/XaEAKTsQSRLZAGH9tuIu37plSRsdjmlAVBoNYPUITlTAko1WI22PgmBMpI1rS8Yh
  • A single connection 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 /eapi/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 /eapi/v1/listenKey

Keepalive a user data stream to prevent a time out. User data streams will close after 60 minutes. It’s recommended to send a ping about every 60 minutes.

Weight:
1

Parameters:

None

Close User Data Stream (USER_STREAM)

Response:

{}


DELETE /eapi/v1/listenKey

Close out a user data stream.

Weight:
1

Parameters:

None

Event: Account data

Payload:

{
"e":"ACCOUNT_UPDATE",                 // Event type
"E":1591696384141,                    // Event time
"B":[
{
"b":"100007992.26053177",       // Account balance   
"m":"0",                        // Position value    
"u":"458.782655111111",         // Unrealized profit/loss   
"U":200,                        // Positive unrealized profit for long position 
"M":"-15452.328456",            // Maintenance margin   
"i":"-18852.328456",            // Initial margin   
"a":"USDT",                     // Margin asset  
       }
],
"G":[
{
"ui":"SOLUSDT",                  // Underlying
"d":-33.2933905,                 // Delta  
"t":35.5926375,                  // Theta 
"g":-14.3023855,                 // Gamma 
"v":-0.1929375                   // Vega    
}
],
"P":[
{
"s":"SOL-220912-35-C",             // Contract symbol   
"c":"-50",                         // Number of current positions   
"r":"-50",                         // Number of positions that can be reduced    
"p":"-100",                        // Position value   
"a":"2.2",                         // Average entry price    
}
],
"uid":1000006559949
}
  • Update Speed: 50ms
  • Update under the following conditions:
    • Account deposit or withdrawal
    • Position info change. Includes a P attribute if there are changes, otherwise does not include a P attribute.
    • Greek update

Event: Order update

Payload:

{
"e":"ORDER_TRADE_UPDATE",           //Event Type
"E":1657613775883,                  //Event Time 
"o":[
{
"T":1657613342918,              //Order Create Time
"t":1657613342918,              //Order Update Time
    "s":"BTC-220930-18000-C",       //Symbol
"c":"",                         //clientOrderId
"oid":"4611869636869226548",    //order id
"p":"1993",                     //order price
"q":"1",                        //order quantity
"stp":0,                        //not used for now
"r":false,                      //reduce only
"po":true,                      //post only
     "S":"PARTIALLY_FILLED",         //status
"e":"0.1",                      //completed trade volume(in contracts)       
"ec":"199.3",                   //completed trade amount(in quote asset) 
    "f":"2",                        //fee 
"tif": "GTC",                   //time in force 
"oty":"LIMIT",                  //order type
"fi":[
{
"t":"20",                   //tradeId
"p":"1993",                 //trade price
        "q":"0.1",                  //trade quantity
        "T":1657613774336,          //trade time
        "m":"TAKER"                 //taker or maker
"f":"0.0002"                //commission(>0) or rebate(<0)
      }
]
}
]
}
  • Update Speed: 50ms
  • Update under the following conditions:
    • Order fills
    • Order placed
    • Order cancelled

Market Maker Endpoints

Market maker endpoints only work for option market makers, api users will get error when send requests to these endpoints.

Option Margin Account Information (USER_DATA)

Response:

{
"asset": [                  
{
"asset": "USDT",                  // Asset type
"marginBalance": "10099.448"      // Account balance
"equity": "10094.44662",          // Account equity
"available": "8725.92524",        // Available funds
"initialMargin": "1084.52138",    // Initial margin
"maintMargin": "151.00138",       // Maintenance margin
"unrealizedPNL": "-5.00138",      // Unrealized profit/loss
"lpProfit": "-5.00138",           // Unrealized profit for long position 
    }
], 
"greek": [
{
"underlying":"BTCUSDT"            // Option Underlying
"delta": "-0.05"                  // Account delta
"gamma": "-0.002"                 // Account gamma
"theta": "-0.05"                  // Account theta
"vega": "-0.002"                  // Account vega  
}
],
"time": 1592449455993                 // Time  
}   

GET /eapi/v1/marginAccount (HMAC SHA256)

Get current account information.

Weight:
3

Parameters:

Name Type Mandatory Description
recvWindow LONG NO
timestamp LONG YES

Set Market Maker Protection Config (TRADE)

{
"underlyingId": 2,
"underlying": "BTCUSDT",
"windowTimeInMilliseconds": 3000,
"frozenTimeInMilliseconds": 300000,
"qtyLimit": "2",
"deltaLimit": "2.3",
"lastTriggerTime": 0
}

POST /eapi/v1/mmpSet (HMAC SHA256)

Set config for MMP.
Market Maker Protection(MMP) is a set of protection mechanism for option market maker, this mechanism is able to prevent mass trading in short period time. Once market maker’s account branches the threshold, the Market Maker Protection will be triggered. When Market Maker Protection triggers, all the current MMP orders will be canceled, new MMP orders will be rejected. Market maker can use this time to reevaluate market and modify order price.

Weight:
1

Parameters:

Name Type Mandatory Description
underlying STRING TRUE underlying, e.g BTCUSDT
windowTimeInMilliseconds LONG TRUE MMP Interval in milliseconds; Range (0,5000]
frozenTimeInMilliseconds LONG TRUE MMP frozen time in milliseconds, if set to 0 manual reset is required
qtyLimit DECIMAL TRUE quantity limit
deltaLimit DECIMAL TRUE net delta limit
recvWindow LONG NO
timestamp LONG YES

Get Market Maker Protection Config (TRADE)

{
"underlyingId": 2,
"underlying": "BTCUSDT",
"windowTimeInMilliseconds": 3000,
"frozenTimeInMilliseconds": 300000,
"qtyLimit": "2",
"deltaLimit": "2.3",
"lastTriggerTime": 0
}

Get /eapi/v1/mmp (HMAC SHA256)

Get config for MMP.

Weight:
1

Parameters:

Name Type Mandatory Description
underlying STRING TRUE underlying, e.g BTCUSDT
recvWindow LONG NO
timestamp LONG YES

Reset Market Maker Protection Config (TRADE)

{
"underlyingId": 2,
"underlying": "BTCUSDT",
"windowTimeInMilliseconds": 3000,
"frozenTimeInMilliseconds": 300000,
"qtyLimit": "2",
"deltaLimit": "2.3",
"lastTriggerTime": 0
}

POST /eapi/v1/mmpReset (HMAC SHA256)

Reset MMP, start MMP order again.

Weight:
1

Parameters:

Name Type Mandatory Description
underlying STRING TRUE underlying, e.g BTCUSDT
recvWindow LONG NO
timestamp LONG YES

Set Auto-Cancel All Open Orders (Kill-Switch) Config (TRADE)

Response:

{
  "underlying": "ETHUSDT",
  "countdownTime": 30000
}


POST /eapi/v1/countdownCancelAll (HMAC SHA256)
  

This endpoint sets the parameters of the auto-cancel feature which cancels all open orders (both market maker protection and non market maker protection order types) of the underlying symbol at the end of the specified countdown time period if no heartbeat message is sent. After the countdown time period, all open orders will be cancelled and new orders will be rejected with error code -2010 until either a heartbeat message is sent or the auto-cancel feature is turned off by setting countdownTime to 0.

Weight:
1

Parameters:

Name Type Mandatory Description
underlying STRING YES Option underlying, e.g BTCUSDT
countdownTime LONG YES Countdown time in milliseconds (ex. 1,000 for 1 second). 0 to disable the timer. Negative values (ex. -10000) are not accepted. Minimum acceptable value is 5,000 
recvWindow LONG NO
timestamp LONG YES
  • This rest endpoint sets up the parameters to cancel your open orders in case of an outage or disconnection.
  • Example usage:
    Call this endpoint with a countdownTime value of 10000 (10 seconds) to turn on the auto-cancel feature. If the corresponding countdownCancelAllHeartBeat endpoint is not called within 10 seconds with the specified underlying symbol, all open 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 1000 milliseconds, 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.

Get Auto-Cancel All Open Orders (Kill-Switch) Config (TRADE)

Response:

{
"underlying": "ETHUSDT",
"countdownTime": 100000
}


GET /eapi/v1/countdownCancelAll (HMAC SHA256)
  

This endpoint returns the auto-cancel parameters for each underlying symbol. Note only active auto-cancel parameters will be returned, if countdownTime is set to 0 (ie. countdownTime has been turned off), the underlying symbol and corresponding countdownTime parameter will not be returned in the response.

Weight:
1

Parameters:

Name Type Mandatory Description
underlying STRING NO Option underlying, e.g BTCUSDT
recvWindow LONG NO
timestamp LONG YES
  • countdownTime = 0 means the function is disabled.

Auto-Cancel All Open Orders (Kill-Switch) Heartbeat (TRADE)

Response:

{
"underlyings":["BTCUSDT","ETHUSDT"]
}


POST /eapi/v1/countdownCancelAllHeartBeat (HMAC SHA256)

This endpoint resets the time from which the countdown will begin to the time this messaged is received. It should be called repeatedly as heartbeats. Multiple heartbeats can be updated at once by specifying the underlying symbols as a list (ex. BTCUSDT,ETHUSDT) in the underlyings parameter.

Weight:
10

Parameters:

Name Type Mandatory Description
underlyings STRING YES Option Underlying Symbols, e.g BTCUSDT,ETHUSDT
recvWindow LONG NO
timestamp LONG YES
  • The response will only include underlying symbols where the heartbeat has been successfully updated.

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 occurred while processing the request.

-1001 DISCONNECTED

  • Internal error; unable to process your request. Please try again.
  • You are not authorized to execute this request.

-1008 TOO_MANY_REQUESTS

  • Too many requests queued.
  • Too much request weight used; please use the websocket for live updates to avoid polling the API.
  • Too much request weight used; current limit is %s request weight per %s %s. Please use the websocket for live updates to avoid polling the API.
  • Way too much request weight used; IP banned until %s. Please use the websocket for live updates to avoid bans.

-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.

11xx — 2xxx Request issues

-1100 ILLEGAL_CHARS

  • Illegal characters found in a parameter.
  • Illegal characters found in a parameter. %s
  • 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.

-1111 BAD_PRECISION

  • Precision is over the maximum defined for this asset.

-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 BAD_CONTRACT

  • Invalid underlying

-1129 BAD_CURRENCY

  • Invalid asset。

-1130 INVALID_PARAMETER

  • Invalid data sent for a parameter.
  • Data sent for paramter %s is not valid.

-1131 BAD_RECV_WINDOW

  • recvWindow must be less than 60000

-2010 NEW_ORDER_REJECTED

  • NEW_ORDER_REJECTED

-2013 NO_SUCH_ORDER

  • Order does not exist.

-2014 BAD_API_KEY_FMT

  • API-key format invalid.

-2015 INVALID_API_KEY

  • Invalid API-key, IP, or permissions for action.

-2018 BALANCE_NOT_SUFFICIENT

  • Balance is insufficient.

-2027 OPTION_MARGIN_NOT_SUFFICIENT

  • Option margin is insufficient.

3xxx-5xxx Filters and other issues

-3029 TRANSFER_FAILED

  • Asset transfer fail.

-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.

-4013 PRICE_LESS_THAN_MIN_PRICE

  • Price less than min price.

-4029 INVALID_TICK_SIZE_PRECISION

  • Tick size precision is invalid.

-4030 INVALID_QTY_PRECISION

  • Step size precision is invalid.

-4055 AMOUNT_MUST_BE_POSITIVE

  • Amount must be positive.
Источник

Change Log

2023-02-02

REST

  • Endpoint POST /eapi/v1/transfer is disabled.

2023-01-11

REST

  • Add endpoint GET /eapi/v1/order to check order status.

2022-12-13

WEBSOCKET

  • Add u and pu in stream<symbol>@depth1000 to get diff orderbook update.

2022-12-09

REST

  • Add updateId field u in GET /eapi/v1/depth
  • Add parameter underlying in GET /eapi/v1/exerciseHistory to query exercise histroy by underlying

2022-11-18

REST

  • New endpoint GET /eapi/v1/openInterest is added to get options open interest for specific underlying on certain expiration date.

WEBSOCKET

  • New stream <underlyingAsset>@openInterest@<expirationDate> is added for real-time option open interest feed.

2022-11-16

WEBSOCKET

  • New trade stream <underlyingAsset>@trade is added for all option trades on specific underlying asset.
  • Adjust format in stream option_pair.

2022-11-03

REST

  • New endpoint for Auto-Cancel All Open Orders will be added on 2022-11-07:
    • POST /eapi/v1/countdownCancelAll：Set Auto-Cancel All Open Orders (Kill-Switch) Config
    • GET /eapi/v1/countdownCancelAll：Get Auto-Cancel All Open Orders (Kill-Switch) Config
    • POST /eapi/v1/countdownCancelAllHeartBeat：Auto-Cancel All Open Orders (Kill-Switch) Heartbeat

2022-09-20

WEBSOCKET

  • New streams <underlyingAsset>@markPrice and <underlyingAsset>@ticker@<expirationDate> are added.
  • Streams <!miniTicker@arr> will be deprecated on 2022/10/30.

2022-09-14

REST

  • Adjust endpoint field strikePrice,makerFeeRate,takerFeeRate,minQty,maxQty,initialMargin,maintenanceMargin,minInitialMargin,minMaintenanceMargin to string in endpoint GET /eapi/v1/exchangeInfo
  • Only finished orders within 5 days can be queried in GET /eapi/v1/historyOrders

2022-09-05

REST

  • Adjust response result in endpoint DELETE /eapi/v1/allOpenOrdersByUnderlying

2022-08-22

REST

  • Add rateLimits information in endpoint GET /eapi/v1/exchangeInfo
  • Parameters symbol set to not mandatory in GET /eapi/v1/userTrades

General Info

General API Information

  • Some endpoints will require an API Key. Please refer to this page
  • The base endpoint is: **https://eapi.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.

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 /eapi/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 Type Description
NONE Endpoint can be accessed freely.
TRADE Endpoint requires sending a valid API-Key and signature.
USER_DATA Endpoint requires sending a valid API-Key and signature.
USER_STREAM Endpoint requires sending a valid API-Key.
MARKET_DATA Endpoint 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.

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 /eapi/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.

Key Value
apiKey dbefbc809e3e83c283a984c3a1459732ea7db1360ca80c5c2c8867408d28cc83
secretKey 2b5eb11e18796d12d88f13dc27dbbd02c2cc51ff7059765ed9821957d82bb4d9
Parameter Value
symbol BTCUSDT
side BUY
type LIMIT
timeInForce GTC
quantity 1
price 9000
recvWindow 5000
timestamp 1591702613943

Example 1: As a query string

Example 1

HMAC SHA256 signature:

    $ echo -n "symbol=BTC-210129-40000-C&side=BUY&type=LIMIT&timeInForce=GTC&quantity=1&price=2000&recvWindow=5000&timestamp=1611825601400" | openssl dgst -sha256 -hmac "YtP1BudNOWZE1ag5uzCkh4hIC7qSmQOu797r5EJBFGhxBYivjj8HIX0iiiPof5yG"
    (stdin)= 7c12045972f6140e765e0f2b67d28099718df805732676494238f50be830a7d7

curl command:

    (HMAC SHA256)
    $ curl -H "X-MBX-APIKEY: 22BjeOROKiXJ3NxbR3zjh3uoGcaflPu3VMyBXAg8Jj2J1xVSnY0eB4dzacdE9IWn" -X POST 'https://eapi.binance.com/eapi/v1/order' -d 'symbol=BTC-210129-40000-C&side=BUY&type=LIMIT&timeInForce=GTC&quantity=1&price=2000&recvWindow=5000&timestamp=1611825601400&signature=7c12045972f6140e765e0f2b67d28099718df805732676494238f50be830a7d7'
  • requestBody:

symbol=BTC-210129-40000-C
&side=BUY
&type=LIMIT
&timeInForce=GTC
&quantity=1
&price=2000
&recvWindow=5000
&timestamp=1611825601400

Example 2: As a request body

Example 2

HMAC SHA256 signature:

    $ echo -n "symbol=BTC-210129-40000-C&side=BUY&type=LIMIT&timeInForce=GTC&quantity=1&price=2000&recvWindow=5000&timestamp=1611825601400" | openssl dgst -sha256 -hmac "YtP1BudNOWZE1ag5uzCkh4hIC7qSmQOu797r5EJBFGhxBYivjj8HIX0iiiPof5yG"
    (stdin)= 7c12045972f6140e765e0f2b67d28099718df805732676494238f50be830a7d7

curl command:

    (HMAC SHA256)
   $ curl -H "X-MBX-APIKEY: 22BjeOROKiXJ3NxbR3zjh3uoGcaflPu3VMyBXAg8Jj2J1xVSnY0eB4dzacdE9IWn" -X POST 'https://eapi.binance.com/eapi/v1/order?symbol=BTC-210129-40000-C&side=BUY&type=LIMIT&timeInForce=GTC&quantity=1&price=2000&recvWindow=5000&timestamp=1611825601400&signature=7c12045972f6140e765e0f2b67d28099718df805732676494238f50be830a7d7'
  • queryString:

symbol=BTC-210129-40000-C
&side=BUY
&type=LIMIT
&timeInForce=GTC
&quantity=1
&price=2000
&recvWindow=5000
&timestamp=1611825601400

Example 3: Mixed query string and request body

Example 3

HMAC SHA256 signature:

   $ echo -n "symbol=BTC-210129-40000-C&side=BUY&type=LIMIT&timeInForce=GTCquantity=0.01&price=2000&recvWindow=5000&timestamp=1611825601400" | openssl dgst -sha256 -hmac "YtP1BudNOWZE1ag5uzCkh4hIC7qSmQOu797r5EJBFGhxBYivjj8HIX0iiiPof5yG"
    (stdin)= fa6045c54fb02912b766442be1f66fab619217e551a4fb4f8a1ee000df914d8e

curl command:

    (HMAC SHA256)
    $ curl -H "X-MBX-APIKEY: 22BjeOROKiXJ3NxbR3zjh3uoGcaflPu3VMyBXAg8Jj2J1xVSnY0eB4dzacdE9IWn" -X POST 'https://eapi.binance.com/eapi/v1/order?symbol=BTC-210129-40000-C&side=BUY&type=LIMIT&timeInForce=GTC' -d 'quantity=0.01&price=2000&recvWindow=5000&timestamp=1611825601400&signature=fa6045c54fb02912b766442be1f66fab619217e551a4fb4f8a1ee000df914d8e'
  • queryString:

symbol=BTC-210129-40000-C&side=BUY&type=LIMIT&timeInForce=GTC

  • requestBody:

quantity=1&price=2000&recvWindow=5000&timestamp=1611825601400

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 options contract symbol
  • underlying refers to the underlying symbol of a options contract symbol
  • quoteAsset refers to the asset that is the price of a symbol.
  • settleAsset refers to the settlement asset when options are exercised

ENUM definitions

Options contract type

  • CALL
  • PUT

Order side

  • BUY
  • SELL

Position side

  • LONG
  • SHORT

Time in force

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

ORDERS
javascript
{
"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:

  • 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:

  • 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 Data Endpoints

Test Connectivity

Response:

{}


GET /eapi/v1/ping

Test connectivity to the Rest API.

Weight:
1

Parameters:
NONE

Check Server Time

Response:

{
  "serverTime": 1499827319559
}


GET /eapi/v1/time

Test connectivity to the Rest API and get the current server time.

Weight:
1

Parameters:
NONE

Exchange Information

Response:

{
  "timezone": "UTC",                    // Time zone used by the server
  "serverTime": 1592387337630,          // Current system time
  "optionContracts": [                  // Option contract underlying asset info
    {
      "id": 1,
      "baseAsset": "BTC",               // Base currency
      "quoteAsset": "USDT",             // Quotation asset
      "underlying": "BTCUSDT",          // Name of the underlying asset of the option contract
      "settleAsset": "USDT"             // Settlement currency
    }
  ],
  "optionAssets": [                     // Option asset info
    {
      "id": 1,
      "name": "USDT"                    // Asset name
    }
  ],
  "optionSymbols": [                    // Option trading pair info
    {
        "contractId": 2,
        "expiryDate": 1660521600000,    // expiry time
        "filters": [
            {
                "filterType": "PRICE_FILTER",
                "minPrice": "0.02",
                "maxPrice": "80000.01",
                "tickSize": "0.01"
            },
            {
                "filterType": "LOT_SIZE",
                "minQty": "0.01",
                "maxQty": "100",
                "stepSize": "0.01"
            }
        ],
        "id": 17,
        "symbol": "BTC-220815-50000-C",   // Trading pair name
        "side": "CALL",                   // Direction: CALL long, PUT short
        "strikePrice": "50000",           // Strike price
        "underlying": "BTCUSDT",          // Underlying asset of the contract
        "unit": 1,                        // Contract unit, the quantity of the underlying asset represented by a single contract.
        "makerFeeRate": "0.0002",         // maker commission rate
        "takerFeeRate": "0.0002",         // taker commission rate
        "minQty": "0.01",                 // Minimum order quantity
        "maxQty": "100",                  // Maximum order quantity
        "initialMargin": "0.15",          // Initial Magin Ratio
        "maintenanceMargin": "0.075",     // Maintenance Margin Ratio
        "minInitialMargin": "0.1",        // Min Initial Margin Ratio
        "minMaintenanceMargin": "0.05",   // Min Maintenance Margin Ratio
        "priceScale": 2,                  // price precision
        "quantityScale": 2,               // quantity precision
        "quoteAsset": "USDT"              // Quotation asset
    }
  ],
  "rateLimits": [
    {
        "rateLimitType": "REQUEST_WEIGHT",
        "interval": "MINUTE",
        "intervalNum": 1,
        "limit": 2400
    },
    {
        "rateLimitType": "ORDERS",
        "interval": "MINUTE",
        "intervalNum": 1,
        "limit": 1200
    },
    {
        "rateLimitType": "ORDERS",
        "interval": "SECOND",
        "intervalNum": 10,
        "limit": 300
    }
  ]
}


GET /eapi/v1/exchangeInfo

Current exchange trading rules and symbol information

Weight:
1

Parameters:
NONE

Order Book

Response:

{
  "T": 1589436922972,   // transaction time
  "u": 37461            // update id
  "bids": [             // Buy order
    [
      "1000",            // Price
      "0.9"              // Quantity
    ]
  ],
  "asks": [              // Sell order
    [
      "1100",            // Price
      "0.1"              // Quantity
    ]
  ]
}


GET /eapi/v1/depth

Weight:
1

Parameters:

Name Type Mandatory Description
symbol STRING YES Option trading pair, e.g BTC-200730-9000-C
limit INT NO Default:100 Max:1000.Optional value:[10, 20, 50, 100, 500, 1000]

Recent Trades List

Response:

[
  { 
    "id":"1",             // TradeId
    "symbol": "BTC-220722-19000-C",
    "price": "1000",      // Completed trade price
    "qty": "-0.1",        // Completed trade quantity
    "quoteQty": "-100",   // Completed trade amount
    "side": -1            // Completed trade direction（-1 Sell，1 Buy）
    "time": 1592449455993,// Time 
  }
]


GET /eapi/v1/trades

Get recent market trades

Weight:
5

Parameters:

Name Type Mandatory Description
symbol STRING YES Option trading pair, e.g BTC-200730-9000-C
limit INT NO Number of records Default:100 Max:500

Old Trades Lookup (MARKET_DATA)

Response:

[
  {
    "id":"1",             // UniqueId
    "tradeId": "159244329455993",    // TradeId
    "price": "1000",      // Completed trade price
    "qty": "-0.1",        // Completed trade Quantity
    "quoteQty": "-100",   // Completed trade amount
    "side": -1            // Completed trade direction（-1 Sell，1 Buy）
    "time": 1592449455993,// Time
  }
]


GET /eapi/v1/historicalTrades

Get older market historical trades.

Weight:
20

Parameters:

Name Type Mandatory Description
symbol STRING YES Option trading pair, e.g BTC-200730-9000-C
fromId LONG NO The UniqueId ID from which to return. The latest deal record is returned by default
limit INT NO Number of records Default:100 Max:500

Kline/Candlestick Data

Response:

[
  {
      "open": "950",              // Opening price
      "high": "1100",             // Highest price
      "low": "900",               // Lowest price
      "close": "1000",            // Closing price (latest price if the current candle has not closed)
      "volume": "100"             // Trading volume(contracts)       
      "amount": "2",              // Trading amount(in quote asset)
      "interval": "5m",           // Candle type
      "tradeCount": 10,           // Number of completed trades
      "takerVolume": "100",       // Taker trading volume(contracts)      
      "takerAmount": "10000",     // Taker trade amount(in quote asset)
      "openTime": 1499040000000,  // Opening time
      "closeTime": 1499644799999, // Closing time
  }
]


GET /eapi/v1/klines

Kline/candlestick bars for an option symbol.
Klines are uniquely identified by their open time.

Weight:
1

Parameters:

Name Type Mandatory Description
symbol STRING YES Option trading pair, e.g BTC-200730-9000-C
interval STRING YES Time interval
startTime LONG NO Start Time 1592317127349
endTime LONG NO End Time
limit INT NO Number of records Default:500 Max:1500
  • If startTime and endTime are not sent, the most recent klines are returned.

Option Mark Price

Response:

[
  {
    "symbol": "BTC-200730-9000-C",
    "markPrice": "1343.2883",       // Mark price
    "bidIV": "1.40000077",          // Implied volatility Buy
    "askIV": "1.50000153",          // Implied volatility Sell
    "markIV": "1.45000000"          // Implied volatility mark  
    "delta": "0.55937056",          // delta
    "theta": "3739.82509871",       // theta
    "gamma": "0.00010969",          // gamma
    "vega": "978.58874732",         // vega
    "highPriceLimit": "1618.241",   // Current highest buy price
    "lowPriceLimit": "1068.3356"    // Current lowest sell price
  }
]


GET /eapi/v1/mark

Option mark price and greek info.

Weight:
5

Parameters:

Name Type Mandatory Description
symbol STRING NO Option trading pair, e.g BTC-200730-9000-C

24hr Ticker Price Change Statistics

Response:

[
  {
    "symbol": "BTC-200730-9000-C",
    "priceChange": "-16.2038",        //24-hour price change
    "priceChangePercent": "-0.0162",  //24-hour percent price change
    "lastPrice": "1000",              //Last trade price
    "lastQty": "1000",                //Last trade amount
    "open": "1016.2038",              //24-hour open price
    "high": "1016.2038",              //24-hour high
    "low": "0",                       //24-hour low
    "volume": "5",                    //Trading volume(contracts)
    "amount": "1",                    //Trade amount(in quote asset)
    "bidPrice":"999.34",              //The best buy price
    "askPrice":"1000.23",             //The best sell price
    "openTime": 1592317127349,        //Time the first trade occurred within the last 24 hours
    "closeTime": 1592380593516,       //Time the last trade occurred within the last 24 hours     
    "firstTradeId": 1,                //First trade ID
    "tradeCount": 5,                  //Number of trades
    "strikePrice": "9000",            //Strike price
    "exercisePrice": "3000.3356"      //return estimated settlement price one hour before exercise, return index price at other times
  }
]


GET /eapi/v1/ticker

24 hour rolling window price change statistics.

Weight:
5

Parameters:

Name Type Mandatory Description
symbol STRING NO Option trading pair, e.g BTC-200730-9000-C

Symbol Price Ticker

Response:

{
   "time": 1656647305000,
   "indexPrice": "9200" // Current spot index price
}


GET /eapi/v1/index

Get spot index price for option underlying.

Weight:
1

Parameters:

Name Type Mandatory Description
underlying STRING YES Spot pair（Option contract underlying asset, e.g BTCUSDT)

Historical Exercise Records

Response:

[
  { 
    "symbol": "BTC-220121-60000-P",            // symbol  
    "strikePrice": "60000",                    // strike price
    "realStrikePrice": "38844.69652571",       // real strike price
    "expiryDate": 1642752000000,               // Exercise time
    "strikeResult": "REALISTIC_VALUE_STRICKEN" // strike result
  }
]


GET /eapi/v1/exerciseHistory

REALISTIC_VALUE_STRICKEN -> Exercised

EXTRINSIC_VALUE_EXPIRED -> Expired OTM

Get historical exercise records.

Weight:
3

Parameters:

Name Type Mandatory Description
underlying STRING NO Underlying index like BTCUSDT
startTime LONG NO Start Time
endTime LONG NO End Time
limit INT NO Number of records Default:100 Max:100

Open interest

Response:

[
    {
        "symbol": "ETH-221119-1175-P",
        "sumOpenInterest": "4.01",
        "sumOpenInterestUsd": "4880.2985615624",
        "timestamp": "1668754020000"
    }
]


GET /eapi/v1/openInterest

Get open interest for specific underlying asset on specific expiration date.

Parameters:

Name Type Mandatory Description
underlyingAsset STRING YES underlying asset, e.g ETH/BTC
expiration STRING YES expiration date, e.g 221225

Account/Trades Endpoints

Option Account Information (TRADE)

Response:

{
  "asset": [                  
    {
      "asset": "USDT",                    // Asset type
      "marginBalance": "1877.52214415",   // Account balance
      "equity": "617.77711415",           // Account equity
      "available": "0",                   // Available funds
      "locked": "2898.92389933",          // locked balance for order and position 
      "unrealizedPNL": "222.23697000",    // Unrealized profit/loss        
   }
  ], 
  "greek": [
    {
      "underlying":"BTCUSDT"            // Option Underlying
      "delta": "-0.05"                  // Account delta
      "gamma": "-0.002"                 // Account gamma
      "theta": "-0.05"                  // Account theta
      "vega": "-0.002"                  // Account vega  
    }
  ], 
  "time": 1592449455993                 // Time  
}


GET /eapi/v1/account (HMAC SHA256)

Get current account information.

Weight:
3

Parameters:

Name Type Mandatory Description
recvWindow LONG NO
timestamp LONG YES

Funds Transfer (TRADE)

Please find details from here.

New Order (TRADE)

Response ACK:

{
  "orderId": 4611875134427365377,     // System order number
  "clientOrderId": ""                 // Client order ID
  "symbol": "BTC-200730-9000-C",      // Option trading pair
  "price": "100",                     // Order Price
  "quantity": "1",                    // Order Quantity
  "side": "BUY",                      // Buy/sell direction
  "type": "LIMIT",                    // Order type
  "createDate": 1592465880683,        // Order Time
  "updateTime": 1566818724722,        // Update time
}

Response RESULT:

{
  "orderId": 4611875134427365377,     // System order number
  "symbol": "BTC-200730-9000-C",      // Option trading pair
  "price": "100",                     // Order Price
  "quantity": "1",                    // Order Quantity
  "executedQty": "0",                 // Number of executed quantity
  "fee": "0",                         // Fee 
  "side": "BUY",                      // Buy/sell direction
  "type": "LIMIT",                    // Order type
  "timeInForce": "GTC",               // Time in force method
  "reduceOnly": false,                // Order is reduce only Y/N
  "postOnly": false,                  // Order is post only
  "createTime": 1592465880683,        // Order Time
  "updateTime": 1566818724722,        // Update time
  "status": "ACCEPTED",               // Order status
  "avgPrice": "0",                    // Average price of completed trade
  "clientOrderId": ""                 // Client order ID
  "priceScale": 2,
  "quantityScale": 2,
  "optionSide": "CALL",
  "quoteAsset": "USDT",
  "mmp": false
}


POST /eapi/v1/order (HMAC SHA256)

Send a new order.

Parameters:

Name Type Mandatory Description
symbol STRING YES Option trading pair, e.g BTC-200730-9000-C
side ENUM YES Buy/sell direction: SELL, BUY
type ENUM YES Order Type: LIMIT(only support limit)
quantity DECIMAL YES Order Quantity
price DECIMAL NO Order Price
timeInForce ENUM NO Time in force method（Default GTC）
reduceOnly BOOLEAN NO Reduce Only（Default false）
postOnly BOOLEAN NO Post Only（Default false）
newOrderRespType ENUM NO «ACK», «RESULT», Default «ACK»
clientOrderId STRING NO User-defined order ID cannot be repeated in pending orders
isMmp BOOLEAN NO is market maker protection order, true/false
recvWindow LONG NO
timestamp LONG YES

Some parameters are mandatory depending on the order type as follows:

Type Mandatory parameters
LIMIT timeInForce, quantity, price

Place Multiple Orders (TRADE)

Response:

[
    {
        "orderId": 4612288550799409153,  // System order number
        "symbol": "ETH-220826-1800-C",   // Option trading pair
        "price": "100",                  // Order Price
        "quantity": "0.01",              // Order Quantity
        "side": "BUY",                   // Buy/sell direction
        "type": "LIMIT",                 // Order type
        "reduceOnly": false,             // Order is reduce only Y/N
        "postOnly": false,               // Post only or not 
        "clientOrderId": "1001",         // Client order ID
        "mmp": false                     // MMP     
    }
]


POST /eapi/v1/batchOrders (HMAC SHA256)

Send multiple option orders.

Weight:
5

Parameters:

Name Type Mandatory Description
orders LIST YES order list. Max 5 orders
recvWindow LONG NO
timestamp LONG YES

Where batchOrders is the list of order parameters in JSON:

  • example: /eapi/v1/batchOrders?orders=[{«symbol»:»BTC-210115-35000-C»,
    «price»:»100″,»quantity»:»0.0002″,»side»:»BUY»,»type»:»LIMIT»}]
Name Type Mandatory Description
symbol STRING YES Option trading pair, e.g BTC-200730-9000-C
side ENUM YES Buy/sell direction: SELL, BUY
type ENUM YES Order Type: LIMIT (Only support LIMIT)
quantity DECIMAL YES Order Quantity
price DECIMAL NO Order Price
timeInForce ENUM NO Time in force method（Default GTC）
reduceOnly BOOLEAN NO Reduce Only（Default false）
postOnly BOOLEAN NO Post Only（Default false）
newOrderRespType ENUM NO «ACK», «RESULT», Default «ACK»
clientOrderId STRING NO User-defined order ID cannot be repeated in pending orders
isMmp BOOLEAN NO is market maker protection order, true/false

 
Some parameters are mandatory depending on the order type as follows:

Type Mandatory parameters
LIMIT timeInForce, quantity, price
  • 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 Single Order (TRADE)

Response:

{
  "orderId": 4611875134427365377,     // System order id
  "symbol": "BTC-200730-9000-C",      // Option trading pair
  "price": "100",                     // Order Price
  "quantity": "1",                    // Order Quantity
  "executedQty": "0",                 // Number of executed quantity
  "fee": "0",                         // Fee 
  "side": "BUY",                      // Buy/sell direction
  "type": "LIMIT",                    // Order type
  "timeInForce": "GTC",               // Time in force method
  "reduceOnly": false,                // Order is reduce only Y/N
  "postOnly": false,                  // Order is post only
  "createTime": 1592465880683,        // Order Time
  "updateTime": 1566818724722,        // Update time
  "status": "ACCEPTED",               // Order status
  "avgPrice": "0",                    // Average price of completed trade
  "source": "API",                    // Order source
  "clientOrderId": ""                 // Client order ID
  "priceScale": 2,
  "quantityScale": 2,
  "optionSide": "CALL",
  "quoteAsset": "USDT",
  "mmp": false
}

No Order Response:

{
    "code": -2013,
    "msg": "Order does not exist"
}


GET /eapi/v1/order (HMAC SHA256)

Check an order status.

Weight:
1

  • These orders will not be found:
    • order status is CANCELED or REJECTED, AND
    • order has NO filled trade, AND
    • created time + 3 days < current time

Parameters:

Name Type Mandatory Description
symbol STRING YES Option trading pair, e.g BTC-200730-9000-C
orderId STRING NO Order id
clientOrderId STRING NO User-defined order ID cannot be repeated in pending orders
recvWindow LONG NO
timestamp LONG YES
  • Either orderId or clientOrderId must be sent.

Cancel Option Order (TRADE)

Response:

{
  "orderId": 4611875134427365377,     // System order number
  "symbol": "BTC-200730-9000-C",      // Option trading pair
  "price": "100",                     // Order Price
  "quantity": "1",                    // Order Quantity
  "executedQty": "0",                 // Number of executed quantity
  "fee": "0",                         // Fee 
  "side": "BUY",                      // Buy/sell direction
  "type": "LIMIT",                    // Order type
  "timeInForce": "GTC",               // Time in force method
  "reduceOnly": false,                // Order is reduce only Y/N
  "postOnly": false, 
  "createDate": 1592465880683,        // Order Time
  "updateTime": 1566818724722,        // Update time 
  "status": "ACCEPTED",               // Order status
  "avgPrice": "0",                    // Average price of completed trade
  "source": "API",
  "clientOrderId": "",                // Client order ID
  "priceScale": 4,
  "quantityScale": 4,
  "optionSide": "CALL",
  "quoteAsset": "USDT",
  "mmp": false
}


DELETE /eapi/v1/order (HMAC SHA256)

Cancel an active order.

Weight:
1

Parameters:

Name Type Mandatory Description
symbol STRING YES Option trading pair, e.g BTC-200730-9000-C
orderId LONG NO Order ID, e.g 4611875134427365377
clientOrderId STRING NO User-defined order ID, e.g 10000
recvWindow LONG NO
timestamp LONG YES

At least one instance of orderId and clientOrderId must be sent.

Cancel Multiple Option Orders (TRADE)

Response:

[
  {
    "orderId": 4611875134427365377,     // System order number
    "symbol": "BTC-200730-9000-C",      // Option trading pair
    "price": "100",                     // Order Price
    "quantity": "1",                    // Order Quantity
    "executedQty": "0",                 // Number of completed quantity
    "fee": 0,                           // Fee 
    "side": "BUY",                      // Buy/sell direction
    "type": "LIMIT",                    // Order type
    "timeInForce": "GTC",               // Time in force method
    "createTime": 1592465880683,        // Order Time
    "status": "ACCEPTED",               // Order status
    "avgPrice": "0",                    // Average price of completed trade
    "reduceOnly": false,                // Order is reduce only Y/N
    "clientOrderId": ""                 // Client order ID
    "updateTime": 1566818724722,        // Update time 
  }
]


DELETE /eapi/v1/batchOrders (HMAC SHA256)

Cancel an active order.

Weight:
1

Parameters:

Name Type Mandatory Description
symbol STRING YES Option trading pair, e.g BTC-200730-9000-C
orderIds LIST<LONG> NO Order ID, e.g [4611875134427365377,4611875134427365378]
clientOrderIds LIST<STRING> NO User-defined order ID, e.g [«my_id_1″,»my_id_2»]
recvWindow LONG NO
timestamp LONG YES

At least one instance of orderId and clientOrderId must be sent.

Cancel all Option orders on specific symbol (TRADE)

Response:

{
  "code": 0,
  "msg": "success"
}


DELETE /eapi/v1/allOpenOrders (HMAC SHA256)

Cancel all active order on a symbol.

Weight:
1

Parameters:

Name Type Mandatory Description
symbol STRING YES Option trading pair, e.g BTC-200730-9000-C
recvWindow LONG NO
timestamp LONG YES

Cancel All Option Orders By Underlying (TRADE)

Response:

{
    "code": "0",
    "msg": "success",
    "data": 0
}


DELETE /eapi/v1/allOpenOrdersByUnderlying (HMAC SHA256)

Cancel all active orders on specified underlying.

Weight:
1

Parameters:

Name Type Mandatory Description
underlying STRING YES Option underlying, e.g BTCUSDT
recvWindow LONG NO
timestamp LONG YES

Query Current Open Option Orders (USER_DATA)

Response:

[
  {
    "orderId": 4611875134427365377,     // System order number
    "symbol": "BTC-200730-9000-C",      // Option trading pair
    "price": "100",                     // Order Price
    "quantity": "1",                    // Order Quantity
    "executedQty": "0",                 // Number of completed trades
    "fee": "0",                         // Fee 
    "side": "BUY",                      // Buy/sell direction
    "type": "LIMIT",                    // Order type
    "timeInForce": "GTC",               // Time in force method
    "reduceOnly": false,                // Order is reduce only Y/N
    "postOnly": false,
    "createTime": 1592465880683,        // Order Time
    "updateTime": 1592465880683,        // Update Time
    "status": "ACCEPTED",               // Order status
    "avgPrice": "0",                    // Average price of completed trade
    "clientOrderId": ""                 // Client order ID         
    "priceScale": 2,
    "quantityScale": 2,
    "optionSide": "CALL",
    "quoteAsset": "USDT",
    "mmp": false
  }
]

GET /eapi/v1/openOrders (HMAC SHA256)

Query current all open orders, status: ACCEPTED PARTIALLY_FILLED

Weight:
1 for a single symbol; 40 when the symbol parameter is omitted

Parameters:

Name Type Mandatory Description
symbol STRING NO return all orders if don’t pass, Option trading pair, e.g BTC-200730-9000-C,
orderId LONG NO Returns the orderId and subsequent orders, the most recent order is returned by default
startTime LONG NO Start Time
endTime LONG NO End Time
limit INT NO Number of result sets returned Default:100 Max:1000
recvWindow LONG NO
timestamp LONG YES

Query Option Order History (TRADE)

Response:

[
    {
        "orderId": 4611922413427359795,
        "symbol": "BTC-220715-2000-C",
        "price": "18000.00000000",
        "quantity": "-0.50000000",
        "executedQty": "-0.50000000",
        "fee": "3.00000000",
        "side": "SELL",
        "type": "LIMIT",
        "timeInForce": "GTC",
        "reduceOnly": false,
        "postOnly": false,
        "createTime": 1657867694244,
        "updateTime": 1657867888216,
        "status": "FILLED",
        "reason": "0",
        "avgPrice": "18000.00000000",
        "source": "API",
        "clientOrderId": "",
        "priceScale": 2,
        "quantityScale": 2,
        "optionSide": "CALL",
        "quoteAsset": "USDT",
        "mmp": false
    }
]


GET /eapi/v1/historyOrders (HMAC SHA256)

Query all finished orders within 5 days, finished status: CANCELLED FILLED REJECTED.

Weight:
3

Parameters:

Name Type Mandatory Description
symbol STRING YES Option trading pair
orderId LONG NO Returns the orderId and subsequent orders, the most recent order is returned by default
startTime LONG NO Start Time, e.g 1593511200000
endTime LONG NO End Time, e.g 1593512200000
limit INT NO Number of result sets returned Default:100 Max:1000
recvWindow LONG NO
timestamp LONG YES

Option Position Information (USER_DATA)

Response:

[
  {
    "entryPrice": "1000",               // Average entry price
    "symbol": "BTC-200730-9000-C",      // Option trading pair
    "side": "SHORT",                    // Position direction
    "quantity": "-0.1",                 // Number of positions (positive numbers represent long positions, negative number represent short positions)
    "reducibleQty": "0",                // Number of positions that can be reduced
    "markValue": "105.00138",           // Current market value
    "ror": "-0.05",                     // Rate of return
    "unrealizedPNL": "-5.00138",        // Unrealized profit/loss
    "markPrice": "1050.0138",           // Mark price
    "strikePrice": "9000",              // Strike price
    "positionCost": "1000.0000",        // Position cost
    "expiryDate": 1593511200000         // Exercise time
    "priceScale": 2,
    "quantityScale": 2,
    "optionSide": "CALL",
    "quoteAsset": "USDT" 
   }
]

GET /eapi/v1/position (HMAC SHA256)

Get current position information.

Weight:
5

Parameters:

Name Type Mandatory Description
symbol STRING NO Option trading pair, e.g BTC-200730-9000-C
recvWindow LONG NO
timestamp LONG YES

Account Trade List (USER_DATA)

Response:

[
  {
    "id": 4611875134427365377,          // unique id
    "tradeId": 239,                     // trade id
    "orderId": 4611875134427365377,     // order id
    "symbol": "BTC-200730-9000-C",      // option symbol
    "price": "100",                     // trade price
    "quantity": "1",                    // trade quantity
    "fee": "0",                         // fee
    "realizedProfit": "0.00000000",     // realized profit/loss
    "side": "BUY",                      // order side
    "type": "LIMIT",                    // order type  
    "volatility": "0.9",                // volatility
    "liquidity": "TAKER",               // TAKER or MAKER      
    "quoteAsset": "USDT",               // quote asset
    "time": 1592465880683               // trade time
    "priceScale": 2,
    "quantityScale": 2,
    "optionSide": "CALL",
    "quoteAsset": "USDT"
  } 
]

GET /eapi/v1/userTrades (HMAC SHA256)

Get trades for a specific account and symbol.

Weight:
5

Parameters:

Name Type Mandatory Description
symbol STRING NO Option symbol, e.g BTC-200730-9000-C
fromId LONG NO Trade id to fetch from. Default gets most recent trades, e.g 4611875134427365376
startTime LONG NO Start time, e.g 1593511200000
endTime LONG NO End time, e.g 1593512200000
limit INT NO Default 100; max 1000
recvWindow LONG NO
timestamp LONG YES

User Exercise Record (USER_DATA)

Response:

[
    {
        "id": "1125899906842624042",
        "currency": "USDT",
        "symbol": "BTC-220721-25000-C",
        "exercisePrice": "25000.00000000",
        "markPrice": "25000.00000000",
        "quantity": "1.00000000",
        "amount": "0.00000000",
        "fee": "0.00000000",
        "createDate": 1658361600000,
        "priceScale": 2,
        "quantityScale": 2,
        "optionSide": "CALL",
        "positionSide": "LONG",
        "quoteAsset": "USDT"
    }
]

GET /eapi/v1/exerciseRecord (HMAC SHA256)

Get account exercise records.

Weight:
5

Parameters:

Name Type Mandatory Description
symbol STRING NO Option trading pair, e.g BTC-200730-9000-C
startTime LONG NO startTime
endTime LONG NO endTime
limit INT NO default 1000, max 1000
recvWindow LONG NO
timestamp LONG YES

Account Funding Flow (USER_DATA)

Response:

[
  {
    "id": 1125899906842624000,
    "asset": "USDT",              // Asset type
    "amount": "-0.552",           // Amount (positive numbers represent inflow, negative numbers represent outflow)
    "type": "FEE",                // type (fees)
    "createDate": 1592449456000,  // Time
  },
  {
    "id": 1125899906842624000,
    "asset": "USDT",              // Asset type
    "amount": "100",              // Amount (positive numbers represent inflow, negative numbers represent outflow)
    "type": "CONTRACT",           // type (buy/sell contracts)
    "createDate": 1592449456000,  // Time
  },
  {
    "id": 1125899906842624000,
    "asset": "USDT",              // Asset type
    "amount": "10000",            // Amount (positive numbers represent inflow, negative numbers represent outflow)
    "type": "TRANSFER",           // type（Funds transfer）
    "createDate": 1592448410000,  // Time
  }
]

GET /eapi/v1/bill (HMAC SHA256)

Query account funding flows.

Weight:
1

Parameters:

Name Type Mandatory Description
currency STRING YES Asset type, e.g USDT
recordId LONG NO Return the recordId and subsequent data, the latest data is returned by default, e.g 100000
startTime LONG NO Start Time, e.g 1593511200000
endTime LONG NO End Time, e.g 1593512200000
limit INT NO Number of result sets returned Default:100 Max:1000
recvWindow LONG NO
timestamp LONG YES

Websocket Market Streams

  • The baseurl of the websocket interface is: *wss://nbstream.binance.com/eoptions/*
  • 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>
  • Example:
  • wss://nbstream.binance.com/eoptions/ws/BTC-210630-9000-P@ticker

  • wss://nbstream.binance.com/eoptions/stream?streams=BTC-210630-9000-P@trade/BTC-210630-9000-P@ticker

  • 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.

  • Combined stream events are wrapped as follows: {«stream»:»<streamName>»,»data»:<rawPayload>}

  • All symbols for streams are uppercase

  • 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»:
[
«BTC-210630-9000-P@ticker»,
«BTC-210630-9000-P@depth»
],
«id»: 1
}

Unsubscribe to a stream

Response

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

{
«method»: «UNSUBSCRIBE»,
«params»:
[
«BTC-210630-9000-P@ticker»
],
«id»: 312
}

Listing Subscriptions

Response

  {
    "result": [
      "BTC-210630-9000-P@ticker"
    ],
    "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
javascript
{
"result": true, // Indicates that combined is set to true.
"id": 2
}

  • Request

{
«method»: «GET_PROPERTY»,
«params»:
[
«combined»
],
«id»: 2
}      

Error Messages

Error Message Description
{«code»: 0, «msg»: «Unknown property»} Parameter used in the SET_PROPERTY or GET_PROPERTY was invalid
{«code»: 1, «msg»: «Invalid value type: expected Boolean»} Value should only be true or false
{«code»: 2, «msg»: «Invalid request: property name must be a string»} Property name provided was invalid
{«code»: 2, «msg»: «Invalid request: request ID must be an unsigned integer»} Parameter id had to be provided or the value provided in the id parameter is an unsupported type
{«code»: 2, «msg»: «Invalid request: unknown variant %s, expected one of SUBSCRIBE, UNSUBSCRIBE, LIST_SUBSCRIPTIONS, SET_PROPERTY, GET_PROPERTY at line 1 column 28″} Possible typo in the provided method or provided method was neither of the expected values
{«code»: 2, «msg»: «Invalid request: too many parameters»} Unnecessary parameters provided in the data
{«code»: 2, «msg»: «Invalid request: property name must be a string»} Property name was not provided
{«code»: 2, «msg»: «Invalid request: missing field method at line 1 column 73″} method was not provided in the data
{«code»:3,»msg»:»Invalid JSON: expected value at line %s column %s»} JSON data sent has incorrect syntax.    ## Trade Streams

Trade Streams

** Payload: **

{
    "e":"trade",                        // event type   
    "E":1591677941092,                  // event time   
    "s":"BTC-200630-9000-P",            // Option trading symbol   
    "t":1,                              // trade ID   
    "p":"1000",                         // price   
    "q":"-2",                           // quantity   
    "b":4611781675939004417,            // buy order ID   
    "a":4611781675939004418,            // sell order ID   
    "T":1591677567872,                  // trade completed time  
    "S":"-1"                            // direction   
}

The Trade Streams push raw trade information for specific symbol or underlying asset. E.g.ETH@trade

Stream Name:
<symbol>@trade or <underlyingAsset>@trade

Update Speed: 50ms

Index Price Streams

** Payload: **

{
    "e":"index",         // event type
    "E":1661415480351,   // time
    "s":"ETHUSDT",       // underlying symbol
    "p":"1707.89008607"  // index price
}

Underlying(e.g ETHUSDT) index stream.

Stream Name:
<symbol>@index

Update Speed: 1000ms

Mark Price

** Payload: **

[
    {
      "e":"markPrice",         // Event Type
      "E":1663684594227,       // Event time
      "s":"ETH-220930-1500-C", // Symbol
      "mp":"30.3"              // Option mark price
    },
    {
      "e":"markPrice",
      "E":1663684594228,
      "s":"ETH-220923-1000-C",
      "mp":"341.5"
    }
】

The mark price for all option symbols on specific underlying asset. E.g.ETH@markPrice

Stream Name:
<underlyingAsset>@markPrice

Update Speed: 1000ms

Kline/Candlestick Streams

** Payload: **

{
    "e":"kline",                        // event type   
    "E":1638747660000,                  // event time   
    "s":"BTC-200630-9000-P",            // Option trading symbol   
    "k":{                             
        "t":1638747660000,              // kline start time   
        "T":1638747719999,              // kline end time  
        "s":"BTC-200630-9000-P",        // Option trading symbol   
        "i":"1m",                       // candle period   
        "F":0,                          // first trade ID  
        "L":0,                          // last trade ID   
        "o":"1000",                     // open   
        "c":"1000",                     // close   
        "h":"1000",                     // high    
        "l":"1000",                     // low   
        "v":"0",                        // volume(in contracts)   
        "n":0,                          // number of trades   
        "x":false,                      // current candle has been completed Y/N   
        "q":"0",                        // completed trade amount   (in quote asset)            
        "V":"0",                        // taker completed trade volume (in contracts)             
        "Q":"0"                         // taker trade amount(in quote asset)   
    }
}

The Kline/Candlestick Stream push updates to the current klines/candlestick every 1000 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»,
«12h»,
«1d»,
«3d»,
«1w»,

Stream Name:
<symbol>@kline_<interval>

Update Speed: 1000ms

24-hour TICKER

** Payload: **

{
    "e":"24hrTicker",           // event type
    "E":1657706425200,          // event time  
    "s":"BTC-220930-18000-C",   // Option symbol    
    "o":"2000",                 // 24-hour opening price
    "h":"2020",                 // Highest price
    "l":"2000",                 // Lowest price
    "c":"2020",                 // latest price
    "V":"1.42",                 // Trading volume(in contracts)  
    "A":"2841",                 // trade amount(in quote asset)   
    "P":"0.01",                 // price change percent
    "p":"20",                   // price change 
    "Q":"0.01",                 // volume of last completed trade(in contracts)  
    "F":"27",                   // first trade ID
    "L":"48",                   // last trade ID  
    "n":22,                     // number of trades
    "bo":"2012",                // The best buy price
    "ao":"2020",                // The best sell price
    "bq":"4.9",                 // The best buy quantity
    "aq":"0.03",                // The best sell quantity
    "b":"0.1202",               // BuyImplied volatility   
    "a":"0.1318",               // SellImplied volatility
    "d":"0.98911",              // delta
    "t":"-0.16961",             // theta 
    "g":"0.00004",              // gamma  
    "v":"2.66584",              // vega
    "vo":"0.10001",             // Implied volatility 
    "mp":"2003.5102",           // Mark price  
    "hl":"2023.511",            // Buy Maximum price
    "ll":"1983.511",            // Sell Minimum price 
    "eep":"0"                   // Estimated strike price (return estimated strike price half hour before exercise)
  }

24hr ticker info for all symbols. Only symbols whose ticker info changed will be sent.

Stream Name:
<symbol>@ticker

Update Speed: 1000ms  

24-hour TICKER by underlying asset and expiration data

** Payload: **

[
{
"e":"24hrTicker",           // event type
"E":1657706425200,          // event time  
"s":"ETH-220930-1600-C",    // Option symbol    
"o":"2000",                 // 24-hour opening price
"h":"2020",                 // Highest price
"l":"2000",                 // Lowest price
"c":"2020",                 // latest price
"V":"1.42",                 // Trading volume(in contracts)  
  "A":"2841",                 // trade amount(in quote asset)   
  "P":"0.01",                 // price change percent
"p":"20",                   // price change 
"Q":"0.01",                 // volume of last completed trade(in contracts)  
  "F":"27",                   // first trade ID
"L":"48",                   // last trade ID  
"n":22,                     // number of trades
"bo":"2012",                // The best buy price
"ao":"2020",                // The best sell price
"bq":"4.9",                 // The best buy quantity
"aq":"0.03",                // The best sell quantity
"b":"0.1202",               // BuyImplied volatility   
"a":"0.1318",               // SellImplied volatility
"d":"0.98911",              // delta
"t":"-0.16961",             // theta 
"g":"0.00004",              // gamma  
"v":"2.66584",              // vega
"vo":"0.10001",             // Implied volatility 
"mp":"2003.5102",           // Mark price  
"hl":"2023.511",            // Buy Maximum price
"ll":"1983.511",            // Sell Minimum price 
      "eep":"0"                   // Estimated strike price (return estimated strike price half hour before exercise)
},
{
"e":"24hrTicker",
"E":1663685112123,
"s":"ETH-220930-1500-C",
"o":"34.9",
"h":"44.6",
"l":"26.8",
"c":"26.8",
"V":"11.84",
"A":"444.37",
"P":"-0.232",
"p":"-8.1",
"Q":"0",
"F":"91",
"L":"129",
"n":39,
"bo":"26.8",
"ao":"33.9",
"bq":"0.65",
"aq":"0.01",
"b":"0.88790536",
"a":"0.98729014",
"d":"0.2621153",
"t":"-3.44806807",
"g":"0.00158298",
"v":"0.7148147",
"vo":"0.93759775",
"mp":"30.3",
"hl":"228.7",
"ll":"0.1",
"eep":"0"
} 
]

24hr ticker info by underlying asset and expiration date. E.g.ETH@ticker@220930

Stream Name:
<underlyingAsset>@ticker@<expirationDate>

Update Speed: 1000ms  

Open Interest

[
{
"e":"openInterest",         // Event type
"E":1668759300045,          // Event time
"s":"ETH-221125-2700-C",    // option symbol
"o":"1580.87",              // Open interest in contracts
"h":"1912992.178168204"     // Open interest in USDT
}
]

Option open interest for specific underlying asset on specific expiration date. E.g.ETH@openInterest@221125

Stream Name:
<underlyingAsset>@openInterest@<expirationDate>

Update Speed: 60s

New Symbol Info

{
"e":"OPTION_PAIR",         //eventType   
"E":1668573571842,         //eventTime   
"id":652,                  //option id   
"cid":2,                   //underlying asset id 
"u":"BTCUSDT",             //Underlying index of the contract
"qa":"USDT",               //Quotation asset 
"s":"BTC-221116-21000-C",  //Trading pair name 
"unit":1,                  //Conversion ratio, the quantity of the underlying asset represented by a single contract. 
"mq":"0.01",               //Minimum trade volume of the underlying asset  
"d":"CALL",                //Option type
"sp":"21000",              //Strike price  
"ed":1668585600000         //expiration time  
}

New symbol listing stream.

Stream Name:
option_pair

Update Speed: 50ms  

Partial Book Depth Streams

** Payload: **

{
"e":"depth",                    // event type 
"T":1591695934010,              // transaction time 
  "s":"BTC-200630-9000-P",        // Option symbol  
"u":162,                                    // update id in event
"pu":162,                                   // same as update id in event    
"b":[                           // Buy order   
[
"200",                    // Price
"3",                      // quantity
],
[
"101",
"1"
],
[
"100",
"2"
]
],
"a":[                           // Sell order   
[
"1000",
"89"
]
]
}

Top bids and asks, Valid levels are are 10, 20, 50, 100.

Stream Names: <symbol>@depth<levels> OR <symbol>@depth<levels>@100ms OR <symbol>@depth<levels>@1000ms.

Update Speed: 100ms or 1000ms, 500ms(default when update speed isn’t used)

Diff. Book Depth Streams

** Payload: **

{
"e":"depth",                    // event type 
"T":1591695934010,              // transaction time 
"s":"BTC-200630-9000-P",        // option symbol   
"u":62610,                      // final update id in event
"pu":62609,                     // final update id in last stream (ie. `u` in last stream event)
"b":[                           // buy order   
[
"200",                    // price
"3",                      // quantity
],
[
"101",
"1"
],
[
"100",
"2"
]
],
"a":[                           // sell order   
[
"1000",
"89"
]
]
}

When depth level is set to 1000, stream returns diff book depth pushed every 50ms. Please follow the subsequent instructions on how to manage a local order book correctly.

Stream Names: <symbol>@depth1000

Update Speed: 50ms

How to manage a local order book correctly

  1. Open a diff. Book depth stream to wss://nbstream.binance.com/eoptions/stream?streams=ETH-221230-1200-P@depth1000.
  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://eapi.binance.com/eapi/v1/depth?symbol=ETH-221230-1200-P&limit=1000 .
  4. Drop any event from the websocket stream whereu is <= the u from the step 3
  5. The first processed event should have u > u from step 3 AND pu = u from step 3
  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.

User Data Streams

  • The base API endpoint is: https://eapi.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.
  • Connection method for Websocket：
    • Base Url: wss://nbstream.binance.com/eoptions/
    • User Data Streams are accessed at /ws/<listenKey>
    • Example: wss://nbstream.binance.com/eoptions/ws/XaEAKTsQSRLZAGH9tuIu37plSRsdjmlAVBoNYPUITlTAko1WI22PgmBMpI1rS8Yh
  • A single connection 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 /eapi/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 /eapi/v1/listenKey

Keepalive a user data stream to prevent a time out. User data streams will close after 60 minutes. It’s recommended to send a ping about every 60 minutes.

Weight:
1

Parameters:

None

Close User Data Stream (USER_STREAM)

Response:

{}


DELETE /eapi/v1/listenKey

Close out a user data stream.

Weight:
1

Parameters:

None

Event: Account data

Payload:

{
"e":"ACCOUNT_UPDATE",                 // Event type
"E":1591696384141,                    // Event time
"B":[
{
"b":"100007992.26053177",       // Account balance   
"m":"0",                        // Position value    
"u":"458.782655111111",         // Unrealized profit/loss   
"U":200,                        // Positive unrealized profit for long position 
"M":"-15452.328456",            // Maintenance margin   
"i":"-18852.328456",            // Initial margin   
"a":"USDT",                     // Margin asset  
       }
],
"G":[
{
"ui":"SOLUSDT",                  // Underlying
"d":-33.2933905,                 // Delta  
"t":35.5926375,                  // Theta 
"g":-14.3023855,                 // Gamma 
"v":-0.1929375                   // Vega    
}
],
"P":[
{
"s":"SOL-220912-35-C",             // Contract symbol   
"c":"-50",                         // Number of current positions   
"r":"-50",                         // Number of positions that can be reduced    
"p":"-100",                        // Position value   
"a":"2.2",                         // Average entry price    
}
],
"uid":1000006559949
}
  • Update Speed: 50ms
  • Update under the following conditions:
    • Account deposit or withdrawal
    • Position info change. Includes a P attribute if there are changes, otherwise does not include a P attribute.
    • Greek update

Event: Order update

Payload:

{
"e":"ORDER_TRADE_UPDATE",           //Event Type
"E":1657613775883,                  //Event Time 
"o":[
{
"T":1657613342918,              //Order Create Time
"t":1657613342918,              //Order Update Time
    "s":"BTC-220930-18000-C",       //Symbol
"c":"",                         //clientOrderId
"oid":"4611869636869226548",    //order id
"p":"1993",                     //order price
"q":"1",                        //order quantity
"stp":0,                        //not used for now
"r":false,                      //reduce only
"po":true,                      //post only
     "S":"PARTIALLY_FILLED",         //status
"e":"0.1",                      //completed trade volume(in contracts)       
"ec":"199.3",                   //completed trade amount(in quote asset) 
    "f":"2",                        //fee 
"tif": "GTC",                   //time in force 
"oty":"LIMIT",                  //order type
"fi":[
{
"t":"20",                   //tradeId
"p":"1993",                 //trade price
        "q":"0.1",                  //trade quantity
        "T":1657613774336,          //trade time
        "m":"TAKER"                 //taker or maker
"f":"0.0002"                //commission(>0) or rebate(<0)
      }
]
}
]
}
  • Update Speed: 50ms
  • Update under the following conditions:
    • Order fills
    • Order placed
    • Order cancelled

Market Maker Endpoints

Market maker endpoints only work for option market makers, api users will get error when send requests to these endpoints.

Option Margin Account Information (USER_DATA)

Response:

{
"asset": [                  
{
"asset": "USDT",                  // Asset type
"marginBalance": "10099.448"      // Account balance
"equity": "10094.44662",          // Account equity
"available": "8725.92524",        // Available funds
"initialMargin": "1084.52138",    // Initial margin
"maintMargin": "151.00138",       // Maintenance margin
"unrealizedPNL": "-5.00138",      // Unrealized profit/loss
"lpProfit": "-5.00138",           // Unrealized profit for long position 
    }
], 
"greek": [
{
"underlying":"BTCUSDT"            // Option Underlying
"delta": "-0.05"                  // Account delta
"gamma": "-0.002"                 // Account gamma
"theta": "-0.05"                  // Account theta
"vega": "-0.002"                  // Account vega  
}
],
"time": 1592449455993                 // Time  
}   

GET /eapi/v1/marginAccount (HMAC SHA256)

Get current account information.

Weight:
3

Parameters:

Name Type Mandatory Description
recvWindow LONG NO
timestamp LONG YES

Set Market Maker Protection Config (TRADE)

{
"underlyingId": 2,
"underlying": "BTCUSDT",
"windowTimeInMilliseconds": 3000,
"frozenTimeInMilliseconds": 300000,
"qtyLimit": "2",
"deltaLimit": "2.3",
"lastTriggerTime": 0
}

POST /eapi/v1/mmpSet (HMAC SHA256)

Set config for MMP.
Market Maker Protection(MMP) is a set of protection mechanism for option market maker, this mechanism is able to prevent mass trading in short period time. Once market maker’s account branches the threshold, the Market Maker Protection will be triggered. When Market Maker Protection triggers, all the current MMP orders will be canceled, new MMP orders will be rejected. Market maker can use this time to reevaluate market and modify order price.

Weight:
1

Parameters:

Name Type Mandatory Description
underlying STRING TRUE underlying, e.g BTCUSDT
windowTimeInMilliseconds LONG TRUE MMP Interval in milliseconds; Range (0,5000]
frozenTimeInMilliseconds LONG TRUE MMP frozen time in milliseconds, if set to 0 manual reset is required
qtyLimit DECIMAL TRUE quantity limit
deltaLimit DECIMAL TRUE net delta limit
recvWindow LONG NO
timestamp LONG YES

Get Market Maker Protection Config (TRADE)

{
"underlyingId": 2,
"underlying": "BTCUSDT",
"windowTimeInMilliseconds": 3000,
"frozenTimeInMilliseconds": 300000,
"qtyLimit": "2",
"deltaLimit": "2.3",
"lastTriggerTime": 0
}

Get /eapi/v1/mmp (HMAC SHA256)

Get config for MMP.

Weight:
1

Parameters:

Name Type Mandatory Description
underlying STRING TRUE underlying, e.g BTCUSDT
recvWindow LONG NO
timestamp LONG YES

Reset Market Maker Protection Config (TRADE)

{
"underlyingId": 2,
"underlying": "BTCUSDT",
"windowTimeInMilliseconds": 3000,
"frozenTimeInMilliseconds": 300000,
"qtyLimit": "2",
"deltaLimit": "2.3",
"lastTriggerTime": 0
}

POST /eapi/v1/mmpReset (HMAC SHA256)

Reset MMP, start MMP order again.

Weight:
1

Parameters:

Name Type Mandatory Description
underlying STRING TRUE underlying, e.g BTCUSDT
recvWindow LONG NO
timestamp LONG YES

Set Auto-Cancel All Open Orders (Kill-Switch) Config (TRADE)

Response:

{
  "underlying": "ETHUSDT",
  "countdownTime": 30000
}


POST /eapi/v1/countdownCancelAll (HMAC SHA256)
  

This endpoint sets the parameters of the auto-cancel feature which cancels all open orders (both market maker protection and non market maker protection order types) of the underlying symbol at the end of the specified countdown time period if no heartbeat message is sent. After the countdown time period, all open orders will be cancelled and new orders will be rejected with error code -2010 until either a heartbeat message is sent or the auto-cancel feature is turned off by setting countdownTime to 0.

Weight:
1

Parameters:

Name Type Mandatory Description
underlying STRING YES Option underlying, e.g BTCUSDT
countdownTime LONG YES Countdown time in milliseconds (ex. 1,000 for 1 second). 0 to disable the timer. Negative values (ex. -10000) are not accepted. Minimum acceptable value is 5,000 
recvWindow LONG NO
timestamp LONG YES
  • This rest endpoint sets up the parameters to cancel your open orders in case of an outage or disconnection.
  • Example usage:
    Call this endpoint with a countdownTime value of 10000 (10 seconds) to turn on the auto-cancel feature. If the corresponding countdownCancelAllHeartBeat endpoint is not called within 10 seconds with the specified underlying symbol, all open 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 1000 milliseconds, 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.

Get Auto-Cancel All Open Orders (Kill-Switch) Config (TRADE)

Response:

{
"underlying": "ETHUSDT",
"countdownTime": 100000
}


GET /eapi/v1/countdownCancelAll (HMAC SHA256)
  

This endpoint returns the auto-cancel parameters for each underlying symbol. Note only active auto-cancel parameters will be returned, if countdownTime is set to 0 (ie. countdownTime has been turned off), the underlying symbol and corresponding countdownTime parameter will not be returned in the response.

Weight:
1

Parameters:

Name Type Mandatory Description
underlying STRING NO Option underlying, e.g BTCUSDT
recvWindow LONG NO
timestamp LONG YES
  • countdownTime = 0 means the function is disabled.

Auto-Cancel All Open Orders (Kill-Switch) Heartbeat (TRADE)

Response:

{
"underlyings":["BTCUSDT","ETHUSDT"]
}


POST /eapi/v1/countdownCancelAllHeartBeat (HMAC SHA256)

This endpoint resets the time from which the countdown will begin to the time this messaged is received. It should be called repeatedly as heartbeats. Multiple heartbeats can be updated at once by specifying the underlying symbols as a list (ex. BTCUSDT,ETHUSDT) in the underlyings parameter.

Weight:
10

Parameters:

Name Type Mandatory Description
underlyings STRING YES Option Underlying Symbols, e.g BTCUSDT,ETHUSDT
recvWindow LONG NO
timestamp LONG YES
  • The response will only include underlying symbols where the heartbeat has been successfully updated.

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 occurred while processing the request.

-1001 DISCONNECTED

  • Internal error; unable to process your request. Please try again.
  • You are not authorized to execute this request.

-1008 TOO_MANY_REQUESTS

  • Too many requests queued.
  • Too much request weight used; please use the websocket for live updates to avoid polling the API.
  • Too much request weight used; current limit is %s request weight per %s %s. Please use the websocket for live updates to avoid polling the API.
  • Way too much request weight used; IP banned until %s. Please use the websocket for live updates to avoid bans.

-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.

11xx — 2xxx Request issues

-1100 ILLEGAL_CHARS

  • Illegal characters found in a parameter.
  • Illegal characters found in a parameter. %s
  • 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.

-1111 BAD_PRECISION

  • Precision is over the maximum defined for this asset.

-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 BAD_CONTRACT

  • Invalid underlying

-1129 BAD_CURRENCY

  • Invalid asset。

-1130 INVALID_PARAMETER

  • Invalid data sent for a parameter.
  • Data sent for paramter %s is not valid.

-1131 BAD_RECV_WINDOW

  • recvWindow must be less than 60000

-2010 NEW_ORDER_REJECTED

  • NEW_ORDER_REJECTED

-2013 NO_SUCH_ORDER

  • Order does not exist.

-2014 BAD_API_KEY_FMT

  • API-key format invalid.

-2015 INVALID_API_KEY

  • Invalid API-key, IP, or permissions for action.

-2018 BALANCE_NOT_SUFFICIENT

  • Balance is insufficient.

-2027 OPTION_MARGIN_NOT_SUFFICIENT

  • Option margin is insufficient.

3xxx-5xxx Filters and other issues

-3029 TRANSFER_FAILED

  • Asset transfer fail.

-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.

-4013 PRICE_LESS_THAN_MIN_PRICE

  • Price less than min price.

-4029 INVALID_TICK_SIZE_PRECISION

  • Tick size precision is invalid.

-4030 INVALID_QTY_PRECISION

  • Step size precision is invalid.

-4055 AMOUNT_MUST_BE_POSITIVE

  • Amount must be positive.
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