Interface MarketDataApiInterface

MarketDataApi - interface MarketDataApi

interface MarketDataApiInterface {
    basis(
        requestParameters: DerivativesTradingCoinFuturesRestAPI.BasisRequest,
    ): Promise<
        RestApiResponse<DerivativesTradingCoinFuturesRestAPI.BasisResponse>,
    >;
    checkServerTime(): Promise<
        RestApiResponse<
            DerivativesTradingCoinFuturesRestAPI.CheckServerTimeResponse,
        >,
    >;
    compressedAggregateTradesList(
        requestParameters: DerivativesTradingCoinFuturesRestAPI.CompressedAggregateTradesListRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingCoinFuturesRestAPI.CompressedAggregateTradesListResponse,
        >,
    >;
    continuousContractKlineCandlestickData(
        requestParameters: DerivativesTradingCoinFuturesRestAPI.ContinuousContractKlineCandlestickDataRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingCoinFuturesRestAPI.ContinuousContractKlineCandlestickDataResponse,
        >,
    >;
    exchangeInformation(): Promise<
        RestApiResponse<
            DerivativesTradingCoinFuturesRestAPI.ExchangeInformationResponse,
        >,
    >;
    getFundingRateHistoryOfPerpetualFutures(
        requestParameters: GetFundingRateHistoryOfPerpetualFuturesRequest,
    ): Promise<
        RestApiResponse<GetFundingRateHistoryOfPerpetualFuturesResponse>,
    >;
    getFundingRateInfo(): Promise<
        RestApiResponse<
            DerivativesTradingCoinFuturesRestAPI.GetFundingRateInfoResponse,
        >,
    >;
    indexPriceAndMarkPrice(
        requestParameters?: IndexPriceAndMarkPriceRequest,
    ): Promise<RestApiResponse<IndexPriceAndMarkPriceResponse>>;
    indexPriceKlineCandlestickData(
        requestParameters: DerivativesTradingCoinFuturesRestAPI.IndexPriceKlineCandlestickDataRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingCoinFuturesRestAPI.IndexPriceKlineCandlestickDataResponse,
        >,
    >;
    klineCandlestickData(
        requestParameters: DerivativesTradingCoinFuturesRestAPI.KlineCandlestickDataRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingCoinFuturesRestAPI.KlineCandlestickDataResponse,
        >,
    >;
    longShortRatio(
        requestParameters: DerivativesTradingCoinFuturesRestAPI.LongShortRatioRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingCoinFuturesRestAPI.LongShortRatioResponse,
        >,
    >;
    markPriceKlineCandlestickData(
        requestParameters: DerivativesTradingCoinFuturesRestAPI.MarkPriceKlineCandlestickDataRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingCoinFuturesRestAPI.MarkPriceKlineCandlestickDataResponse,
        >,
    >;
    oldTradesLookup(
        requestParameters: DerivativesTradingCoinFuturesRestAPI.OldTradesLookupRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingCoinFuturesRestAPI.OldTradesLookupResponse,
        >,
    >;
    openInterest(
        requestParameters: DerivativesTradingCoinFuturesRestAPI.OpenInterestRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingCoinFuturesRestAPI.OpenInterestResponse,
        >,
    >;
    openInterestStatistics(
        requestParameters: DerivativesTradingCoinFuturesRestAPI.OpenInterestStatisticsRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingCoinFuturesRestAPI.OpenInterestStatisticsResponse,
        >,
    >;
    orderBook(
        requestParameters: DerivativesTradingCoinFuturesRestAPI.OrderBookRequest,
    ): Promise<
        RestApiResponse<DerivativesTradingCoinFuturesRestAPI.OrderBookResponse>,
    >;
    premiumIndexKlineData(
        requestParameters: DerivativesTradingCoinFuturesRestAPI.PremiumIndexKlineDataRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingCoinFuturesRestAPI.PremiumIndexKlineDataResponse,
        >,
    >;
    queryIndexPriceConstituents(
        requestParameters: DerivativesTradingCoinFuturesRestAPI.QueryIndexPriceConstituentsRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingCoinFuturesRestAPI.QueryIndexPriceConstituentsResponse,
        >,
    >;
    recentTradesList(
        requestParameters: DerivativesTradingCoinFuturesRestAPI.RecentTradesListRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingCoinFuturesRestAPI.RecentTradesListResponse,
        >,
    >;
    symbolOrderBookTicker(
        requestParameters?: DerivativesTradingCoinFuturesRestAPI.SymbolOrderBookTickerRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingCoinFuturesRestAPI.SymbolOrderBookTickerResponse,
        >,
    >;
    symbolPriceTicker(
        requestParameters?: DerivativesTradingCoinFuturesRestAPI.SymbolPriceTickerRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingCoinFuturesRestAPI.SymbolPriceTickerResponse,
        >,
    >;
    takerBuySellVolume(
        requestParameters: DerivativesTradingCoinFuturesRestAPI.TakerBuySellVolumeRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingCoinFuturesRestAPI.TakerBuySellVolumeResponse,
        >,
    >;
    testConnectivity(): Promise<RestApiResponse<void>>;
    ticker24hrPriceChangeStatistics(
        requestParameters?: DerivativesTradingCoinFuturesRestAPI.Ticker24hrPriceChangeStatisticsRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingCoinFuturesRestAPI.Ticker24hrPriceChangeStatisticsResponse,
        >,
    >;
    topTraderLongShortRatioAccounts(
        requestParameters: DerivativesTradingCoinFuturesRestAPI.TopTraderLongShortRatioAccountsRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingCoinFuturesRestAPI.TopTraderLongShortRatioAccountsResponse,
        >,
    >;
    topTraderLongShortRatioPositions(
        requestParameters: DerivativesTradingCoinFuturesRestAPI.TopTraderLongShortRatioPositionsRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingCoinFuturesRestAPI.TopTraderLongShortRatioPositionsResponse,
        >,
    >;
}

Implemented by

DerivativesTradingCoinFuturesRestAPI.MarketDataApi

Methods

basis

basis(
requestParameters: DerivativesTradingCoinFuturesRestAPI.BasisRequest,
): Promise<
RestApiResponse<DerivativesTradingCoinFuturesRestAPI.BasisResponse>,
>
Query basis

Weight(IP): 1

Notes:
- If startTime and endTime are not sent, the most recent data is returned.
- Only the data of the latest 30 days is available.
Parameters
- requestParameters: DerivativesTradingCoinFuturesRestAPI.BasisRequest
  Request parameters.
Returns Promise<RestApiResponse<DerivativesTradingCoinFuturesRestAPI.BasisResponse>>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-coin-futures/src/rest-api/modules/market-data-api.ts:1450

checkServerTime

checkServerTime(): Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.CheckServerTimeResponse,
    >,
>
Test connectivity to the Rest API and get the current server time.

Weight(IP): 1

Returns Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.CheckServerTimeResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-coin-futures/src/rest-api/modules/market-data-api.ts:1461

compressedAggregateTradesList

compressedAggregateTradesList(
    requestParameters: DerivativesTradingCoinFuturesRestAPI.CompressedAggregateTradesListRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.CompressedAggregateTradesListResponse,
    >,
>
Get compressed, aggregate trades. Market trades that fill in 100ms with the same price and the same taking side will have the quantity aggregated.

Weight(IP): 20

Notes:
- support querying futures trade histories that are not older than 24 hours
- If both startTime and endTime are sent, time between startTime and endTime must be less than 1 hour.
- If fromId, startTime, and endTime are not sent, the most recent aggregate trades will be returned.
- Only market trades will be aggregated and returned, which means the insurance fund trades and ADL trades won't be aggregated.
- Sending both startTime/endTime and fromId might cause response timeout, please send either fromId or startTime/endTime
Parameters
- requestParameters: DerivativesTradingCoinFuturesRestAPI.CompressedAggregateTradesListRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.CompressedAggregateTradesListResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-coin-futures/src/rest-api/modules/market-data-api.ts:1482

continuousContractKlineCandlestickData

continuousContractKlineCandlestickData(
    requestParameters: DerivativesTradingCoinFuturesRestAPI.ContinuousContractKlineCandlestickDataRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.ContinuousContractKlineCandlestickDataResponse,
    >,
>
Kline/candlestick bars for a specific contract type. Klines are uniquely identified by their open time.

Weight: based on parameter LIMIT

LIMIT weight

[1,100) 1

[100, 500) 2

[500, 1000] 5

> 1000 10

Notes:
- The difference between startTime and endTime can only be up to 200 days
- Between startTime and endTime, the most recent limit data from endTime will be returned:
- If startTime and endTime are not sent, current timestamp will be set as endTime, and the most recent data will be returned.
- If startTime is sent only, the timestamp of 200 days after startTime will be set as endTime(up to the current time)
- If endTime is sent only, the timestamp of 200 days before endTime will be set as startTime
Parameters
- requestParameters: DerivativesTradingCoinFuturesRestAPI.ContinuousContractKlineCandlestickDataRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.ContinuousContractKlineCandlestickDataResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-coin-futures/src/rest-api/modules/market-data-api.ts:1510

LIMIT	weight
[1,100)	1
[100, 500)	2
[500, 1000]	5
> 1000	10

exchangeInformation

exchangeInformation(): Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.ExchangeInformationResponse,
    >,
>
Current exchange trading rules and symbol information

Weight(IP): 1

Returns Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.ExchangeInformationResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-coin-futures/src/rest-api/modules/market-data-api.ts:1523

getFundingRateHistoryOfPerpetualFutures

getFundingRateHistoryOfPerpetualFutures(
requestParameters: GetFundingRateHistoryOfPerpetualFuturesRequest,
): Promise<RestApiResponse<GetFundingRateHistoryOfPerpetualFuturesResponse>>
Get Funding Rate History of Perpetual Futures

Weight(IP): 1

Notes:
- empty array will be returned for delivery symbols.
Parameters
- requestParameters: GetFundingRateHistoryOfPerpetualFuturesRequest
  Request parameters.
Returns Promise<RestApiResponse<GetFundingRateHistoryOfPerpetualFuturesResponse>>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-coin-futures/src/rest-api/modules/market-data-api.ts:1538

getFundingRateInfo

getFundingRateInfo(): Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.GetFundingRateInfoResponse,
    >,
>
Query funding rate info for symbols that had FundingRateCap/FundingRateFloor/fundingIntervalHours adjustment

Returns Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.GetFundingRateInfoResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-coin-futures/src/rest-api/modules/market-data-api.ts:1549

indexPriceAndMarkPrice

indexPriceAndMarkPrice(
requestParameters?: IndexPriceAndMarkPriceRequest,
): Promise<RestApiResponse<IndexPriceAndMarkPriceResponse>>
Query index price and mark price

Weight(IP): 10
Parameters
- OptionalrequestParameters: IndexPriceAndMarkPriceRequest
  Request parameters.
Returns Promise<RestApiResponse<IndexPriceAndMarkPriceResponse>>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-coin-futures/src/rest-api/modules/market-data-api.ts:1561

indexPriceKlineCandlestickData

indexPriceKlineCandlestickData(
    requestParameters: DerivativesTradingCoinFuturesRestAPI.IndexPriceKlineCandlestickDataRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.IndexPriceKlineCandlestickDataResponse,
    >,
>
Kline/candlestick bars for the index price of a pair. Klines are uniquely identified by their open time.

Weight: Based on parameter LIMIT

LIMIT weight

[1,100) 1

[100, 500) 2

[500, 1000] 5

> 1000 10

Notes:
- The difference between startTime and endTime can only be up to 200 days
- Between startTime and endTime, the most recent limit data from endTime will be returned:
- If startTime and endTime are not sent, current timestamp will be set as endTime, and the most recent data will be returned.
- If startTime is sent only, the timestamp of 200 days after startTime will be set as endTime(up to the current time)
- If endTime is sent only, the timestamp of 200 days before endTime will be set as startTime
Parameters
- requestParameters: DerivativesTradingCoinFuturesRestAPI.IndexPriceKlineCandlestickDataRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.IndexPriceKlineCandlestickDataResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-coin-futures/src/rest-api/modules/market-data-api.ts:1589

LIMIT	weight
[1,100)	1
[100, 500)	2
[500, 1000]	5
> 1000	10

klineCandlestickData

klineCandlestickData(
    requestParameters: DerivativesTradingCoinFuturesRestAPI.KlineCandlestickDataRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.KlineCandlestickDataResponse,
    >,
>
Kline/candlestick bars for a symbol. Klines are uniquely identified by their open time.

Weight: Based on parameter LIMIT

LIMIT weight

[1,100) 1

[100, 500) 2

[500, 1000] 5

> 1000 10

Notes:
- The difference between startTime and endTime can only be up to 200 days
- Between startTime and endTime, the most recent limit data from endTime will be returned:
- If startTime and endTime are not sent, current timestamp will be set as endTime, and the most recent data will be returned.
- If startTime is sent only, the timestamp of 200 days after startTime will be set as endTime(up to the current time)
- If endTime is sent only, the timestamp of 200 days before endTime will be set as startTime
Parameters
- requestParameters: DerivativesTradingCoinFuturesRestAPI.KlineCandlestickDataRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.KlineCandlestickDataResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-coin-futures/src/rest-api/modules/market-data-api.ts:1617

LIMIT	weight
[1,100)	1
[100, 500)	2
[500, 1000]	5
> 1000	10

longShortRatio

longShortRatio(
    requestParameters: DerivativesTradingCoinFuturesRestAPI.LongShortRatioRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.LongShortRatioResponse,
    >,
>
Query symbol Long/Short Ratio

Weight(IP): 1

Notes:
- If startTime and endTime are not sent, the most recent data is returned.
- Only the data of the latest 30 days is available.
Parameters
- requestParameters: DerivativesTradingCoinFuturesRestAPI.LongShortRatioRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.LongShortRatioResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-coin-futures/src/rest-api/modules/market-data-api.ts:1635

markPriceKlineCandlestickData

markPriceKlineCandlestickData(
    requestParameters: DerivativesTradingCoinFuturesRestAPI.MarkPriceKlineCandlestickDataRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.MarkPriceKlineCandlestickDataResponse,
    >,
>
Kline/candlestick bars for the mark price of a symbol. Klines are uniquely identified by their open time.

Weight: Based on parameter LIMIT

LIMIT weight

[1,100) 1

[100, 500) 2

[500, 1000] 5

> 1000 10

Notes:
- The difference between startTime and endTime can only be up to 200 days
- Between startTime and endTime, the most recent limit data from endTime will be returned:
- If startTime and endTime are not sent, current timestamp will be set as endTime, and the most recent data will be returned.
- If startTime is sent only, the timestamp of 200 days after startTime will be set as endTime(up to the current time)
- If endTime is sent only, the timestamp of 200 days before endTime will be set as startTime
Parameters
- requestParameters: DerivativesTradingCoinFuturesRestAPI.MarkPriceKlineCandlestickDataRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.MarkPriceKlineCandlestickDataResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-coin-futures/src/rest-api/modules/market-data-api.ts:1663

LIMIT	weight
[1,100)	1
[100, 500)	2
[500, 1000]	5
> 1000	10

oldTradesLookup

oldTradesLookup(
    requestParameters: DerivativesTradingCoinFuturesRestAPI.OldTradesLookupRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.OldTradesLookupResponse,
    >,
>
Get older market historical trades.

Weight(IP): 20

Security Type: MARKET_DATA

Notes:
- Market trades means trades filled in the order book. Only market trades will be returned, which means the insurance fund trades and ADL trades won't be returned.
- Only supports data from within the last one month
Parameters
- requestParameters: DerivativesTradingCoinFuturesRestAPI.OldTradesLookupRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.OldTradesLookupResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-coin-futures/src/rest-api/modules/market-data-api.ts:1683

openInterest

openInterest(
    requestParameters: DerivativesTradingCoinFuturesRestAPI.OpenInterestRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.OpenInterestResponse,
    >,
>
Get present open interest of a specific symbol.

Weight(IP): 1
Parameters
- requestParameters: DerivativesTradingCoinFuturesRestAPI.OpenInterestRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.OpenInterestResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-coin-futures/src/rest-api/modules/market-data-api.ts:1697

openInterestStatistics

openInterestStatistics(
    requestParameters: DerivativesTradingCoinFuturesRestAPI.OpenInterestStatisticsRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.OpenInterestStatisticsResponse,
    >,
>
Query open interest stats

Weight(IP): 1

Notes:
- If startTime and endTime are not sent, the most recent data is returned.
- Only the data of the latest 30 days is available.
Parameters
- requestParameters: DerivativesTradingCoinFuturesRestAPI.OpenInterestStatisticsRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.OpenInterestStatisticsResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-coin-futures/src/rest-api/modules/market-data-api.ts:1715

orderBook

orderBook(
requestParameters: DerivativesTradingCoinFuturesRestAPI.OrderBookRequest,
): Promise<
RestApiResponse<DerivativesTradingCoinFuturesRestAPI.OrderBookResponse>,
>
Query orderbook on specific symbol

Weight: Adjusted based on the limit:

Limit Weight

5, 10, 20, 50 2

100 5

500 10

1000 20
Parameters
- requestParameters: DerivativesTradingCoinFuturesRestAPI.OrderBookRequest
  Request parameters.
Returns Promise<RestApiResponse<DerivativesTradingCoinFuturesRestAPI.OrderBookResponse>>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-coin-futures/src/rest-api/modules/market-data-api.ts:1736

Limit	Weight
5, 10, 20, 50	2
100	5
500	10
1000	20

premiumIndexKlineData

premiumIndexKlineData(
    requestParameters: DerivativesTradingCoinFuturesRestAPI.PremiumIndexKlineDataRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.PremiumIndexKlineDataResponse,
    >,
>
Premium index kline bars of a symbol. Klines are uniquely identified by their open time.

Weight: Based on parameter LIMIT

LIMIT weight

[1,100) 1

[100, 500) 2

[500, 1000] 5

> 1000 10

Notes:
- If startTime and endTime are not sent, the most recent klines are returned.
Parameters
- requestParameters: DerivativesTradingCoinFuturesRestAPI.PremiumIndexKlineDataRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.PremiumIndexKlineDataResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-coin-futures/src/rest-api/modules/market-data-api.ts:1758

LIMIT	weight
[1,100)	1
[100, 500)	2
[500, 1000]	5
> 1000	10

queryIndexPriceConstituents

queryIndexPriceConstituents(
    requestParameters: DerivativesTradingCoinFuturesRestAPI.QueryIndexPriceConstituentsRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.QueryIndexPriceConstituentsResponse,
    >,
>
Query index price constituents

Weight(IP): 1
Parameters
- requestParameters: DerivativesTradingCoinFuturesRestAPI.QueryIndexPriceConstituentsRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.QueryIndexPriceConstituentsResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-coin-futures/src/rest-api/modules/market-data-api.ts:1772

recentTradesList

recentTradesList(
    requestParameters: DerivativesTradingCoinFuturesRestAPI.RecentTradesListRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.RecentTradesListResponse,
    >,
>
Get recent market trades

Weight(IP): 5

Notes:
- Market trades means trades filled in the order book. Only market trades will be returned, which means the insurance fund trades and ADL trades won't be returned.
Parameters
- requestParameters: DerivativesTradingCoinFuturesRestAPI.RecentTradesListRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.RecentTradesListResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-coin-futures/src/rest-api/modules/market-data-api.ts:1789

symbolOrderBookTicker

symbolOrderBookTicker(
    requestParameters?: DerivativesTradingCoinFuturesRestAPI.SymbolOrderBookTickerRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.SymbolOrderBookTickerResponse,
    >,
>
Best price/qty on the order book for a symbol or symbols.

Weight: 2 for a single symbol, 5 when the symbol parameter is omitted

Notes:
- Symbol and pair cannot be sent together
- If a pair is sent,tickers for all symbols of the pair will be returned
- If either a pair or symbol is sent, tickers for all symbols of all pairs will be returned
Parameters
- OptionalrequestParameters: DerivativesTradingCoinFuturesRestAPI.SymbolOrderBookTickerRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.SymbolOrderBookTickerResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-coin-futures/src/rest-api/modules/market-data-api.ts:1808

symbolPriceTicker

symbolPriceTicker(
    requestParameters?: DerivativesTradingCoinFuturesRestAPI.SymbolPriceTickerRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.SymbolPriceTickerResponse,
    >,
>
Latest price for a symbol or symbols.

Weight: 1 for a single symbol, 2 when the symbol parameter is omitted

Notes:
- Symbol and pair cannot be sent together
- If a pair is sent,tickers for all symbols of the pair will be returned
- If either a pair or symbol is sent, tickers for all symbols of all pairs will be returned
Parameters
- OptionalrequestParameters: DerivativesTradingCoinFuturesRestAPI.SymbolPriceTickerRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.SymbolPriceTickerResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-coin-futures/src/rest-api/modules/market-data-api.ts:1827

takerBuySellVolume

takerBuySellVolume(
    requestParameters: DerivativesTradingCoinFuturesRestAPI.TakerBuySellVolumeRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.TakerBuySellVolumeResponse,
    >,
>
Taker Buy Volume: the total volume of buy orders filled by takers within the period.

Taker Sell Volume: the total volume of sell orders filled by takers within the period.

Weight(IP): 1

Notes:
- If startTime and endTime are not sent, the most recent data is returned.
- Only the data of the latest 30 days is available.
Parameters
- requestParameters: DerivativesTradingCoinFuturesRestAPI.TakerBuySellVolumeRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.TakerBuySellVolumeResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-coin-futures/src/rest-api/modules/market-data-api.ts:1849

testConnectivity

testConnectivity(): Promise<RestApiResponse<void>>
Test connectivity to the Rest API.

Weight(IP): 1

Returns Promise<RestApiResponse<void>>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-coin-futures/src/rest-api/modules/market-data-api.ts:1862

ticker24hrPriceChangeStatistics

ticker24hrPriceChangeStatistics(
    requestParameters?: DerivativesTradingCoinFuturesRestAPI.Ticker24hrPriceChangeStatisticsRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.Ticker24hrPriceChangeStatisticsResponse,
    >,
>
24 hour rolling window price change statistics.

Weight: 1 for a single symbol, 40 when the symbol parameter is omitted Careful* when accessing this with no symbol.

Notes:
- Symbol and pair cannot be sent together
- If a pair is sent,tickers for all symbols of the pair will be returned
- If either a pair or symbol is sent, tickers for all symbols of all pairs will be returned
Parameters
- OptionalrequestParameters: DerivativesTradingCoinFuturesRestAPI.Ticker24hrPriceChangeStatisticsRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.Ticker24hrPriceChangeStatisticsResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-coin-futures/src/rest-api/modules/market-data-api.ts:1880

topTraderLongShortRatioAccounts

topTraderLongShortRatioAccounts(
    requestParameters: DerivativesTradingCoinFuturesRestAPI.TopTraderLongShortRatioAccountsRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.TopTraderLongShortRatioAccountsResponse,
    >,
>
The proportion of net long and net short accounts to total accounts of the top 20% users with the highest margin balance. Each account is counted once only.

Long Account % = Accounts of top traders with net long positions / Total accounts of top traders with open positions

Short Account % = Accounts of top traders with net short positions / Total accounts of top traders with open positions

Long/Short Ratio (Accounts) = Long Account % / Short Account %

Weight(IP): 1

Security Type: Accounts

Notes:
- If startTime and endTime are not sent, the most recent data is returned.
- Only the data of the latest 30 days is available.
Parameters
- requestParameters: DerivativesTradingCoinFuturesRestAPI.TopTraderLongShortRatioAccountsRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.TopTraderLongShortRatioAccountsResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-coin-futures/src/rest-api/modules/market-data-api.ts:1910

topTraderLongShortRatioPositions

topTraderLongShortRatioPositions(
    requestParameters: DerivativesTradingCoinFuturesRestAPI.TopTraderLongShortRatioPositionsRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.TopTraderLongShortRatioPositionsResponse,
    >,
>
The proportion of net long and net short positions to total open positions of the top 20% users with the highest margin balance.

Long Position % = Long positions of top traders / Total open positions of top traders

Short Position % = Short positions of top traders / Total open positions of top traders

Long/Short Ratio (Positions) = Long Position % / Short Position %

Weight(IP): 1

Security Type: Positions

Notes:
- If startTime and endTime are not sent, the most recent data is returned.
- Only the data of the latest 30 days is available.
Parameters
- requestParameters: DerivativesTradingCoinFuturesRestAPI.TopTraderLongShortRatioPositionsRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingCoinFuturesRestAPI.TopTraderLongShortRatioPositionsResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-coin-futures/src/rest-api/modules/market-data-api.ts:1939

Interface MarketDataApiInterface

Implemented by

Index

Methods

Methods

basis

Parameters

Returns Promise<RestApiResponse<DerivativesTradingCoinFuturesRestAPI.BasisResponse>>

Throws

Memberof

checkServerTime

Returns Promise< RestApiResponse< DerivativesTradingCoinFuturesRestAPI.CheckServerTimeResponse, >,>

Throws

Memberof

compressedAggregateTradesList

Parameters

Returns Promise< RestApiResponse< DerivativesTradingCoinFuturesRestAPI.CompressedAggregateTradesListResponse, >,>

Throws

Memberof

continuousContractKlineCandlestickData

Parameters

Returns Promise< RestApiResponse< DerivativesTradingCoinFuturesRestAPI.ContinuousContractKlineCandlestickDataResponse, >,>

Throws

Memberof

exchangeInformation

Returns Promise< RestApiResponse< DerivativesTradingCoinFuturesRestAPI.ExchangeInformationResponse, >,>

Throws

Memberof

getFundingRateHistoryOfPerpetualFutures

Parameters

Returns Promise<RestApiResponse<GetFundingRateHistoryOfPerpetualFuturesResponse>>

Throws

Memberof

getFundingRateInfo

Returns Promise< RestApiResponse< DerivativesTradingCoinFuturesRestAPI.GetFundingRateInfoResponse, >,>

Throws

Memberof

indexPriceAndMarkPrice

Parameters

Returns Promise<RestApiResponse<IndexPriceAndMarkPriceResponse>>

Throws

Memberof

indexPriceKlineCandlestickData

Parameters

Returns Promise< RestApiResponse< DerivativesTradingCoinFuturesRestAPI.IndexPriceKlineCandlestickDataResponse, >,>

Throws

Memberof

klineCandlestickData

Parameters

Returns Promise< RestApiResponse< DerivativesTradingCoinFuturesRestAPI.KlineCandlestickDataResponse, >,>

Throws

Memberof

longShortRatio

Parameters

Returns Promise< RestApiResponse< DerivativesTradingCoinFuturesRestAPI.LongShortRatioResponse, >,>

Throws

Memberof

markPriceKlineCandlestickData

Parameters

Returns Promise< RestApiResponse< DerivativesTradingCoinFuturesRestAPI.MarkPriceKlineCandlestickDataResponse, >,>

Throws

Memberof

oldTradesLookup

Parameters

Returns Promise< RestApiResponse< DerivativesTradingCoinFuturesRestAPI.OldTradesLookupResponse, >,>

Throws

Memberof

openInterest

Parameters

Returns Promise< RestApiResponse< DerivativesTradingCoinFuturesRestAPI.OpenInterestResponse, >,>

Throws

Memberof

openInterestStatistics

Parameters

Returns Promise< RestApiResponse< DerivativesTradingCoinFuturesRestAPI.OpenInterestStatisticsResponse, >,>

Throws

Memberof

orderBook

Parameters

Returns Promise<RestApiResponse<DerivativesTradingCoinFuturesRestAPI.OrderBookResponse>>

Returns Promise<
RestApiResponse<
DerivativesTradingCoinFuturesRestAPI.CheckServerTimeResponse,
>,
>

Returns Promise<
RestApiResponse<
DerivativesTradingCoinFuturesRestAPI.CompressedAggregateTradesListResponse,
>,
>

Returns Promise<
RestApiResponse<
DerivativesTradingCoinFuturesRestAPI.ContinuousContractKlineCandlestickDataResponse,
>,
>

Returns Promise<
RestApiResponse<
DerivativesTradingCoinFuturesRestAPI.ExchangeInformationResponse,
>,
>

Returns Promise<
RestApiResponse<
DerivativesTradingCoinFuturesRestAPI.GetFundingRateInfoResponse,
>,
>

Returns Promise<
RestApiResponse<
DerivativesTradingCoinFuturesRestAPI.IndexPriceKlineCandlestickDataResponse,
>,
>

Returns Promise<
RestApiResponse<
DerivativesTradingCoinFuturesRestAPI.KlineCandlestickDataResponse,
>,
>

Returns Promise<
RestApiResponse<
DerivativesTradingCoinFuturesRestAPI.LongShortRatioResponse,
>,
>

Returns Promise<
RestApiResponse<
DerivativesTradingCoinFuturesRestAPI.MarkPriceKlineCandlestickDataResponse,
>,
>

Returns Promise<
RestApiResponse<
DerivativesTradingCoinFuturesRestAPI.OldTradesLookupResponse,
>,
>

Returns Promise<
RestApiResponse<
DerivativesTradingCoinFuturesRestAPI.OpenInterestResponse,
>,
>

Returns Promise<
RestApiResponse<
DerivativesTradingCoinFuturesRestAPI.OpenInterestStatisticsResponse,
>,
>

Returns Promise<
RestApiResponse<
DerivativesTradingCoinFuturesRestAPI.PremiumIndexKlineDataResponse,
>,
>

Returns Promise<
RestApiResponse<
DerivativesTradingCoinFuturesRestAPI.QueryIndexPriceConstituentsResponse,
>,
>

Returns Promise<
RestApiResponse<
DerivativesTradingCoinFuturesRestAPI.RecentTradesListResponse,
>,
>

Returns Promise<
RestApiResponse<
DerivativesTradingCoinFuturesRestAPI.SymbolOrderBookTickerResponse,
>,
>

Returns Promise<
RestApiResponse<
DerivativesTradingCoinFuturesRestAPI.SymbolPriceTickerResponse,
>,
>

Returns Promise<
RestApiResponse<
DerivativesTradingCoinFuturesRestAPI.TakerBuySellVolumeResponse,
>,
>

Returns Promise<
RestApiResponse<
DerivativesTradingCoinFuturesRestAPI.Ticker24hrPriceChangeStatisticsResponse,
>,
>

Returns Promise<
RestApiResponse<
DerivativesTradingCoinFuturesRestAPI.TopTraderLongShortRatioAccountsResponse,
>,
>

Returns Promise<
RestApiResponse<
DerivativesTradingCoinFuturesRestAPI.TopTraderLongShortRatioPositionsResponse,
>,
>