Skip to content

altquick-api-offical-docs.md

Latest commit

 

History

History
1292 lines (1101 loc) · 30.8 KB

altquick-api-offical-docs.md

File metadata and controls

1292 lines (1101 loc) · 30.8 KB

If you want to trade on our exchange accountless using market orders, please see our AltQuick.com/swap API: https://altquick.com/swap/api.html

Table of Contents generated with DocToc

Public Rest API for exchange (2019-11-22)

General API Information

  • The base endpoint is: https://altquick.com/
  • All endpoints return either a JSON object or array.
  • Data is returned in descending order. Newest first, oldest last.
  • All time and timestamp related fields are in milliseconds.

HTTP Return Codes

  • HTTP 4XX return codes are used for malformed requests; the issue is on the sender's side.
  • HTTP 429 return code is used when breaking a request rate limit.
  • HTTP 5XX return codes are used for internal errors; the issue is on exchange's side.

Error Codes

  • Any endpoint can return an ERROR

Sample Payload below:

{
  "code": -1104,
  "msg": "Invalid market."
}
  • Specific error codes and messages are defined in Errors Codes.

General Information on Endpoints

  • For GET and POST and DELETE endpoints, parameters must be sent as a query string.
  • Parameters may be sent in any order.

Endpoint security type

  • Each endpoint has a security type that determines the how you will interact with it. This is stated next to the NAME of the endpoint.
    • If no security type is stated, assume the security type is NONE.
  • API-keys are passed into the Rest API via the X-MBX-APIKEY header.
  • API-keys and secret-keys are case sensitive.
  • By default, API-keys can access all secure routes.
Security Type Description
NONE Endpoint can be accessed freely.
TRADE Endpoint requires sending a valid API-Key and signature.
USER_DATA Endpoint requires sending a valid API-Key and signature.
  • TRADE and USER_DATA endpoints are SIGNED endpoints.

SIGNED (TRADE and USER_DATA) Endpoint security

  • SIGNED endpoints require an additional parameter, signature, to be sent in the query string.
  • Endpoints use HMAC SHA256 signatures. The HMAC SHA256 signature is a keyed HMAC SHA256 operation. Use your secretKey as the key and totalParams as the value for the HMAC operation.
  • The signature is not case sensitive.

Timing security

  • A SIGNED endpoint also requires a parameter, timestamp, to be sent which should be the millisecond timestamp of when the request was created and sent.
  • An additional parameter, recvWindow, may be sent to specify the number of milliseconds after timestamp the request is valid for. If recvWindow is not sent, it defaults to 5000.
  • The logic is as follows: 
    if (timestamp < (serverTime + 1000) && (serverTime - timestamp) <= recvWindow) {
  // process request
} else {
  // reject request
}

It is recommended to use a small recvWindow of 5000 or less! The max cannot go beyond 60,000!

SIGNED Endpoint Examples for POST /api/v1/order

Here is a step-by-step example of how to send a vaild signed payload from the Linux command line using echo, openssl, and curl.

Key Value
apiKey vmPUZE6mv9SD5VNHk4HlWFsOr6aKE2zvsw0MuIgwCIPy6utIco14y7Ju91duEh8A
secretKey NhqPtmdSJYdKjVHjA7PZj4Mge3R5YNiP1e3UZjInClVN65XAbvqqM6A7H5fATj0j
Parameter Value
market BTC_CLAM
side buy
type limit
quantity 1
price 0.1
recvWindow 5000
timestamp 1499827319559

Example: Query string request

  • queryString: market=BTC_CLAM&side=buy&type=limit&quantity=1&price=0.1&recvWindow=5000&timestamp=1499827319559

  • HMAC SHA256 signature:

    [linux]$ echo -n "market=BTC_CLAM&side=buy&type=limit&quantity=1&price=0.1&recvWindow=5000&timestamp=1499827319559" | openssl dgst -sha256 -hmac "NhqPtmdSJYdKjVHjA7PZj4Mge3R5YNiP1e3UZjInClVN65XAbvqqM6A7H5fATj0j"
(stdin)= c8db56825ae71d6d79447849e617115f4a920fa2acdcab2b053c4b2838bd6b71

  • curl command:

    (HMAC SHA256)
[linux]$ curl -H "X-MBX-APIKEY: vmPUZE6mv9SD5VNHk4HlWFsOr6aKE2zvsw0MuIgwCIPy6utIco14y7Ju91duEh8A" -X POST 'https://altquick.com/api/v1/order?market=BTC_CLAM&side=buy&type=limit&quantity=1&price=0.1&recvWindow=5000&timestamp=1499827319559&signature=c8db56825ae71d6d79447849e617115f4a920fa2acdcab2b053c4b2838bd6b71'

Public API Endpoints

Terminology

  • base symbol refers to the symbol that is the quantity of a market.
  • quote symbol refers to the symbol that is the price of a market.

Order status (status):

  • new
  • partial
  • filled
  • canceled
  • rejected
  • booked

Order types (orderTypes, type):

  • limit
  • market

Order side (side):

  • buy
  • sell

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
  • 7d
  • 1M

Rate limit intervals (interval)

  • SECOND
  • MINUTE
  • DAY

General endpoints

Test connectivity

GET /api/v1/ping

Test connectivity to the Rest API.

Parameters: NONE

Response:

{}

Check server time

GET /api/v1/time

Test connectivity to the Rest API and get the current server time.

Parameters: NONE

Response:

{
    "timezone": "UTC"
    "serverTime": 1573509210273
}

Exchange information

GET /api/v1/exchangeInfo

Current exchange trading rules and market information

Parameters: NONE

Response:

{
    "timezone": "UTC"m
    "serverTime": 1573509098104, 
    "exchangeFilters": [
        {
            "filterType": "MAX_NUM_ORDERS",
            "maxNumOrders": 100
        },
        {
            "filterType": "EXCHANGE_MAX_NUM_ORDERS",
            "maxNumOrdersExchange": 1000
        }
    ],
    "markets": [
        {
            "id": 1,
            "quote": "BTC",
            "base": "CLAM",
            "basePrecision": 2,
            "quotePrecision": 6,
            "orderTypes": [
                "limit"
            ],
            "filters": [
                {
                    "filterType": "PRICE_FILTER",
                    "minPrice": "0.00000100",
                    "maxPrice": "10000.00000000",
                    "tickSize": "0.00000100"
                },
                {
                    "filterType": "LOT_SIZE",
                    "minQty": "0.01000000",
                    "maxQty": "100000.00000000",
                    "stepSize": "0.01000000"
                }
            ]
        }
    ]
}

Market Data endpoints

Order book

GET /api/v1/depth
Limit Weight
5, 10, 20, 50, 100 1
500 5
1000 10
5000 50

Parameters:

Name Type Mandatory Description
market STRING YES
limit INT NO Default 100; max 5000. Valid limits:[5, 10, 20, 50, 100, 500, 1000, 5000]

Response:

{
    "bids": [
        {
            "price": "0.0012",
            "quantity": "10.0000"
        },
    "asks": [
        {
            "price": "0.0013",
            "quantity": "10.0000"
        }
    ],
    "sequence": 15
}

Recent trades list

GET /api/v1/trades

Get recent trades (up to last 500).

Parameters:

Name Type Mandatory Description
market STRING YES
limit INT NO Default 500; max 1000.

Response:

[
    {
        "id": 3,
        "market": "BTC_ETH",
        "side": "sell",
        "quantity": "10.00000000",
        "price": "0.00400000",
        "timestamp": 1573500901940
    }
]

Kline/Candlestick data

GET /api/v1/klines

Kline/candlestick bars for a market. Klines are uniquely identified by their open time.

Parameters:

Name Type Mandatory Description
market STRING YES
interval ENUM YES
startTime LONG NO
endTime LONG NO
limit INT NO Default 500; max 1000.
  • If startTime and endTime are not sent, the most recent klines are returned.

Response:

[
  [
    1573246800000,      // Open time
    "0.0013",           // Open
    "0.0013",           // High
    "0.0013",           // Low
    "0.0013",           // Close
    "20.0000",          // Volume
    1573257600000,      // Close time
    2,                  // Number of trades
  ]
]

24hr ticker price change statistics

GET /api/v1/ticker/24hr

24 hour rolling window price change statistics.

Parameters:

Name Type Mandatory Description
market STRING NO
  • If the market is not sent, tickers for all markets will be returned in an array.

Response:

 {
    "market": "BTC_CLAM",
    "priceChange": "0.000000",
    "priceChangePercent": "0",
    "weightedAvgPrice": "0.000000",
    "prevClosePrice": "0.000000",
    "lastPrice": "0.000110",
    "lastQty": "0.00",
    "bidPrice": "0.000100",
    "askPrice": "0.000120",
    "openPrice": "0.000110",
    "highPrice": "0.000000",
    "lowPrice": "0.000000",
    "volume": "0.00",
    "quoteVolume": "0.00000000",
    "count": 0,
    "openTime": "2019-11-06T00:00:00Z",
    "closeTime": "2019-11-07T00:00:00Z"
}

OR

[
    {
        "market": "BTC_CLAM",
        "priceChange": "0.000000",
        "priceChangePercent": "0",
        "weightedAvgPrice": "0.000000",
        "prevClosePrice": "0.000000",
        "lastPrice": "0.000110",
        "lastQty": "0.00",
        "bidPrice": "0.000100",
        "askPrice": "0.000120",
        "openPrice": "0.000110",
        "highPrice": "0.000000",
        "lowPrice": "0.000000",
        "volume": "0.00",
        "quoteVolume": "0.00000000",
        "count": 0,
        "openTime": "2019-11-06T00:00:00Z",
        "closeTime": "2019-11-07T00:00:00Z"
    }
]

Market price ticker

GET /api/v1/ticker/price

Latest price for a market or markets.

Parameters:

Name Type Mandatory Description
market STRING NO
  • If the market is not sent, prices for all markets will be returned in an array.

Response:

{
    "market": "BTC_CLAM",
    "price": "0.000110"
}

OR

[
    {
        "market": "BTC_CLAM",
        "price": "0.000110"
    },
    {
        "market": "BTC_ETH",
        "price": "0.0040"
    }
]

Market order book ticker

GET /api/v1/ticker/bookTicker

Best price/qty on the order book for a market or markets.

Parameters:

Name Type Mandatory Description
market STRING NO
  • If the market is not sent, bookTickers for all markets will be returned in an array.

Response:

{
  "market": "BTC_CLAM",
  "bidPrice": "4.00000000",
  "bidQty": "431.00000000",
  "askPrice": "4.00000200",
  "askQty": "9.00000000"
}

OR

[
  {
    "market": "BTC_CLAM",
    "bidPrice": "4.00000000",
    "bidQty": "431.00000000",
    "askPrice": "4.00000200",
    "askQty": "9.00000000"
  },
  {
    "market": "BTC_LTC",
    "bidPrice": "0.07946700",
    "bidQty": "9.00000000",
    "askPrice": "100000.00000000",
    "askQty": "1000.00000000"
  }
]

Account endpoints

New order (TRADE)

POST /api/v1/order  (HMAC SHA256)

Send in a new order.

Parameters:

Name Type Mandatory Description
market STRING YES
side ENUM YES
type ENUM YES
quantity DECIMAL YES
price DECIMAL NO
recvWindow LONG NO The value cannot be greater than 60000
timestamp LONG YES

Additional mandatory parameters based on type:

Type Additional mandatory parameters
LIMIT quantity, price
MARKET quantity ( qty in base symbol for sell, quote symbol for buy)

Response:

{
  "order_id": "72253ef2-abf1-4078-8375-c6ee690ec406',
  "user_id": "ca41eaeb-21af-4918-9131-91d19ba2a87a',
  "price": "0.00000100",
  "quantity": "2.00000000",
  "market": "BTC_CLAM",
  "side": "sell",
  "order_type": "market",
  "order_state": "filled",
  "trades":
   [ { "order_id": "72253ef2-abf1-4078-8375-c6ee690ec406",
       "user_id": "c1932526-8885-45af-a91a-c35aa4a2caf7",
       "trade_id": 9086,
       "market": "BTC_CLAM",
       "side": "sell",
       "price": "0.00011000",
       "quantity": "0.91000000",
       "maker": false,
       "total": "0.00010010",
       "commission": "0.00000051",
       "commission_asset": "BTC",
       "date": "2019-11-21T18:25:38.780258882Z" },
     { "order_id": "72253ef2-abf1-4078-8375-c6ee690ec406",
       "user_id": "c1932526-8885-45af-a91a-c35aa4a2caf7",
       "trade_id": 9087,
       "market": "BTC_CLAM",
       "side": "sell",
       "price": "0.00011000",
       "quantity": "1.09000000",
       "maker": false,
       "total": "0.00011990",
       "commission": "0.00000060",
       "commission_asset": "BTC",
       "date": "2019-11-21T18:25:38.819797122Z" } 
    ]
}

Query order (USER_DATA)

GET /api/v1/order (HMAC SHA256)

Check an order's status.

Parameters:

Name Type Mandatory Description
market STRING YES
orderID LONG NO
recvWindow LONG NO The value cannot be greater than 60000
timestamp LONG YES

Notes:

  • Either orderID or origClientOrderID must be sent.

Response:

{
  "order_id": "72253ef2-abf1-4078-8375-c6ee690ec406',
  "user_id": "ca41eaeb-21af-4918-9131-91d19ba2a87a',
  "price": "0.00000100",
  "quantity": "2.00000000",
  "market": "BTC_CLAM",
  "side": "sell",
  "order_type": "market",
  "order_state": "filled",
}

Cancel order (TRADE)

DELETE /api/v1/order  (HMAC SHA256)

Cancel an active order.

Parameters:

Name Type Mandatory Description
market STRING YES
orderID LONG NO
recvWindow LONG NO The value cannot be greater than 60000
timestamp LONG YES

Either orderID or origClientOrderID must be sent.

Response:

{
  "order_id": "72253ef2-abf1-4078-8375-c6ee690ec406',
  "user_id": "ca41eaeb-21af-4918-9131-91d19ba2a87a',
  "price": "0.00110000",
  "quantity": "2.00000000",
  "market": "BTC_CLAM",
  "remaining": "2.00000000",
  "side": "sell",
  "order_type": "limit",
  "order_state": "cancelled",
}

Current open orders (USER_DATA)

GET /api/v1/openOrders  (HMAC SHA256)

Get all open orders on a market.

Parameters:

Name Type Mandatory Description
market STRING YES
recvWindow LONG NO The value cannot be greater than 60000
timestamp LONG YES

Response:

[
    { 
        "order_id": "72253ef2-abf1-4078-8375-c6ee690ec406",
        "user_id": "ca41eaeb-21af-4918-9131-91d19ba2a87a",
        "price": "0.00110000",
        "quantity": "10.00000000",
        "market": "BTC_ETH",
        "side": "buy",
        "remaining": "10.00000000",
        "order_type": "limit",
        "order_state": "booked",
        "created_at": "2019-11-08T19:44:06.981056Z" 
    }
]

All orders (USER_DATA)

GET /api/v1/allOrders (HMAC SHA256)

Get all account orders; active, canceled, or filled.

Parameters:

Name Type Mandatory Description
market STRING YES
orderID LONG NO
startTime LONG NO
endTime LONG NO
limit INT NO Default 500; max 1000.
recvWindow LONG NO The value cannot be greater than 60000
timestamp LONG YES

Notes:

  • If orderID is set, it will get orders >= that orderID. Otherwise most recent orders are returned.

Response:

[
    {
       "order_id": "72253ef2-abf1-4078-8375-c6ee690ec406",
        "user_id": "ca41eaeb-21af-4918-9131-91d19ba2a87a",
        "price": "0.00110000",
        "quantity": "10.00000000",
        "market": "BTC_ETH",
        "side": "buy",
        "remaining": "10.00000000",
        "order_type": "limit",
        "order_state": "booked",
        "created_at": "2019-11-08T19:44:06.981056Z" 
    }
]

Account information (USER_DATA)

GET /api/v1/account (HMAC SHA256)

Get current account information.

Parameters:

Name Type Mandatory Description
recvWindow LONG NO The value cannot be greater than 60000
timestamp LONG YES

Response:

{ balances:
    canTrade: false,
    canWithdraw: false,
    [ 
        { 
            "asset": "BTC",
            "free": "999.80160609",
            "pending": "0.00000000",
            "locked": "0.04140000" 
        },
        { 
            "asset": "CLAM",
            "free": "998.88888890",
            "pending": "0.00000000",
            "locked": "0.00000000" 
        }
    ]
}

Withdraw (USER_DATA)

POST /api/v1/withdraw  (HMAC SHA256)

Request a withdraw for a specific market.

Parameters:

Name Type Mandatory Description
asset STRING YES
destination string NO
quantity DECIMAL NO
recvWindow LONG NO The value cannot be greater than 60000
timestamp LONG YES

Response:

[
  {
    "id": 28457,
    "user_id": "ca41eaeb-21af-4918-9131-91d19ba2a87a",
    "symbol": "CLAM",
    "destination": "xX3gahy5kjozWwaPKViDDiF4vkGfUhMiyU",
    "amount": "10.0000",
    "txid": "e3748cbc9bd38edbd1a63d6c2f3f6044e9294bbdebaab2a2d416e1a78abf1030",
    "state": "complete",
    "complete": true,
    "fee": "0.00100000",
  }
]

Account trade list (USER_DATA)

GET /api/v1/myTrades  (HMAC SHA256)

Get trades for a specific account and market.

Parameters:

Name Type Mandatory Description
market STRING YES
startTime LONG NO
endTime LONG NO
fromId LONG NO TradeId to fetch from. Default gets most recent trades.
limit INT NO Default 500; max 1000.
recvWindow LONG NO The value cannot be greater than 60000
timestamp LONG YES

Notes:

  • If fromId is set, it will get orders >= that fromId. Otherwise most recent orders are returned.

Response:

[ 
    { 
        "order_id": "9574c6c5-cd3d-41d3-88b5-abfa836ac111",
        "user_id": "ca41eaeb-21af-4918-9131-91d19ba2a87a",
        "trade_id": 3,
        "market": "BTC_ETH",
        "side": "buy",
        "price": "0.00400000",
        "quantity": "10.00000000",
        "maker": true,
        "total": "0.04000000",
        "commission": "0.05000000",
        "commission_asset": "ETH",
        "date": "2019-11-11T19:35:01.897252Z" 
    }
]

Deposit history (USER_DATA)

GET /api/v1/depositHistory  (HMAC SHA256)

Get deposits for a specific account and market.

Parameters:

Name Type Mandatory Description
asset STRING NO
startTime LONG NO
endTime LONG NO
limit INT NO Default 500; max 1000.
recvWindow LONG NO The value cannot be greater than 60000
timestamp LONG YES

Response:

[
    { 
        "user_id": "ca41eaeb-21af-4918-9131-91d19ba2a87a",
        "symbol": "CLAM",
        "address": "xLpyii7piMV6Y4jx1UKr5QfxyswkALniD3",
        "amount": "0.01",
        "txid": "00bbfec31dc6f2c0ff917524768786258bb057c471a536eaa960999c4e334c26",
        "confirmations": 30,
        "confirmed": true,
        "complete": false,
        "state": "complete",
        "created_at": 1571159819902,
        "updated_at": 1571161613058 
    }
]

Withdraw history (USER_DATA)

GET /api/v1/withdrawHistory  (HMAC SHA256)

Get withdrawals for a specific account and symbol.

Parameters:

Name Type Mandatory Description
asset STRING YES
startTime LONG NO
endTime LONG NO
limit INT NO Default 500; max 1000.
recvWindow LONG NO The value cannot be greater than 60000
timestamp LONG YES

Response:

[
    { 
        "id": 52,
        "user_id": "ca41eaeb-21af-4918-9131-91d19ba2a87a",
        "symbol": "CLAM",
        "destination": "x9Ph1xyrN7z4vfzYuNCdujgrX2Ly2SQsPs",
        "amount": "10.00100000",
        "txid": "6d5069d30a87bcd4c7631890e20375119444adcb52b97bb77a8183fe960e437a",
        "state": "complete",
        "fee": "0.00100000",
        "complete": true,
        "failed": false,
        "cancelled": false,
        "rejected": false,
        "reject_reason": "",
        "updated_at": 1572482164000
     }
]

Deposit address (USER_DATA)

GET /api/v1/deposit  (HMAC SHA256)

Get current account deposit address(s) for a specific symbol or all if no symbol given.

Parameters:

Name Type Mandatory Description
symbol STRING NO
recvWindow LONG NO The value cannot be greater than 60000
timestamp LONG YES

Response:

[
    { 
        address: 'xLpyii7piMV6Y4jx1UKr5QfxyswkALniD3',
        symbol: 'CLAM' 
    }
]

New deposit address (USER_DATA)

POST /api/v1/deposit  (HMAC SHA256)

Get new deposit address for a specific symbol.

Parameters:

Name Type Mandatory Description
symbol STRING NO
recvWindow LONG NO The value cannot be greater than 60000
timestamp LONG YES

Response:

[
  {
        "address": "xLpyii7piMV6Y4jx1UKr5QfxyswkALniD3",
        "symbol": "CLAM"
  }
]

Api v2

Markets

GET /api/v2/markets

The markets (summary) endpoint is to provide an overview of market data for all tickers and all market pairs on the exchange.

Parameters: NONE

Response:

{
  "BTC_42":
  {
    "trading_pairs":"BTC_42",
    "base_currency":"42",
    "quote_currency":"BTC",
    "last_price":"1.15",
    "lowest_ask":"1.90",
    "highest_bid":"1.45",
    "price_change_percent_24h":"0",
    "base_volume":"0.000000",
    "quote_volume":"0.00000000",
    "highest_price_24h":"0.00",
    "lowest_price_24h":"0.00"
    },
  "BTC_AVAX":
  {
    "trading_pairs":"BTC_AVAX",
    "base_currency":"AVAX",
    "quote_currency":"BTC",
    "last_price":"0.0007",
    "lowest_ask":"0.0008",
    "highest_bid":"0.0007",
    "price_change_percent_24h":"0",
    "base_volume":"0.0000",
    "quote_volume":"0.00000000",
    "highest_price_24h":"0.0000",
    "lowest_price_24h":"0.0000"
  },
  ...
}

Assets

GET /api/v2/assets

The assets endpoint is to provide a detailed summary for each currency available on the exchange.

Parameters: NONE

Response:

{
   "42":{
      "name":"42-coin",
      "unified_cryptoasset_id":93,
      "can_withdraw":"true",
      "can_deposit":"true",
      "min_withdraw":"0.00001001",
      "max_withdraw":"0.40423208",
      "maker_fee":"0.002",
      "taker_fee":"0.002"
   },
   "AVAX":{
      "name":"Avalanche",
      "unified_cryptoasset_id":5805,
      "can_withdraw":"true",
      "can_deposit":"true",
      "min_withdraw":"0.01100000",
      "max_withdraw":"47.04644921",
      "maker_fee":"0.002",
      "taker_fee":"0.002"
   },
   ...
}

Ticker

GET /api/v2/ticker

The ticker endpoint is to provide a 24-hour pricing and volume summary for each market pair available on the exchange.

Parameters: NONE

Response:

{
   "BTC_42":{
      "base_id":93,
      "quote_id":1,
      "last_price":"1.15",
      "base_volume":"0.000000",
      "quote_volume":"0.00000000",
      "isFrozen":"false"
   },
   "BTC_AVAX":{
      "base_id":5805,
      "quote_id":1,
      "last_price":"0.0007",
      "base_volume":"0.0000",
      "quote_volume":"0.00000000",
      "isFrozen":"false"
   },
   ...
}

Orderbook

GET /api/v2/orderbook/{MARKET_PAIR}

The order book endpoint is to provide a complete level 2 order book (arranged by best asks/bids) with full depth returned for a given market pair.

Parameters:

Name Type Mandatory Description
level LONG NO Level 1 – Only the best bid and ask. Level 2 – Arranged by best bids and asks.
depth LONG NO Not defined or 0 = full order book

Response:

{
   "timestamp": "1671507684",
   "bids": [
     [
       "0.000003",
       "24110.05"
     ],
     [
       "0.000002",
       "92525.05"
     ],
     ...
   ],
   "asks": [
     [
       "0.000004",
       "658.37"
     ],
     [
       "0.000005",
       "8781.73"
     ],
     ...
   ]
}

Trades

GET /api/v2/trades/{MARKET_PAIR}

The trades endpoint is to return data on all recently completed trades for a given market pair.

Parameters: NONE

Response:

[
   {
     "trade_id": 20690,
     "price": "0.00000400",
     "base_volume": "0.00007200",
     "quote_volume": "0.00000018",
     "timestamp": 1671502762894,
     "type": "buy"
   },
   {
     "trade_id": 20689,
     "price": "0.00000400",
     "base_volume": "0.00011200",
     "quote_volume": "0.00000028",
     "timestamp": 1671484043527,
     "type": "buy"
   },
   ...  
]

Filters

Filters define trading rules on a market or an exchange. Filters come in two forms: market filters and exchange filters.

Market filters

PRICE_FILTER

The PRICE_FILTER defines the price rules for a market. There are 3 parts:

  • minPrice defines the minimum price allowed; disabled on minPrice == 0.
  • maxPrice defines the maximum price allowed; disabled on maxPrice == 0.
  • tickSize defines the intervals that a price can be increased/decreased by; disabled on tickSize == 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 of the enabled rules:

  • price >= minPrice
  • price <= maxPrice
  • (price-minPrice) % tickSize == 0

/exchangeInfo format:

{
  "filterType": "PRICE_FILTER",
  "minPrice": "0.00000100",
  "maxPrice": "100000.00000000",
  "tickSize": "0.00000100"
}

LOT_SIZE

The LOT_SIZE filter defines the quantity (aka "lots" in auction terms) rules for a market. There are 3 parts:

  • minQty defines the minimum quantity allowed.
  • maxQty defines the maximum quantityallowed.
  • stepSize defines the intervals that a quantity 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

/exchangeInfo format:

{
  "filterType": "LOT_SIZE",
  "minQty": "0.00100000",
  "maxQty": "100000.00000000",
  "stepSize": "0.00100000"
}

MARKET_QUANTITY_INPUT

The MARKET_QUANTITY_INPUT filter defines the symbol used for quantity input when making a market order on the given order side. Any market orders submitted quantity will be assumed to be in the symbol defined in the MARKET_QUANTITY_INPUT filter.

/exchangeInfo format:

{
  "filterType": "MARKET_QUANTITY_INPUT",
  "buy": "quote",
  "sell": "base",
}

MAX_NUM_ORDERS

The MAX_NUM_ORDERS filter defines the maximum number of orders an account is allowed to have open on a market. Note that both "algo" orders and normal orders are counted for this filter.

/exchangeInfo format:

{
  "filterType": "MAX_NUM_ORDERS",
  "limit": 25
}

MIN_ORDER_SIZE

The MIN_ORDER_SIZE filter defines the minimum value allowed for an order on a market. An order's value is the price * quantity.

/exchangeInfo format:

{
  "filterType": "MIN_NOTIONAL",
  "minNotional": "0.00001000",
}

Exchange Filters

EXCHANGE_MAX_NUM_ORDERS

The MAX_NUM_ORDERS filter defines the maximum number of orders an account is allowed to have open on the exchange. Note that both "algo" orders and normal orders are counted for this filter.

/exchangeInfo format:

{
  "filterType": "EXCHANGE_MAX_NUM_ORDERS",
  "maxNumOrders": 1000
}