MEXC Spot and Futures API Integration in Delphi

MEXC is a global cryptocurrency exchange supporting spot trading and perpetual futures contracts across hundreds of token pairs. Delphi developers can integrate with MEXC through two dedicated components: TsgcWSAPI_MEXC for the Spot market and TsgcWSAPI_MEXC_Futures for the Futures market. Each component provides both WebSocket subscriptions for real-time data and a REST interface for on-demand queries and order management. This article details every available method across both markets.

Architecture Overview

MEXC provides separate API surfaces for its Spot and Futures markets. In the sgcWebSockets library, this is reflected by two distinct components:

• TsgcWSAPI_MEXC — Handles the Spot market. Provides WebSocket subscriptions for real-time trades, klines, depth, and tickers, plus private account event streams. The REST interface is accessible through REST_API (type TsgcHTTP_API_MEXC_Spot).
• TsgcWSAPI_MEXC_Futures — Handles the Futures market. Provides WebSocket subscriptions for futures-specific data such as deals, funding rates, index prices, and fair prices. The REST interface is accessible through REST_API (type TsgcHTTP_API_MEXC_Futures).

Both components follow the same pattern: assign a TsgcWebSocketClient, configure API credentials, activate the client for WebSocket subscriptions, and access REST_API for synchronous HTTP calls.

Spot WebSocket API

The Spot WebSocket API provides real-time market data through public channels and account updates through private channels. Each subscription has a corresponding unsubscribe method.

Public Channels

Private Channels

Private channels require authentication and deliver real-time updates about your account activity. Enable the user data stream via the MEXCUserDataStreams.UserStream property.

Spot REST API

The Spot REST API is accessible via oMEXC.REST_API (of type TsgcHTTP_API_MEXC_Spot). Public endpoints do not require authentication; private endpoints require a valid API key and secret.

Public Endpoints

Private Endpoints

Futures WebSocket API

The Futures WebSocket API provides real-time data specific to perpetual futures contracts. All channels are public and do not require authentication. Each subscription has a corresponding unsubscribe method.

Futures REST API

The Futures REST API is accessible via oMEXCFut.REST_API (of type TsgcHTTP_API_MEXC_Futures). It covers market data, account management, position control, and order operations.

Public Endpoints

Private Endpoints

Getting Started — Code Examples

Spot Market Example

The following example connects to the MEXC Spot WebSocket, subscribes to real-time trades, queries exchange information via REST, and places a market buy order.

var
  oClient: TsgcWebSocketClient;
  oMEXC: TsgcWSAPI_MEXC;
begin
  // Create the WebSocket client
  oClient := TsgcWebSocketClient.Create(nil);
  // Create the MEXC Spot API component
  oMEXC := TsgcWSAPI_MEXC.Create(nil);
  oMEXC.Client := oClient;

  // Configure API credentials
  oMEXC.MEXCAPI.ApiKey := 'your_api_key';
  oMEXC.MEXCAPI.ApiSecret := 'your_api_secret';

  // Connect to the WebSocket
  oClient.Active := True;

  // WebSocket: Subscribe to real-time trades for BTCUSDT
  oMEXC.SubscribeTrade('BTCUSDT');

  // REST: Get exchange information
  ShowMessage(oMEXC.REST_API.GetExchangeInformation);

  // REST: Place a market buy order for 0.001 BTC
  ShowMessage(oMEXC.REST_API.NewOrder('BTCUSDT', 'BUY', 'MARKET', '', 0.001));
end;

Futures Market Example

This example connects to the MEXC Futures WebSocket, subscribes to a futures ticker, and queries available contracts via REST.

var
  oClientFut: TsgcWebSocketClient;
  oMEXCFut: TsgcWSAPI_MEXC_Futures;
begin
  // Create the WebSocket client for futures
  oClientFut := TsgcWebSocketClient.Create(nil);
  // Create the MEXC Futures API component
  oMEXCFut := TsgcWSAPI_MEXC_Futures.Create(nil);
  oMEXCFut.Client := oClientFut;

  // Configure API credentials
  oMEXCFut.MEXCFuturesAPI.ApiKey := 'your_api_key';
  oMEXCFut.MEXCFuturesAPI.ApiSecret := 'your_api_secret';

  // Connect to the WebSocket
  oClientFut.Active := True;

  // WebSocket: Subscribe to futures ticker for BTC_USDT
  oMEXCFut.SubscribeTicker('BTC_USDT');

  // REST: Get all available futures contracts
  ShowMessage(oMEXCFut.REST_API.GetContracts);
end;

Configuration Reference

Spot Configuration

Futures Configuration

Tips and Notes

Separate Components for Spot and Futures

MEXC treats Spot and Futures as entirely separate markets with different API endpoints, symbol naming conventions (e.g., BTCUSDT for spot vs. BTC_USDT for futures), and authentication scopes. Always use the correct component for your target market.

User Data Streams

To receive private account events on the Spot WebSocket (account updates, deals, order changes), you must set MEXCUserDataStreams.UserStream := True before activating the client. This tells the component to request a listen key and establish the private stream automatically.

Order Testing

Use the TestNewOrder method on the Spot REST API to validate order parameters without actually placing the order. This is useful for verifying that your symbol, side, type, and quantity parameters are correctly formatted before committing real funds.

Symbol Naming Conventions

Pay attention to the different symbol formats across the two markets. Spot uses concatenated pairs like BTCUSDT, while Futures uses underscore-separated pairs like BTC_USDT. Using the wrong format will result in "symbol not found" errors.

Rate Limits

MEXC enforces rate limits on both REST and WebSocket APIs. REST endpoints typically allow a fixed number of requests per minute. If you exceed the limit, you will receive a 429 status code. Implement appropriate backoff logic or use WebSocket subscriptions for data that changes frequently.