Order book
Get orderbook for a specific symbol.
Weight: Adjusted based on the limit:
Code
Copy await client . fetch_order_book (symbol, limit = 100 )
symbol must be provided.
limit should be 5, 10, 20, 50, 100, 500, 1000 or 5000.
Response
Copy {
"lastUpdateId" : 1027024 ,
"bids" : [
[
"4.00000000" , // PRICE
"431.00000000" // QTY
]
] ,
"asks" : [
[
"4.00000200" ,
"12.00000000"
]
]
}
Recent trades list
Get recent trades (up to last 1000).
Weight: 1
Code
Copy await client . fetch_recent_trades_list (symbol, limit = 500 )
symbol must be provided.
limit should be inferior to 1000.
Response
Copy [
{
"id" : 28457 ,
"price" : "4.00000100" ,
"qty" : "12.00000000" ,
"quoteQty" : "48.000012" ,
"time" : 1499865549590 ,
"isBuyerMaker" : true ,
"isBestMatch" : true
}
]
Old trade lookup (MARKET_DATA)
Get older trades.
Weight: 5
Code
Copy await client . fetch_old_trades_list (symbol, from_id = None , limit = 500 )
symbol must be provided.
from_id is the tradeId to fetch from. Default gets most recent trades.
limit should be inferior to 1000.
Response
Copy [
{
"id" : 28457 ,
"price" : "4.00000100" ,
"qty" : "12.00000000" ,
"quoteQty" : "48.000012" ,
"time" : 1499865549590 ,
"isBuyerMaker" : true ,
"isBestMatch" : true
}
]
Compressed/Aggregate trades list
Get compressed, aggregate trades. Trades that fill at the time, from the same taker order, with the same price will have the quantity aggregated.
Weight: 1
Code
Copy await client . fetch_aggregate_trades_list (symbol, from_id = None , start_time = None , end_time = None , limit = 500 )
symbol must be provided
fromId is the tradeId to get aggregate trades from (INCLUSIVE).
start_time is the timestamp in ms to get aggregate trades from (INCLUSIVE)
end_time is the timestamp in ms to get aggregate trades until (INCLUSIVE).
limit should be inferior to 1000.
Response
Copy [
{
"id" : 28457 ,
"price" : "4.00000100" ,
"qty" : "12.00000000" ,
"quoteQty" : "48.000012" ,
"time" : 1499865549590 ,
"isBuyerMaker" : true ,
"isBestMatch" : true
}
]
Kline/Candlestick data
Kline/candlestick bars for a symbol. Klines are uniquely identified by their open time.
Weight: 1
Code
Copy await client . fetch_klines (symbol, interval, start_time = None , end_time = None , limit = 500 )
symbol must be provided.
interval is an Interval enum.
start_time is not mandatory.
end_time is not mandatory.
limit should be inferior to 1000.
Response
Copy [
[
1499040000000 , // Open time
"0.01634790" , // Open
"0.80000000" , // High
"0.01575800" , // Low
"0.01577100" , // Close
"148976.11427815" , // Volume
1499644799999 , // Close time
"2434.19055334" , // Quote asset volume
308 , // Number of trades
"1756.87402397" , // Taker buy base asset volume
"28.46694368" , // Taker buy quote asset volume
"17928899.62484339" // Ignore.
]
]
Current average price
Current average price for a symbol.
Weight: 1
Code
Copy await client . fetch_average_price (symbol)
symbol must be provided.
Response
Copy {
"mins" : 5 ,
"price" : "9.35751834"
}
24hr ticker price change statistics
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
Code
Copy await client . fetch_ticker_price_change_statistics (symbol)
symbol is not mandatory.
Response
Copy {
"symbol" : "BNBBTC" ,
"priceChange" : "-94.99999800" ,
"priceChangePercent" : "-95.960" ,
"weightedAvgPrice" : "0.29628482" ,
"prevClosePrice" : "0.10002000" ,
"lastPrice" : "4.00000200" ,
"lastQty" : "200.00000000" ,
"bidPrice" : "4.00000000" ,
"askPrice" : "4.00000200" ,
"openPrice" : "99.00000000" ,
"highPrice" : "100.00000000" ,
"lowPrice" : "0.10000000" ,
"volume" : "8913.30000000" ,
"quoteVolume" : "15.30000000" ,
"openTime" : 1499783499040 ,
"closeTime" : 1499869899040 ,
"firstId" : 28385 , // First tradeId
"lastId" : 28460 , // Last tradeId
"count" : 76 // Trade count
}
or
Copy [
{
"symbol" : "BNBBTC" ,
"priceChange" : "-94.99999800" ,
"priceChangePercent" : "-95.960" ,
"weightedAvgPrice" : "0.29628482" ,
"prevClosePrice" : "0.10002000" ,
"lastPrice" : "4.00000200" ,
"lastQty" : "200.00000000" ,
"bidPrice" : "4.00000000" ,
"askPrice" : "4.00000200" ,
"openPrice" : "99.00000000" ,
"highPrice" : "100.00000000" ,
"lowPrice" : "0.10000000" ,
"volume" : "8913.30000000" ,
"quoteVolume" : "15.30000000" ,
"openTime" : 1499783499040 ,
"closeTime" : 1499869899040 ,
"firstId" : 28385 , // First tradeId
"lastId" : 28460 , // Last tradeId
"count" : 76 // Trade count
}
]
Symbol price ticker
Latest price for a symbol or symbols.
Weight: 1 for a single symbol; 2 when the symbol parameter is omitted
Code
Copy await client . fetch_symbol_price_ticker (symbol)
symbol is not mandatory.
Response
Copy {
"symbol" : "LTCBTC" ,
"price" : "4.00000200"
}
or
Copy [
{
"symbol" : "LTCBTC" ,
"price" : "4.00000200"
} ,
{
"symbol" : "ETHBTC" ,
"price" : "0.07946600"
}
]
Symbol order book ticker
Best price/qty on the order book for a symbol or symbols.
Weight: 1 for a single symbol; 2 when the symbol parameter is omittedCode
Copy await client . fetch_symbol_order_book_ticker (symbol)
symbol is not mandatory.
Response
Copy {
"symbol" : "LTCBTC" ,
"bidPrice" : "4.00000000" ,
"bidQty" : "431.00000000" ,
"askPrice" : "4.00000200" ,
"askQty" : "9.00000000"
}
or
Copy [
{
"symbol" : "LTCBTC" ,
"bidPrice" : "4.00000000" ,
"bidQty" : "431.00000000" ,
"askPrice" : "4.00000200" ,
"askQty" : "9.00000000"
} ,
{
"symbol" : "ETHBTC" ,
"bidPrice" : "0.07946700" ,
"bidQty" : "9.00000000" ,
"askPrice" : "100000.00000000" ,
"askQty" : "1000.00000000"
}
]