CHANGELOG for Binance's API (2018-11-13)
- Can now cancel orders through the Rest API during a trading ban.
- New filters:
RAW_REQUSTrate 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_NOTIONALfilter 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).
intervalNumadded to /api/v1/exchangeInfo limits.
intervalNumdescribes the amount of the interval. For example:
intervalminute, means "every 5 minutes".
Explanation for the average price calculation:
(qty * price) of all trades / numTrades of the trades over previous 5 minutes.
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.
If there is no trade on the symbol, there is no average price and market orders cannot be placed. On a new symbol with
applyToMarketenabled on the
MIN_NOTIONALfilter, market orders cannot be placed until there is at least 1 trade.
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
- New filter:
POST api/v3/ordernew defaults for
LIMITorder types default to
FULL, all other orders default to
- POST api/v3/order
FULLresponses now have
- 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
updateTimewhich represents the last time the order was updated;
timeis the order creation time.
- Order lookup endpoints will now return
cummulativeQuoteQtyis < 0, it means the data isn't available for this order at this time.
REQUESTSrate limit type changed to
REQUEST_WEIGHT. This limit was always logically request weight and the previous name for it caused confusion.
User data stream
cummulativeQuoteQtyfield added to order responses and execution reports (as variable
Z). Represents the cummulative amount of the
quotethat has been spent (with a
BUYorder) or received (with a
SELLorder). Historical orders will have a value < 0 in this field indicating the data is not available at this time.
cummulativeQtywill give the average price for an order.
O(order creation time) added to execution reports
- 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
- 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
- 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