Binance Connector JS
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    WebsocketMarketStreamsApi - interface WebsocketMarketStreamsApi

    interface WebsocketMarketStreamsApiInterface {
        aggregateTradeStreams(
            requestParameters: DerivativesTradingUsdsFuturesWebsocketStreams.AggregateTradeStreamsRequest,
        ): WebsocketStream<
            DerivativesTradingUsdsFuturesWebsocketStreams.AggregateTradeStreamsResponse,
        >;
        allBookTickersStream(
            requestParameters?: DerivativesTradingUsdsFuturesWebsocketStreams.AllBookTickersStreamRequest,
        ): WebsocketStream<
            DerivativesTradingUsdsFuturesWebsocketStreams.AllBookTickersStreamResponse,
        >;
        allMarketLiquidationOrderStreams(
            requestParameters?: DerivativesTradingUsdsFuturesWebsocketStreams.AllMarketLiquidationOrderStreamsRequest,
        ): WebsocketStream<
            DerivativesTradingUsdsFuturesWebsocketStreams.AllMarketLiquidationOrderStreamsResponse,
        >;
        allMarketMiniTickersStream(
            requestParameters?: DerivativesTradingUsdsFuturesWebsocketStreams.AllMarketMiniTickersStreamRequest,
        ): WebsocketStream<
            DerivativesTradingUsdsFuturesWebsocketStreams.AllMarketMiniTickersStreamResponse,
        >;
        allMarketTickersStreams(
            requestParameters?: DerivativesTradingUsdsFuturesWebsocketStreams.AllMarketTickersStreamsRequest,
        ): WebsocketStream<
            DerivativesTradingUsdsFuturesWebsocketStreams.AllMarketTickersStreamsResponse,
        >;
        compositeIndexSymbolInformationStreams(
            requestParameters: CompositeIndexSymbolInformationStreamsRequest,
        ): WebsocketStream<CompositeIndexSymbolInformationStreamsResponse>;
        continuousContractKlineCandlestickStreams(
            requestParameters: DerivativesTradingUsdsFuturesWebsocketStreams.ContinuousContractKlineCandlestickStreamsRequest,
        ): WebsocketStream<
            DerivativesTradingUsdsFuturesWebsocketStreams.ContinuousContractKlineCandlestickStreamsResponse,
        >;
        contractInfoStream(
            requestParameters?: DerivativesTradingUsdsFuturesWebsocketStreams.ContractInfoStreamRequest,
        ): WebsocketStream<
            DerivativesTradingUsdsFuturesWebsocketStreams.ContractInfoStreamResponse,
        >;
        diffBookDepthStreams(
            requestParameters: DerivativesTradingUsdsFuturesWebsocketStreams.DiffBookDepthStreamsRequest,
        ): WebsocketStream<
            DerivativesTradingUsdsFuturesWebsocketStreams.DiffBookDepthStreamsResponse,
        >;
        individualSymbolBookTickerStreams(
            requestParameters: DerivativesTradingUsdsFuturesWebsocketStreams.IndividualSymbolBookTickerStreamsRequest,
        ): WebsocketStream<
            DerivativesTradingUsdsFuturesWebsocketStreams.IndividualSymbolBookTickerStreamsResponse,
        >;
        individualSymbolMiniTickerStream(
            requestParameters: DerivativesTradingUsdsFuturesWebsocketStreams.IndividualSymbolMiniTickerStreamRequest,
        ): WebsocketStream<
            DerivativesTradingUsdsFuturesWebsocketStreams.IndividualSymbolMiniTickerStreamResponse,
        >;
        individualSymbolTickerStreams(
            requestParameters: DerivativesTradingUsdsFuturesWebsocketStreams.IndividualSymbolTickerStreamsRequest,
        ): WebsocketStream<
            DerivativesTradingUsdsFuturesWebsocketStreams.IndividualSymbolTickerStreamsResponse,
        >;
        klineCandlestickStreams(
            requestParameters: DerivativesTradingUsdsFuturesWebsocketStreams.KlineCandlestickStreamsRequest,
        ): WebsocketStream<
            DerivativesTradingUsdsFuturesWebsocketStreams.KlineCandlestickStreamsResponse,
        >;
        liquidationOrderStreams(
            requestParameters: DerivativesTradingUsdsFuturesWebsocketStreams.LiquidationOrderStreamsRequest,
        ): WebsocketStream<
            DerivativesTradingUsdsFuturesWebsocketStreams.LiquidationOrderStreamsResponse,
        >;
        markPriceStream(
            requestParameters: DerivativesTradingUsdsFuturesWebsocketStreams.MarkPriceStreamRequest,
        ): WebsocketStream<
            DerivativesTradingUsdsFuturesWebsocketStreams.MarkPriceStreamResponse,
        >;
        markPriceStreamForAllMarket(
            requestParameters?: MarkPriceStreamForAllMarketRequest,
        ): WebsocketStream<MarkPriceStreamForAllMarketResponse>;
        multiAssetsModeAssetIndex(
            requestParameters?: DerivativesTradingUsdsFuturesWebsocketStreams.MultiAssetsModeAssetIndexRequest,
        ): WebsocketStream<
            DerivativesTradingUsdsFuturesWebsocketStreams.MultiAssetsModeAssetIndexResponse,
        >;
        partialBookDepthStreams(
            requestParameters: DerivativesTradingUsdsFuturesWebsocketStreams.PartialBookDepthStreamsRequest,
        ): WebsocketStream<
            DerivativesTradingUsdsFuturesWebsocketStreams.PartialBookDepthStreamsResponse,
        >;
    }

    Implemented by

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    Methods