Spot C2C Futures

General Info

General API Information

HTTP Return Codes

Error Codes and Messages

The error payload is as follows:

{
  "code": -1121,
  "msg": "Invalid symbol."
}

General Information on Endpoints

LIMITS

IP Limits

Order Rate Limits

Endpoint Security Type

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.

SIGNED (TRADE and USER_DATA) Endpoint Security

Timing Security

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 /fapi/v1/order

Here is a step-by-step example of how to send a valid 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=BTCUSDT&side=BUY&type=LIMIT&quantity=1&price=9000&timeInForce=GTC&recvWindow=5000&timestamp=1591702613943" | openssl dgst -sha256 -hmac "2b5eb11e18796d12d88f13dc27dbbd02c2cc51ff7059765ed9821957d82bb4d9"
    (stdin)= 3c661234138461fcc7a7d8746c6558c9842d4e10870d2ecbedf7777cad694af9

curl command:

    (HMAC SHA256)
    $ curl -H "X-MBX-APIKEY: dbefbc809e3e83c283a984c3a1459732ea7db1360ca80c5c2c8867408d28cc83" -X POST 'https://api.commex.com/fapi/v1/order?symbol=BTCUSDT&side=BUY&type=LIMIT&quantity=1&price=9000&timeInForce=GTC&recvWindow=5000&timestamp=1591702613943&signature= 3c661234138461fcc7a7d8746c6558c9842d4e10870d2ecbedf7777cad694af9'

Example 2: As a request body

Example 2

HMAC SHA256 signature:

    $ echo -n "symbol=BTCUSDT&side=BUY&type=LIMIT&quantity=1&price=9000&timeInForce=GTC&recvWindow=5000&timestamp=1591702613943" | openssl dgst -sha256 -hmac "2b5eb11e18796d12d88f13dc27dbbd02c2cc51ff7059765ed9821957d82bb4d9"
    (stdin)= 3c661234138461fcc7a7d8746c6558c9842d4e10870d2ecbedf7777cad694af9

curl command:

    (HMAC SHA256)
    $ curl -H "X-MBX-APIKEY: dbefbc809e3e83c283a984c3a1459732ea7db1360ca80c5c2c8867408d28cc83" -X POST 'https://api.commex.com/fapi/v1/order' -d 'symbol=BTCUSDT&side=BUY&type=LIMIT&quantity=1&price=9000&timeInForce=GTC&recvWindow=5000&timestamp=1591702613943&signature= 3c661234138461fcc7a7d8746c6558c9842d4e10870d2ecbedf7777cad694af9'

Example 3: Mixed query string and request body

Example 3

HMAC SHA256 signature:

    $ echo -n "symbol=BTCUSDT&side=BUY&type=LIMIT&quantity=1&price=9000&timeInForce=GTC&recvWindow=5000&timestamp=1591702613943" | openssl dgst -sha256 -hmac "2b5eb11e18796d12d88f13dc27dbbd02c2cc51ff7059765ed9821957d82bb4d9"
    (stdin)= 3c661234138461fcc7a7d8746c6558c9842d4e10870d2ecbedf7777cad694af9

curl command:

    (HMAC SHA256)
    $ curl -H "X-MBX-APIKEY: dbefbc809e3e83c283a984c3a1459732ea7db1360ca80c5c2c8867408d28cc83" -X POST 'https://api.commex.com/fapi/v1/order?symbol=BTCUSDT&side=BUY&type=LIMIT&timeInForce=GTC' -d 'quantity=1&price=9000&recvWindow=5000&timestamp=1591702613943&signature=3c661234138461fcc7a7d8746c6558c9842d4e10870d2ecbedf7777cad694af9'

Note that the signature is different in example 3.
There is no & between "GTC" and "quantity=1".

Public Endpoints Info

Terminology

ENUM definitions

Symbol type:

Contract type (contractType):

Contract status(contractStatus，status):

Order status (status):

Order types (orderTypes, type):

Order side (side):

Position side (positionSide):

Time in force (timeInForce):

Working Type (workingType)

Response Type (newOrderRespType)

Kline/Candlestick chart intervals:

m -> minutes; h -> hours; d -> days; w -> weeks; M -> months

Rate limiters (rateLimitType)

REQUEST_WEIGHT

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

ORDERS

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

Rate limit intervals (interval)

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:

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:

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:

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

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:

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

MAX_NUM_ORDERS

/exchangeInfo format:

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

The MAX_NUM_ORDERS filter defines the maximum number of orders an account is allowed to have open on a symbol.

Note that both "algo" orders and normal orders are counted for this filter.

MAX_NUM_ALGO_ORDERS

/exchangeInfo format:

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

The MAX_NUM_ALGO_ORDERS filter defines the maximum number of all kinds of algo orders an account is allowed to have open on a symbol.

The algo orders include STOP, STOP_MARKET, TAKE_PROFIT, TAKE_PROFIT_MARKET, and TRAILING_STOP_MARKET orders.

PERCENT_PRICE

/exchangeInfo format:

  {
    "filterType": "PERCENT_PRICE",
    "multiplierUp": "1.1500",
    "multiplierDown": "0.8500",
    "multiplierDecimal": 4
  }

The PERCENT_PRICE filter defines valid range for a price based on the mark price.

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

MIN_NOTIONAL

/exchangeInfo format:

  {
    "filterType": "MIN_NOTIONAL",
    "notional": "1"
  }

The MIN_NOTIONAL filter defines the minimum notional value allowed for an order on a symbol. An order's notional value is the price * quantity. Since MARKET orders have no price, the mark price is used.

Market Data Endpoints

Test Connectivity

Response:

{}

GET /fapi/v1/ping

Test connectivity to the Rest API.

Weight: 1

Parameters: NONE

Check Server Time

Response:

{
  "serverTime": 1499827319559
}

GET /fapi/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": 2400,
            "rateLimitType": "REQUEST_WEIGHT" 
        },
        {
            "interval": "MINUTE",
            "intervalNum": 1,
            "limit": 1200,
            "rateLimitType": "ORDERS"
        }
    ],
    "serverTime": 1565613908500,    // Ignore please. If you want to check current server time, please check via "GET /fapi/v1/time"
    "assets": [ // assets information
        {
            "asset": "BUSD",
            "marginAvailable": true, // whether the asset can be used as margin in Multi-Assets mode
            "autoAssetExchange": 0 // auto-exchange threshold in Multi-Assets margin mode
        },
        {
            "asset": "USDT",
            "marginAvailable": true,
            "autoAssetExchange": 0
        },
        {
            "asset": "BTC",
            "marginAvailable": false,
            "autoAssetExchange": null
        }
    ],
    "symbols": [
        {
            "symbol": "DOGEUSDT",
            "pair": "DOGEUSDT",
            "contractType": "PERPETUAL",
            "deliveryDate": 4133404800000,
            "onboardDate": 1598252400000,
            "status": "TRADING",
            "maintMarginPercent": "2.5000",   // ignore
            "requiredMarginPercent": "5.0000",  // ignore
            "baseAsset": "BLZ", 
            "quoteAsset": "USDT",
            "marginAsset": "USDT",
            "pricePrecision": 5,    // please do not use it as tickSize
            "quantityPrecision": 0, // please do not use it as stepSize
            "baseAssetPrecision": 8,
            "quotePrecision": 8, 
            "underlyingType": "COIN",
            "underlyingSubType": ["STORAGE"],
            "settlePlan": 0,
            "triggerProtect": "0.15", // threshold for algo order with "priceProtect"
            "filters": [
                {
                    "filterType": "PRICE_FILTER",
                    "maxPrice": "300",
                    "minPrice": "0.0001", 
                    "tickSize": "0.0001"
                },
                {
                    "filterType": "LOT_SIZE", 
                    "maxQty": "10000000",
                    "minQty": "1",
                    "stepSize": "1"
                },
                {
                    "filterType": "MARKET_LOT_SIZE",
                    "maxQty": "590119",
                    "minQty": "1",
                    "stepSize": "1"
                },
                {
                    "filterType": "MAX_NUM_ORDERS",
                    "limit": 200
                },
                {
                    "filterType": "MAX_NUM_ALGO_ORDERS",
                    "limit": 100
                },
                {
                    "filterType": "MIN_NOTIONAL",
                    "notional": "1", 
                },
                {
                    "filterType": "PERCENT_PRICE",
                    "multiplierUp": "1.1500",
                    "multiplierDown": "0.8500",
                    "multiplierDecimal": 4
                }
            ],
            "OrderType": [
                "LIMIT",
                "MARKET",
                "STOP",
                "STOP_MARKET",
                "TAKE_PROFIT",
                "TAKE_PROFIT_MARKET",
                "TRAILING_STOP_MARKET" 
            ],
            "timeInForce": [
                "GTC", 
                "IOC", 
                "FOK", 
                "GTX" 
            ],
            "liquidationFee": "0.010000",   // liquidation fee rate
            "marketTakeBound": "0.30",  // the max price difference rate( from mark price) a market order can make
        }
    ],
    "timezone": "UTC" 
}

GET /fapi/v1/exchangeInfo

Current exchange trading rules and symbol information

Weight: 1

Parameters: NONE

Order Book

Response:

{
  "lastUpdateId": 1027024,
  "E": 1589436922972,   // Message output time
  "T": 1589436922959,   // Transaction time
  "bids": [
    [
      "4.00000000",     // PRICE
      "431.00000000"    // QTY
    ]
  ],
  "asks": [
    [
      "4.00000200",
      "12.00000000"
    ]
  ]
}

GET /fapi/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": "4.00000100",
    "qty": "12.00000000",
    "quoteQty": "48.00",
    "time": 1499865549590,
    "isBuyerMaker": true,
  }
]

GET /fapi/v1/trades

Get recent market 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": 28457,
    "price": "4.00000100",
    "qty": "12.00000000",
    "quoteQty": "8000.00",
    "time": 1499865549590,
    "isBuyerMaker": true,
  }
]

GET /fapi/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": 26129,         // Aggregate tradeId
    "p": "0.01633102",  // Price
    "q": "4.70443515",  // Quantity
    "f": 27781,         // First tradeId
    "l": 27781,         // Last tradeId
    "T": 1498793709153, // Timestamp
    "m": true,          // Was the buyer the maker?
  }
]

GET /fapi/v1/aggTrades

Get compressed, aggregate market trades. Market 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.

Kline/Candlestick Data

Response:

[
  [
    1499040000000,      // Open time
    "0.01634790",       // Open
    "0.80000000",       // High
    "0.01575800",       // Low
    "0.01577100",       // Close
    "148976.11427815",  // Volume
    1499644799999,      // Close time
    "2434.19055334",    // Quote asset volume
    308,                // Number of trades
    "1756.87402397",    // Taker buy base asset volume
    "28.46694368",      // Taker buy quote asset volume
    "17928899.62484339" // Ignore.
  ]
]

GET /fapi/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.

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 /fapi/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 /fapi/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.

Mark Price

Response:

{
    "symbol": "BTCUSDT",
    "markPrice": "11793.63104562",  // mark price
    "indexPrice": "11781.80495970", // index price
    "estimatedSettlePrice": "11781.16138815", // Estimated Settle Price, only useful in the last hour before the settlement starts.
    "lastFundingRate": "0.00038246",  // This is the lasted funding rate
    "nextFundingTime": 1597392000000,
    "interestRate": "0.00010000",
    "time": 1597370495002
}

OR (when symbol not sent)

[
    {
        "symbol": "BTCUSDT",
        "markPrice": "11793.63104562",  // mark price
        "indexPrice": "11781.80495970", // index price
        "estimatedSettlePrice": "11781.16138815", // Estimated Settle Price, only useful in the last hour before the settlement starts.
        "lastFundingRate": "0.00038246",  // This is the lasted funding rate
        "nextFundingTime": 1597392000000,
        "interestRate": "0.00010000",   
        "time": 1597370495002
    }
]

GET /fapi/v1/premiumIndex

Mark Price and Funding Rate

Weight: 1

Parameters:

Name Type Mandatory Description
symbol STRING NO

Get Funding Rate History

Response:

[
    {
        "symbol": "BTCUSDT",
        "fundingRate": "-0.03750000",
        "fundingTime": 1570608000000,
    },
    {
        "symbol": "BTCUSDT",
        "fundingRate": "0.00010000",
        "fundingTime": 1570636800000,
    }
]

GET /fapi/v1/fundingRate

Weight: 1

Parameters:

Name Type Mandatory Description
symbol STRING NO
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

24hr Ticker Price Change Statistics

Response:

{
  "symbol": "BTCUSDT",
  "priceChange": "-94.99999800",
  "priceChangePercent": "-95.960",
  "weightedAvgPrice": "0.29628482",
  "prevClosePrice": "0.10002000",
  "lastPrice": "4.00000200",
  "lastQty": "200.00000000",
  "openPrice": "99.00000000",
  "highPrice": "100.00000000",
  "lowPrice": "0.10000000",
  "volume": "8913.30000000",
  "quoteVolume": "15.30000000",
  "openTime": 1499783499040,
  "closeTime": 1499869899040,
  "firstId": 28385,   // First tradeId
  "lastId": 28460,    // Last tradeId
  "count": 76         // Trade count
}

OR

[
    {
        "symbol": "BTCUSDT",
        "priceChange": "-94.99999800",
        "priceChangePercent": "-95.960",
        "weightedAvgPrice": "0.29628482",
        "prevClosePrice": "0.10002000",
        "lastPrice": "4.00000200",
        "lastQty": "200.00000000",
        "openPrice": "99.00000000",
        "highPrice": "100.00000000",
        "lowPrice": "0.10000000",
        "volume": "8913.30000000",
        "quoteVolume": "15.30000000",
        "openTime": 1499783499040,
        "closeTime": 1499869899040,
        "firstId": 28385,   // First tradeId
        "lastId": 28460,    // Last tradeId
        "count": 76         // Trade count
    }
]

GET /fapi/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

Symbol Price Ticker

Response:

{
  "symbol": "BTCUSDT",
  "price": "6000.01",
  "time": 1589437530011   // Transaction time
}

OR

[
    {
        "symbol": "BTCUSDT",
        "price": "6000.01",
        "time": 1589437530011
    }
]

GET /fapi/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

Symbol Order Book Ticker

Response:

{
  "symbol": "BTCUSDT",
  "bidPrice": "4.00000000",
  "bidQty": "431.00000000",
  "askPrice": "4.00000200",
  "askQty": "9.00000000",
  "time": 1589437530011   // Transaction time
}

OR

[
    {
        "symbol": "BTCUSDT",
        "bidPrice": "4.00000000",
        "bidQty": "431.00000000",
        "askPrice": "4.00000200",
        "askQty": "9.00000000",
        "time": 1589437530011
    }
]

GET /fapi/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

Open Interest

Response:

{
    "symbol": "BTCUSDT",
    "openInterest": "179.640",
    "openInterestUsdt": "6352579.17493136",
    "time": 1699445927159
}

GET /fapi/v2/openInterest

Get present open interest of a specific symbol.

Weight:
1

Parameters:

Name Type Mandatory Description
symbol STRING YES

Websocket Market Streams

Live Subscribing/Unsubscribing to streams

Subscribe to a stream

Response

  {
    "result": null,
    "id": 1
  }

Unsubscribe to a stream

Response

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

{
"method": "UNSUBSCRIBE",
"params":
[
"btcusdt@depth"
],
"id": 312
}

Listing Subscriptions

Response

  {
    "result": [
      "btcusdt@aggTrade"
    ],
    "id": 3
  }

{
"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
  }

{
"method": "SET_PROPERTY",
"params":
[
"combined",
true
],
"id": 5
}

Retrieving Properties

Response

  {
    "result": true, // Indicates that combined is set to true.
    "id": 2
  }

{
"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.

Aggregate Trade Streams

Payload:

{
  "e": "aggTrade",  // Event type
  "E": 123456789,   // Event time
  "s": "BTCUSDT",    // Symbol
  "a": 5933014,     // Aggregate trade ID
  "p": "0.001",     // Price
  "q": "100",       // Quantity
  "f": 100,         // First trade ID
  "l": 105,         // Last trade ID
  "T": 123456785,   // Trade time
  "m": true,        // Is the buyer the market maker?
}

The Aggregate Trade Streams push market trade information that is aggregated for a single taker order every 100 milliseconds.

Stream Name:
<symbol>@aggTrade

Update Speed: 100ms

Mark Price Stream

Payload:

  {
    "e": "markPriceUpdate",     // Event type
    "E": 1562305380000,         // Event time
    "s": "BTCUSDT",             // Symbol
    "p": "11794.15000000",      // Mark price
    "i": "11784.62659091",      // Index price
    "P": "11784.25641265",      // Estimated Settle Price, only useful in the last hour before the settlement starts
    "r": "0.00038167",          // Funding rate
    "T": 1562306400000          // Next funding time
  }

Mark price and funding rate for a single symbol pushed every 3 seconds or every second.

Stream Name:
<symbol>@markPrice or <symbol>@markPrice@1s

Update Speed: 3000ms or 1000ms

Mark Price Stream for All market

Payload:

[ 
  {
    "e": "markPriceUpdate",     // Event type
    "E": 1562305380000,         // Event time
    "s": "BTCUSDT",             // Symbol
    "p": "11185.87786614",      // Mark price
    "i": "11784.62659091"       // Index price
    "P": "11784.25641265",      // Estimated Settle Price, only useful in the last hour before the settlement starts
    "r": "0.00030000",          // Funding rate
    "T": 1562306400000          // Next funding time
  }
]

Mark price and funding rate for all symbols pushed every 3 seconds or every second.

Stream Name:
!markPrice@arr or !markPrice@arr@1s

Update Speed: 3000ms or 1000ms

Kline/Candlestick Streams

Payload:

{
  "e": "kline",     // Event type
  "E": 123456789,   // Event time
  "s": "BTCUSDT",    // Symbol
  "k": {
    "t": 123400000, // Kline start time
    "T": 123460000, // Kline close time
    "s": "BTCUSDT",  // Symbol
    "i": "1m",      // Interval
    "f": 100,       // First trade ID
    "L": 200,       // Last trade ID
    "o": "0.0010",  // Open price
    "c": "0.0020",  // Close price
    "h": "0.0025",  // High price
    "l": "0.0015",  // Low price
    "v": "1000",    // Base asset volume
    "n": 100,       // Number of trades
    "x": false,     // Is this kline closed?
    "q": "1.0000",  // Quote asset volume
    "V": "500",     // Taker buy base asset volume
    "Q": "0.500",   // Taker buy quote asset volume
    "B": "123456"   // 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

Stream Name:
<symbol>@kline_<interval>

Update Speed: 250ms

Individual Symbol Mini Ticker Stream

Payload:

  {
    "e": "24hrMiniTicker",  // Event type
    "E": 123456789,         // Event time
    "s": "BTCUSDT",         // Symbol
    "c": "0.0025",          // Close price
    "o": "0.0010",          // Open price
    "h": "0.0025",          // High price
    "l": "0.0010",          // Low price
    "v": "10000",           // Total traded base asset volume
    "q": "18"               // Total traded quote 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": 123456789,         // Event time
    "s": "BTCUSDT",         // Symbol
    "c": "0.0025",          // Close price
    "o": "0.0010",          // Open price
    "h": "0.0025",          // High price
    "l": "0.0010",          // Low price
    "v": "10000",           // Total traded base asset volume
    "q": "18"               // Total traded quote 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": 123456789,     // Event time
  "s": "BTCUSDT",     // Symbol
  "p": "0.0015",      // Price change
  "P": "250.00",      // Price change percent
  "w": "0.0018",      // Weighted average price
  "c": "0.0025",      // Last price
  "Q": "10",          // Last quantity
  "o": "0.0010",      // Open price
  "h": "0.0025",      // High price
  "l": "0.0010",      // Low price
  "v": "10000",       // Total traded base asset volume
  "q": "18",          // Total traded quote asset volume
  "O": 0,             // Statistics open time
  "C": 86400000,      // Statistics close time
  "F": 0,             // First trade ID
  "L": 18150,         // Last trade Id
  "n": 18151          // 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": 123456789,     // Event time
      "s": "BTCUSDT",     // Symbol
      "p": "0.0015",      // Price change
      "P": "250.00",      // Price change percent
      "w": "0.0018",      // Weighted average price
      "c": "0.0025",      // Last price
      "Q": "10",          // Last quantity
      "o": "0.0010",      // Open price
      "h": "0.0025",      // High price
      "l": "0.0010",      // Low price
      "v": "10000",       // Total traded base asset volume
      "q": "18",          // Total traded quote asset volume
      "O": 0,             // Statistics open time
      "C": 86400000,      // Statistics close time
      "F": 0,             // First trade ID
      "L": 18150,         // Last trade Id
      "n": 18151          // 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":400900217,            // order book updateId
  "E": 1568014460893,       // event time
  "T": 1568014460891,       // transaction time
  "s":"BNBUSDT",            // symbol
  "b":"25.35190000",        // best bid price
  "B":"31.21000000",        // best bid qty
  "a":"25.36520000",        // best ask price
  "A":"40.66000000"         // best ask qty
}

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":1568014460893,                  // Event Time
    "o":{

        "s":"BTCUSDT",                   // Symbol
        "S":"SELL",                      // Side
        "o":"LIMIT",                     // Order Type
        "f":"IOC",                       // Time in Force
        "q":"0.014",                     // Original Quantity
        "p":"9910",                      // Price
        "ap":"9910",                     // Average Price
        "X":"FILLED",                    // Order Status
        "l":"0.014",                     // Order Last Filled Quantity
        "z":"0.014",                     // Order Filled Accumulated Quantity
        "T":1568014460893,              // Order Trade Time

    }

}

The Liquidation Order Snapshot Streams push force liquidation order information for specific symbol.

For each symbol，only the latest one liquidation order within 1000ms will be pushed as the snapshot. If no liquidation happens in the interval of 1000ms, no stream will be pushed.

Stream Name:  <symbol>@forceOrder

Update Speed: 1000ms

All Market Liquidation Order Streams

Payload:

{

    "e":"forceOrder",                   // Event Type
    "E":1568014460893,                  // Event Time
    "o":{

        "s":"BTCUSDT",                   // Symbol
        "S":"SELL",                      // Side
        "o":"LIMIT",                     // Order Type
        "f":"IOC",                       // Time in Force
        "q":"0.014",                     // Original Quantity
        "p":"9910",                      // Price
        "ap":"9910",                     // Average Price
        "X":"FILLED",                    // Order Status
        "l":"0.014",                     // Order Last Filled Quantity
        "z":"0.014",                     // Order Filled Accumulated Quantity
        "T":1568014460893,              // Order Trade Time

    }

}

The All Liquidation Order Snapshot Streams push force liquidation order information for all symbols in the market.

For each symbol，only the latest one liquidation order within 1000ms will be pushed as the snapshot. If no liquidation happens in the interval of 1000ms, no stream will be pushed.

Stream Name: !forceOrder@arr

Update Speed: 1000ms

Partial Book Depth Streams

Payload:

{
  "e": "depthUpdate", // Event type
  "E": 1571889248277, // Event time
  "T": 1571889248276, // Transaction time
  "s": "BTCUSDT",
  "U": 390497796,
  "u": 390497878,
  "pu": 390497794,
  "b": [          // Bids to be updated
    [
      "7403.89",  // Price Level to be
      "0.002"     // Quantity
    ],
    [
      "7403.90",
      "3.906"
    ],
    [
      "7404.00",
      "1.428"
    ],
    [
      "7404.85",
      "5.239"
    ],
    [
      "7405.43",
      "2.562"
    ]
  ],
  "a": [          // Asks to be updated
    [
      "7405.96",  // Price level to be
      "3.340"     // Quantity
    ],
    [
      "7406.63",
      "4.525"
    ],
    [
      "7407.08",
      "2.475"
    ],
    [
      "7407.15",
      "4.800"
    ],
    [
      "7407.20",
      "0.175"
    ]
  ]
}

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": 123456789,     // Event time
  "T": 123456788,     // Transaction time 
  "s": "BTCUSDT",     // Symbol
  "U": 157,           // First update ID in event
  "u": 160,           // Final update ID in event
  "pu": 149,          // Final update Id in last stream(ie `u` in last stream)
  "b": [              // Bids to be updated
    [
      "0.0024",       // Price level to be updated
      "10"            // Quantity
    ]
  ],
  "a": [              // Asks to be updated
    [
      "0.0026",       // Price level to be updated
      "100"          // Quantity
    ]
  ]
}

Bids and asks, pushed every 250 milliseconds, 500 milliseconds, 100 milliseconds (if existing)

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://fstream.commex.com/stream?streams=btcusdt@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://api.commex.com/fapi/v1/depth?symbol=BTCUSDT&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 /fapi/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; "false": One-way Mode
recvWindow LONG NO
timestamp LONG YES

Get Current Position Mode(USER_DATA)

Response:

{
    "dualSidePosition": true // "true": Hedge Mode; "false": One-way Mode
}

GET /fapi/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

Change Multi-Assets Mode (TRADE)

Response:

{
    "code": 200,
    "msg": "success"
}

POST /fapi/v1/multiAssetsMargin (HMAC SHA256)

Change user's Multi-Assets mode (Multi-Assets Mode or Single-Asset Mode) on Every symbol

Weight: 1

Parameters:

Name Type Mandatory Description
multiAssetsMargin STRING YES "true": Multi-Assets Mode; "false": Single-Asset Mode
recvWindow LONG NO
timestamp LONG YES

Get Current Multi-Assets Mode (USER_DATA)

Response:

{
    "multiAssetsMargin": true // "true": Multi-Assets Mode; "false": Single-Asset Mode
}

GET /fapi/v1/multiAssetsMargin (HMAC SHA256)

Get user's Multi-Assets mode (Multi-Assets Mode or Single-Asset 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",
    "cumQuote": "0",
    "executedQty": "0",
    "orderId": 22542179,
    "avgPrice": "0.00000",
    "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": "BTCUSDT",
    "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 /fapi/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(Close-All)
reduceOnly STRING NO "true" or "false". default "false". Cannot be sent in Hedge Mode; cannot be sent with closePosition=true
price DECIMAL NO
newClientOrderId STRING NO A unique id among open orders. Automatically generated if not sent. Can only be string following the rule: ^[\.A-Z\:/a-z0-9_-]{1,36}$
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 quantity, price, stopPrice
STOP_MARKET/TAKE_PROFIT_MARKET stopPrice
TRAILING_STOP_MARKET callbackRate

Place Multiple Orders (TRADE)

Response:

[
    {
        "clientOrderId": "testOrder",
        "cumQty": "0",
        "cumQuote": "0",
        "executedQty": "0",
        "orderId": 22542179,
        "avgPrice": "0.00000",
        "origQty": "10",
        "price": "0",
        "reduceOnly": false,
        "side": "BUY",
        "positionSide": "SHORT",
        "status": "NEW",
        "stopPrice": "9300",        // please ignore when order type is TRAILING_STOP_MARKET
        "symbol": "BTCUSDT",
        "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 /fapi/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. Can only be string following the rule: ^[\.A-Z\:/a-z0-9_-]{1,36}$
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"

Query Order (USER_DATA)

Response:

{
    "avgPrice": "0.00000",
    "clientOrderId": "abc",
    "cumQuote": "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": "BTCUSDT",
    "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 /fapi/v1/order (HMAC SHA256)

Check an order's status.

Weight: 1

Parameters:

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

Notes:

Cancel Order (TRADE)

Response:

{
    "clientOrderId": "myOrder1",
    "cumQty": "0",
    "cumQuote": "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": "BTCUSDT",
    "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 /fapi/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 /fapi/v1/allOpenOrders (HMAC SHA256)

Weight: 1

Parameters:

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

Cancel Multiple Orders (TRADE)

Response:

[
    {
        "clientOrderId": "myOrder1",
        "cumQty": "0",
        "cumQuote": "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": "BTCUSDT",
        "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   
    },
    {
        "code": -2011,
        "msg": "Unknown order sent."
    }
]

DELETE /fapi/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": "BTCUSDT", 
    "countdownTime": "100000"
}

Cancel all open orders of the specified symbol at the end of the specified countdown.

POST /fapi/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

Query Current Open Order (USER_DATA)

Response:


{
    "avgPrice": "0.00000",              
    "clientOrderId": "abc",             
    "cumQuote": "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": "BTCUSDT",
    "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 /fapi/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

Current All Open Orders (USER_DATA)

Response:

[
  {
    "avgPrice": "0.00000",
    "clientOrderId": "abc",
    "cumQuote": "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": "BTCUSDT",
    "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 /fapi/v1/openOrders (HMAC SHA256)

Get all open orders on a symbol. 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
recvWindow LONG NO
timestamp LONG YES

All Orders (USER_DATA)

Response:

[
  {
    "avgPrice": "0.00000",
    "clientOrderId": "abc",
    "cumQuote": "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": "BTCUSDT",
    "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 /fapi/v1/allOrders (HMAC SHA256)

Get all account orders; active, canceled, or filled.

Weight: 5

Parameters:

Name Type Mandatory Description
symbol STRING YES
orderId LONG NO
startTime LONG NO
endTime LONG NO
limit INT NO Default 500; max 1000.
recvWindow LONG NO
timestamp LONG YES

Notes:

Futures Account Balance V2 (USER_DATA)

Response:

[
    {
        "accountAlias": "SgsR",    // unique account code
        "asset": "USDT",    // asset name
        "balance": "122607.35137903", // wallet balance
        "crossWalletBalance": "23.72469206", // crossed wallet balance
        "crossUnPnl": "0.00000000"  // unrealized profit of crossed positions
        "availableBalance": "23.72469206",       // available balance
        "maxWithdrawAmount": "23.72469206",     // maximum amount for transfer out
        "marginAvailable": true,    // whether the asset can be used as margin in Multi-Assets mode
        "updateTime": 1617939110373
    }
]

GET /fapi/v2/balance (HMAC SHA256)

Weight: 5

Parameters:

Name Type Mandatory Description
recvWindow LONG NO
timestamp LONG YES

Account Information V2 (USER_DATA)

Response:


{
    "feeTier": 0,       // account commisssion tier 
    "canTrade": true,   // if can trade
    "canDeposit": true,     // if can transfer in asset
    "canWithdraw": true,    // if can transfer out asset
    "updateTime": 0,
    "totalInitialMargin": "0.00000000",    // total initial margin required with current mark price (useless with isolated positions), only for USDT asset
    "totalMaintMargin": "0.00000000",     // total maintenance margin required, only for USDT asset
    "totalWalletBalance": "23.72469206",     // total wallet balance, only for USDT asset
    "totalUnrealizedProfit": "0.00000000",   // total unrealized profit, only for USDT asset
    "totalMarginBalance": "23.72469206",     // total margin balance, only for USDT asset
    "totalPositionInitialMargin": "0.00000000",    // initial margin required for positions with current mark price, only for USDT asset
    "totalOpenOrderInitialMargin": "0.00000000",   // initial margin required for open orders with current mark price, only for USDT asset
    "totalCrossWalletBalance": "23.72469206",      // crossed wallet balance, only for USDT asset
    "totalCrossUnPnl": "0.00000000",      // unrealized profit of crossed positions, only for USDT asset
    "availableBalance": "23.72469206",       // available balance, only for USDT asset
    "maxWithdrawAmount": "23.72469206"     // maximum amount for transfer out, only for USDT asset
    "assets": [
        {
            "asset": "USDT",            // asset name
            "walletBalance": "23.72469206",      // wallet balance
            "unrealizedProfit": "0.00000000",    // unrealized profit
            "marginBalance": "23.72469206",      // margin balance
            "maintMargin": "0.00000000",        // maintenance margin required
            "initialMargin": "0.00000000",    // total initial margin required with current mark price 
            "positionInitialMargin": "0.00000000",    //initial margin required for positions with current mark price
            "openOrderInitialMargin": "0.00000000",   // initial margin required for open orders with current mark price
            "crossWalletBalance": "23.72469206",      // crossed wallet balance
            "crossUnPnl": "0.00000000"       // unrealized profit of crossed positions
            "availableBalance": "23.72469206",       // available balance
            "maxWithdrawAmount": "23.72469206",     // maximum amount for transfer out
            "marginAvailable": true,    // whether the asset can be used as margin in Multi-Assets mode
            "updateTime": 1625474304765 // last update time 
        },
        {
            "asset": "BUSD",            // asset name
            "walletBalance": "103.12345678",      // wallet balance
            "unrealizedProfit": "0.00000000",    // unrealized profit
            "marginBalance": "103.12345678",      // margin balance
            "maintMargin": "0.00000000",        // maintenance margin required
            "initialMargin": "0.00000000",    // total initial margin required with current mark price 
            "positionInitialMargin": "0.00000000",    //initial margin required for positions with current mark price
            "openOrderInitialMargin": "0.00000000",   // initial margin required for open orders with current mark price
            "crossWalletBalance": "103.12345678",      // crossed wallet balance
            "crossUnPnl": "0.00000000"       // unrealized profit of crossed positions
            "availableBalance": "103.12345678",       // available balance
            "maxWithdrawAmount": "103.12345678",     // maximum amount for transfer out
            "marginAvailable": true,    // whether the asset can be used as margin in Multi-Assets mode
            "updateTime": 1625474304765 // last update time
        }
    ],
    "positions": [  // positions of all symbols in the market are returned
        // only "BOTH" positions will be returned with One-way mode
        // only "LONG" and "SHORT" positions will be returned with Hedge mode
        {
            "symbol": "BTCUSDT",    // symbol name
            "initialMargin": "0",   // initial margin required with current mark price 
            "maintMargin": "0",     // maintenance margin required
            "unrealizedProfit": "0.00000000",  // unrealized profit
            "positionInitialMargin": "0",      // initial margin required for positions with current mark price
            "openOrderInitialMargin": "0",     // initial margin required for open orders with current mark price
            "leverage": "100",      // current initial leverage
            "isolated": true,       // if the position is isolated
            "entryPrice": "0.00000",    // average entry price
            "maxNotional": "250000",    // maximum available notional with current leverage
            "positionSide": "BOTH",     // position side
            "positionAmt": "0",         // position amount
            "updateTime": 0           // last update time
        }
    ]
}

GET /fapi/v2/account (HMAC SHA256)

Get current account information.

Weight: 5

Parameters:

Name Type Mandatory Description
recvWindow LONG NO
timestamp LONG YES

Change Initial Leverage (TRADE)

Response:

{
    "leverage": 21,
    "maxNotionalValue": "1000000",
    "symbol": "BTCUSDT"
}

POST /fapi/v1/leverage (HMAC SHA256)

Change user's initial leverage of specific symbol market.

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"
}

POST /fapi/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 /fapi/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

Get Position Margin Change History (TRADE)

Response:

[
    {
        "amount": "23.36332311",
        "asset": "USDT",
        "symbol": "BTCUSDT",
        "time": 1578047897183,
        "type": 1,
        "positionSide": "BOTH"
    },
    {
        "amount": "100",
        "asset": "USDT",
        "symbol": "BTCUSDT",
        "time": 1578047900425,
        "type": 1,
        "positionSide": "LONG"
    }
]

GET /fapi/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 Default: 500
recvWindow LONG NO
timestamp LONG YES

Position Information V2 (USER_DATA)

Response:

For One-way position mode:

[
    {
        "entryPrice": "0.00000",
        "marginType": "isolated", 
        "isAutoAddMargin": "false",
        "isolatedMargin": "0.00000000", 
        "leverage": "10", 
        "liquidationPrice": "0", 
        "markPrice": "6679.50671178",   
        "maxNotionalValue": "20000000", 
        "positionAmt": "0.000", 
        "symbol": "BTCUSDT", 
        "unRealizedProfit": "0.00000000", 
        "positionSide": "BOTH",
        "updateTime": 0
    }
]

For Hedge position mode:

[
    {
        "entryPrice": "6563.66500", 
        "marginType": "isolated", 
        "isAutoAddMargin": "false",
        "isolatedMargin": "15517.54150468",
        "leverage": "10",
        "liquidationPrice": "5930.78",
        "markPrice": "6679.50671178",   
        "maxNotionalValue": "20000000", 
        "positionAmt": "20.000", 
        "symbol": "BTCUSDT", 
        "unRealizedProfit": "2316.83423560"
        "positionSide": "LONG", 
        "updateTime": 1625474304765
    },
    {
        "entryPrice": "0.00000",
        "marginType": "isolated", 
        "isAutoAddMargin": "false",
        "isolatedMargin": "5413.95799991", 
        "leverage": "10", 
        "liquidationPrice": "7189.95", 
        "markPrice": "6679.50671178",   
        "maxNotionalValue": "20000000", 
        "positionAmt": "-10.000", 
        "symbol": "BTCUSDT",
        "unRealizedProfit": "-1156.46711780" 
        "positionSide": "SHORT",
        "updateTime": 0
    }
]

GET /fapi/v2/positionRisk (HMAC SHA256)

Get current position information.

Weight: 5

Parameters:

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

Note
Please use with user data stream ACCOUNT_UPDATE to meet your timeliness and accuracy needs.

Account Trade List (USER_DATA)

Response:

[
  {
    "buyer": false,
    "commission": "-0.07819010",
    "commissionAsset": "USDT",
    "id": 698759,
    "maker": false,
    "orderId": 25851813,
    "price": "7819.01",
    "qty": "0.002",
    "quoteQty": "15.63802",
    "realizedPnl": "-0.91539999",
    "side": "SELL",
    "positionSide": "SHORT",
    "symbol": "BTCUSDT",
    "time": 1569514978020
  }
]

GET /fapi/v1/userTrades (HMAC SHA256)

Get trades for a specific account and symbol.

Weight: 5

Parameters:

Name Type Mandatory Description
symbol STRING YES
startTime LONG NO
endTime LONG NO
fromId LONG NO Trade id to fetch from. Default gets most recent trades.
limit INT NO Default 500; max 1000.
recvWindow LONG NO
timestamp LONG YES

Get Income History(USER_DATA)

Response:

[
    {
        "symbol": "",                   // trade symbol, if existing
        "incomeType": "TRANSFER",   // income type
        "income": "-0.37500000",  // income amount
        "asset": "USDT",                // income asset
        "info":"TRANSFER",          // extra information
        "time": 1570608000000,      
        "tranId":"9689322392",      // transaction id
        "tradeId":""                    // trade id, if existing
    },
    {
        "symbol": "BTCUSDT",
        "incomeType": "COMMISSION", 
        "income": "-0.01000000",
        "asset": "USDT",
        "info":"COMMISSION",
        "time": 1570636800000,
        "tranId":"9689322392",
        "tradeId":"2059192"
    }
]

GET /fapi/v1/income (HMAC SHA256)

Weight: 30

Parameters:

Name Type Mandatory Description
symbol STRING NO
incomeType STRING NO "TRANSFER"，"WELCOME_BONUS", "REALIZED_PNL"，"FUNDING_FEE", "COMMISSION", "INSURANCE_CLEAR", and "MARKET_MERCHANT_RETURN_REWARD"
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

Notional and Leverage Brackets (USER_DATA)

Response:

[
    {
        "symbol": "ETHUSDT",
        "brackets": [
            {
                "bracket": 1,   // Notional bracket
                "initialLeverage": 75,  // Max initial leverage for this bracket
                "notionalCap": 10000,  // Cap notional of this bracket
                "notionalFloor": 0,  // Notional threshold of this bracket 
                "maintMarginRatio": 0.0065, // Maintenance ratio for this bracket
                "cum":0 // Auxiliary number for quick calculation 

            },
        ]
    }
]

OR (if symbol sent)


{
    "symbol": "ETHUSDT",
    "brackets": [
        {
            "bracket": 1,
            "initialLeverage": 75,
            "notionalCap": 10000,
            "notionalFloor": 0,
            "maintMarginRatio": 0.0065,
            "cum":0
        }
    ]
}

GET /fapi/v1/leverageBracket

Weight: 1

Parameters:

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

Position ADL Quantile Estimation (USER_DATA)

Response:

[
    {
        "symbol": "ETHUSDT", 
        "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": "BTCUSDT", 
        "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 /fapi/v1/adlQuantile

Weight: 5

Parameters:

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

User's Force Orders (USER_DATA)

Response:

[
  {
    "orderId": 6071832819, 
    "symbol": "BTCUSDT", 
    "status": "FILLED", 
    "clientOrderId": "autoclose-1596107620040000020", 
    "price": "10871.09", 
    "avgPrice": "10913.21000", 
    "origQty": "0.001", 
    "executedQty": "0.001", 
    "cumQuote": "10.91321", 
    "timeInForce": "IOC", 
    "type": "LIMIT", 
    "reduceOnly": false, 
    "closePosition": false, 
    "side": "SELL", 
    "positionSide": "BOTH", 
    "stopPrice": "0", 
    "workingType": "CONTRACT_PRICE", 
    "origType": "LIMIT", 
    "time": 1596107620044, 
    "updateTime": 1596107620087
  }
  {
    "orderId": 6072734303, 
    "symbol": "BTCUSDT", 
    "status": "FILLED", 
    "clientOrderId": "adl_autoclose", 
    "price": "11023.14", 
    "avgPrice": "10979.82000", 
    "origQty": "0.001", 
    "executedQty": "0.001", 
    "cumQuote": "10.97982", 
    "timeInForce": "GTC", 
    "type": "LIMIT", 
    "reduceOnly": false, 
    "closePosition": false, 
    "side": "BUY", 
    "positionSide": "SHORT", 
    "stopPrice": "0", 
    "workingType": "CONTRACT_PRICE", 
    "origType": "LIMIT", 
    "time": 1596110725059, 
    "updateTime": 1596110725071
  }
]

GET /fapi/v1/forceOrders

Weight: 20 with symbol, 50 without symbol

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

User Commission Rate (USER_DATA)

Response:

{
    "symbol": "BTCUSDT",
    "makerCommissionRate": "0.0002",  // 0.02%
    "takerCommissionRate": "0.0004"   // 0.04%
}

GET /fapi/v1/commissionRate (HMAC SHA256)

Weight: 20

Parameters:

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

User Data Streams

Start User Data Stream (USER_STREAM)

Response:

{
  "listenKey": "pqia91ma19a5s61cv6a81va65sdf19v8a65a1a5s61cv6a81va65sdf19v8a65a1"
}

POST /fapi/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 /fapi/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 /fapi/v1/listenKey

Close out a user data stream.

Weight: 1

Parameters:

None

Event: User Data Stream Expired

Payload:

{
    'e': 'listenKeyExpired',      // event type
    'E': 1576653824250              // event time
}

When the listenKey used for the user data stream turns expired, this event will be pushed.

Notice:

Event: Margin Call

Payload:

{
    "e":"MARGIN_CALL",      // Event Type
    "E":1587727187525,      // Event Time
    "cw":"3.16812045",      // Cross Wallet Balance. Only pushed with crossed position margin call
    "p":[                   // Position(s) of Margin Call
      {
        "s":"ETHUSDT",      // Symbol
        "ps":"LONG",        // Position Side
        "pa":"1.327",       // Position Amount
        "mt":"CROSSED",     // Margin Type
        "iw":"0",           // Isolated Wallet (if isolated position)
        "mp":"187.17127",   // Mark Price
        "up":"-1.166074",   // Unrealized PnL
        "mm":"1.614445"     // Maintenance Margin Required
      }
    ]
}

Event: Balance and Position Update

Payload:

{
  "e": "ACCOUNT_UPDATE",                // Event Type
  "E": 1564745798939,                   // Event Time
  "T": 1564745798938 ,                  // Transaction
  "a":                                  // Update Data
    {
      "m":"ORDER",                      // Event reason type
      "B":[                             // Balances
        {
          "a":"USDT",                   // Asset
          "wb":"122624.12345678",       // Wallet Balance
          "cw":"100.12345678",          // Cross Wallet Balance
          "bc":"50.12345678"            // Balance Change except PnL and Commission
        },
        {
          "a":"BUSD",           
          "wb":"1.00000000",
          "cw":"0.00000000",         
          "bc":"-49.12345678"
        }
      ],
      "P":[
        {
          "s":"BTCUSDT",            // Symbol
          "pa":"0",                 // Position Amount
          "ep":"0.00000",            // 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":"BTCUSDT",
            "pa":"20",
            "ep":"6563.66500",
            "cr":"0",
            "up":"2850.21200",
            "mt":"isolated",
            "iw":"13200.70726908",
            "ps":"LONG"
         },
        {
            "s":"BTCUSDT",
            "pa":"-10",
            "ep":"6563.86000",
            "cr":"-45.04000000",
            "up":"-1423.15600",
            "mt":"isolated",
            "iw":"6570.42511771",
            "ps":"SHORT"
        }
      ]
    }
}

Event type is ACCOUNT_UPDATE.

Event: Order Update

Payload:

{

  "e":"ORDER_TRADE_UPDATE",     // Event Type
  "E":1568879465651,            // Event Time
  "T":1568879465650,            // Transaction Time
  "o":{                             
    "s":"BTCUSDT",              // 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":"0.001",                // Original Quantity
    "p":"0",                    // Original Price
    "ap":"0",                   // Average Price
    "sp":"7103.04",             // Stop Price. Please ignore with TRAILING_STOP_MARKET order
    "x":"NEW",                  // Execution Type
    "X":"NEW",                  // Order Status
    "i":8886774,                // Order Id
    "l":"0",                    // Order Last Filled Quantity
    "z":"0",                    // Order Filled Accumulated Quantity
    "L":"0",                    // Last Filled Price
    "N":"USDT",             // Commission Asset, will not push if no commission
    "n":"0",                // Commission, will not push if no commission
    "T":1568879465651,          // Order Trade Time
    "t":0,                      // Trade Id
    "b":"0",                    // Bids Notional
    "a":"9.91",                 // Ask Notional
    "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":"7476.89",             // Activation Price, only puhed with TRAILING_STOP_MARKET order
    "cr":"5.0",                 // Callback Rate, only puhed with TRAILING_STOP_MARKET order
    "rp":"0"                            // Realized Profit of the trade
  }

}

When new order created, order status changed will push such event. event type is ORDER_TRADE_UPDATE.

Side

Order Type

Execution Type

Order Status

Time in force

Working Type

Event: Account Configuration Update previous Leverage Update

Payload:

{
    "e":"ACCOUNT_CONFIG_UPDATE",       // Event Type
    "E":1611646737479,                 // Event Time
    "T":1611646737476,                 // Transaction Time
    "ac":{                              
    "s":"BTCUSDT",                     // symbol
    "l":25                             // leverage

    }
}

Or

{
    "e":"ACCOUNT_CONFIG_UPDATE",       // Event Type
    "E":1611646737479,                 // Event Time
    "T":1611646737476,                 // Transaction Time
    "ai":{                             // User's Account Configuration
    "j":true                           // Multi-Assets Mode
    }
}

When the account configuration is changed, the event type will be pushed as ACCOUNT_CONFIG_UPDATE

When the leverage of a trade pair changes, the payload will contain the object ac to represent the account configuration of the trade pair, where s represents the specific trade pair and l represents the leverage

When the user Multi-Assets margin mode changes the payload will contain the object ai representing the user account configuration, where j represents the user Multi-Assets margin mode

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.

-1002 UNAUTHORIZED * 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 parameter '%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 not be more than 36 chars

-4016 PRICE_HIGHER_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.

-4063 INVALID_OPTIONS_REQUEST_TYPE * Invalid options request type

-4064 INVALID_OPTIONS_TIME_FRAME * Invalid options time frame

-4065 INVALID_OPTIONS_AMOUNT * Invalid options amount

-4066 INVALID_OPTIONS_EVENT_TYPE * Invalid options event type

-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.

-4069 INVALID_OPTIONS_PREMIUM_FEE * Invalid options premium fee

-4070 INVALID_CL_OPTIONS_ID_LEN * Client options id is not valid. * Client options id length should be less than 32 chars

-4071 INVALID_OPTIONS_DIRECTION * Invalid options direction

-4072 OPTIONS_PREMIUM_NOT_UPDATE * premium fee is not updated, reject order

-4073 OPTIONS_PREMIUM_INPUT_LESS_THAN_ZERO * input premium fee is less than 0, reject order

-4074 OPTIONS_AMOUNT_BIGGER_THAN_UPPER * Order amount is bigger than upper boundary or less than 0, reject order

-4075 OPTIONS_PREMIUM_OUTPUT_ZERO * output premium fee is less than 0, reject order

-4076 OPTIONS_PREMIUM_TOO_DIFF * original fee is too much higher than last fee

-4077 OPTIONS_PREMIUM_REACH_LIMIT * place order amount has reached to limit, reject order

-4078 OPTIONS_COMMON_ERROR * options internal error

-4079 INVALID_OPTIONS_ID * invalid options id * invalid options id: %s * duplicate options id %d for user %d

-4080 OPTIONS_USER_NOT_FOUND * user not found * user not found with id: %s

-4081 OPTIONS_NOT_FOUND * options not found * options not found with id: %s

-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.

-4085 INVALID_NOTIONAL_LIMIT_COEF * Invalid notional limit coefficient

-4086 INVALID_PRICE_SPREAD_THRESHOLD * Invalid price spread threshold

-4087 REDUCE_ONLY_ORDER_PERMISSION * User can only place reduce only order

-4088 NO_PLACE_ORDER_PERMISSION * User can not place order currently

-4104 INVALID_CONTRACT_TYPE * Invalid contract type

-4114 INVALID_CLIENT_TRAN_ID_LEN * clientTranId is not valid * Client tran id length should be less than 64 chars

-4115 DUPLICATED_CLIENT_TRAN_ID * clientTranId is duplicated * Client tran id should be unique within 7 days

-4118 REDUCE_ONLY_MARGIN_CHECK_FAILED * ReduceOnly Order Failed. Please check your existing position and open orders

-4131 MARKET_ORDER_REJECT * The counterparty's best price does not meet the PERCENT_PRICE filter limit

-4135 INVALID_ACTIVATION_PRICE * Invalid activation price

-4137 QUANTITY_EXISTS_WITH_CLOSE_POSITION * Quantity must be zero with closePosition equals true

-4138 REDUCE_ONLY_MUST_BE_TRUE * Reduce only must be true with closePosition equals true

-4139 ORDER_TYPE_CANNOT_BE_MKT * Order type can not be market if it's unable to cancel

-4140 INVALID_OPENING_POSITION_STATUS * Invalid symbol status for opening position

-4141 SYMBOL_ALREADY_CLOSED * Symbol is closed

-4142 STRATEGY_INVALID_TRIGGER_PRICE * REJECT: take profit or stop order will be triggered immediately

-4144 INVALID_PAIR * Invalid pair

-4161 ISOLATED_LEVERAGE_REJECT_WITH_POSITION * Leverage reduction is not supported in Isolated Margin Mode with open positions

-4164 MIN_NOTIONAL * Order's notional must be no smaller than 5.0 (unless you choose reduce only) * Order's notional must be no smaller than %s (unless you choose reduce only)

-4165 INVALID_TIME_INTERVAL * Invalid time interval * Maximum time interval is %s days

-4183 PRICE_HIGHER_THAN_STOP_MULTIPLIER_UP * Price is higher than stop price multiplier cap. * Limit price can't be higher than %s.

-4184 PRICE_LOWER_THAN_STOP_MULTIPLIER_DOWN * Price is lower than stop price multiplier floor. * Limit price can't be lower than %s.