Table of Contents generated with DocToc
- General WSS information
- Websocket Limits
- Live Subscribing/Unsubscribing to streams
- Detailed Stream information
- Aggregate Trade Streams
- Trade Streams
- Kline/Candlestick Streams for UTC
- Kline/Candlestick Streams with timezone offset
- Individual Symbol Mini Ticker Stream
- All Market Mini Tickers Stream
- Individual Symbol Ticker Streams
- All Market Tickers Stream
- Individual Symbol Rolling Window Statistics Streams
- All Market Rolling Window Statistics Streams
- Individual Symbol Book Ticker Streams
- Average Price
- Partial Book Depth Streams
- Diff. Depth Stream
- How to manage a local order book correctly
- The base endpoint is: wss://stream.binance.com:9443 or wss://stream.binance.com:443
- Streams can be accessed either in a single raw stream or in a combined stream.
- Raw streams are accessed at /ws/<streamName>
- Combined streams are accessed at /stream?streams=<streamName1>/<streamName2>/<streamName3>
- Combined stream events are wrapped as follows: {"stream":"<streamName>","data":<rawPayload>}
- All symbols for streams are lowercase
- A single connection to stream.binance.com is only valid for 24 hours; expect to be disconnected at the 24 hour mark
- Websocket server will send a
ping frame
every 3 minutes.- If the websocket server does not receive a
pong frame
back from the connection within a 10 minute period, the connection will be disconnected. - When you receive a ping, you must send a pong with a copy of ping's payload as soon as possible.
- Unsolicited
pong frames
are allowed, but will not prevent disconnection. It is recommended that the payload for these pong frames are empty.
- If the websocket server does not receive a
- The base endpoint wss://data-stream.binance.vision can be subscribed to receive only market data messages.
User data stream is NOT available from this URL. - All time and timestamp related fields are milliseconds by default. To receive the information in microseconds, please add the parameter
timeUnit=MICROSECOND or timeUnit=microsecond
in the URL.- For example:
/stream?streams=btcusdt@trade&timeUnit=MICROSECOND
- For example:
- WebSocket connections have a limit of 5 incoming messages per second. A message is considered:
- A PING frame
- A PONG frame
- A JSON controlled 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.
- There is a limit of 300 connections per attempt every 5 minutes per IP.
- The following data can be sent through the websocket instance in order to subscribe/unsubscribe from streams. Examples can be seen below.
- The
id
is used as an identifier to uniquely identify the messages going back and forth. The following formats are accepted:- 64-bit signed integer
- alphanumeric strings; max length 36
null
- In the response, if the
result
received isnull
this means the request sent was a success for non-query requests (e.g. Subscribing/Unsubscribing).
-
Request
{ "method": "SUBSCRIBE", "params": [ "btcusdt@aggTrade", "btcusdt@depth" ], "id": 1 }
-
Response
{ "result": null, "id": 1 }
-
Request
{ "method": "UNSUBSCRIBE", "params": [ "btcusdt@depth" ], "id": 312 }
-
Response
{ "result": null, "id": 312 }
-
Request
{ "method": "LIST_SUBSCRIPTIONS", "id": 3 }
-
Response
{ "result": [ "btcusdt@aggTrade" ], "id": 3 }
Currently, the only property that can be set is whether combined
stream payloads are enabled or not.
The combined property is set to false
when connecting using /ws/
("raw streams") and true
when connecting using /stream/
.
-
Request
{ "method": "SET_PROPERTY", "params": [ "combined", true ], "id": 5 }
-
Response
{ "result": null, "id": 5 }
-
Request
{ "method": "GET_PROPERTY", "params": [ "combined" ], "id": 2 }
-
Response
{ "result": true, // Indicates that combined is set to true. "id": 2 }
Error Message | Description |
---|---|
{"code": 0, "msg": "Unknown property","id": %s} | Parameter used in the SET_PROPERTY or GET_PROPERTY was invalid |
{"code": 1, "msg": "Invalid value type: expected Boolean"} | Value should only be true or false |
{"code": 2, "msg": "Invalid request: property name must be a string"} | Property name provided was invalid |
{"code": 2, "msg": "Invalid request: request ID must be an unsigned integer"} | Parameter id had to be provided or the value provided in the id parameter is an unsupported type |
{"code": 2, "msg": "Invalid request: unknown variant %s, expected one of SUBSCRIBE , UNSUBSCRIBE , LIST_SUBSCRIPTIONS , SET_PROPERTY , GET_PROPERTY at line 1 column 28"} |
Possible typo in the provided method or provided method was neither of the expected values |
{"code": 2, "msg": "Invalid request: too many parameters"} | Unnecessary parameters provided in the data |
{"code": 2, "msg": "Invalid request: property name must be a string"} | Property name was not provided |
{"code": 2, "msg": "Invalid request: missing field method at line 1 column 73"} |
method was not provided in the data |
{"code":3,"msg":"Invalid JSON: expected value at line %s column %s"} | JSON data sent has incorrect syntax. |
The Aggregate Trade Streams push trade information that is aggregated for a single taker order.
Stream Name: <symbol>@aggTrade
Update Speed: Real-time
Payload:
{
"e": "aggTrade", // Event type
"E": 1672515782136, // Event time
"s": "BNBBTC", // Symbol
"a": 12345, // Aggregate trade ID
"p": "0.001", // Price
"q": "100", // Quantity
"f": 100, // First trade ID
"l": 105, // Last trade ID
"T": 1672515782136, // Trade time
"m": true, // Is the buyer the market maker?
"M": true // Ignore
}
The Trade Streams push raw trade information; each trade has a unique buyer and seller.
Stream Name: <symbol>@trade
Update Speed: Real-time
Payload:
{
"e": "trade", // Event type
"E": 1672515782136, // Event time
"s": "BNBBTC", // Symbol
"t": 12345, // Trade ID
"p": "0.001", // Price
"q": "100", // Quantity
"T": 1672515782136, // Trade time
"m": true, // Is the buyer the market maker?
"M": true // Ignore
}
The Kline/Candlestick Stream push updates to the current klines/candlestick every second in UTC+0
timezone
Kline/Candlestick chart intervals:
s-> seconds; m -> minutes; h -> hours; d -> days; w -> weeks; M -> months
- 1s
- 1m
- 3m
- 5m
- 15m
- 30m
- 1h
- 2h
- 4h
- 6h
- 8h
- 12h
- 1d
- 3d
- 1w
- 1M
Stream Name: <symbol>@kline_<interval>
Update Speed: 1000ms for 1s
, 2000ms for the other intervals
Payload:
{
"e": "kline", // Event type
"E": 1672515782136, // Event time
"s": "BNBBTC", // Symbol
"k": {
"t": 1672515780000, // Kline start time
"T": 1672515839999, // Kline close time
"s": "BNBBTC", // Symbol
"i": "1m", // Interval
"f": 100, // First trade ID
"L": 200, // Last trade ID
"o": "0.0010", // Open price
"c": "0.0020", // Close price
"h": "0.0025", // High price
"l": "0.0015", // Low price
"v": "1000", // Base asset volume
"n": 100, // Number of trades
"x": false, // Is this kline closed?
"q": "1.0000", // Quote asset volume
"V": "500", // Taker buy base asset volume
"Q": "0.500", // Taker buy quote asset volume
"B": "123456" // Ignore
}
}
The Kline/Candlestick Stream push updates to the current klines/candlestick every second in UTC+8
timezone
Kline/Candlestick chart intervals:
Supported intervals: See Kline/Candlestick chart intervals
UTC+8 timezone offset:
- Kline intervals open and close in the
UTC+8
timezone. For example the1d
klines will open at the beginning of theUTC+8
day, and close at the end of theUTC+8
day. - Note that
E
(event time),t
(start time) andT
(close time) in the payload are Unix timestamps, which are always interpreted in UTC.
Stream Name: <symbol>@kline_<interval>@+08:00
Update Speed: 1000ms for 1s
, 2000ms for the other intervals
Payload:
{
"e": "kline", // Event type
"E": 1672515782136, // Event time
"s": "BNBBTC", // Symbol
"k": {
"t": 1672515780000, // Kline start time
"T": 1672515839999, // Kline close time
"s": "BNBBTC", // Symbol
"i": "1m", // Interval
"f": 100, // First trade ID
"L": 200, // Last trade ID
"o": "0.0010", // Open price
"c": "0.0020", // Close price
"h": "0.0025", // High price
"l": "0.0015", // Low price
"v": "1000", // Base asset volume
"n": 100, // Number of trades
"x": false, // Is this kline closed?
"q": "1.0000", // Quote asset volume
"V": "500", // Taker buy base asset volume
"Q": "0.500", // Taker buy quote asset volume
"B": "123456" // Ignore
}
}
24hr rolling window mini-ticker statistics. These are NOT the statistics of the UTC day, but a 24hr rolling window for the previous 24hrs.
Stream Name: <symbol>@miniTicker
Update Speed: 1000ms
Payload:
{
"e": "24hrMiniTicker", // Event type
"E": 1672515782136, // Event time
"s": "BNBBTC", // Symbol
"c": "0.0025", // Close price
"o": "0.0010", // Open price
"h": "0.0025", // High price
"l": "0.0010", // Low price
"v": "10000", // Total traded base asset volume
"q": "18" // Total traded quote asset volume
}
24hr rolling window mini-ticker statistics for all symbols that changed in an array. These are NOT the statistics of the UTC day, but a 24hr rolling window for the previous 24hrs. Note that only tickers that have changed will be present in the array.
Stream Name: !miniTicker@arr
Update Speed: 1000ms
Payload:
[
{
// Same as <symbol>@miniTicker payload
}
]
24hr rolling window ticker statistics for a single symbol. These are NOT the statistics of the UTC day, but a 24hr rolling window for the previous 24hrs.
Stream Name: <symbol>@ticker
Update Speed: 1000ms
Payload:
{
"e": "24hrTicker", // Event type
"E": 1672515782136, // Event time
"s": "BNBBTC", // Symbol
"p": "0.0015", // Price change
"P": "250.00", // Price change percent
"w": "0.0018", // Weighted average price
"x": "0.0009", // First trade(F)-1 price (first trade before the 24hr rolling window)
"c": "0.0025", // Last price
"Q": "10", // Last quantity
"b": "0.0024", // Best bid price
"B": "10", // Best bid quantity
"a": "0.0026", // Best ask price
"A": "100", // Best ask quantity
"o": "0.0010", // Open price
"h": "0.0025", // High price
"l": "0.0010", // Low price
"v": "10000", // Total traded base asset volume
"q": "18", // Total traded quote asset volume
"O": 0, // Statistics open time
"C": 86400000, // Statistics close time
"F": 0, // First trade ID
"L": 18150, // Last trade Id
"n": 18151 // Total number of trades
}
24hr rolling window ticker statistics for all symbols that changed in an array. These are NOT the statistics of the UTC day, but a 24hr rolling window for the previous 24hrs. Note that only tickers that have changed will be present in the array.
Stream Name: !ticker@arr
Update Speed: 1000ms
Payload:
[
{
// Same as <symbol>@ticker payload
}
]
Rolling window ticker statistics for a single symbol, computed over multiple windows.
Stream Name: <symbol>@ticker_<window_size>
Window Sizes: 1h,4h,1d
Update Speed: 1000ms
Note: This stream is different from the <symbol>@ticker stream.
The open time "O"
always starts on a minute, while the closing time "C"
is the current time of the update.
As such, the effective window might be up to 59999ms wider than <window_size>.
Payload:
{
"e": "1hTicker", // Event type
"E": 1672515782136, // Event time
"s": "BNBBTC", // Symbol
"p": "0.0015", // Price change
"P": "250.00", // Price change percent
"o": "0.0010", // Open price
"h": "0.0025", // High price
"l": "0.0010", // Low price
"c": "0.0025", // Last price
"w": "0.0018", // Weighted average price
"v": "10000", // Total traded base asset volume
"q": "18", // Total traded quote asset volume
"O": 0, // Statistics open time
"C": 1675216573749, // Statistics close time
"F": 0, // First trade ID
"L": 18150, // Last trade Id
"n": 18151 // Total number of trades
}
Rolling window ticker statistics for all market symbols, computed over multiple windows. Note that only tickers that have changed will be present in the array.
Stream Name: !ticker_<window-size>@arr
Window Size: 1h,4h,1d
Update Speed: 1000ms
Payload:
[
{
// Same as <symbol>@ticker_<window-size> payload,
// one for each symbol updated within the interval.
}
]
Pushes any update to the best bid or ask's price or quantity in real-time for a specified symbol.
Multiple <symbol>@bookTicker
streams can be subscribed to over one connection.
Stream Name: <symbol>@bookTicker
Update Speed: Real-time
Payload:
{
"u":400900217, // order book updateId
"s":"BNBUSDT", // symbol
"b":"25.35190000", // best bid price
"B":"31.21000000", // best bid qty
"a":"25.36520000", // best ask price
"A":"40.66000000" // best ask qty
}
Average price streams push changes in the average price over a fixed time interval.
Stream Name: <symbol>@avgPrice
Update Speed: 1000ms
Payload:
{
"e": "avgPrice", // Event type
"E": 1693907033000, // Event time
"s": "BTCUSDT", // Symbol
"i": "5m", // Average price interval
"w": "25776.86000000", // Average price
"T": 1693907032213 // Last trade time
}
Top <levels> bids and asks, pushed every second. Valid <levels> are 5, 10, or 20.
Stream Names: <symbol>@depth<levels> OR <symbol>@depth<levels>@100ms
Update Speed: 1000ms or 100ms
Payload:
{
"lastUpdateId": 160, // Last update ID
"bids": [ // Bids to be updated
[
"0.0024", // Price level to be updated
"10" // Quantity
]
],
"asks": [ // Asks to be updated
[
"0.0026", // Price level to be updated
"100" // Quantity
]
]
}
Order book price and quantity depth updates used to locally manage an order book.
Stream Name: <symbol>@depth OR <symbol>@depth@100ms
Update Speed: 1000ms or 100ms
Payload:
{
"e": "depthUpdate", // Event type
"E": 1672515782136, // Event time
"s": "BNBBTC", // Symbol
"U": 157, // First update ID in event
"u": 160, // Final update ID in event
"b": [ // Bids to be updated
[
"0.0024", // Price level to be updated
"10" // Quantity
]
],
"a": [ // Asks to be updated
[
"0.0026", // Price level to be updated
"100" // Quantity
]
]
}
- Open a WebSocket connection to
wss://stream.binance.com:9443/ws/bnbbtc@depth
. - Buffer the events received from the stream. Note the
U
of the first event you received. - Get a depth snapshot from
https://api.binance.com/api/v3/depth?symbol=BNBBTC&limit=5000
. - If the
lastUpdateId
from the snapshot is strictly less than theU
from step 2, go back to step 3. - In the buffered events, discard any event where
u
is <=lastUpdateId
of the snapshot. The first buffered event should now havelastUpdateId
within its[U;u]
range. - Set your local order book to the snapshot. Its update ID is
lastUpdateId
. - Apply the update procedure below to all buffered events, and then to all subsequent events received.
To apply an event to your local order book, follow this update procedure:
- If the event
u
(last update ID) is < the update ID of your local order book, ignore the event. - If the event
U
(first update ID) is > the update ID of your local order book, something went wrong. Discard your local order book and restart the process from the beginning. - For each price level in bids (
b
) and asks (a
), set the new quantity in the order book:- If the price level does not exist in the order book, insert it with new quantity.
- If the quantity is zero, remove the price level from the order book.
- Set the order book update ID to the last update ID (
u
) in the processed event.
Note
Due to depth snapshots having a limit on the number of price levels, a price level outside of the initial snapshot that doesn't have a quantity change won't have an update in the Diff. Depth Stream. Consequently, those price levels will not be visible in the local order book even when applying all updates from the Diff. Depth Stream correctly and cause the local order book to have some slight differences with the real order book. However, for most use cases the depth limit of 5000 is enough to understand the market and trade effectively.