Binance Connector JS
    Preparing search index...

    WebsocketMarketStreamsApi - interface WebsocketMarketStreamsApi

    interface WebsocketMarketStreamsApiInterface {
        aggregateTradeStreams(
            requestParameters: DerivativesTradingCoinFuturesWebsocketStreams.AggregateTradeStreamsRequest,
        ): WebsocketStream<
            DerivativesTradingCoinFuturesWebsocketStreams.AggregateTradeStreamsResponse,
        >;
        allBookTickersStream(
            requestParameters?: DerivativesTradingCoinFuturesWebsocketStreams.AllBookTickersStreamRequest,
        ): WebsocketStream<
            DerivativesTradingCoinFuturesWebsocketStreams.AllBookTickersStreamResponse,
        >;
        allMarketLiquidationOrderStreams(
            requestParameters?: DerivativesTradingCoinFuturesWebsocketStreams.AllMarketLiquidationOrderStreamsRequest,
        ): WebsocketStream<
            DerivativesTradingCoinFuturesWebsocketStreams.AllMarketLiquidationOrderStreamsResponse,
        >;
        allMarketMiniTickersStream(
            requestParameters?: DerivativesTradingCoinFuturesWebsocketStreams.AllMarketMiniTickersStreamRequest,
        ): WebsocketStream<
            DerivativesTradingCoinFuturesWebsocketStreams.AllMarketMiniTickersStreamResponse,
        >;
        allMarketTickersStreams(
            requestParameters?: DerivativesTradingCoinFuturesWebsocketStreams.AllMarketTickersStreamsRequest,
        ): WebsocketStream<
            DerivativesTradingCoinFuturesWebsocketStreams.AllMarketTickersStreamsResponse,
        >;
        continuousContractKlineCandlestickStreams(
            requestParameters: DerivativesTradingCoinFuturesWebsocketStreams.ContinuousContractKlineCandlestickStreamsRequest,
        ): WebsocketStream<
            DerivativesTradingCoinFuturesWebsocketStreams.ContinuousContractKlineCandlestickStreamsResponse,
        >;
        contractInfoStream(
            requestParameters?: DerivativesTradingCoinFuturesWebsocketStreams.ContractInfoStreamRequest,
        ): WebsocketStream<
            DerivativesTradingCoinFuturesWebsocketStreams.ContractInfoStreamResponse,
        >;
        diffBookDepthStreams(
            requestParameters: DerivativesTradingCoinFuturesWebsocketStreams.DiffBookDepthStreamsRequest,
        ): WebsocketStream<
            DerivativesTradingCoinFuturesWebsocketStreams.DiffBookDepthStreamsResponse,
        >;
        indexKlineCandlestickStreams(
            requestParameters: IndexKlineCandlestickStreamsRequest,
        ): WebsocketStream<IndexKlineCandlestickStreamsResponse>;
        indexPriceStream(
            requestParameters: IndexPriceStreamRequest,
        ): WebsocketStream<IndexPriceStreamResponse>;
        individualSymbolBookTickerStreams(
            requestParameters: DerivativesTradingCoinFuturesWebsocketStreams.IndividualSymbolBookTickerStreamsRequest,
        ): WebsocketStream<
            DerivativesTradingCoinFuturesWebsocketStreams.IndividualSymbolBookTickerStreamsResponse,
        >;
        individualSymbolMiniTickerStream(
            requestParameters: DerivativesTradingCoinFuturesWebsocketStreams.IndividualSymbolMiniTickerStreamRequest,
        ): WebsocketStream<
            DerivativesTradingCoinFuturesWebsocketStreams.IndividualSymbolMiniTickerStreamResponse,
        >;
        individualSymbolTickerStreams(
            requestParameters: DerivativesTradingCoinFuturesWebsocketStreams.IndividualSymbolTickerStreamsRequest,
        ): WebsocketStream<
            DerivativesTradingCoinFuturesWebsocketStreams.IndividualSymbolTickerStreamsResponse,
        >;
        klineCandlestickStreams(
            requestParameters: DerivativesTradingCoinFuturesWebsocketStreams.KlineCandlestickStreamsRequest,
        ): WebsocketStream<
            DerivativesTradingCoinFuturesWebsocketStreams.KlineCandlestickStreamsResponse,
        >;
        liquidationOrderStreams(
            requestParameters: DerivativesTradingCoinFuturesWebsocketStreams.LiquidationOrderStreamsRequest,
        ): WebsocketStream<
            DerivativesTradingCoinFuturesWebsocketStreams.LiquidationOrderStreamsResponse,
        >;
        markPriceKlineCandlestickStreams(
            requestParameters: MarkPriceKlineCandlestickStreamsRequest,
        ): WebsocketStream<MarkPriceKlineCandlestickStreamsResponse>;
        markPriceOfAllSymbolsOfAPair(
            requestParameters: MarkPriceOfAllSymbolsOfAPairRequest,
        ): WebsocketStream<MarkPriceOfAllSymbolsOfAPairResponse>;
        markPriceStream(
            requestParameters: DerivativesTradingCoinFuturesWebsocketStreams.MarkPriceStreamRequest,
        ): WebsocketStream<
            DerivativesTradingCoinFuturesWebsocketStreams.MarkPriceStreamResponse,
        >;
        partialBookDepthStreams(
            requestParameters: DerivativesTradingCoinFuturesWebsocketStreams.PartialBookDepthStreamsRequest,
        ): WebsocketStream<
            DerivativesTradingCoinFuturesWebsocketStreams.PartialBookDepthStreamsResponse,
        >;
    }

    Implemented by

    Index

    Methods