Interface MarketDataApiInterface

MarketDataApi - interface MarketDataApi

interface MarketDataApiInterface {
    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?: DerivativesTradingUsdsFuturesRestAPI.MarkPriceRequest,
    ): Promise<
        RestApiResponse<DerivativesTradingUsdsFuturesRestAPI.MarkPriceResponse>,
    >;
    markPriceKlineCandlestickData(
        requestParameters: DerivativesTradingUsdsFuturesRestAPI.MarkPriceKlineCandlestickDataRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingUsdsFuturesRestAPI.MarkPriceKlineCandlestickDataResponse,
        >,
    >;
    multiAssetsModeAssetIndex(
        requestParameters?: DerivativesTradingUsdsFuturesRestAPI.MultiAssetsModeAssetIndexRequest,
    ): Promise<
        RestApiResponse<
            DerivativesTradingUsdsFuturesRestAPI.MultiAssetsModeAssetIndexResponse,
        >,
    >;
    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,
        >,
    >;
    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,
        >,
    >;
}

Implemented by

DerivativesTradingUsdsFuturesRestAPI.MarketDataApi

Methods

basis

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

If startTime and endTime are not sent, the most recent data is returned. Only the data of the latest 30 days is available.

Weight: 0
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:1473

checkServerTime

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

Weight: 1

Returns Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.CheckServerTimeResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:1484

compositeIndexSymbolInformation

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

Only for composite index symbols

Weight: 1
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:1498

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.

support querying futures trade histories that are not older than one year 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

Weight: 20
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:1519

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.

If startTime and endTime are not sent, the most recent klines are returned. Contract type: PERPETUAL CURRENT_QUARTER NEXT_QUARTER

Weight: based on parameter LIMIT

LIMIT weight

[1,100) 1

[100, 500) 2

[500, 1000] 5

> 1000 10
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:1546

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: 1

Returns Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.ExchangeInformationResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:1559

getFundingRateHistory

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

If startTime and endTime are not sent, the most recent limit datas are returned. If the number of data between startTime and endTime is larger than limit, return as startTime + limit. In ascending order.

Weight: share 500/5min/IP rate limit with GET /fapi/v1/fundingInfo
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:1576

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/fundingInfo

Returns Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.GetFundingRateInfoResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:1590

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.

If startTime and endTime are not sent, the most recent klines are returned.

Weight: based on parameter LIMIT

LIMIT weight

[1,100) 1

[100, 500) 2

[500, 1000] 5

> 1000 10
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:1612

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.

If startTime and endTime are not sent, the most recent klines are returned.

Weight: based on parameter LIMIT

LIMIT weight

[1,100) 1

[100, 500) 2

[500, 1000] 5

> 1000 10
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:1635

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

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

Weight: 0
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:1653

markPrice

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

Weight: 1
Parameters
- OptionalrequestParameters: DerivativesTradingUsdsFuturesRestAPI.MarkPriceRequest
  Request parameters.
Returns Promise<RestApiResponse<DerivativesTradingUsdsFuturesRestAPI.MarkPriceResponse>>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:1667

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.

If startTime and endTime are not sent, the most recent klines are returned.

Weight: based on parameter LIMIT

LIMIT weight

[1,100) 1

[100, 500) 2

[500, 1000] 5

> 1000 10
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:1688

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

multiAssetsModeAssetIndex

multiAssetsModeAssetIndex(
    requestParameters?: DerivativesTradingUsdsFuturesRestAPI.MultiAssetsModeAssetIndexRequest,
): Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.MultiAssetsModeAssetIndexResponse,
    >,
>
asset index for Multi-Assets mode

Weight: 1 for a single symbol; 10 when the symbol parameter is omitted
Parameters
- OptionalrequestParameters: DerivativesTradingUsdsFuturesRestAPI.MultiAssetsModeAssetIndexRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.MultiAssetsModeAssetIndexResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:1702

oldTradesLookup

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

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 three months

Weight: 20
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:1719

openInterest

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

Weight: 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:1733

openInterestStatistics

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

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

Weight: 0
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:1751

orderBook

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

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:1771

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.

If startTime and endTime are not sent, the most recent klines are returned.

Weight: based on parameter LIMIT

LIMIT weight

[1,100) 1

[100, 500) 2

[500, 1000] 5

> 1000 10
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:1792

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: 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:1806

queryIndexPriceConstituents

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

Weight: 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:1820

queryInsuranceFundBalanceSnapshot

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

Weight: 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:1834

recentTradesList

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

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.

Weight: 5
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:1850

symbolOrderBookTicker

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

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.

Weight: 2 for a single symbol; 5 when the symbol parameter is omitted
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:1868

symbolPriceTicker

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

If the symbol is not sent, prices for all symbols will be returned in an array.

Weight: 1 for a single symbol; 2 when the symbol parameter is omitted
Parameters
- OptionalrequestParameters: DerivativesTradingUsdsFuturesRestAPI.SymbolPriceTickerRequest
  Request parameters.
Returns Promise<
    RestApiResponse<
        DerivativesTradingUsdsFuturesRestAPI.SymbolPriceTickerResponse,
    >,
>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:1885

symbolPriceTickerV2

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

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.

Weight: 1 for a single symbol; 2 when the symbol parameter is omitted
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:1903

takerBuySellVolume

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

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

Weight: 0
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:1921

testConnectivity

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

Weight: 1

Returns Promise<RestApiResponse<void>>
Throws
Memberof
MarketDataApiInterface
- Defined in clients/derivatives-trading-usds-futures/src/rest-api/modules/market-data-api.ts:1934

ticker24hrPriceChangeStatistics

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

If the symbol is not sent, tickers for all symbols will be returned in an array.

Weight: 1 for a single symbol; 40 when the symbol parameter is omitted
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:1950

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 %

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

Weight: 0
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:1971

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 %

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

Weight: 0
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:1992

Interface MarketDataApiInterface

Implemented by

Index

Methods

Methods

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<DerivativesTradingUsdsFuturesRestAPI.MarkPriceResponse>>

Throws

Memberof

markPriceKlineCandlestickData

Parameters

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

Throws

Memberof

multiAssetsModeAssetIndex

Parameters

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

Throws

Memberof

oldTradesLookup

Parameters

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

Throws

Memberof

openInterest

Parameters

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

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.MultiAssetsModeAssetIndexResponse,
>,
>

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,
>,
>

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

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