ritmex-bot/docs/swingtrading/binance-kline.md

• The following base endpoints are available. Please use whichever works best for your setup:
  • https://api.binance.com
  • https://api-gcp.binance.com
  • https://api1.binance.com
  • https://api2.binance.com
  • https://api3.binance.com
  • https://api4.binance.com
• The last 4 endpoints in the point above (api1 - api4) should give better performance but have less stability.
• Responses are in JSON by default. To receive responses in SBE, refer to the SBE FAQ page.
• If your request contains a symbol name containing non-ASCII characters, then the response may contain non-ASCII characters encoded in UTF-8.
• Some endpoints may return asset and/or symbol names containing non-ASCII characters encoded in UTF-8 even if the request did not contain non-ASCII characters.
• Data is returned in chronological order, unless noted otherwise.
  • Without startTime or endTime, returns the most recent items up to the limit.
  • With startTime, returns oldest items from startTime up to the limit.
  • With endTime, returns most recent items up to endTime and the limit.
  • With both, behaves like startTime but does not exceed endTime.
• All time and timestamp related fields in the JSON responses are in milliseconds by default. To receive the information in microseconds, please add the header X-MBX-TIME-UNIT:MICROSECOND or X-MBX-TIME-UNIT:microsecond.
• We support HMAC, RSA, and Ed25519 keys. For more information, please see API Key types.
• Timestamp parameters (e.g. startTime, endTime, timestamp) can be passed in milliseconds or microseconds.
• For APIs that only send public market data, please use the base endpoint https://data-api.binance.vision. Please refer to Market Data Only page.
• If there are enums or terms you want clarification on, please see the SPOT Glossary for more information.
• APIs have a timeout of 10 seconds when processing a request. If a response from the Matching Engine takes longer than this, the API responds with "Timeout waiting for response from backend server. Send status unknown; execution status unknown." (-1007 TIMEOUT)
  • This does not always mean that the request failed in the Matching Engine.
  • If the status of the request has not appeared in User Data Stream, please perform an API query for its status.
• Please avoid SQL keywords in requests as they may trigger a security block by a WAF (Web Application Firewall) rule. See https://www.binance.com/en/support/faq/detail/360004492232 for more details.
• If your request contains a symbol name containing non-ASCII characters, then the response may contain non-ASCII characters encoded in UTF-8.
• Some endpoints may return asset and/or symbol names containing non-ASCII characters encoded in UTF-8 even if the request did not contain non-ASCII characters.

Kline/Candlestick data GET /api/v3/klines

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

Weight: 2

Parameters:

Name Type Mandatory Description symbol STRING YES interval ENUM YES startTime LONG NO endTime LONG NO timeZone STRING NO Default: 0 (UTC) limit INT NO Default: 500; Maximum: 1000. Supported kline intervals (case-sensitive):

Interval interval value seconds 1s minutes 1m, 3m, 5m, 15m, 30m hours 1h, 2h, 4h, 6h, 8h, 12h days 1d, 3d weeks 1w months 1M Notes:

If startTime and endTime are not sent, the most recent klines are returned. Supported values for timeZone: Hours and minutes (e.g. -1:00, 05:45) Only hours (e.g. 0, 8, 4) Accepted range is strictly [-12:00 to +14:00] inclusive If timeZone provided, kline intervals are interpreted in that timezone instead of UTC. Note that startTime and endTime are always interpreted in UTC, regardless of timeZone. Data Source: Database

Response:

[ [ 1499040000000, // Kline open time "0.01634790", // Open price "0.80000000", // High price "0.01575800", // Low price "0.01577100", // Close price "148976.11427815", // Volume 1499644799999, // Kline Close time "2434.19055334", // Quote asset volume 308, // Number of trades "1756.87402397", // Taker buy base asset volume "28.46694368", // Taker buy quote asset volume "0" // Unused field, ignore. ] ]

WebSocket Streams for Binance

General WSS information

• 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/
• Combined streams are accessed at /stream?streams=//
• Combined stream events are wrapped as follows: {"stream":"","data":}
• 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
• The WebSocket server will send a ping frame every 20 seconds.
  • If the WebSocket server does not receive a pong frame back from the connection within a minute 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.
• 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
• If your request contains a symbol name containing non-ASCII characters, then the stream events may contain non-ASCII characters encoded in UTF-8.
• [All Market Mini Tickers Stream](#all-market-mini-tickers-stream and All Market Rolling Window Statistics Streams events may contain non-ASCII characters encoded in UTF-8.

WebSocket Limits

• 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.

Live Subscribing/Unsubscribing to streams

• 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 is null this means the request sent was a success for non-query requests (e.g. Subscribing/Unsubscribing).

Subscribe to a stream

• Request
• Response

  {
      "result": null,
      "id": 1
  }
  

Unsubscribe to a stream

• Request
• Response

  {
      "result": null,
      "id": 312
  }
  

Listing Subscriptions

• Request

  {
      "method": "LIST_SUBSCRIPTIONS",
      "id": 3
  }
  

• Response

  {
      "result": ["btcusdt@aggTrade"],
      "id": 3
  }
  

Setting Properties

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
  }
  

Retrieving Properties

• 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.

Detailed Stream information

Aggregate Trade Streams

The Aggregate Trade Streams push trade information that is aggregated for a single taker order.

Stream Name: @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
}

Trade Streams

The Trade Streams push raw trade information; each trade has a unique buyer and seller.

Stream Name: @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
}

Kline/Candlestick Streams for UTC

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: @kline_

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
    }
}

Kline/Candlestick Streams with timezone offset

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 the 1d klines will open at the beginning of the UTC+8 day, and close at the end of the UTC+8 day.
• Note that E (event time), t (start time) and T (close time) in the payload are Unix timestamps, which are always interpreted in UTC.

Stream Name: @kline_@+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
    }
}