Spot WebSocket API

Schemas

myFiltersResponse

array

object[]

exchangeFilters

oneOf

Exactly one variant must match.

Decision Table

Variant	Matching Criteria
	type = object · filterType="EXCHANGE_MAX_NUM_ORDERS"
	type = object · filterType="EXCHANGE_MAX_NUM_ALGO_ORDERS"
	type = object · filterType="EXCHANGE_MAX_NUM_ICEBERG_ORDERS"
	type = object · filterType="EXCHANGE_MAX_NUM_ORDER_LISTS"

Properties for EXCHANGE_MAX_NUM_ORDERS:

filterType

string

Example: EXCHANGE_MAX_NUM_ORDERS

maxNumOrders

integer · int64

Example: 1000

symbolFilters

oneOf

Exactly one variant must match.

Decision Table

Variant	Matching Criteria
	type = object · filterType="PRICE_FILTER"
	type = object · filterType="PERCENT_PRICE"
	type = object · filterType="PERCENT_PRICE_BY_SIDE"
	type = object · filterType="LOT_SIZE"
	type = object · filterType="MIN_NOTIONAL"
	type = object · filterType="NOTIONAL"
	type = object · filterType="ICEBERG_PARTS"
	type = object · filterType="MARKET_LOT_SIZE"
	type = object · filterType="MAX_NUM_ORDERS"
	type = object · filterType="MAX_NUM_ALGO_ORDERS"
	type = object · filterType="MAX_NUM_ICEBERG_ORDERS"
	type = object · filterType="MAX_POSITION"
	type = object · filterType="TRAILING_DELTA"
	type = object · filterType="T_PLUS_SELL"
	type = object · filterType="MAX_NUM_ORDER_LISTS"
	type = object · filterType="MAX_NUM_ORDER_AMENDS"

Properties for PRICE_FILTER:

filterType

string

Example: PRICE_FILTER

priceExponent

integer

Example: 8

minPrice

string

Example: 0.00000100

maxPrice

string

Example: 100000.00000000

tickSize

string

Example: 0.00000100

assetFilters

oneOf

Exactly one variant must match.

Decision Table

Variant	Matching Criteria
	type = object · filterType="MAX_ASSET"

Properties for MAX_ASSET:

filterType

string

Example: MAX_ASSET

qtyExponent

integer

Example: 8

limit

string

Example: 1000000.00000000

asset

string

Example: JPY

ExchangeMaxNumOrdersFilter

filterType

string

Example: EXCHANGE_MAX_NUM_ORDERS

maxNumOrders

integer · int64

Example: 1000

ExchangeMaxNumAlgoOrdersFilter

filterType

string

Example: EXCHANGE_MAX_NUM_ALGO_ORDERS

maxNumAlgoOrders

integer · int64

Example: 200

ExchangeMaxNumIcebergOrdersFilter

filterType

string

Example: EXCHANGE_MAX_NUM_ICEBERG_ORDERS

maxNumIcebergOrders

integer · int64

Example: 10

ExchangeMaxNumOrderListsFilter

filterType

string

Example: EXCHANGE_MAX_NUM_ORDER_LISTS

maxNumOrderLists

integer · int64

Example: 20

PriceFilter

filterType

string

Example: PRICE_FILTER

priceExponent

integer

Example: 8

minPrice

string

Example: 0.00000100

maxPrice

string

Example: 100000.00000000

tickSize

string

Example: 0.00000100

PercentPriceFilter

filterType

string

Example: PERCENT_PRICE

multiplierExponent

integer

Example: 4

multiplierUp

string

Example: 1.3000

multiplierDown

string

Example: 0.7000

avgPriceMins

integer

Example: 5

PercentPriceBySideFilter

filterType

string

Example: PERCENT_PRICE_BY_SIDE

multiplierExponent

integer

Example: 4

bidMultiplierUp

string

Example: 1.2000

bidMultiplierDown

string

Example: 0.8000

askMultiplierUp

string

Example: 1.2000

askMultiplierDown

string

Example: 0.8000

avgPriceMins

integer

Example: 5

LotSizeFilter

filterType

string

Example: LOT_SIZE

qtyExponent

integer

Example: 8

minQty

string

Example: 0.00010000

maxQty

string

Example: 100000.00000000

stepSize

string

Example: 0.00010000

MinNotionalFilter

filterType

string

Example: MIN_NOTIONAL

priceExponent

integer

Example: 8

minNotional

string

Example: 10.00000000

applyToMarket

boolean

Example: true

avgPriceMins

integer

Example: 5

NotionalFilter

filterType

string

Example: NOTIONAL

priceExponent

integer

Example: 8

minNotional

string

Example: 10.00000000

applyMinToMarket

boolean

Example: true

maxNotional

string

Example: 100000.00000000

applyMaxToMarket

boolean

Example: false

avgPriceMins

integer

Example: 5

IcebergPartsFilter

filterType

string

Example: ICEBERG_PARTS

limit

integer · int64

Example: 10

MarketLotSizeFilter

filterType

string

Example: MARKET_LOT_SIZE

qtyExponent

integer

Example: 8

minQty

string

Example: 0.00000000

maxQty

string

Example: 1000.00000000

stepSize

string

Example: 0.00000000

MaxNumOrdersFilter

filterType

string

Example: MAX_NUM_ORDERS

maxNumOrders

integer · int64

Example: 200

MaxNumAlgoOrdersFilter

filterType

string

Example: MAX_NUM_ALGO_ORDERS

maxNumAlgoOrders

integer · int64

Example: 10

MaxNumIcebergOrdersFilter

filterType

string

Example: MAX_NUM_ICEBERG_ORDERS

maxNumIcebergOrders

integer · int64

Example: 5

MaxPositionFilter

filterType

string

Example: MAX_POSITION

qtyExponent

integer

Example: 8

maxPosition

string

Example: 100.00000000

TrailingDeltaFilter

filterType

string

Example: TRAILING_DELTA

minTrailingAboveDelta

integer · int64

Example: 10

maxTrailingAboveDelta

integer · int64

Example: 2000

minTrailingBelowDelta

integer · int64

Example: 10

maxTrailingBelowDelta

integer · int64

Example: 2000

TPlusSellFilter

filterType

string

Example: T_PLUS_SELL

endTime

integer · int64

Example: 1741672924895

MaxNumOrderListsFilter

filterType

string

Example: MAX_NUM_ORDER_LISTS

maxNumOrderLists

integer · int64

Example: 20

MaxNumOrderAmendsFilter

filterType

string

Example: MAX_NUM_ORDER_AMENDS

maxNumOrderAmends

integer · int64

Example: 10

MaxAssetFilter

filterType

string

Example: MAX_ASSET

qtyExponent

integer

Example: 8

limit

string

Example: 1000000.00000000

asset

string

Example: JPY

rateLimits

rateLimitType

string

Example: REQUEST_WEIGHT

interval

string

Example: MINUTE

intervalNum

integer · int64

Example: 1

limit

integer · int64

Example: 6000

count

integer · int64

Example: 321

exchangeInfoResponse

timezone

string

Example: UTC

serverTime

integer · int64

Example: 1655969291181

object[]

array

object[]

balanceUpdate

e

string · enum

Event Type

Enum values:

balanceUpdate

Example: balanceUpdate

E

integer · int64

Event Time

Example: 1573200697110

a

string

Asset

Example: BTC

d

string

Balance Delta

Example: 100.00000000

T

integer · int64

Clear Time

Example: 1573200697068

eventStreamTerminated

e

string · enum

Event Type

Enum values:

eventStreamTerminated

Example: eventStreamTerminated

E

integer · int64

Event Time

Example: 1728973001334

executionReport

e

string · enum

Event type

Enum values:

executionReport

Example: executionReport

E

integer · int64

Event time

Example: 1499405658658

s

string

Symbol

Example: ETHBTC

c

string

Client order ID

Example: mUvoqJxFIILMdfAW5iGSOW

S

string

Side

Example: BUY

o

string

Order type

Example: LIMIT

f

string

Time in force

Example: GTC

q

string

Order quantity

Example: 1.00000000

p

string

Order price

Example: 0.10264410

P

string

Stop price

Example: 0.00000000

F

string

Iceberg quantity

Example: 0.00000000

g

integer · int64

OrderListId

Example: -1

C

string

Original client order ID; This is the ID of the order being canceled

Example:

x

string

Current execution type

Example: NEW

X

string

Current order status

Example: NEW

r

string

Order reject reason; Please see Order Reject Reason for more information.

Example: NONE

i

integer · int64

Order ID

Example: 4293153

l

string

Last executed quantity

Example: 0.00000000

z

string

Cumulative filled quantity

Example: 0.00000000

L

string

Last executed price

Example: 0.00000000

n

string

Commission amount

Example: 0

N

string

Commission asset

Example: null

T

integer · int64

Transaction time

Example: 1499405658657

t

integer · int64

Trade ID

Example: -1

v

integer · int64

Prevented Match Id; This is only visible if the order expired due to STP

Example: 3

I

integer · int64

Execution Id

Example: 8641984

w

boolean

Is the order on the book?

Example: true

m

boolean

Is this trade the maker side?

Example: false

M

boolean

Ignore

Example: false

O

integer · int64

Order creation time

Example: 1499405658657

Z

string

Cumulative quote asset transacted quantity

Example: 0.00000000

Y

string

Last quote asset transacted quantity (i.e. lastPrice * lastQty)

Example: 0.00000000

Q

string

Quote Order Quantity

Example: 0.00000000

W

integer · int64

Working Time; This is only visible if the order has been placed on the book.

Example: 1499405658657

V

string

SelfTradePreventionMode

Example: NONE

d

integer · int64

Trailing Delta

Example: 4

D

integer · int64

Trailing Time

Example: 1668680518494

j

integer · int64

Strategy Id

Example: 1

J

integer · int64

Strategy Type

Example: 1000000

A

string

Prevented Quantity

Example: 3.000000

B

string

Last Prevented Quantity

Example: 3.000000

u

integer · int64

Trade Group Id

Example: 1

U

integer · int64

Counter Order Id

Example: 37

Cs

string

Counter Symbol

Example: BTCUSDT

pl

string

Prevented Execution Quantity

Example: 2.123456

pL

string

Prevented Execution Price

Example: 0.10000001

pY

string

Prevented Execution Quote Qty

Example: 0.21234562

b

string

Match Type

Example: ONE_PARTY_TRADE_REPORT

a

integer · int64

Allocation ID

Example: 1234

k

string

Working Floor

Example: SOR

uS

boolean

UsedSor

Example: true

gP

string

Pegged Price Type

Example: PRIMARY_PEG

gOT

string

Pegged Offset Type

Example: PRICE_LEVEL

gOV

integer · int64

Pegged Offset Value

Example: 5

gp

string

Pegged Price

Example: 1.00000000

eR

string

Expiry Reason. Appears when the order has expired.

Example: EXPIRED

externalLockUpdate

e

string · enum

Event Type

Enum values:

externalLockUpdate

Example: externalLockUpdate

E

integer · int64

Event Time

Example: 1581557507324

a

string

Asset

Example: NEO

d

string

Delta

Example: 10.00000000

T

integer · int64

Transaction Time

Example: 1581557507268

listStatus

e

string · enum

Event Type

Enum values:

listStatus

Example: listStatus

E

integer · int64

Event Time

Example: 1564035303637

s

string

Symbol

Example: ETHBTC

g

integer · int64

OrderListId

Example: 2

c

string

Contingency Type

Example: OCO

l

string

List Status Type

Example: EXEC_STARTED

L

string

List Order Status

Example: EXECUTING

r

string

List Reject Reason

Example: NONE

C

string

List Client Order ID

Example: F4QN4G8DlFATFlIUQ0cjdD

T

integer · int64

Transaction Time

Example: 1564035303625

object[]

An array of objects

outboundAccountPosition

e

string · enum

Event type

Enum values:

outboundAccountPosition

Example: outboundAccountPosition

E

integer · int64

Event Time

Example: 1564034571105

u

integer · int64

Time of last account update

Example: 1564034571073

object[]

Balances Array

User Data Stream Events

oneOf

Exactly one variant must match.

Decision Table

Variant	Matching Criteria
	type = object · e="balanceUpdate"
	type = object · e="eventStreamTerminated"
	type = object · e="executionReport"
	type = object · e="externalLockUpdate"
	type = object · e="listStatus"
	type = object · e="outboundAccountPosition"

Properties for balanceUpdate:

e

string · enum

Event Type

Enum values:

balanceUpdate

Example: balanceUpdate

E

integer · int64

Event Time

Example: 1573200697110

a

string

Asset

Example: BTC

d

string

Balance Delta

Example: 100.00000000

T

integer · int64

Clear Time

Example: 1573200697068

exchangeFilters

oneOf

Exactly one variant must match.

Decision Table

Variant	Matching Criteria
	type = object · filterType="EXCHANGE_MAX_NUM_ORDERS"
	type = object · filterType="EXCHANGE_MAX_NUM_ALGO_ORDERS"
	type = object · filterType="EXCHANGE_MAX_NUM_ICEBERG_ORDERS"
	type = object · filterType="EXCHANGE_MAX_NUM_ORDER_LISTS"

Properties for EXCHANGE_MAX_NUM_ORDERS:

filterType

string

Example: EXCHANGE_MAX_NUM_ORDERS

maxNumOrders

integer · int64

Example: 1000

symbolFilters

oneOf

Exactly one variant must match.

Decision Table

Variant	Matching Criteria
	type = object · filterType="PRICE_FILTER"
	type = object · filterType="PERCENT_PRICE"
	type = object · filterType="PERCENT_PRICE_BY_SIDE"
	type = object · filterType="LOT_SIZE"
	type = object · filterType="MIN_NOTIONAL"
	type = object · filterType="NOTIONAL"
	type = object · filterType="ICEBERG_PARTS"
	type = object · filterType="MARKET_LOT_SIZE"
	type = object · filterType="MAX_NUM_ORDERS"
	type = object · filterType="MAX_NUM_ALGO_ORDERS"
	type = object · filterType="MAX_NUM_ICEBERG_ORDERS"
	type = object · filterType="MAX_POSITION"
	type = object · filterType="TRAILING_DELTA"
	type = object · filterType="T_PLUS_SELL"
	type = object · filterType="MAX_NUM_ORDER_LISTS"
	type = object · filterType="MAX_NUM_ORDER_AMENDS"

Properties for PRICE_FILTER:

filterType

string

Example: PRICE_FILTER

priceExponent

integer

Example: 8

minPrice

string

Example: 0.00000100

maxPrice

string

Example: 100000.00000000

tickSize

string

Example: 0.00000100

Variant

Matching Criteria

type = object · filterType="MAX_ASSET"

executionReport

e

string · enum

Event type

Enum values:

executionReport

Example: executionReport

E

integer · int64

Event time

Example: 1499405658658

s

string

Symbol

Example: ETHBTC

c

string

Client order ID

Example: mUvoqJxFIILMdfAW5iGSOW

S

string

Side

Example: BUY

o

string

Order type

Example: LIMIT

f

string

Time in force

Example: GTC

q

string

Order quantity

Example: 1.00000000

p

string

Order price

Example: 0.10264410

P

string

Stop price

Example: 0.00000000

F

string

Iceberg quantity

Example: 0.00000000

g

integer · int64

OrderListId

Example: -1

C

string

Original client order ID; This is the ID of the order being canceled

Example:

x

string

Current execution type

Example: NEW

X

string

Current order status

Example: NEW

r

string

Order reject reason; Please see Order Reject Reason for more information.

Example: NONE

i

integer · int64

Order ID

Example: 4293153

l

string

Last executed quantity

Example: 0.00000000

z

string

Cumulative filled quantity

Example: 0.00000000

L

string

Last executed price

Example: 0.00000000

n

string

Commission amount

Example: 0

N

string

Commission asset

Example: null

T

integer · int64

Transaction time

Example: 1499405658657

t

integer · int64

Trade ID

Example: -1

v

integer · int64

Prevented Match Id; This is only visible if the order expired due to STP

Example: 3

I

integer · int64

Execution Id

Example: 8641984

w

boolean

Is the order on the book?

Example: true

m

boolean

Is this trade the maker side?

Example: false

M

boolean

Ignore

Example: false

O

integer · int64

Order creation time

Example: 1499405658657

Z

string

Cumulative quote asset transacted quantity

Example: 0.00000000

Y

string

Last quote asset transacted quantity (i.e. lastPrice * lastQty)

Example: 0.00000000

Q

string

Quote Order Quantity

Example: 0.00000000

W

integer · int64

Working Time; This is only visible if the order has been placed on the book.

Example: 1499405658657

V

string

SelfTradePreventionMode

Example: NONE

d

integer · int64

Trailing Delta

Example: 4

D

integer · int64

Trailing Time

Example: 1668680518494

j

integer · int64

Strategy Id

Example: 1

J

integer · int64

Strategy Type

Example: 1000000

A

string

Prevented Quantity

Example: 3.000000

B

string

Last Prevented Quantity

Example: 3.000000

u

integer · int64

Trade Group Id

Example: 1

U

integer · int64

Counter Order Id

Example: 37

Cs

string

Counter Symbol

Example: BTCUSDT

pl

string

Prevented Execution Quantity

Example: 2.123456

pL

string

Prevented Execution Price

Example: 0.10000001

pY

string

Prevented Execution Quote Qty

Example: 0.21234562

b

string

Match Type

Example: ONE_PARTY_TRADE_REPORT

a

integer · int64

Allocation ID

Example: 1234

k

string

Working Floor

Example: SOR

uS

boolean

UsedSor

Example: true

gP

string

Pegged Price Type

Example: PRIMARY_PEG

gOT

string

Pegged Offset Type

Example: PRICE_LEVEL

gOV

integer · int64

Pegged Offset Value

Example: 5

gp

string

Pegged Price

Example: 1.00000000

eR

string

Expiry Reason. Appears when the order has expired.

Example: EXPIRED

listStatus

e

string · enum

Event Type

Enum values:

listStatus

Example: listStatus

E

integer · int64

Event Time

Example: 1564035303637

s

string

Symbol

Example: ETHBTC

g

integer · int64

OrderListId

Example: 2

c

string

Contingency Type

Example: OCO

l

string

List Status Type

Example: EXEC_STARTED

L

string

List Order Status

Example: EXECUTING

r

string

List Reject Reason

Example: NONE

C

string

List Client Order ID

Example: F4QN4G8DlFATFlIUQ0cjdD

T

integer · int64

Transaction Time

Example: 1564035303625

object[]

An array of objects

User Data Stream Events

oneOf

Exactly one variant must match.

Decision Table

Variant	Matching Criteria
	type = object · e="balanceUpdate"
	type = object · e="eventStreamTerminated"
	type = object · e="executionReport"
	type = object · e="externalLockUpdate"
	type = object · e="listStatus"
	type = object · e="outboundAccountPosition"

Properties for balanceUpdate:

e

string · enum

Event Type

Enum values:

balanceUpdate

Example: balanceUpdate

E

integer · int64

Event Time

Example: 1573200697110

a

string

Asset

Example: BTC

d

string

Balance Delta

Example: 100.00000000

T

integer · int64

Clear Time

Example: 1573200697068