Skip to content

Latest commit

 

History

History
731 lines (545 loc) · 31.1 KB

README.md

File metadata and controls

731 lines (545 loc) · 31.1 KB
Raw

Basic Information

API Basic Information

  • baseurl https://fapi.bitrue.com
  • All endpoints return either a JSON object or array.
  • Data is returned in Reverse order. newest first, oldest last.
  • All time and timestamp related fields are in milliseconds.

HTTP Error 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 418 return code is used when an IP has been auto-banned for continuing to send requests after receiving 429 codes.
  • HTTP 5XX return codes are used for internal errors
  • HTTP 504 return code is used when the API successfully sent the message but not get a response within the timeout period. It is important to NOT treat this as a failure operation; the execution status is UNKNOWN and could have been a success.
  • All endpoints can possibly return an ERROR, the error payload is as follows:
{
  "code": -1121,
  "msg": "Invalid symbol."
}

General Information

  • All requests are based on the Https protocol, and the Content-Type in the request header information needs to be uniformly set to:'application/json'
  • For the interface of the GET method, the parameters must be sent in the query string
  • The interface of the POST method, the parameters must be sent in the request body
  • Parameters may be sent in any order.

LIMITS

  • There will be a limited frequency description below each interface.
  • A 429 will be returned when either rate limit is violated.
  • A 429 will be returned when either rate limit is violated.

Endpoint Security Type

  • Each endpoint has a security type that determines the how you will interact with it.
  • API-keys are passed into the Rest API via the X-CH-APIKEY header.
  • API-keys and secret-keys are case sensitive.
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.
USER_STREAM Endpoint requires sending a valid API-Key.
MARKET_DATA Endpoint requires sending a valid API-Key.

SIGNED (TRADE and USER_DATA) endpoint security

  • When calling the TRADE or USER_DATA interface, the signature parameter should be passed in the X-CH-SIGN field in the HTTP header.
  • The signature uses the HMAC SHA256 algorithm. The API-Secret corresponding to the API-KEY is used as the HMAC SHA256 key.
  • The request header of X-CH-SIGN is based on timestamp + method + requestPath + body string (+ means string connection) as the operation object
  • The value of timestamp is the same as the X-CH-TS request header, method is the request method, and the letters are all uppercase: GET/POST
  • requestPath is the request interface path For example: /sapi/v1/order
  • body is the string of the request body (post only)
  • The signature is not case sensitive

Timing Security

  • The signature interface needs to pass the timestamp in the X-CH-TS field in the HTTP header, and its value should be the unix timestamp of the request sending time e.g. 1528394129373
  • 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.
  • In addition, if the server calculates that the client's timestamp is more than one second ‘in the future’ of the server’s time, it will also reject the request.
  • The logic is as follows:
if (timestamp < (serverTime + 1000) && (serverTime - timestamp) <= recvWindow) {
  // process request
} else {
  // reject request
}

  • Serious trading is about timing. Networks can be unstable and unreliable, which can lead to requests taking varying amounts of time to reach the servers. With recvWindow, you can specify that the request must be processed within a certain number of milliseconds or be rejected by the server.

  • It recommended to use a small recvWindow of 5000 or less!

SIGNED Endpoint Examples for POST /sapi/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 vmPUZE6mv9SD5V5e14y7Ju91duEh8A
secretKey 902ae3cb34ecee2779aa4d3e1d226686
Parameter Value
symbol BTCUSDT
side BUY
type LIMIT
volume 1
price 9300

Signature example

  • body:
{"symbol":"BTCUSDT","price":"9300","volume":"1","side":"BUY","type":"LIMIT"}
  • HMAC SHA256 Signature:
[linux]$ echo -n "1588591856950POST/sapi/v1/order/test{\"symbol\":\"BTCUSDT\",\"price\":\"9300\",\"volume\":\"1\",\"side\":\"BUY\",\"type\":\"LIMIT\"}" | openssl dgst -sha256 -hmac "902ae3cb34ecee2779aa4d3e1d226686"
(stdin)= c50d0a74bb9427a9a03933d0eded03af9bf50115dc5b706882a4fcf07a26b761
  • Curl command :
  [linux]$ curl -H "X-CH-APIKEY: c3b165fd5218cdd2c2874c65da468b1e" -H "X-CH-SIGN: c50d0a74bb9427a9a03933d0eded03af9bf50115dc5b706882a4fcf07a26b761" -H "X-CH-TS: 1588591856950" -H "Content-Type:application/json" -X POST 'http://localhost:30000/sapi/v1/order/test' -d '{"symbol":"BTCUSDT","price":"9300","quantity":"1","side":"BUY","type":"LIMIT"}'

public API

Security: None

Endpoints under Public section can be accessed freely without requiring any API-key or signature

/dapi/v1/ping

This endpoint checks connectivity to the host

parameters
response
{}

/dapi/v1/time

Security: None Endpoints under Public section can be accessed freely without requiring any API-key or signature

This endpoint check server Time

parameters
response
{
    "serverTime":1607702400000,
    "timezone":"Chinese standard time"
}
name type example description
serverTime long 1607702400000 server timestamp
timezone string China standard time server time zone

/dapi/v1/contracts

Security: None Endpoints under Public section can be accessed freely without requiring any API-key or signature

This endpoint check server Time

parameters
response
[
    {
        "symbol": "H-HT-USD",
        "pricePrecision": 8,
        "side": 1,
        "maxMarketVolume": 100000,
        "multiplier": 6,
        "minOrderVolume": 1,
        "maxMarketMoney": 10000000,
        "type": "H",
        "maxLimitVolume": 1000000,
        "maxValidOrder": 20,
        "multiplierCoin": "HT",
        "minOrderMoney": 0.001,
        "maxLimitMoney": 1000000,
        "status": 1
    }
]
name type example description
symbol string E-BTC-USD Contract name
status number 1 status (0:cannot trade, 1:can trade)
type string S contract type, E: perpetual contract, S: test contract, others are mixed contract
side number 0 Contract direction(backwards：0，1：forward)
multiplier number 0.5 Contract face value
multiplierCoin string USD Contract face value unit
pricePrecision number 4 Precision of the price
minOrderVolume number 10 Minimum order volume
minOrderMoney number 10 Minimum order value
maxMarketVolume number 100000 Market price order maximum volume
maxMarketMoney number 100000 Market price order maximum value
maxLimitVolume number 100000 Limit price order maximum volume
maxValidOrder number 100000 Maximum valid order quantity

Market

Security: None

Market section can be accessed freely without requiring any API-key or signature.

/dapi/v1/depth

Market depth data

Parameters
name type memo
limit integer Default 100, Max 100
Contract name string Contract Name E.g. E-BTC-USD
Response
{
  "bids": [
    [
      "3.90000000",   // price
      "431.00000000"  // quantity
    ],
    [
      "4.00000000",
      "431.00000000"
    ]
  ],
  "asks": [
    [
      "4.00000200",  // price
      "12.00000000"  // quantity
    ],
    [
      "5.10000000",
      "28.00000000"
    ]
  ]
}
name type example description
time long 1595563624731 Current Timestamp (ms)
bids list Look below Order book purchase info
asks list Look below Order book selling info

The fields bids and asks are lists of order book price level entries, sorted from best to worst.

name type example description
' ' float 131.1 price level
' ' float 2.3 Total order quantity for this price level

/dapi/v1/ticker

24 hour price change statistics

Parameters
name type memo
Contract name string Contract Name E.g. E-BTC-USD
Response
{
    "high": "9279.0301",
    "vol": "1302",
    "last": "9200",
    "low": "9279.0301",
    "rose": "0",
    "time": 1595563624731
}
name type example description
time long 1595563624731 Open time
high float 9900 Higher price
low float 8800.34 Lower price
last float 8900 Newest price
vol float 4999 Trade volume
rose string +0.5 Price variation

/dapi/v1/klines

kline/charts data

Parameters
name type memo
contractName string Contract Name E.g. E-BTC-USD
interval string identifies the sent value as: 1min,5min,15min,30min,1h,1day,1week,1month
limit integer Default 100, Max 300
Response
[
    {
        "high": "6228.77",
        "vol": "111",
        "low": "6228.77",
        "idx": 1594640340,
        "close": "6228.77",
        "open": "6228.77"
    },
    {
        "high": "6228.77",
        "vol": "222",
        "low": "6228.77",
        "idx": 1587632160,
        "close": "6228.77",
        "open": "6228.77"
    },
    {
        "high": "6228.77",
        "vol": "333",
        "low": "6228.77",
        "idx": 1587632100,
        "close": "6228.77",
        "open": "6228.77"
    }
]
name type example description
idx long 1595563624731 Start timestamp(ms)
high float 9900 Higher price
low float 8800.34 Lower price
close float 8900 close price
vol float 4999 Trade volume

Trading

Security: TRADE​

All interfaces under the transaction require signature and API-key verification​​

/dapi/v1/order (POST)

Creation of single new orders

Parameters
  • Header:
name type memo
X-CH-TS string Time stamp
X-CH-APIKEY string Your API-key
X-CH-SIGN string Signature
  • Body:
name type memo
volume number Order quantity
price number Order price
contractName string Contract name E.g. E-BTC-USD
type string Order type, LIMIT/MARKET
side string trade direction, BUY/SELL
open string Open balancing direction, OPEN/CLOSE
positionType number Hold-up position, 1 full position, 2 restrictive position
clientOrderId string Client order identity, a string with length less than 32 bit
timeInForce string LMIT, MARKET, IOC, FOK, POST_ONLY
Response:
{
    "orderId": 256609229205684228
}

/dapi/v1/cancel (POST)

Cancel order Speed limit rules: 20 times/ 2 seconds

Parameters
  • Header:
name type memo
X-CH-TS string Time stamp
X-CH-APIKEY string Your API-key
X-CH-SIGN string Signature
  • Body:
name type memo
contractName string Contract name E.g. E-BTC-USD
orderId string order id
Response:
{
    "orderId": 256609229205684228
}

/dapi/v1/openOrders (GET)

open orders

Speed limit rules: Obtain open contract, the user's current order

Parameters
  • Header:
name type memo
X-CH-TS string Time stamp
X-CH-APIKEY string Your API-key
X-CH-SIGN string Signature
  • Query:
name type memo
contractName string Contract name E.g. E-BTC-USD
Response:
[
    {
       "side": "BUY",
       "executedQty": 0,
       "orderId": 259396989397942275,
       "price": 10000.0000000000000000,
       "origQty": 1.0000000000000000,
       "avgPrice": 0E-8,
       "transactTime": "1607702400000",
       "action": "OPEN",
       "contractName": "E-BTC-USD ",
       "type": "LIMIT",
       "status": "INIT"
    }
]
name type example description
orderId long 150695552109032492 Order ID（system generated）
contractName string E-BTC-USD Contract Name
price float 4765.29 Order price
origQty float 1.01 Order quantity
executedQty float 1.01 Filled orders quantity
avgPrice float 4754.24 Filled orders average price
type string LIMIT Order type. Possible values can only be:LIMIT(limit price) andMARKET（market price）
side string BUY Order direction. Possible values can only be：BUY（buy long）and SELL（sell short）
status string NEW Order status. Possible values are：NEW(new order，not filled)、PARTIALLY_FILLED（partially filled）、FILLED（fully filled）、CANCELLED（already cancelled）andREJECTED（order rejected）
action string OPEN OPEN/CLOSE
transactTime long 1607702400000 Order creation time

/dapi/v1/order (GET)

Order details

Parameters
  • Header:
name type memo
X-CH-TS string Time stamp
X-CH-APIKEY string Your API-key
X-CH-SIGN string Signature
  • Query:
name type memo
contractName string Contract name E.g. E-BTC-USD
orderId string Order ID
Response:
[
    {
       "side": "BUY",
       "executedQty": 0,
       "orderId": 259396989397942275,
       "price": 10000.0000000000000000,
       "origQty": 1.0000000000000000,
       "avgPrice": 0E-8,
       "transactTime": "1607702400000",
       "action": "OPEN",
       "contractName": "E-BTC-USD ",
       "type": "LIMIT",
       "status": "INIT"
    }
]
name type example description
orderId long 150695552109032492 Order ID（system generated）
contractName string E-BTC-USD Contract Name
price float 4765.29 Order price
origQty float 1.01 Order quantity
executedQty float 1.01 Filled orders quantity
avgPrice float 4754.24 Filled orders average price
type string LIMIT Order type. Possible values can only be:LIMIT(limit price) andMARKET（market price）
side string BUY Order direction. Possible values can only be：BUY（buy long）and SELL（sell short）
status string NEW Order status. Possible values are：NEW(new order，not filled)、PARTIALLY_FILLED（partially filled）、FILLED（fully filled）、CANCELLED（already cancelled）andREJECTED（order rejected）
action string OPEN OPEN/CLOSE
transactTime long 1607702400000 Order creation time

Account

Security: USER_DATA​

All interfaces under the account require signature and API-key verification​​

/dapi/v1/account (GET)

account info

Speed limit rules: 20 times/2s

Parameters
  • Header:
name type memo
X-CH-TS string Time stamp
X-CH-APIKEY string Your API-key
X-CH-SIGN string Signature
Response:
{
    "account": [
        {
            "marginCoin": "USDT",
            "accountNormal": 999.5606,
            "accountLock": 23799.5017,
            "partPositionNormal": 9110.7294,
            "totalPositionNormal": 0,
            "achievedAmount": 4156.5072,
            "unrealizedAmount": 650.6385,
            "totalMarginRate": 0,
            "totalEquity": 99964804.560,
            "partEquity": 13917.8753,
            "totalCost": 0,
            "sumMarginRate": 873.4608,
            "positionVos": [
                {
                    "contractId": 1,
                    "contractName": "E-BTC-USD ",
                    "contractSymbol": "BTC-USDT",
                    "positions": [
                        {
                            "id": 13603,
                            "uid": 10023,
                            "contractId": 1,
                            "positionType": 2,
                            "side": "BUY",
                            "volume": 69642.0,
                            "openPrice": 11840.2394,
                            "avgPrice": 11840.3095,
                            "closePrice": 12155.3005,
                            "leverageLevel": 24,
                            "holdAmount": 7014.2111,
                            "closeVolume": 40502.0,
                            "pendingCloseVolume": 0,
                            "realizedAmount": 8115.9125,
                            "historyRealizedAmount": 1865.3985,
                            "tradeFee": -432.0072,
                            "capitalFee": 2891.2281,
                            "closeProfit": 8117.6903,
                            "shareAmount": 0.1112,
                            "freezeLock": 0,
                            "status": 1,
                            "ctime": "2020-12-11T17:42:10",
                            "mtime": "2020-12-18T20:35:43",
                            "brokerId": 21,
                            "marginRate": 0.2097,
                            "reducePrice": 9740.8083,
                            "returnRate": 0.3086,
                            "unRealizedAmount": 2164.5289,
                            "openRealizedAmount": 2165.0173,
                            "positionBalance": 82458.2839,
                            "settleProfit": 0.4883,
                            "indexPrice": 12151.1175,
                            "keepRate": 0.005,
                            "maxFeeRate": 0.0025
                        }
                    ]
                }
            ]
        }
    ]
}
name type description
account [] Balance collection

account field:

name type example description
marginCoin string USDT Margin coin
accountNormal float 10.05 Balance account
accountLock float 10.07 Margin frozen account
partPositionNormal float 10.07 Restricted position margin balance
totalPositionNormal float 10.07 Full position initial margin
achievedAmount float 10.07 Profit and losses occurred
unrealizedAmount float 10.05 Unfilled profit and losses
totalMarginRate float 10.05 Full position margin rate
totalEquity float 10.07 Full position equity
partEquity float 10.07 Restricted position equity
totalCost float 10.07 Full position costs
sumMarginRate float 10.07 All accounts margin rate
positionVos [ ] ​Position contract record

positionVos field:

name type example description
contractId integer 2 Contract id
contractName string E-BTC-USD Contract name
contractSymbol string BTC-USDT Contract coin pair
positions [ ] Position details

positions field:

name type example description
closePrice float 1.05 Balancing average price
leverageLevel float 1.05 Leverage multiple
holdAmount float 1.05 Hold position margin
closeVolume float 1.05 Balanced quantity
pendingCloseVolume float 1.05 The number of pending closing orders
realizedAmount float 1.05 Profit and losses occurred
historyRealizedAmount float 1.05 Historic accumulated profit and losses
tradeFee float 1.05 Trading fees
capitalFee float 1.05 Capital costs
closeProfit float 1.05 Balancing profit and loss
shareAmount float 1.05 Amount to share
freezeLock integer 0 Position freeze status: 0 normal, 1 liquidation freeze, 2 delivery freeze
status integer 0 Position effectiveness，0 ineffective 1 effective
ctime time ​ Creation time
mtime time ​ Update time
brokerId integer 1023 Client id
lockTime time liquidation lock time
marginRate float 1.05 Margin rate
reducePrice float 1.05 Price reduction
returnRate float 1.05 Return rate (profit rate)
unRealizedAmount float 1.05 Unfilled profit and losses
openRealizedAmount float 1.05 Open position unfilled profit and losses
positionBalance float 1.05 Position value
indexPrice float 1.05 Newest marked price
keepRate float 1.05 Scaled minimum kept margin rate
maxFeeRate float 1.05 Balancing maximum fees rate