binance/binance-spot-api-docs

Features

• Cryptocurrency Spot Trading - Provides a programmatic interface for executing buy and sell orders on a cryptocurrency spot exchange.
• Market Data Access APIs - Implements comprehensive APIs for retrieving real-time and historical financial market data and volume metrics.
• Execution Detail Analytics - Provides granular data on order routing, smart allocations, and matching preventions.
• Exchange Trading Rules Queries - Provides APIs for retrieving exchange-specific trading rules, rate limits, and symbol permissions.
• Account Detail Retrievals - Provides endpoints for fetching comprehensive account data, asset balances, and trading permissions.
• Recent Trade Retrievals - Fetches a list of the most recent completed trades for specific trading pairs.
• Depth Retrieval - Retrieves multi-level order book depth to analyze market liquidity for specific symbols.
• Modification Histories - Provides a historical audit trail of all modifications and parameter changes made to specific orders.
• Order Placements - Provides mechanisms for creating new Limit, Market, Stop Loss, and Take Profit orders.
• Order Queries - Retrieves lists of currently active open orders for symbols or the entire account.
• Order Lifecycle Management - Monitors the complete end-to-end flow of a trade order from initial submission to final execution.
• Trading Order Monitors - Tracks the real-time progression and state changes of financial orders from submission to execution.
• Execution Event Notifications - Pushes real-time notifications whenever an order is filled, canceled, or rejected.
• Execution Report Streaming - Sends immediate real-time updates on order status changes including fills and cancellations.
• Order Histories - Retrieves comprehensive historical and filled order records for trading pairs.
• Real-Time Market Prices - Retrieves the latest bid, ask, and last prices for multiple trading pairs.
• Balance Change Notifications - Pushes real-time notifications when asset balances change due to trades or transfers.
• Instrument Metadata - Retrieves descriptive attributes and technical operational specifications for individual or all available financial instruments.
• Market Data Providers - Provides high-performance interfaces for fetching real-time and historical market information via binary encoding and streams.
• Local Order Book Caches - Provides mechanisms to synchronize a local order book by merging snapshots with real-time delta updates.
• Best Bid and Ask Retrievals - Fetches the highest buy order and lowest sell order prices for specific trading pairs.
• Order Book Snapshots - Provides point-in-time snapshots of bids and asks for specific trading pairs.
• Exchange Market Data Streams - Provides a technical specification for receiving real-time trade updates, order book depth, and ticker statistics via WebSockets.
• WebSocket Stream Managers - Manages the flow of real-time market information through subscription mechanisms over persistent connections.
• Trade Event Streams - Pushes raw trade information to clients instantly as transactions occur.
• Diverse Order Type Execution - Places limit, market, stop-loss, and take-profit orders to manage entry and exit points.
• REST API Integrations - Provides RESTful HTTP endpoints for on-demand retrieval of account data and market statistics.
• Exchange Portfolio Management - Provides comprehensive tools for retrieving balances, trade histories, and managing sub-accounts and staking positions.
• Trading - Provides a dedicated demo environment to verify integration logic without risking real assets.
• Bidirectional WebSocket Streaming - Utilizes bidirectional WebSocket channels to push market data and execution reports in real-time.
• FIX Protocol Implementations - Implements the Financial Information eXchange standard for low-latency institutional order routing.
• Exchange Metadata Retrievers - Retrieves exchange configuration including available trading pairs, filters, and permission requirements.
• Low-Latency Trading Infrastructures - Implements high-performance infrastructure using the FIX protocol and binary encoding for institutional-grade trade execution.
• Market Orders - Allows for immediate asset execution at the best available market price.
• API Key Authentication - Provides programmatic service access through the use of long-lived API keys and signature verification.
• API Request Authentication - Verifies identity and grants access to protected API endpoints using cryptographic keys and signatures.
• Public Key Authentication - Secures API requests using cryptographic public-private key pairs for enhanced identity verification.
• API Rate Limit Management - Tracks API usage against quotas to prevent request throttling and manage rate limits.
• Account Activity Monitoring - Provides real-time tracking and notification services for account-specific events, balances, and trade history.
• Exchange Account Event Streams - Provides authenticated WebSocket streams for real-time account, order, and trade updates.
• Trading Strategy Sandboxes - Offers an isolated sandbox environment to run and verify trading strategies without financial risk.
• Aggregate Trade Queries - Retrieves compressed trade data that merges multiple fills from a single taker into aggregate trades.
• Routing Allocation Retrievals - Retrieves the specific allocation results generated by smart order routing (SOR) engines.
• FIX Protocol Integration Guides - Offers technical instructions and specifications for implementing the FIX protocol for institutional trading connectivity.
• Blockchain Financial Integrations - Integrates specialized blockchain-native financial services including margin trading, staking, and crypto loans.
• Product Access Permissions - Assigns access levels and group permissions to control which trading products are accessible.
• Account-Specific Trade Reviews - Provides a list of trades executed by a specific account for a given symbol.
• Notional Value Restrictions - Enforces minimum and maximum notional values for orders to ensure they meet exchange requirements.
• Self-Trade Prevention Logs - Retrieves lists of orders that were expired or blocked by self-trade prevention rules.
• Self-Trade Blocking Rules - Blocks orders from matching against the same account using expiration or decrement rules.
• Self-Trade Prevention Configuration - Configures self-trade prevention modes to handle orders matching the same account.
• Algorithmic Order Types - Executes complex order types like iceberg or trailing stops to automate trading strategies.
• Conditional Order Groups - Creates complex order groups such as One-Cancels-the-Other or One-Triggers-the-Other.
• Smart Order Routing - Executes trades using smart routing to optimize execution across available liquidity.
• Order Quantity Adjustments - Reduces the quantity of an existing order while preserving its book priority.
• Open Order Volume Limits - Restricts the maximum number of open orders allowed per symbol or exchange.
• Contingent Order Management - Submits interdependent orders using strategies such as One-Cancels-the-Other or One-Triggers-the-Other.
• Order Cancellations - Allows the removal of all active orders for a specific trading pair.
• Atomic Order Replacements - Executes the cancellation of an existing order and the submission of a new one as a single operation.
• Order Modification and Replacement - Cancels an existing order and immediately replaces it with a new one.
• Order Placement Volume Limits - Restricts the number of unfilled orders placed within a time interval per account.
• Order Quantity Restrictions - Enforces minimum and maximum quantity limits for trade orders.
• Step Size Validations - Verifies that order quantities are within range and match the required step size.
• Order Validation Rules - Ensures total order value meets minimum and maximum notional thresholds through validation rules.
• Order Time-In-Force Rules - Controls the active duration of an order using time-in-force rules like Good-Til-Cancelled.
• Order Status Queries - Analyzes smart order routing by distinguishing between direct trades and secondary allocations.
• Position Limits - Blocks buy orders if the total asset combination exceeds a maximum threshold.
• Price Bound Validations - Checks if order prices are within acceptable bounds and aligned with price steps.
• Cryptocurrency Ticker Price Retrievers - Retrieves the latest trading price or best bid/ask for specific cryptocurrency symbols.
• Metric Streams - Pushes real-time reference prices and average price movements over fixed time intervals.
• Price Tick Size Roundings - Enforces price limits and ensures alignment with the symbol's tick size interval.
• Usage Tracking Systems - Tracks current message rates and open order counts against maximum account thresholds.
• Trading Limit Queries - Allows retrieval of account-specific trading constraints, including maximum order counts and asset filters.
• Commission Cost Estimators - Calculates predicted commission costs for prospective trades based on account rates.
• Trading Commission Queries - Provides interfaces for retrieving standard, special, and tax commission rates for specific symbols.
• Financial Stream Monitors - Monitors the connectivity and termination signals of real-time financial user data streams.
• Trade History Retrieval - Retrieves recent and historical trade data, including block and aggregate trades.
• Liquidity Monitoring - Streams best bid and ask prices in real-time to monitor market liquidity.
• Partial Depth Subscriptions - Delivers real-time updates for best bid/ask prices and incremental order book depth changes.
• Candlestick Data Retrievers - Provides interfaces for retrieving historical candlestick bars (OHLCV) for symbols across various time intervals.
• Historical Trade Data Retrievers - Interfaces for fetching past trade executions for a symbol using a specific starting trade ID.
• Market Statistics Tracking - Tracks rolling 24-hour and fixed-window market statistics for all trading symbols.
• Incremental Book Synchronization - Maintains local order book state by combining full snapshots with real-time incremental updates.
• Snapshot Streams - Sends regular real-time updates containing the top 20 levels of the order book.
• Trailing Stop Orders - Sets dynamic trigger prices that adjust based on market extremes to protect gains.
• 24-Hour Ticker Retrievers - Retrieves 24-hour rolling price statistics, weighted average prices, and volume for all trading pairs.
• Order Group Management - Submits groups of interdependent orders to coordinate multiple trade actions through single logic rules.
• REST API References - Provides comprehensive technical documentation for interacting with spot trading endpoints via RESTful HTTP requests.
• Exchange Sub-Account Management - Supports the creation and administration of multiple sub-accounts for organizational trading.
• Binary Data Encoding - Employs a fixed-position binary format to minimize payload size and latency for high-frequency data.
• Binary Key Encoders - Uses binary data encoding to minimize network overhead and reduce request latency.
• Standard Protocol Support - Implements industry-standard institutional messaging protocols to ensure interoperability.
• Stream Termination Notifications - Sends immediate notifications to the client when a user data stream is terminated.
• Multi-Protocol Gateways - Supports a multi-protocol gateway allowing clients to use REST, WebSocket, and FIX simultaneously.
• SBE Decoder Generators - Generates language-specific decoding logic from XML schemas for binary encoded messages.
• Current Average Price Retrievers - Calculates and retrieves the current average price for specific trading pairs over a recent time window.
• Market Price Restrictions - Validates order prices against a range based on previous trade prices.
• Price Range Queries - Retrieves the allowed price range for a symbol to ensure order compliance.
• Reference Price Deviation Limits - Restricts order prices based on a percentage offset from a reference price.
• Order Execution Parameters - Specifies order type and time-in-force parameters to control matching and expiration.
• Order Validations - Provides capabilities to validate order parameters and digital signatures via simulation before actual submission to the trading engine.
• Session Authentication - Establishes secure FIX sessions using API keys and signatures to authorize institutional activity.
• WebSocket Authentications - Verifies user identity on WebSocket connections to enable credential-free subsequent requests.
• Rate Limiting - Implements mechanisms for tracking unfilled order counts against rate limits to prevent request throttling.
• Trade Routing Optimization - Scans multiple order books with interchangeable assets to execute trades at the best price.
• Execution Limit Monitoring - Retrieves current execution limits and time intervals for permitted unfilled orders.
• Account Statistics Monitoring - Provides utilities to retrieve current unfilled order counts and message limits for account compliance.
• Cryptocurrency - Listed in the “Cryptocurrency” section of the Public Apis awesome list.
• Cryptocurrency and Blockchain - Exchange for trading cryptocurrencies.
• Cryptocurrency APIs - Exchange for trading cryptocurrencies.
• Cryptocurrency Data - Exchange for trading cryptocurrencies.
• Financial Markets - Official documentation for spot trading and market streams.
• Continuous Integration - Provides exchange data for cryptocurrency trading and market analysis.

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