API Binance Futures

Binance

 

Binance is an international multi-language cryptocurrency exchange. It offers some APIs to access Binance data. This component allows you to get Binance Futures WebSocket Market Streams.

 

https://binance-docs.github.io/apidocs/futures/en

https://binance-docs.github.io/apidocs/delivery/en

Futures Contracts

Binance API has 2 types of methods: public and private. Public methods can be accessed without authentication, example: get ticker prices. Some are private and related to user data; those methods require the use of Binance API keys.

 

• ApiKey: you can request a new api key in your binance account, just copy the value to this property.
• ApiSecret: API secret is only required for REST_API, websocket api only requires ApiKey for some methods.
• TestNet: if enabled it will connect to Binance Demo Account (by default false).
  • HTTPLogOptions: stores in a text file a log of HTTP requests
    • Enabled): if enabled, will store all HTTP requests of WebSocket API.
    • FileName: full path of filename where logs will be stored
    • REST: stores in a text file a log of REST API requests
      • Enabled: if enabled, will store all HTTP Requests of REST API.
      • FileName: full path of filename where logs will be stored.

• UserStream: if enabled the client will receive notifications on Account, Orders or Balance Updates (by default true).
• ListenKeyOnDisconnect: this property specifies what to do when the client disconnect from Binance servers with an Active ListenKey.
  • blkodDeleteListenKey: Delete the Active ListenKey doing an HTTP Request to Binance Servers (this is the default).
  • blkodClearListenKey: Doesn't delete the ListenKey from Binance Servers and just clear the value of the field.
  • blkodDoNothing: does nothing, so the next time that connects to Binance will try to use the same ListenKey.
• UseCombinedStreams: if enabled, will combine streams as follows: {"stream":"<streamName>","data":<rawPayload>} (by default disabled)

 

Client can connect to USDT or COIN Binance Futures, set which contract you want to trade using FuturesContracts property:

 

• bfcUSDT: connects to USD-M Futures API.
• bfcCOIN: connects to COIN-M Futures API.

 

Client can connect to Production or Demo Binance accounts. If TestNet property is enabled, it will connect to Demo account, otherwise will connect to production Binance Servers.

 

 

WebSocket Stream API

Client can subscribe / unsubscribe from events after a successful connection.

The following Subscription / Unsubscription methods are supported.

 

Method	Parameters	Description
AggregateTrades	Symbol	The Aggregate Trade Streams push trade information that is aggregated for a single taker order every 100 milliseconds.
MarkPrice	Symbol, UpdateSpeed	Mark price and funding rate for a single symbol pushed every 3 seconds or every second.
AllMarkPrice	UpdateSpeed	Mark price and funding rate for all symbols pushed every 3 seconds or every second.
KLine	Symbol, Interval	The Kline/Candlestick Stream push updates to the current klines/candlestick every 250 milliseconds (if existing).
MiniTicker	Symbol	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.
AllMiniTicker		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.
Ticker	Symbol	24hr rolling 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.
AllMarketTickers		24hr rolling 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.
BookTicker	Symbol	Pushes any update to the best bid or ask's price or quantity in real-time for a specified symbol.
AllBookTickers		Pushes any update to the best bid or ask's price or quantity in real-time for all symbols.
LiquidationOrders	Symbol	The Liquidation Order Streams push force liquidation order information for specific symbol
AllLiquidationOrders		The All Liquidation Order Streams push force liquidation order information for all symbols in the market.
PartialBookDepth	Symbol, Depth	Top bids and asks, Valid are 5, 10, or 20.
DiffDepth	Symbol	Bids and asks, pushed every 250 milliseconds, 500 milliseconds, 100 milliseconds or in real time(if existing)

 

After a successful subcription / unsubscription, client receives a message about it, where id is the result of Subscribed / Unsubscribed method.

 

{
  "result": null,
  "id": 1
}

User Data Stream API

Requires a valid ApiKey obtained from your binance account, and ApiKey must be set in Binance.ApiKey property of component.

 

The following data is pushed to client every time there is a change. There is no need to subscribe to any method, this is done automatically if you set a valid ApiKey.

 

Method	Description
Margin Call	When the user's position risk ratio is too high, this stream will be pushed. This message is only used as risk guidance information and is not recommended for investment strategies. In the case of a highly volatile market, there may be the possibility that the user's position has been liquidated at the same time when this stream is pushed out.
Balance and Position Update	Balance Update occurs during the following:   When balance or position get updated, this event will be pushed. When "FUNDING FEE" changes to the user's balance.
Order Update	When new order created, order status changed will push such event.

 

 

REST API

All endpoints return either a JSON object or array. Data is returned in ascending order. Oldest first, newest last.

 

Public API EndPoints

 

These endpoints can be accessed without any authorization.

 

General EndPoints

 

Method	Parameters	Description
Ping		Test connectivity to the Rest API.
GetServerTime		Test connectivity to the Rest API and get the current server time.
GetExchangeInformation		Current exchange trading rules and symbol information

 

 

Market Data EndPoints

 

Method	Parameters	Description
GetOrderBook	Symbol	Get Order Book.
GetTrades	Symbol	Get recent trades
GetHistoricalTrades	Symbol	Get older trades.
GetAggregateTrades	Symbol	Get compressed, aggregate trades. Trades that fill at the time, from the same order, with the same price will have the quantity aggregated.
GetKLines	Symbol, Interval	Kline/candlestick bars for a symbol. Klines are uniquely identified by their open time.
Get24hrTicker	Symbol	24 hour rolling window price change statistics. Careful when accessing this with no symbol.
GetPriceTicker	Symbol	Latest price for a symbol or symbols.
GetBookTicker	Symbol	Best price/qty on the order book for a symbol or symbols.
GetMarkPrice	Symbol	Mark Price and Funding Rate
GetFundingRateHistory	Symbol
GetOpenInterest	Symbol	Get present open interest of a specific symbol.
GetOpenInterestStatistics	Symbol, Period
GetTopTraderAccountRatio	Symbol, Period
GetTopTraderPositionRatio	Symbol, Period
GetGlobalAccountRatio	Symbol, Period
GetTakerVolume	Symbol, Period
GetContinuousKLines	Pair, ContractType, Interval	Kline/candlestick bars for a specific contract type.
GetIndexPriceKLines	Pair, Interval	Kline/candlestick bars for the index price of a pair.
GetMarkPriceKLines	Symbol, Interval	Kline/candlestick bars for the mark price of a symbol.
GetPremiumIndexKLines	Symbol, Interval	Premium index kline bars of a symbol.
GetFundingInfo		Get funding rate info for all symbols.
GetPriceTickerV2	Symbol	Latest price for a symbol or symbols (V2).
GetIndexInfo	Symbol	Get index info.
GetAssetIndex	Symbol	Get asset index for multi-assets mode.
GetConstituents	Symbol	Get index constituents.
GetDeliveryPrice	Pair	Get delivery price.
GetBasis	Pair, ContractType, Period	Get basis data.

 

 

Private API EndPoints

 

Requires an APIKey and APISecret to get authorized by server.

 

Account and Trades EndPoints

 

Method	Parameters	Description
ChangePositionMode	DualPosition	Change user's position mode (Hedge Mode or One-way Mode ) on EVERY symbol
GetCurrentPositionMode		Get user's position mode (Hedge Mode or One-way Mode ) on EVERY symbol
NewOrder	Symbol, Side, PositionSide, Type	Send in a new order.
PlaceMarketOrder	Side, Symbol, Quantity
PlaceLimitOrder	Side, Symbol, Quantity, LimitPrice
PlaceStopOrder	Side, Symbol, Quantity, StopPrice, LimitPrice
PlaceTrailingStopOrder	Side, Symbol, Quantity, aActivationPrice, aCallbackRate
QueryOrder	Symbol	Check an order's status.
CancelOrder	Symbol	Cancel an active order. Either OrderId or OrigClientOrderId must be sent.
CancelAllOpenOrders	Symbol
AutoCancelAllOpenOrders	Symbol, CountDownTimer	Cancel all open orders of the specified symbol at the end of the specified countdown.
QueryCurrentOpenOrder	Symbol
GetOpenOrders	Symbol	Get all open orders on a symbol. Careful when accessing this with no symbol.
GetAllOrders	Symbol	Get all account orders; active, canceled, or filled.
GetAccountBalance
GetAccountInformation		Get current account information.
ChangeInitialLeverage	Symbol, Leverage	Change user's initial leverage of specific symbol market.
ChangeMarginType	Symbol, MarginType
ModifyIsolatedPositionMargin	Symbol, Amount, Type
GetPositionMarginChangeHistory	Symbol
GetPositionInformation	Symbol
GetAccountTradeList	Symbol
GetIncomeHistory	Symbol
GetNotionalLeverageBracket	Symbol
TestNewOrder	Symbol, Side, PositionSide, Type	Test new order creation and signature/recvWindow long. Creates and validates a new order but does not send it into the matching engine.
ModifyOrder	Symbol	Modify an existing order.
NewBatchOrders	BatchOrders	Place multiple orders.
ModifyBatchOrders	BatchOrders	Modify multiple orders.
CancelBatchOrders	Symbol	Cancel multiple orders.
GetOrderAmendment	Symbol	Get order modification history.
CountdownCancelAll	Symbol, CountdownTime	Cancel all open orders of the specified symbol at the end of the specified countdown.
GetForceOrders	Symbol	Get user's force liquidation orders.
GetADLQuantile	Symbol	Get ADL quantile estimation for positions.
GetAccountBalanceV3		Get futures account balance (V3).
GetAccountInformationV3		Get current account information (V3).
GetPositionInformationV3	Symbol	Get current position information (V3).
GetCommissionRate	Symbol	Get user commission rate.
GetAccountConfig		Get current account configuration.
GetSymbolConfig	Symbol	Get symbol configuration.
GetOrderRateLimit		Get user's order rate limit.
GetApiTradingStatus	Symbol	Get API trading quantitative rules indicators.
ChangeMultiAssetsMode	MultiAssetsMargin	Change user's multi-assets mode. Multi-Assets Mode: true; Single-Asset Mode: false.
GetMultiAssetsMode		Get user's current multi-assets mode.
SetFeeBurn	FeeBurn	Change user's BNB fee burn status.
GetFeeBurn		Get user's BNB fee burn status.
CreateListenKey		Start a new user data stream. The stream will close after 60 minutes unless a keepalive is sent.
KeepAliveListenKey		Keepalive a user data stream to prevent a timeout.
CloseListenKey		Close a user data stream.

 

 

 

Events

Binance Futures Messages are received in TsgcWebSocketClient component, you can use the following events:

 

OnConnect

After a successful connection to Binance server.

OnDisconnect

After a disconnection from Binance server

OnMessage

Messages sent by server to client are handled in this event.

OnError

If there is any error in protocol, this event will be called.

OnException

If there is an unhandled exception, this event will be called.

 

Additionally, there is a specific event in Binance API Component, called OnBinanceHTTPException, which is raised every time there is an error calling an HTTP Request (REST API or WebSocket User Stream).

 

(*) Due to changes in Binance Servers, Indy versions before Rad Studio 10.1, won't be able to connect to Test Servers. This issue doesn't affect to Enterprise Edition or if the Indy version has been upgraded to the latest.