Get current average price for a symbol. Weight: 2
Request parameters.
Get current order book.
Note that this request returns limited market depth.
If you need to continuously monitor order book updates, please consider using WebSocket Streams:
<symbol>@depth<levels>
<symbol>@depth
You can use depth request together with <symbol>@depth streams to maintain a local order book.
Weight: Adjusted based on the limit:
| Limit | Weight |
|---|---|
| 1–100 | 5 |
| 101–500 | 25 |
| 501–1000 | 50 |
| 1001–5000 | 250 |
Request parameters.
Get klines (candlestick bars).
Klines are uniquely identified by their open & close time.
If you need access to real-time kline updates, please consider using WebSocket Streams:
<symbol>@kline_<interval>
If you need historical kline data, please consider using data.binance.vision. Weight: 2
Request parameters.
Get rolling window price change statistics with a custom window.
This request is similar to ticker.24hr,
but statistics are computed on demand using the arbitrary window you specify.
Weight: Adjusted based on the number of requested symbols:
| Symbols | Weight |
|---|---|
| 1–50 | 4 per symbol |
| 51–100 | 200 |
Request parameters.
Get 24-hour rolling window price change statistics.
If you need to continuously monitor trading statistics, please consider using WebSocket Streams:
<symbol>@ticker or !ticker@arr
<symbol>@miniTicker or !miniTicker@arr
If you need different window sizes,
use the ticker request.
Weight: Adjusted based on the number of requested symbols:
| Symbols | Weight |
|---|---|
| 1–20 | 2 |
| 21–100 | 40 |
| 101 or more | 80 |
| all symbols | 80 |
Request parameters.
Get the current best price and quantity on the order book.
If you need access to real-time order book ticker updates, please consider using WebSocket Streams:
<symbol>@bookTicker
Weight: Adjusted based on the number of requested symbols:
| Parameter | Weight |
|---|---|
symbol |
2 |
symbols |
4 |
| none | 4 |
Request parameters.
Get the latest market price for a symbol.
If you need access to real-time price updates, please consider using WebSocket Streams:
<symbol>@aggTrade
<symbol>@trade
Weight: Adjusted based on the number of requested symbols:
| Parameter | Weight |
|---|---|
symbol |
2 |
symbols |
4 |
| none | 4 |
Request parameters.
Price change statistics for a trading day.
Weight: 4 for each requested symbol.
The weight for this request will cap at 200 once the number of symbols in the request is more than 50.
Request parameters.
Get aggregate trades.
An aggregate trade (aggtrade) represents one or more individual trades. Trades that fill at the same time, from the same taker order, with the same price – those trades are collected into an aggregate trade with total quantity of the individual trades.
If you need access to real-time trading activity, please consider using WebSocket Streams:
<symbol>@aggTrade
If you need historical aggregate trade data, please consider using data.binance.vision. Weight: 4
Request parameters.
Get historical trades. Weight: 25
Request parameters.
Get recent trades.
If you need access to real-time trading activity, please consider using WebSocket Streams:
<symbol>@trade
Weight: 25
Request parameters.
Get klines (candlestick bars) optimized for presentation.
This request is similar to klines, having the same parameters and response.
uiKlines return modified kline data, optimized for presentation of candlestick charts.
Weight: 2
Request parameters.
MarketApi - object-oriented interface MarketApi