Skip to content

Latest commit

 

History

History
392 lines (316 loc) · 18 KB

CHANGELOG.md

File metadata and controls

392 lines (316 loc) · 18 KB

CHANGELOG for Binance's API (2021-05-12)

2021-05-12

  • Added Data Source in the documentation to explain where each endpoint is retrieving its data.
  • Added field Data Source to each API endpoint in the documentation
  • GET api/v3/exchangeInfo now supports single or multi-symbol query

2021-04-26

On April 28, 2021 00:00 UTC the weights to the following endpoints will be adjusted:

  • GET /api/v3/order weight increased to 2
  • GET /api/v3/openOrders weight increased to 3
  • GET /api/v3/allOrders weight increased to 10
  • GET /api/v3/orderList weight increased to 2
  • GET /api/v3/openOrderList weight increased to 3
  • GET /api/v3/account weight increased to 10
  • GET /api/v3/myTrades weight increased to 10
  • GET /api/v3/exchangeInfo weight increased to 10

2021-01-01

USER DATA STREAM

  • outboundAccountInfo has been removed.

2020-11-27

New API clusters have been added in order to improve performance.

Users can access any of the following API clusters, in addition to api.binance.com

If there are any performance issues with accessing api.binance.com please try any of the following instead:

2020-09-09

USER DATA STREAM

  • outboundAccountInfo has been deprecated.
  • outboundAccountInfo will be removed in the future. (Exact date unknown) Please use outboundAccountPosition instead.
  • outboundAccountInfo will now only show the balance of non-zero assets and assets that have been reduced to 0.

2020-05-01

  • From 2020-05-01 UTC 00:00, all symbols will have a limit of 200 open orders using the MAX_NUM_ORDERS filter.
    • No existing orders will be removed or canceled.
    • Accounts that have 200 or more open orders on a symbol will not be able to place new orders on that symbol until the open order count is below 200.
    • OCO orders count as 2 open orders before the LIMIT order is touched or the STOP_LOSS (or STOP_LOSS_LIMIT) order is triggered; once this happens the other order is canceled and will no longer count as an open order.

2020-04-25

REST API

  • New field permissions
    • Defines the trading permissions that are allowed on accounts and symbols.
    • permissions is an enum array; values:
      • SPOT
      • MARGIN
    • permissions will replace isSpotTradingAllowed and isMarginTradingAllowed on GET api/v3/exchangeInfo in future API versions (v4+).
    • For an account to trade on a symbol, the account and symbol must share at least 1 permission in common.
  • Updates to GET api/v3/exchangeInfo
    • New field permissions added.
    • New field quoteAssetPrecision added; a duplicate of the quotePrecision field. quotePrecision will be removed in future API versions (v4+).
  • Updates to GET api/v3/account
    • New field permissions added.
  • New endpoint DELETE api/v3/openOrders
    • This will allow a user to cancel all open orders on a single symbol.
    • This endpoint will cancel all open orders including OCO orders.
  • Orders can be canceled via the API on symbols in the BREAK or HALT status.

USER DATA

  • OutboundAccountInfo has new field P which shows the trading permissions of the account.

2020-04-23

WEB SOCKET STREAM

  • WebSocket connections have a limit of 5 incoming messages per second. A message is considered:
    • A PING frame
    • A PONG frame
    • A JSON control message (e.g. subscribe, unsubscribe)
  • A connection that goes beyond the limit will be disconnected; IPs that are repeatedly disconnected may be banned.
  • A single connection can listen to a maximum of 1024 streams.

2020-03-24

  • MAX_POSITION filter added.
    • This filter defines the allowed maximum position an account can have on the base asset of a symbol. An account's position defined as the sum of the account's:

      • free balance of the base asset
      • locked balance of the base asset
      • sum of the qty of all open BUY orders
    • BUY orders will be rejected if the account's position is greater than the maximum position allowed.


2019-11-22

  • Quote Order Qty Market orders have been enabled on all symbols.
    • Quote Order Qty MARKET orders allow a user to specify the total quoteOrderQty spent or received in the MARKET order.
    • Quote Order Qty MARKET orders will not break LOT_SIZE filter rules; the order will execute a quantity that will have the notional value as close as possible to quoteOrderQty.
    • Using BNBBTC as an example:
      • On the BUY side, the order will buy as many BNB as quoteOrderQty BTC can.
      • On the SELL side, the order will sell as much BNB as needed to receive quoteOrderQty BTC.

2019-11-13

Rest API

  • api/v3/exchangeInfo has new fields:
    • quoteOrderQtyMarketAllowed
    • baseCommissionDecimalPlaces
    • quoteCommissionDecimalPlaces
  • MARKET orders have a new optional field: quoteOrderQty used to specify the quote quantity to BUY or SELL. This cannot be used in combination with quantity.
    • The exact timing that quoteOrderQty MARKET orders will be enabled is TBD. There will be a separate announcement and further details at that time.
  • All order query endpoints will return a new field origQuoteOrderQty in the JSON payload. (e.g. GET api/v3/allOrders)
  • Updated error messages for -1128
    • Sending an OCO with a stopLimitPrice but without a stopLimitTimeInForce will return the error:
     {
      "code": -1128,
      "msg": "Combination of optional parameters invalid. Recommendation: 'stopLimitTimeInForce' should also be sent."
     }
  • Updated error messages for -1003 to specify the limit is referring to the request weight, not to the number of requests.

Deprecation of v1 endpoints:

By end of Q1 2020, the following endpoints will be removed from the API. The documentation has been updated to use the v3 versions of these endpoints.

  • GET api/v1/depth
  • GET api/v1/historicalTrades
  • GET api/v1/aggTrades
  • GET api/v1/klines
  • GET api/v1/ticker/24hr
  • GET api/v1/ticker/price
  • GET api/v1/exchangeInfo
  • POST api/v1/userDataStream
  • PUT api/v1/userDataStream
  • GET api/v1/ping
  • GET api/v1/time
  • GET api/v1/ticker/bookTicker

These endpoints however, will NOT be migrated to v3. Please use the following endpoints instead moving forward.

Old V1 Endpoints New V3 Endpoints
GET api/v1/ticker/allPrices GET api/v3/ticker/price
GET api/v1/ticker/allBookTickers GET api/v3/ticker/bookTicker

USER DATA STREAM

  • Changes toexecutionReport event

    • If the C field is empty, it will now properly return null, instead of "null".
    • New field Q which represents the quoteOrderQty.
  • balanceUpdate event type added

    • This event occurs when funds are deposited or withdrawn from your account.

WEB SOCKET STREAM

  • WSS now supports live subscribing/unsubscribing to streams.

2019-09-09

  • New WebSocket streams for bookTickers added: <symbol>@bookTicker and !bookTicker. See web-socket-streams.md for details.

2019-09-03

  • Faster order book data with 100ms updates: <symbol>@depth@100ms and <symbol>@depth#@100ms
  • Added "Update Speed:" to web-socket-streams.md
  • Removed deprecated v1 endpoints as per previous announcement:
    • GET api/v1/order
    • GET api/v1/openOrders
    • POST api/v1/order
    • DELETE api/v1/order
    • GET api/v1/allOrders
    • GET api/v1/account
    • GET api/v1/myTrades

2019-08-16 (Update 2)

  • GET api/v1/depth limit of 10000 has been temporarily removed

2019-08-16

  • In Q4 2017, the following endpoints were deprecated and removed from the API documentation. They have been permanently removed from the API as of this version. We apologize for the omission from the original changelog:

    • GET api/v1/order
    • GET api/v1/openOrders
    • POST api/v1/order
    • DELETE api/v1/order
    • GET api/v1/allOrders
    • GET api/v1/account
    • GET api/v1/myTrades
  • Streams, endpoints, parameters, payloads, etc. described in the documents in this repository are considered official and supported. The use of any other streams, endpoints, parameters, or payloads, etc. is not supported; use them at your own risk and with no guarantees.


2019-08-15

Rest API

  • New order type: OCO ("One Cancels the Other")

    • An OCO has 2 orders: (also known as legs in financial terms)

      • STOP_LOSS or STOP_LOSS_LIMIT leg
      • LIMIT_MAKER leg
    • Price Restrictions:

      • SELL Orders : Limit Price > Last Price > Stop Price
      • BUY Orders : Limit Price < Last Price < Stop Price
      • As stated, the prices must "straddle" the last traded price on the symbol. EX: If the last price is 10:
        • A SELL OCO must have the limit price greater than 10, and the stop price less than 10.
        • A BUY OCO must have a limit price less than 10, and the stop price greater than 10.
    • Quantity Restrictions:

      • Both legs must have the same quantity.
      • ICEBERG quantities however, do not have to be the same.
    • Execution Order:

      • If the LIMIT_MAKER is touched, the limit maker leg will be executed first BEFORE canceling the Stop Loss Leg.
      • if the Market Price moves such that the STOP_LOSS or STOP_LOSS_LIMIT will trigger, the Limit Maker leg will be canceled BEFORE executing the STOP_LOSS Leg.
    • Canceling an OCO

      • Canceling either order leg will cancel the entire OCO.
      • The entire OCO can be canceled via the orderListId or the listClientOrderId.
    • New Enums for OCO:

      1. ListStatusType
        • RESPONSE - used when ListStatus is responding to a failed action. (either order list placement or cancellation)
        • EXEC_STARTED - used when an order list has been placed or there is an update to a list's status.
        • ALL_DONE - used when an order list has finished executing and is no longer active.
      2. ListOrderStatus
        • EXECUTING - used when an order list has been placed or there is an update to a list's status.
        • ALL_DONE - used when an order list has finished executing and is no longer active.
        • REJECT - used when ListStatus is responding to a failed action. (either order list placement or cancellation)
      3. ContingencyType
        • OCO - specifies the type of order list.
    • New Endpoints:

      • POST api/v3/order/oco
      • DELETE api/v3/orderList
      • GET api/v3/orderList
  • recvWindow cannot exceed 60000.

  • New intervalLetter values for headers:

    • SECOND => S
    • MINUTE => M
    • HOUR => H
    • DAY => D
  • New Headers X-MBX-USED-WEIGHT-(intervalNum)(intervalLetter) will give your current used request weight for the (intervalNum)(intervalLetter) rate limiter. For example, if there is a one minute request rate weight limiter set, you will get a X-MBX-USED-WEIGHT-1M header in the response. The legacy header X-MBX-USED-WEIGHT will still be returned and will represent the current used weight for the one minute request rate weight limit.

  • New Header X-MBX-ORDER-COUNT-(intervalNum)(intervalLetter)that is updated on any valid order placement and tracks your current order count for the interval; rejected/unsuccessful orders are not guaranteed to have X-MBX-ORDER-COUNT-** headers in the response.

    • Eg. X-MBX-ORDER-COUNT-1S for "orders per 1 second" and X-MBX-ORDER-COUNT-1D for orders per "one day"
  • GET api/v1/depth now supports limit 5000 and 10000; weights are 50 and 100 respectively.

  • GET api/v1/exchangeInfo has a new parameter ocoAllowed.

USER DATA STREAM

  • executionReport event now contains "g" which has the orderListId; it will be set to -1 for non-OCO orders.
  • New Event Type listStatus; listStatus is sent on an update to any OCO order.
  • New Event Type outboundAccountPosition; outboundAccountPosition is sent any time an account's balance changes and contains the assets that could have changed by the event that generated the balance change (a deposit, withdrawal, trade, order placement, or cancellation).

NEW ERRORS

  • -1131 BAD_RECV_WINDOW
    • recvWindow must be less than 60000
  • -1099 Not found, authenticated, or authorized
    • This replaces error code -1999

NEW -2011 ERRORS

  • OCO_BAD_ORDER_PARAMS
    • A parameter for one of the orders is incorrect.
  • OCO_BAD_PRICES
    • The relationship of the prices for the orders is not correct.
  • UNSUPPORTED_ORD_OCO
    • OCO orders are not supported for this symbol.

2019-03-12

Rest API

  • X-MBX-USED-WEIGHT header added to Rest API responses.
  • Retry-After header added to Rest API 418 and 429 responses.
  • When canceling the Rest API can now return errorCode -1013 OR -2011 if the symbol's status isn't TRADING.
  • api/v1/depth no longer has the ignored and empty [].
  • api/v3/myTrades now returns quoteQty; the price * qty of for the trade.

Websocket streams

  • <symbol>@depth and <symbol>@depthX streams no longer have the ignored and empty [].

System improvements

  • Matching Engine stability/reliability improvements.
  • Rest API performance improvements.

2018-11-13

Rest API

  • Can now cancel orders through the Rest API during a trading ban.
  • New filters: PERCENT_PRICE, MARKET_LOT_SIZE, MAX_NUM_ICEBERG_ORDERS.
  • Added RAW_REQUST rate limit. Limits based on the number of requests over X minutes regardless of weight.
  • /api/v3/ticker/price increased to weight of 2 for a no symbol query.
  • /api/v3/ticker/bookTicker increased weight of 2 for a no symbol query.
  • DELETE /api/v3/order will now return an execution report of the final state of the order.
  • MIN_NOTIONAL filter has two new parameters: applyToMarket (whether or not the filter is applied to MARKET orders) and avgPriceMins (the number of minutes over which the price averaged for the notional estimation).
  • intervalNum added to /api/v1/exchangeInfo limits. intervalNum describes the amount of the interval. For example: intervalNum 5, with interval minute, means "every 5 minutes".

Explanation for the average price calculation:

  1. (qty * price) of all trades / numTrades of the trades over previous 5 minutes.

  2. If there is no trade in the last 5 minutes, it takes the first trade that happened outside of the 5min window. For example if the last trade was 20 minutes ago, that trade's price is the 5 min average.

  3. If there is no trade on the symbol, there is no average price and market orders cannot be placed. On a new symbol with applyToMarket enabled on the MIN_NOTIONAL filter, market orders cannot be placed until there is at least 1 trade.

  4. The current average price can be checked here: https://api.binance.com/api/v3/avgPrice?symbol=<symbol> For example: https://api.binance.com/api/v3/avgPrice?symbol=BNBUSDT

User data stream

  • Last quote asset transacted quantity (as variable Y) added to execution reports. Represents the lastPrice * lastQty (L * l).

2018-07-18

Rest API

  • New filter: ICEBERG_PARTS
  • POST api/v3/order new defaults for newOrderRespType. ACK, RESULT, or FULL; MARKET and LIMIT order types default to FULL, all other orders default to ACK.
  • POST api/v3/order RESULT and FULL responses now have cummulativeQuoteQty
  • GET api/v3/openOrders with no symbol weight reduced to 40.
  • GET api/v3/ticker/24hr with no symbol weight reduced to 40.
  • Max amount of trades from GET /api/v1/trades increased to 1000.
  • Max amount of trades from GET /api/v1/historicalTrades increased to 1000.
  • Max amount of aggregate trades from GET /api/v1/aggTrades increased to 1000.
  • Max amount of aggregate trades from GET /api/v1/klines increased to 1000.
  • Rest API Order lookups now return updateTime which represents the last time the order was updated; time is the order creation time.
  • Order lookup endpoints will now return cummulativeQuoteQty. If cummulativeQuoteQty is < 0, it means the data isn't available for this order at this time.
  • REQUESTS rate limit type changed to REQUEST_WEIGHT. This limit was always logically request weight and the previous name for it caused confusion.

User data stream

  • cummulativeQuoteQty field added to order responses and execution reports (as variable Z). Represents the cummulative amount of the quote that has been spent (with a BUY order) or received (with a SELL order). Historical orders will have a value < 0 in this field indicating the data is not available at this time. cummulativeQuoteQty divided by cummulativeQty will give the average price for an order.
  • O (order creation time) added to execution reports

2018-01-23

  • GET /api/v1/historicalTrades weight decreased to 5
  • GET /api/v1/aggTrades weight decreased to 1
  • GET /api/v1/klines weight decreased to 1
  • GET /api/v1/ticker/24hr all symbols weight decreased to number of trading symbols / 2
  • GET /api/v3/allOrders weight decreased to 5
  • GET /api/v3/myTrades weight decreased to 5
  • GET /api/v3/account weight decreased to 5
  • GET /api/v1/depth limit=500 weight decreased to 5
  • GET /api/v1/depth limit=1000 weight decreased to 10
  • -1003 error message updated to direct users to websockets

2018-01-20

  • GET /api/v1/ticker/24hr single symbol weight decreased to 1
  • GET /api/v3/openOrders all symbols weight decreased to number of trading symbols / 2
  • GET /api/v3/allOrders weight decreased to 15
  • GET /api/v3/myTrades weight decreased to 15
  • GET /api/v3/order weight decreased to 1
  • myTrades will now return both sides of a self-trade/wash-trade

2018-01-14

  • GET /api/v1/aggTrades weight changed to 2
  • GET /api/v1/klines weight changed to 2
  • GET /api/v3/order weight changed to 2
  • GET /api/v3/allOrders weight changed to 20
  • GET /api/v3/account weight changed to 20
  • GET /api/v3/myTrades weight changed to 20
  • GET /api/v3/historicalTrades weight changed to 20