Public Endpoints Info
Terminology
symbol
refers to the symbol name of a options contract symbolunderlying
refers to the underlying symbol of a options contract symbolquoteAsset
refers to the asset that is the price of a symbol.settleAsset
refers to the settlement asset when options are exercised
ENUM definitions
Options contract type
- CALL
- PUT
Order side
- BUY
- SELL
Position side
- LONG
- SHORT
Time in force
- GTC - Good Till Cancel
- IOC - Immediate or Cancel
- FOK - Fill or Kill
Response Type (newOrderRespType)
- ACK
- RESULT
Order types (type)
- LIMIT
Order status (status)
- ACCEPTED
- REJECTED
- PARTIALLY_FILLED
- FILLED
- CANCELLED
Kline/Candlestick chart intervals:
m -> minutes; h -> hours; d -> days; w -> weeks; M -> months
- 1m
- 3m
- 5m
- 15m
- 30m
- 1h
- 2h
- 4h
- 6h
- 8h
- 12h
- 1d
- 3d
- 1w
- 1M
Rate limiters (rateLimitType)
REQUEST_WEIGHT
{
"rateLimitType": "REQUEST_WEIGHT",
"interval": "MINUTE",
"intervalNum": 1,
"limit": 2400
}
ORDERS
{
"rateLimitType": "ORDERS",
"interval": "MINUTE",
"intervalNum": 1,
"limit": 1200
}
-
REQUEST_WEIGHT
-
ORDERS
Rate limit intervals (interval)
- MINUTE
Filters
Filters define trading rules on a symbol or an exchange.
Symbol filters
PRICE_FILTER
/exchangeInfo format:
{
"filterType": "PRICE_FILTER",
"minPrice": "0.00000100",
"maxPrice": "100000.00000000",
"tickSize": "0.00000100"
}
The PRICE_FILTER
defines the price
rules for a symbol. There are 3 parts:
minPrice
defines the minimumprice
/stopPrice
allowed; disabled onminPrice
== 0.maxPrice
defines the maximumprice
/stopPrice
allowed; disabled onmaxPrice
== 0.tickSize
defines the intervals that aprice
/stopPrice
can be increased/decreased by; disabled ontickSize
== 0.
Any of the above variables can be set to 0, which disables that rule in the price filter
. In order to pass the price filter
, the following must be true for price
/stopPrice
of the enabled rules:
- sell order
price
>=minPrice
- buy order
price
<=maxPrice
- (
price
-minPrice
) %tickSize
== 0
LOT_SIZE
/exchangeInfo format:
{
"filterType": "LOT_SIZE",
"minQty": "0.00100000",
"maxQty": "100000.00000000",
"stepSize": "0.00100000"
}
The LOT_SIZE
filter defines the quantity
(aka "lots" in auction terms) rules for a symbol. There are 3 parts:
minQty
defines the minimumquantity
allowed.maxQty
defines the maximumquantity
allowed.stepSize
defines the intervals that aquantity
can be increased/decreased by.
In order to pass the lot size
, the following must be true for quantity
:
quantity
>=minQty
quantity
<=maxQty
- (
quantity
-minQty
) %stepSize
== 0