Class WebsocketAPIConnection

Get current account commission rates.

Weight(IP): 20

Security Type: USER_DATA

Notes: Data Source:* Database

Query your current unfilled order count for all intervals.

Weight(IP): 40

Security Type: USER_DATA

Notes: Data Source:* Memory

Query information about your account.

Weight(IP): 20

Security Type: USER_DATA

Notes: Data Source:* Memory => Database

Query information about all your order lists, filtered by time range.

Weight(IP): 20

Security Type: USER_DATA

Notes: Data Source:* Database

Notes: If startTime and/or endTime are specified, fromId is ignored. Order lists are filtered by transactionTime of the last order list execution status update. If fromId is specified, return order lists with order list ID >= fromId. If no condition is specified, the most recent order lists are returned. The time between startTime and endTime can't be longer than 24 hours.

Query information about all your orders – active, canceled, filled – filtered by time range.

Weight(IP): 20

Security Type: USER_DATA

Notes: Data Source:* Database

Notes:

If startTime and/or endTime are specified, orderId is ignored.

Orders are filtered by time of the last execution status update.

If orderId is specified, return orders with order ID >= orderId.

If no condition is specified, the most recent orders are returned.

For some historical orders the cummulativeQuoteQty response field may be negative, meaning the data is not available at this time.

The time between startTime and endTime can't be longer than 24 hours.

Get current average price for a symbol.

Weight(IP): 2

Security Type: NONE

Notes: Data Source:* Memory

Get block trades.

Weight(IP): 25

Security Type: NONE

Notes:

• Data Source: Database

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:

Security Type: NONE

Notes: Data Source:* Memory

Disconnects from the WebSocket server. If there is no active connection, a warning is logged. Otherwise, all connections in the connection pool are closed gracefully, and a message is logged indicating that the connection has been disconnected.

Query current exchange trading rules, rate limits, and symbol information.

Weight(IP): 20

Security Type: NONE

Notes: Data Source:* Memory

Notes:* If the value provided to symbol or symbols do not exist, the endpoint will throw an error saying the symbol is invalid. All parameters are optional. Only one of symbol, symbols, permissions parameters can be specified. Without parameters, exchangeInfo displays all symbols with ["SPOT", "MARGIN", "LEVERAGED"] permissions. In order to list all active symbols on the exchange, you need to explicitly request all permissions. permissions accepts either a list of permissions, or a single permission name. E.g. "SPOT".

Examples of Symbol Permissions Interpretation from the Response:*

[["A","B"]] means you may place an order if your account has either permission "A" or permission "B". [["A"],["B"]] means you can place an order if your account has permission "A" and permission "B". [["A"],["B","C"]] means you can place an order if your account has permission "A" and permission "B" or permission "C". (Inclusive or is applied here, not exclusive or, so your account may have both permission "B" and permission "C".)

Query execution rules for symbols.

Security Type: NONE

Notes: Data Source:* Memory

Note:* No combination of multiple parameters is allowed.

Checks if the WebSocket connection is currently open.

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(IP): 2

Security Type: NONE

Notes: Data Source:* Database

Supported kline intervals (case-sensitive):

Notes:*

If startTime and endTime are not sent, the most recent klines are returned. Supported values for timeZone: Hours and minutes (e.g. -1:00, 05:45) Only hours (e.g. 0, 8, 4) Accepted range is strictly [-12:00 to +14:00] inclusive If timeZone provided, kline intervals are interpreted in that timezone instead of UTC. Note that startTime and endTime are always interpreted in UTC, regardless of timeZone.

Retrieves allocations resulting from SOR order placement.

Weight(IP): 20

Security Type: USER_DATA

Notes: Data Source:* Database

Supported parameter combinations:

Note:* The time between startTime and endTime can't be longer than 24 hours.

Retrieves the list of filters relevant to an account on a given symbol. This is the only method that shows if an account has MAX_ASSET filters applied to it.

Weight(IP): 40

Security Type: USER_DATA

Notes: Data Source:* Memory

Displays the list of orders that were expired due to STP.

These are the combinations supported:

symbol + preventedMatchId symbol + orderId symbol + orderId + fromPreventedMatchId (limit will default to 500) symbol + orderId + fromPreventedMatchId + limit

Security Type: USER_DATA

Notes: Data Source:* Database

Query information about all your trades, filtered by time range.

Security Type: USER_DATA

Notes: Data Source: Memory => Database

Notes:

• If fromId is specified, return trades with trade ID >= fromId.
• If startTime and/or endTime are specified, trades are filtered by execution time (time).
• fromId cannot be used together with startTime and endTime.
• If orderId is specified, only trades related to that order are returned.
• startTime and endTime cannot be used together with orderId.
• If no condition is specified, the most recent trades are returned.
• The time between startTime and endTime can't be longer than 24 hours.

Query execution status of all open order lists.

If you need to continuously monitor order status updates, please consider using WebSocket Streams:

userDataStream.subscribe if on an authenticated session userDataStream.subscribe.signature if subscribing through signature subscription

Weight(IP): 6

Security Type: USER_DATA

Notes: Data Source:* Memory -> Database

Cancel all open orders on a symbol. This includes orders that are part of an order list.

Weight(IP): 1

Security Type: TRADE

Notes: Data Source:* Matching Engine

Query execution status of all open orders.

If you need to continuously monitor order status updates, please consider using WebSocket Streams:

userDataStream.subscribe if on an authenticated session userDataStream.subscribe.signature if subscribing through signature subscription

Weight: | Parameter | Weight | | --------- | ------ | | symbol | 6 | | none | 80 |

Security Type: USER_DATA

Notes: Data Source: Memory => Database

Reduce the quantity of an existing open order.

This adds 0 orders to the EXCHANGE_MAX_ORDERS filter and the MAX_NUM_ORDERS filter.

Read Order Amend Keep Priority FAQ to learn more.

Weight(IP): 4

Unfilled Order Count: 0

Security Type: TRADE

Notes: Data Source:* Matching Engine

Queries all amendments of a single order.

Weight(IP): 4

Security Type: USER_DATA

Notes: Data Source:* Database

Cancel an active order.

Weight(IP): 1

Security Type: TRADE

Notes: Data Source:* Matching Engine

Notes:

If both orderId and origClientOrderId parameters are provided, the orderId is searched first, then the origClientOrderId from that result is checked against that order. If both conditions are not met the request will be rejected.

newClientOrderId will replace clientOrderId of the canceled order, freeing it up for new orders.

If you cancel an order that is a part of an order list, the entire order list is canceled.

The performance for canceling an order (single cancel or as part of a cancel-replace) is always better when only orderId is sent. Sending origClientOrderId or both orderId + origClientOrderId will be slower.

• Cancel an existing order and immediately place a new order instead of the canceled one. A new order that was not attempted (i.e. when newOrderResult: NOT_ATTEMPTED), will still increase the unfilled order count by 1. You can only cancel an individual order from an orderList using this method, but the result is the same as canceling the entire orderList.not attempted (i.e. when newOrderResult: NOT_ATTEMPTED), will still increase the unfilled order count by 1.

Weight(IP): 1

Unfilled Order Count: 1

Security Type: TRADE

Notes: Data Source:* Matching Engine

Similar to the order.place request, additional mandatory parameters (*) are determined by the new order type.

Available cancelReplaceMode options:

STOP_ON_FAILURE – if cancellation request fails, new order placement will not be attempted. ALLOW_FAILURE – new order placement will be attempted even if the cancel request fails.

Notes:

If both cancelOrderId and cancelOrigClientOrderId parameters are provided, the cancelOrderId is searched first, then the cancelOrigClientOrderId from that result is checked against that order. If both conditions are not met the request will be rejected.

cancelNewClientOrderId will replace clientOrderId of the canceled order, freeing it up for new orders.

newClientOrderId specifies clientOrderId value for the placed order.

A new order with the same clientOrderId is accepted only when the previous one is filled or expired.

The new order can reuse old clientOrderId of the canceled order.

This cancel-replace operation is not transactional.

If one operation succeeds but the other one fails, the successful operation is still executed.

For example, in STOP_ON_FAILURE mode, if the new order placement fails, the old order is still canceled.

Filters and order count limits are evaluated before cancellation and order placement occurs.

If new order placement is not attempted, your order count is still incremented.

Like order.cancel, if you cancel an individual order from an order list, the entire order list is canceled.

The performance for canceling an order (single cancel or as part of a cancel-replace) is always better when only orderId is sent. Sending origClientOrderId or both orderId + origClientOrderId will be slower.

Cancel an active order list.

Weight(IP): 1

Security Type: TRADE

Notes: Data Source:* Matching Engine

Notes:

If both orderListId and listClientOrderId parameters are provided, the orderListId is searched first, then the listClientOrderId from that result is checked against that order. If both conditions are not met the request will be rejected.

Canceling an individual order with order.cancel will cancel the entire order list as well.

Send in a new one-cancels-the-other (OCO) pair: LIMIT_MAKER + STOP_LOSS/STOP_LOSS_LIMIT orders (called legs), where activation of one order immediately cancels the other.

This adds 1 order to EXCHANGE_MAX_ORDERS filter and the MAX_NUM_ORDERS filter

Weight(IP): 1

Unfilled Order Count: 1

Security Type: TRADE

Notes: Data Source:* Matching Engine

Notes:

listClientOrderId parameter specifies listClientOrderId for the OCO pair.

A new OCO with the same listClientOrderId is accepted only when the previous one is filled or completely expired.

listClientOrderId is distinct from clientOrderId of individual orders.

limitClientOrderId and stopClientOrderId specify clientOrderId values for both legs of the OCO.

A new order with the same clientOrderId is accepted only when the previous one is filled or expired.

Price restrictions on the legs:

Both legs have the same quantity.

However, you can set different iceberg quantity for individual legs.

If stopIcebergQty is used, stopLimitTimeInForce must be GTC.

trailingDelta applies only to the STOP_LOSS/STOP_LOSS_LIMIT leg of the OCO.

Send in an one-cancels-the-other (OCO) pair, where activation of one order immediately cancels the other.

An OCO has 2 orders called the above order and below order.

One of the orders must be a LIMIT_MAKER/TAKE_PROFIT/TAKE_PROFIT_LIMIT order and the other must be STOP_LOSS or STOP_LOSS_LIMIT order.

Price restrictions: If the OCO is on the SELL side: LIMIT_MAKER/TAKE_PROFIT_LIMIT price > Last Traded Price > STOP_LOSS/STOP_LOSS_LIMIT stopPrice TAKE_PROFIT stopPrice > Last Traded Price > STOP_LOSS/STOP_LOSS_LIMIT stopPrice If the OCO is on the BUY side: LIMIT_MAKER price < Last Traded Price < STOP_LOSS/STOP_LOSS_LIMIT stopPrice TAKE_PROFIT stopPrice > Last Traded Price > STOP_LOSS/STOP_LOSS_LIMIT stopPrice OCOs add 2 orders to the EXCHANGE_MAX_ORDERS filter and MAX_NUM_ORDERS filter.

Weight(IP): 1

Unfilled Order Count: 2

Security Type: TRADE

Notes: Data Source:* Matching Engine

Place an OPO.

OPOs add 2 orders to the EXCHANGE_MAX_NUM_ORDERS filter and MAX_NUM_ORDERS filter.

Weight(IP): 1

Unfilled Order Count: 2

Security Type: TRADE

Notes: Data Source:* Matching Engine

Place an OPOCO.

Weight(IP): 1

Unfilled Order Count: 3

Security Type: TRADE

Notes: Data Source:* Matching Engine

Places an OTO.

An OTO (One-Triggers-the-Other) is an order list comprised of 2 orders.

The first order is called the working order and must be LIMIT or LIMIT_MAKER. Initially, only the working order goes on the order book.

The second order is called the pending order. It can be any order type except for MARKET orders using parameter quoteOrderQty. The pending order is only placed on the order book when the working order gets fully filled*.

If either the working order or the pending order is cancelled individually, the other order in the order list will also be canceled or expired.

When the order list is placed, if the working order gets immediately fully filled, the placement response will show the working order as FILLED but the pending order will still appear as PENDING_NEW. You need to query the status of the pending order again to see its updated status.

OTOs add 2 orders to the EXCHANGE_MAX_NUM_ORDERS filter and MAX_NUM_ORDERS filter.

Weight(IP): 1

Unfilled Order Count: 2

Security Type: TRADE

Notes: Data Source:* Matching Engine

Mandatory parameters based on pendingType or workingType*

Depending on the pendingType or workingType, some optional parameters will become mandatory.

Place an OTOCO.

An OTOCO (One-Triggers-One-Cancels-the-Other) is an order list comprised of 3 orders. The first order is called the working order and must be LIMIT or LIMIT_MAKER. Initially, only the working order goes on the order book. The behavior of the working order is the same as the OTO. OTOCO has 2 pending orders (pending above and pending below), forming an OCO pair. The pending orders are only placed on the order book when the working order gets fully filled. The rules of the pending above and pending below follow the same rules as the Order list OCO. OTOCOs add 3 orders to the EXCHANGE_MAX_NUM_ORDERS filter and MAX_NUM_ORDERS filter.

Weight(IP): 1

Unfilled Order Count: 3

Security Type: TRADE

Notes: Data Source:* Matching Engine

Mandatory parameters based on pendingAboveType, pendingBelowType or workingType*

Depending on the pendingAboveType/pendingBelowType or workingType, some optional parameters will become mandatory.

Check execution status of an Order list.

For execution status of individual orders, use order.status.

Weight(IP): 4

Security Type: USER_DATA

Notes: Data Source:* Database

Notes:

origClientOrderId refers to listClientOrderId of the order list itself.

If both origClientOrderId and orderListId parameters are specified, only origClientOrderId is used and orderListId is ignored.

Send in a new order.

This adds 1 order to the EXCHANGE_MAX_ORDERS filter and the MAX_NUM_ORDERS filter.

Weight(IP): 1

Unfilled Order Count: 1

Security Type: TRADE

Notes: Data Source:* Matching Engine

Certain parameters (*) become mandatory based on the order type:

Supported order types:

Notes on using parameters for Pegged Orders:

These parameters are allowed for LIMIT, LIMIT_MAKER, STOP_LOSS_LIMIT, TAKE_PROFIT_LIMIT orders. If pegPriceType is specified, price becomes optional. Otherwise, it is still mandatory. pegPriceType=PRIMARY_PEG means the primary peg, that is the best price on the same side of the order book as your order. pegPriceType=MARKET_PEG means the market peg, that is the best price on the opposite side of the order book from your order. Use pegOffsetType and pegOffsetValue to request a price level other than the best one. These parameters must be specified together.

Available timeInForce options, setting how long the order should be active before expiration:

Notes:

newClientOrderId specifies clientOrderId value for the order.

A new order with the same clientOrderId is accepted only when the previous one is filled or expired.

Any LIMIT or LIMIT_MAKER order can be made into an iceberg order by specifying the icebergQty.

An order with an icebergQty must have timeInForce set to GTC.

Trigger order price rules for STOP_LOSS/TAKE_PROFIT orders:

stopPrice must be above market price: STOP_LOSS BUY, TAKE_PROFIT SELL stopPrice must be below market price: STOP_LOSS SELL, TAKE_PROFIT BUY

MARKET orders using quoteOrderQty follow LOT_SIZE filter rules.

The order will execute a quantity that has notional value as close as possible to requested quoteOrderQty.

Check execution status of an order.

Weight(IP): 4

Security Type: USER_DATA

Notes: Data Source:* Memory => Database

Notes:

If both orderId and origClientOrderId are provided, the orderId is searched first, then the origClientOrderId from that result is checked against that order. If both conditions are not met the request will be rejected.

For some historical orders the cummulativeQuoteQty response field may be negative, meaning the data is not available at this time.

Test order placement.

Validates new order parameters and verifies your signature but does not send the order into the matching engine.

Weight: | Condition | Request Weight | | --- | --- | | Without computeCommissionRates | 1 | | With computeCommissionRates | 20 |

Security Type: TRADE

Notes: Data Source:* Memory

Test connectivity to the WebSocket API.

Note: You can use regular WebSocket ping frames to test connectivity as well, WebSocket API will respond with pong frames as soon as possible. ping request along with time is a safe way to test request-response handling in your application.

Weight(IP): 1

Security Type: NONE

Notes: Data Source:* Memory

Sends a ping message to all connected Websocket servers in the pool. If no connections are ready, a warning is logged. For each active connection, the ping message is sent, and debug logs provide details.

Query Reference Price

Weight(IP): 2

Security Type: NONE

Notes: Data Source:* Memory

Query Reference Price Calculation

Weight(IP): 2

Security Type: NONE

Notes: Data Source:* Memory

Sends an unsigned message to the WebSocket server

Sends a signed message to the WebSocket server with authentication

Authenticate WebSocket connection using the provided API key.

After calling session.logon, you can omit apiKey and signature parameters for future requests that require them.

Note that only one API key can be authenticated.

Calling session.logon multiple times changes the current authenticated API key.

Note:* Only Ed25519 keys are supported for this feature.

Weight(IP): 2

Security Type: USER_DATA

Notes: Data Source:* Memory

Forget the API key previously authenticated. If the connection is not authenticated, this request does nothing.

Note that the WebSocket connection stays open after session.logout request. You can continue using the connection, but now you will have to explicitly provide the apiKey and signature parameters where needed.

Weight(IP): 2

Security Type: NONE

Notes: Data Source:* Memory

Query the status of the WebSocket connection, inspecting which API key (if any) is used to authorize requests.

Weight(IP): 2

Security Type: NONE

Notes: Data Source:* Memory

Note:

Users should track the corresponding subscription status of related accounts as needed.

Weight(IP): 2

Security Type: NONE

Notes: Data Source:* Memory

Places an order using smart order routing (SOR).

This adds 1 order to the EXCHANGE_MAX_ORDERS filter and the MAX_NUM_ORDERS filter.

Read SOR FAQ to learn more.

Weight(IP): 1

Unfilled Order Count: 1

Security Type: TRADE

Notes: Data Source:* Matching Engine

Note:* sor.order.place only supports LIMIT and MARKET orders. quoteOrderQty is not supported.

Test new order creation and signature/recvWindow using smart order routing (SOR). Creates and validates a new order but does not send it into the matching engine.

Weight: | Condition | Request Weight | | --- | --- | | Without computeCommissionRates | 1 | | With computeCommissionRates | 20 |

Security Type: TRADE

Notes: Data Source:* Memory

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.

Note:* Window size precision is limited to 1 minute. While the closeTime is the current time of the request, openTime always start on a minute boundary. As such, the effective window might be up to 59999 ms wider than the requested windowSize.

{
"openTime": 1659580020000,
"closeTime": 1660184865291
}
Copy

If you need to continuously monitor trading statistics, please consider using WebSocket Streams: <symbol>@ticker_<window_size> or !ticker_<window-size>@arr

Weight: Adjusted based on the number of requested symbols:

Security Type: NONE

Notes: Data Source:* Database

Supported window sizes:

Notes:

Either symbol or symbols must be specified.

Maximum number of symbols in one request: 200.

Window size units cannot be combined. E.g., 1d 2h is not supported.

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:

Security Type: NONE

Notes: Data Source:* Memory

Notes:

symbol and symbols cannot be used together.

If no symbol is specified, returns information about all symbols currently trading on the exchange.

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:

Security Type: NONE

Notes: Data Source:* Memory

Notes:

symbol and symbols cannot be used together.

If no symbol is specified, returns information about all symbols currently trading on the exchange.

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:

Security Type: NONE

Notes: Data Source:* Memory

Notes:

symbol and symbols cannot be used together.

If no symbol is specified, returns information about all symbols currently trading on the exchange.

Price change statistics for a trading day.

Weight: 4 for each requested symbol regardless of windowSize. The weight for this request will cap at 200 once the number of symbols in the request is more than 50.

Security Type: NONE

Notes: Data Source:* Database

Notes:*

Supported values for timeZone: Hours and minutes (e.g. -1:00, 05:45) Only hours (e.g. 0, 8, 4)

Test connectivity to the WebSocket API and get the current server time.

Weight(IP): 1

Security Type: NONE

Notes: Data Source:* Memory

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(IP): 4

Security Type: NONE

Notes: Data Source:* Database

• If fromId is specified, return aggtrades with aggregate trade ID >= fromId. Use fromId and limit to page through all aggtrades.
• If startTime and/or endTime are specified, aggtrades are filtered by execution time (T). fromId cannot be used together with startTime and endTime.
• If no condition is specified, the most recent aggregate trades are returned.

Get historical trades.

Weight(IP): 25

Security Type: NONE

Notes: Data Source:* Database

Notes:

If fromId is not specified, the most recent trades are returned.

Get recent trades.

If you need access to real-time trading activity, please consider using WebSocket Streams:

<symbol>@trade

Weight(IP): 25

Security Type: NONE

Notes: Data Source:* Memory

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(IP): 2

Security Type: NONE

Notes: Data Source:* Database

• If startTime and endTime are not sent, the most recent klines are returned.
• Supported values for timeZone:
• Hours and minutes (e.g. -1:00, 05:45)
• Only hours (e.g. 0, 8, 4)
• Accepted range is strictly [-12:00 to +14:00] inclusive
• If timeZone provided, kline intervals are interpreted in that timezone instead of UTC.
• Note that startTime and endTime are always interpreted in UTC, regardless of timeZone.

Subscribe to the User Data Stream in the current WebSocket connection.

Notes:*

• This method requires an authenticated WebSocket connection using Ed25519 keys. Please refer to session.logon.
• To check the subscription status, use session.status, see the userDataStream flag indicating you have have an active subscription.
• User Data Stream events are available in both JSON and SBE sessions.
• Please refer to User Data Streams for the event format details.
• For SBE, only SBE schema 2:1 or later is supported.

Weight(IP): 2

Security Type: NONE