API MEXC Futures

MEXC perpetual and delivery contracts expose a dedicated streaming API documented in the official Futures WebSocket specification. The TsgcWSAPI_MEXC_Futures component encapsulates the connection, login handshake and topic management required to consume real-time derivatives data.

 

MEXC also maintains a REST interface for derivatives trading. The TsgcHTTP_API_MEXC_Futures component contained in sgcHTTP_API_MEXC complements the WebSocket feeds with HTTP helpers that map one-to-one to the official endpoints.

 

Component configuration

The Futures WebSocket endpoint is wss://contract.mexc.com/edge. Messages are encoded as JSON objects and the exchange requires periodic ping/pong frames which are handled automatically by the component.

 

To receive private notifications (order and account data) you must authenticate. Set MEXCAPI.ApiKey and MEXCAPI.ApiSecret before activating the WebSocket client. When credentials are present the component signs a login request (HMAC SHA256) as soon as the socket connects.

 

var
  WSClient: TsgcWebSocketClient;
  Futures: TsgcWSAPI_MEXC_Futures;
begin
  WSClient := TsgcWebSocketClient.Create(nil);
  Futures := TsgcWSAPI_MEXC_Futures.Create(nil);
  Futures.Client := WSClient;
  Futures.MEXCAPI.ApiKey := 'YOUR_KEY';
  Futures.MEXCAPI.ApiSecret := 'YOUR_SECRET';
  if WSClient.Connect then
    Futures.SubscribeDepth('BTC_USDT', True);
end;

 

Properties

• Client: WebSocket transport used by the API component. Heartbeat support is enabled to keep the socket active.
• MEXCAPI.ApiKey / ApiSecret: required to sign the login request. Without credentials only public channels are accessible.
• RawMessages: bypasses the JSON parser when enabled so that the raw text frames are exposed through the base events.

 

Events

• OnConnect / OnDisconnect: WebSocket lifecycle notifications.
• OnMEXCLogin: raised after a successful authenticated login.
• OnMEXCSubscribed / OnMEXCUnsubscribed: confirmation of subscription changes. The event exposes the channel name returned by MEXC.
• OnMEXCMessage: delivers every market or account update together with the channel identifier.
• OnMEXCError: triggered when the server replies with an rs.error payload (invalid parameters, authentication failure, etc.).
• OnMEXCException: reports local exceptions raised while processing JSON data or performing network operations.

 

The following handler records subscription confirmations and prints incoming depth snapshots:

 

procedure TMainForm.MEXCSubscribed(Sender: TObject; const aChannel, aRaw: string);
begin
  Memo1.Lines.Add('Subscribed to ' + aChannel);
end;
procedure TMainForm.MEXCMessage(Sender: TObject; const aChannel, aRaw: string);
begin
  if SameText(aChannel, 'push.depth') then
    Memo1.Lines.Add(aRaw);
end;

 

WebSocket Subscription methods

Each helper wraps a sub/unsub request as described by the official API. Use the matching UnSubscribe* method to cancel the stream.

 

Method	Parameters	Description
SubscribeDeal	Symbol	Trades executed on the contract (channel: deal).
SubscribeTickers	–	Global ticker statistics for all contracts.
SubscribeTicker	Symbol	Ticker summary for a single instrument.
SubscribeDepth	Symbol, Compress	Incremental order book updates
SubscribeDepthFull	Symbol, Level	Full depth snapshots with configurable number of levels (default 20).
SubscribeKline	Symbol, Interval	Candlestick data for supported timeframes (Min1, Min5, Min15, Min30, Min60, Hour4, Hour12, Day1, Week1, Month1).
SubscribeFundingRate	Symbol	Latest funding rate announcements.
SubscribeIndexPrice	Symbol	Underlying index price stream.
SubscribeFairPrice	Symbol	Mark (fair) price updates pushed by the exchange.

 

When the server acknowledges a request the OnMEXCSubscribed event fires with the channel name (for example rs.sub.depth.BTC_USDT). Errors are forwarded through OnMEXCError including the server message for troubleshooting.

Private channels

Private channels require a valid API key. The component authenticates automatically when credentials are provided.

Method	Description
SubscribePersonalOrder	Personal order updates.
SubscribePersonalOrderDeal	Personal order deal (fill) updates.
SubscribePersonalPosition	Personal position updates.
SubscribePersonalPlanOrder	Personal plan (trigger) order updates.
SubscribePersonalStopOrder	Personal stop order updates.
SubscribePersonalStopPlanOrder	Personal stop plan order updates.
SubscribePersonalRiskLimit	Personal risk limit updates.
SubscribePersonalADLLevel	Personal ADL (auto-deleveraging) level updates.
SubscribePersonalAsset	Personal asset updates.

 

 

 

Public REST endpoints

Publicly available REST methods.

 

Method	Description
GetPing	Checks API reachability via /api/v1/ping.
GetServerTime	Returns the server timestamp from /api/v1/time.
GetContracts	Provides the list of available contracts (/api/v1/contract/detail).
GetDepth	Downloads order book depth from /api/v1/contract/depth; use the optional limit parameter (default 50) to select the number of levels.
GetDeals	Retrieves recent trades using /api/v1/contract/deals with an optional limit (default 100).
GetKlines	Returns candlestick data through /api/v1/contract/kline with optional startTime, endTime and limit filters (default 200).
GetIndexPrice	Fetches the underlying index price for the requested symbol (/api/v1/contract/indexPrice).
GetFairPrice	Returns the fair (mark) price for a contract from /api/v1/contract/fairPrice.
GetFundingRate	Reports the latest funding rate for a symbol using /api/v1/contract/fundingRate.
GetAllTickers	Get all futures contract tickers with real-time price summaries.
GetFundingRateHistory	Get historical funding rate records for a contract.
GetFairPriceKline	Get fair (mark) price kline/candlestick data for a contract.
GetIndexPriceKline	Get index price kline/candlestick data for a contract.

 

Private REST endpoints

Private derivatives endpoints require API credentials. The component signs each request with the timestamp and recvWindow automatically.

 

Method	Description
GetAccountAssets	Returns margin balances from /api/v1/private/account/assets.
GetPositionList	Lists current positions via /api/v1/private/position/list, optionally filtered by symbol.
SetPositionLeverage	Updates leverage for a symbol and, if supplied, the margin mode.
PlaceOrder	Places a futures order on /api/v1/private/order providing symbol, side, positionSide, type and quantity plus optional price, clientOrderId and extra parameters.
CancelOrder	Cancels a specific order using /api/v1/private/order/cancel by orderId or clientOrderId.
CancelAllOrders	Cancels all open orders for a symbol via /api/v1/private/order/cancel-all.
GetOpenOrders	Lists current open orders through /api/v1/private/order/list/open with an optional symbol filter.
GetOrderHistory	Retrieves order history (/api/v1/private/order/list/history) with optional symbol, time range and limit parameters.
GetFundingHistory	Returns past funding payments from /api/v1/private/account/funding with optional startTime, endTime and limit filters.
GetOpenPositions	Get all currently open positions.
ChangeMargin	Change the margin amount for a position.
GetPositionMode	Get the current position mode (one-way or hedge mode).
ChangePositionMode	Change the position mode between one-way and hedge mode.
PlaceBatchOrder	Place multiple futures orders in a single batch request.
GetOrderDetail	Get detailed information for a specific order.
GetOrderDealDetails	Get fill/deal details for a specific order.
PlaceTriggerOrder	Place a trigger (plan) order that executes when conditions are met.
CancelTriggerOrder	Cancel a specific trigger order.
CancelAllTriggerOrders	Cancel all open trigger orders.
GetTriggerOrders	Get the list of trigger (plan) orders.
GetStopOrders	Get the list of stop orders.
CancelStopOrder	Cancel a specific stop order.
CancelAllStopOrders	Cancel all open stop orders.