Interface MarketDataApiInterface

MarketDataApi - interface MarketDataApi

interface MarketDataApiInterface {
    adlRisk(
        requestParameters?: AdlRiskRequest,
    ): Promise<RestApiResponse<AdlRiskResponse>>;
    assetIndex(
        requestParameters?: DerivativesTradingUsdsFuturesRestAPI.AssetIndexRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingUsdsFuturesRestAPI.AssetIndexResponse,
        >,
    >;
    basis(
        requestParameters: DerivativesTradingUsdsFuturesRestAPI.BasisRequest,
    ): Promise<
        RestApiResponse<DerivativesTradingUsdsFuturesRestAPI.BasisResponse>,
    >;
    checkServerTime(): Promise<
        RestApiResponse<
            DerivativesTradingUsdsFuturesRestAPI.CheckServerTimeResponse,
        >,
    >;
    compositeIndexSymbolInformation(
        requestParameters?: CompositeIndexSymbolInformationRequest,
    ): Promise<RestApiResponse<CompositeIndexSymbolInformationResponse>>;
    compressedAggregateTradesList(
        requestParameters: DerivativesTradingUsdsFuturesRestAPI.CompressedAggregateTradesListRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingUsdsFuturesRestAPI.CompressedAggregateTradesListResponse,
        >,
    >;
    continuousContractKlineCandlestickData(
        requestParameters: DerivativesTradingUsdsFuturesRestAPI.ContinuousContractKlineCandlestickDataRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingUsdsFuturesRestAPI.ContinuousContractKlineCandlestickDataResponse,
        >,
    >;
    exchangeInformation(): Promise<
        RestApiResponse<
            DerivativesTradingUsdsFuturesRestAPI.ExchangeInformationResponse,
        >,
    >;
    getFundingRateHistory(
        requestParameters?: GetFundingRateHistoryRequest,
    ): Promise<RestApiResponse<GetFundingRateHistoryResponse>>;
    getFundingRateInfo(): Promise<
        RestApiResponse<
            DerivativesTradingUsdsFuturesRestAPI.GetFundingRateInfoResponse,
        >,
    >;
    indexPriceKlineCandlestickData(
        requestParameters: DerivativesTradingUsdsFuturesRestAPI.IndexPriceKlineCandlestickDataRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingUsdsFuturesRestAPI.IndexPriceKlineCandlestickDataResponse,
        >,
    >;
    klineCandlestickData(
        requestParameters: DerivativesTradingUsdsFuturesRestAPI.KlineCandlestickDataRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingUsdsFuturesRestAPI.KlineCandlestickDataResponse,
        >,
    >;
    longShortRatio(
        requestParameters: DerivativesTradingUsdsFuturesRestAPI.LongShortRatioRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingUsdsFuturesRestAPI.LongShortRatioResponse,
        >,
    >;
    markPrice(
        requestParameters?: MarkPriceRequest,
    ): Promise<RestApiResponse<MarkPriceResponse>>;
    markPriceKlineCandlestickData(
        requestParameters: DerivativesTradingUsdsFuturesRestAPI.MarkPriceKlineCandlestickDataRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingUsdsFuturesRestAPI.MarkPriceKlineCandlestickDataResponse,
        >,
    >;
    oldTradesLookup(
        requestParameters: DerivativesTradingUsdsFuturesRestAPI.OldTradesLookupRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingUsdsFuturesRestAPI.OldTradesLookupResponse,
        >,
    >;
    openInterest(
        requestParameters: DerivativesTradingUsdsFuturesRestAPI.OpenInterestRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingUsdsFuturesRestAPI.OpenInterestResponse,
        >,
    >;
    openInterestStatistics(
        requestParameters: DerivativesTradingUsdsFuturesRestAPI.OpenInterestStatisticsRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingUsdsFuturesRestAPI.OpenInterestStatisticsResponse,
        >,
    >;
    orderBook(
        requestParameters: DerivativesTradingUsdsFuturesRestAPI.OrderBookRequest,
    ): Promise<
        RestApiResponse<DerivativesTradingUsdsFuturesRestAPI.OrderBookResponse>,
    >;
    premiumIndexKlineData(
        requestParameters: DerivativesTradingUsdsFuturesRestAPI.PremiumIndexKlineDataRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingUsdsFuturesRestAPI.PremiumIndexKlineDataResponse,
        >,
    >;
    quarterlyContractSettlementPrice(
        requestParameters: QuarterlyContractSettlementPriceRequest,
    ): Promise<RestApiResponse<QuarterlyContractSettlementPriceResponse>>;
    queryIndexPriceConstituents(
        requestParameters: DerivativesTradingUsdsFuturesRestAPI.QueryIndexPriceConstituentsRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingUsdsFuturesRestAPI.QueryIndexPriceConstituentsResponse,
        >,
    >;
    queryInsuranceFundBalanceSnapshot(
        requestParameters?: QueryInsuranceFundBalanceSnapshotRequest,
    ): Promise<RestApiResponse<QueryInsuranceFundBalanceSnapshotResponse>>;
    recentTradesList(
        requestParameters: DerivativesTradingUsdsFuturesRestAPI.RecentTradesListRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingUsdsFuturesRestAPI.RecentTradesListResponse,
        >,
    >;
    rpiOrderBook(
        requestParameters: RpiOrderBookRequest,
    ): Promise<RestApiResponse<RpiOrderBookResponse>>;
    symbolOrderBookTicker(
        requestParameters?: DerivativesTradingUsdsFuturesRestAPI.SymbolOrderBookTickerRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingUsdsFuturesRestAPI.SymbolOrderBookTickerResponse,
        >,
    >;
    symbolPriceTicker(
        requestParameters?: DerivativesTradingUsdsFuturesRestAPI.SymbolPriceTickerRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingUsdsFuturesRestAPI.SymbolPriceTickerResponse,
        >,
    >;
    symbolPriceTickerV2(
        requestParameters?: SymbolPriceTickerV2Request,
    ): Promise<RestApiResponse<SymbolPriceTickerV2Response>>;
    takerBuySellVolume(
        requestParameters: DerivativesTradingUsdsFuturesRestAPI.TakerBuySellVolumeRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingUsdsFuturesRestAPI.TakerBuySellVolumeResponse,
        >,
    >;
    testConnectivity(): Promise<RestApiResponse<void>>;
    ticker24hrPriceChangeStatistics(
        requestParameters?: DerivativesTradingUsdsFuturesRestAPI.Ticker24hrPriceChangeStatisticsRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingUsdsFuturesRestAPI.Ticker24hrPriceChangeStatisticsResponse,
        >,
    >;
    topTraderLongShortRatioAccounts(
        requestParameters: DerivativesTradingUsdsFuturesRestAPI.TopTraderLongShortRatioAccountsRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingUsdsFuturesRestAPI.TopTraderLongShortRatioAccountsResponse,
        >,
    >;
    topTraderLongShortRatioPositions(
        requestParameters: DerivativesTradingUsdsFuturesRestAPI.TopTraderLongShortRatioPositionsRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingUsdsFuturesRestAPI.TopTraderLongShortRatioPositionsResponse,
        >,
    >;
    tradingSchedule(): Promise<RestApiResponse<TradingScheduleResponse>>;
}

Implemented by

DerivativesTradingUsdsFuturesRestAPI.MarketDataApi

Methods

adlRisk

adlRisk(
requestParameters?: AdlRiskRequest,
): Promise<RestApiResponse<AdlRiskResponse>>
Query the symbol-level ADL risk rating.

The ADL risk rating measures the likelihood of ADL during liquidation, and the rating takes into account the insurance fund balance, position concentration on the symbol, order book depth, price volatility, average leverage, unrealized PnL, and margin utilization at the symbol level.

The rating can be high, medium and low, and is updated every 30 minutes.

Weight(IP): 1
Parameters
- OptionalrequestParameters: AdlRiskRequest
  Request parameters.
Returns Promise<RestApiResponse<AdlRiskResponse>>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:1712

assetIndex

assetIndex(
requestParameters?: DerivativesTradingUsdsFuturesRestAPI.AssetIndexRequest,
): Promise<
RestApiResponse<DerivativesTradingUsdsFuturesRestAPI.AssetIndexResponse>,
>
Asset index price.

CM-UM Integration (Effective 2026-06-30): Renamed from Multi-Assets Mode Asset Index. The response now additionally pushes COIN-M settlement-asset price index entries (e.g., BTCUSD, ETHUSD, BNBUSD). The endpoint path /fapi/v1/assetIndex is unchanged.

Weight: 1 for a single symbol; 10 when the symbol parameter is omitted
Parameters
- OptionalrequestParameters: DerivativesTradingUsdsFuturesRestAPI.AssetIndexRequest
  Request parameters.
Returns Promise<
RestApiResponse<DerivativesTradingUsdsFuturesRestAPI.AssetIndexResponse>,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:1726

basis

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

Weight(IP): 0

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: DerivativesTradingUsdsFuturesRestAPI.BasisRequest
  Request parameters.
Returns Promise<RestApiResponse<DerivativesTradingUsdsFuturesRestAPI.BasisResponse>>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:1742

checkServerTime

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

Weight(IP): 1

Returns Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.CheckServerTimeResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:1753

compositeIndexSymbolInformation

compositeIndexSymbolInformation(
requestParameters?: CompositeIndexSymbolInformationRequest,
): Promise<RestApiResponse<CompositeIndexSymbolInformationResponse>>
Query composite index symbol information

Weight(IP): 1

Notes:
- Only for composite index symbols
Parameters
- OptionalrequestParameters: CompositeIndexSymbolInformationRequest
  Request parameters.
Returns Promise<RestApiResponse<CompositeIndexSymbolInformationResponse>>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:1768

compressedAggregateTradesList

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

Retail Price Improvement(RPI) orders are aggregated and without special tags to be distinguished.

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: DerivativesTradingUsdsFuturesRestAPI.CompressedAggregateTradesListRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.CompressedAggregateTradesListResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:1794

continuousContractKlineCandlestickData

continuousContractKlineCandlestickData(
    requestParameters: DerivativesTradingUsdsFuturesRestAPI.ContinuousContractKlineCandlestickDataRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.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:
- If startTime and endTime are not sent, the most recent klines are returned.
Parameters
- requestParameters: DerivativesTradingUsdsFuturesRestAPI.ContinuousContractKlineCandlestickDataRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.ContinuousContractKlineCandlestickDataResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:1819

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

exchangeInformation

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

Weight(IP): 1

Returns Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.ExchangeInformationResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:1832

getFundingRateHistory

getFundingRateHistory(
requestParameters?: GetFundingRateHistoryRequest,
): Promise<RestApiResponse<GetFundingRateHistoryResponse>>
Get Funding Rate History

Weight: share 500/5min/IP rate limit with GET /fapi/v1/fundingInfo

Notes:
- If startTime and endTime are not sent, the most recent 200 records are returned.
- If the number of data between startTime and endTime is larger than limit, return as startTime + limit.
- In ascending order.
Parameters
- OptionalrequestParameters: GetFundingRateHistoryRequest
  Request parameters.
Returns Promise<RestApiResponse<GetFundingRateHistoryResponse>>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:1849

getFundingRateInfo

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

Weight: 0

share 500/5min/IP rate limit with GET /fapi/v1/fundingRate

Returns Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.GetFundingRateInfoResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:1864

indexPriceKlineCandlestickData

indexPriceKlineCandlestickData(
    requestParameters: DerivativesTradingUsdsFuturesRestAPI.IndexPriceKlineCandlestickDataRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.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:
- If startTime and endTime are not sent, the most recent klines are returned.
Parameters
- requestParameters: DerivativesTradingUsdsFuturesRestAPI.IndexPriceKlineCandlestickDataRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.IndexPriceKlineCandlestickDataResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:1887

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

klineCandlestickData

klineCandlestickData(
    requestParameters: DerivativesTradingUsdsFuturesRestAPI.KlineCandlestickDataRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.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:
- If startTime and endTime are not sent, the most recent klines are returned.
Parameters
- requestParameters: DerivativesTradingUsdsFuturesRestAPI.KlineCandlestickDataRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.KlineCandlestickDataResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:1912

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

longShortRatio

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

Weight(IP): 0

Notes:
- If startTime and endTime are not sent, the most recent data is returned.
- Only the data of the latest 30 days is available.
- IP rate limit 1000 requests/5min
Parameters
- requestParameters: DerivativesTradingUsdsFuturesRestAPI.LongShortRatioRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.LongShortRatioResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:1931

markPrice

markPrice(
requestParameters?: MarkPriceRequest,
): Promise<RestApiResponse<MarkPriceResponse>>
Mark Price and Funding Rate

Weight: 1 with symbol, 10 without symbol
Parameters
- OptionalrequestParameters: MarkPriceRequest
  Request parameters.
Returns Promise<RestApiResponse<MarkPriceResponse>>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:1945

markPriceKlineCandlestickData

markPriceKlineCandlestickData(
    requestParameters: DerivativesTradingUsdsFuturesRestAPI.MarkPriceKlineCandlestickDataRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.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:
- If startTime and endTime are not sent, the most recent klines are returned.
Parameters
- requestParameters: DerivativesTradingUsdsFuturesRestAPI.MarkPriceKlineCandlestickDataRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.MarkPriceKlineCandlestickDataResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:1968

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

oldTradesLookup

oldTradesLookup(
    requestParameters: DerivativesTradingUsdsFuturesRestAPI.OldTradesLookupRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.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: DerivativesTradingUsdsFuturesRestAPI.OldTradesLookupRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.OldTradesLookupResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:1988

openInterest

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

Weight(IP): 1
Parameters
- requestParameters: DerivativesTradingUsdsFuturesRestAPI.OpenInterestRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.OpenInterestResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:2002

openInterestStatistics

openInterestStatistics(
    requestParameters: DerivativesTradingUsdsFuturesRestAPI.OpenInterestStatisticsRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.OpenInterestStatisticsResponse,
    >,
>
Open Interest Statistics

Weight(IP): 0

Notes:
- If startTime and endTime are not sent, the most recent data is returned.
- Only the data of the latest 1 month is available.
- IP rate limit 1000 requests/5min
Parameters
- requestParameters: DerivativesTradingUsdsFuturesRestAPI.OpenInterestStatisticsRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.OpenInterestStatisticsResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:2021

orderBook

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

Retail Price Improvement(RPI) orders are not visible and excluded in the response message.

Weight: Adjusted based on the limit:

Limit Weight

5, 10, 20, 50 2

100 5

500 10

1000 20
Parameters
- requestParameters: DerivativesTradingUsdsFuturesRestAPI.OrderBookRequest
  Request parameters.
Returns Promise<RestApiResponse<DerivativesTradingUsdsFuturesRestAPI.OrderBookResponse>>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:2045

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

premiumIndexKlineData

premiumIndexKlineData(
    requestParameters: DerivativesTradingUsdsFuturesRestAPI.PremiumIndexKlineDataRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.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: DerivativesTradingUsdsFuturesRestAPI.PremiumIndexKlineDataRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.PremiumIndexKlineDataResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:2067

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

quarterlyContractSettlementPrice

quarterlyContractSettlementPrice(
requestParameters: QuarterlyContractSettlementPriceRequest,
): Promise<RestApiResponse<QuarterlyContractSettlementPriceResponse>>
Latest price for a symbol or symbols.

Weight(IP): 0
Parameters
- requestParameters: QuarterlyContractSettlementPriceRequest
  Request parameters.
Returns Promise<RestApiResponse<QuarterlyContractSettlementPriceResponse>>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:2081

queryIndexPriceConstituents

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

Note*: Prices from constituents of TradFi perps will be hiden and displayed as -1.

Weight(IP): 2
Parameters
- requestParameters: DerivativesTradingUsdsFuturesRestAPI.QueryIndexPriceConstituentsRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.QueryIndexPriceConstituentsResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:2098

queryInsuranceFundBalanceSnapshot

queryInsuranceFundBalanceSnapshot(
requestParameters?: QueryInsuranceFundBalanceSnapshotRequest,
): Promise<RestApiResponse<QueryInsuranceFundBalanceSnapshotResponse>>
Query Insurance Fund Balance Snapshot

Weight(IP): 1
Parameters
- OptionalrequestParameters: QueryInsuranceFundBalanceSnapshotRequest
  Request parameters.
Returns Promise<RestApiResponse<QueryInsuranceFundBalanceSnapshotResponse>>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:2112

recentTradesList

recentTradesList(
    requestParameters: DerivativesTradingUsdsFuturesRestAPI.RecentTradesListRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.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: DerivativesTradingUsdsFuturesRestAPI.RecentTradesListRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.RecentTradesListResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:2129

rpiOrderBook

rpiOrderBook(
requestParameters: RpiOrderBookRequest,
): Promise<RestApiResponse<RpiOrderBookResponse>>
Query symbol orderbook with RPI orders

RPI(Retail Price Improvement) orders are included and aggreated in the response message. Crossed price levels are hidden and invisible.

Weight: Adjusted based on the limit:

Limit Weight

1000 20
Parameters
- requestParameters: RpiOrderBookRequest
  Request parameters.
Returns Promise<RestApiResponse<RpiOrderBookResponse>>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:2150

Limit	Weight
1000	20

symbolOrderBookTicker

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

Retail Price Improvement(RPI) orders are not visible and excluded in the response message.

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

Notes:
- If the symbol is not sent, bookTickers for all symbols will be returned in an array.
- The field X-MBX-USED-WEIGHT-1M in response header is not accurate from this endpoint, please ignore.
Parameters
- OptionalrequestParameters: DerivativesTradingUsdsFuturesRestAPI.SymbolOrderBookTickerRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.SymbolOrderBookTickerResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:2172

symbolPriceTicker

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

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

Notes:
- If the symbol is not sent, prices for all symbols will be returned in an array.
Parameters
- OptionalrequestParameters: DerivativesTradingUsdsFuturesRestAPI.SymbolPriceTickerRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.SymbolPriceTickerResponse,
    >,
>
Deprecated
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:2191

symbolPriceTickerV2

symbolPriceTickerV2(
requestParameters?: SymbolPriceTickerV2Request,
): Promise<RestApiResponse<SymbolPriceTickerV2Response>>
Latest price for a symbol or symbols.

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

Notes:
- If the symbol is not sent, prices for all symbols will be returned in an array.
- The field X-MBX-USED-WEIGHT-1M in response header is not accurate from this endpoint, please ignore.
Parameters
- OptionalrequestParameters: SymbolPriceTickerV2Request
  Request parameters.
Returns Promise<RestApiResponse<SymbolPriceTickerV2Response>>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:2210

takerBuySellVolume

takerBuySellVolume(
    requestParameters: DerivativesTradingUsdsFuturesRestAPI.TakerBuySellVolumeRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.TakerBuySellVolumeResponse,
    >,
>
Taker Buy/Sell Volume

Weight(IP): 0

Notes:
- If startTime and endTime are not sent, the most recent data is returned.
- Only the data of the latest 30 days is available.
- IP rate limit 1000 requests/5min
Parameters
- requestParameters: DerivativesTradingUsdsFuturesRestAPI.TakerBuySellVolumeRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.TakerBuySellVolumeResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:2229

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-usds-futures/src/rest-api/modules/market-data-api.ts:2242

ticker24hrPriceChangeStatistics

ticker24hrPriceChangeStatistics(
    requestParameters?: DerivativesTradingUsdsFuturesRestAPI.Ticker24hrPriceChangeStatisticsRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.Ticker24hrPriceChangeStatisticsResponse,
    >,
>
24 hour rolling window price change statistics. Careful* when accessing this with no symbol.

Weight: 1 for a single symbol; 40* when the symbol parameter is omitted

Notes:
- If the symbol is not sent, tickers for all symbols will be returned in an array.
Parameters
- OptionalrequestParameters: DerivativesTradingUsdsFuturesRestAPI.Ticker24hrPriceChangeStatisticsRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.Ticker24hrPriceChangeStatisticsResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:2259

topTraderLongShortRatioAccounts

topTraderLongShortRatioAccounts(
    requestParameters: DerivativesTradingUsdsFuturesRestAPI.TopTraderLongShortRatioAccountsRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.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 %

Security Type: MARKET_DATA

Notes:
- If startTime and endTime are not sent, the most recent data is returned.
- Only the data of the latest 30 days is available.
- IP rate limit 1000 requests/5min
Parameters
- requestParameters: DerivativesTradingUsdsFuturesRestAPI.TopTraderLongShortRatioAccountsRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.TopTraderLongShortRatioAccountsResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:2288

topTraderLongShortRatioPositions

topTraderLongShortRatioPositions(
    requestParameters: DerivativesTradingUsdsFuturesRestAPI.TopTraderLongShortRatioPositionsRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.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): 0

Security Type: MARKET_DATA

Notes:
- If startTime and endTime are not sent, the most recent data is returned.
- Only the data of the latest 30 days is available.
- IP rate limit 1000 requests/5min
Parameters
- requestParameters: DerivativesTradingUsdsFuturesRestAPI.TopTraderLongShortRatioPositionsRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.TopTraderLongShortRatioPositionsResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:2318

tradingSchedule

tradingSchedule(): Promise<RestApiResponse<TradingScheduleResponse>>
Trading session schedules for the underlying assets of TradFi Perps are provided for a one-week period forward and one-week period backward starting from the day prior to the query time, covering the U.S. equity market, Korean equity market, Hong Kong equity market, and the commodity market.

Session types per market:
- U.S. equity market: "PRE_MARKET", "REGULAR", "AFTER_MARKET", "OVERNIGHT", "NO_TRADING".
- Commodity market: "REGULAR", "NO_TRADING".
- Korean equity market: "REGULAR", "NO_TRADING".
- Hong Kong equity market: "REGULAR", "NO_TRADING".
Weight(IP): 5
Returns Promise<RestApiResponse<TradingScheduleResponse>>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:2337

Interface MarketDataApiInterface

Implemented by

Index

Methods

Methods

adlRisk

Parameters

Returns Promise<RestApiResponse<AdlRiskResponse>>

Throws

Memberof

assetIndex

Parameters

Returns Promise< RestApiResponse<DerivativesTradingUsdsFuturesRestAPI.AssetIndexResponse>,>

Throws

Memberof

basis

Parameters

Returns Promise<RestApiResponse<DerivativesTradingUsdsFuturesRestAPI.BasisResponse>>

Throws

Memberof

checkServerTime

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

Throws

Memberof

compositeIndexSymbolInformation

Parameters

Returns Promise<RestApiResponse<CompositeIndexSymbolInformationResponse>>

Throws

Memberof

compressedAggregateTradesList

Parameters

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

Throws

Memberof

continuousContractKlineCandlestickData

Parameters

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

Throws

Memberof

exchangeInformation

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

Throws

Memberof

getFundingRateHistory

Parameters

Returns Promise<RestApiResponse<GetFundingRateHistoryResponse>>

Throws

Memberof

getFundingRateInfo

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

Throws

Memberof

indexPriceKlineCandlestickData

Parameters

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

Throws

Memberof

klineCandlestickData

Parameters

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

Throws

Memberof

longShortRatio

Parameters

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

Throws

Memberof

markPrice

Parameters

Returns Promise<RestApiResponse<MarkPriceResponse>>

Throws

Memberof

markPriceKlineCandlestickData

Parameters

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

Throws

Memberof

oldTradesLookup

Parameters

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

Returns Promise<
RestApiResponse<DerivativesTradingUsdsFuturesRestAPI.AssetIndexResponse>,
>

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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