User Data Streams for Broker

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General WSS information

  • A User Data Stream listenKey is valid for 60 minutes after creation.

  • Doing a PUT on a listenKey will extend its validity for 60 minutes.

  • Doing a DELETE on a listenKey will close the stream.

  • User Data Streams are accessed at /openapi/ws/\

  • A single connection to api endpoint is only valid for 24 hours; expect to be disconnected at the 24 hour mark

  • User data stream payloads are not guaranteed to be in order during heavy periods; make sure to order your updates using E

API Endpoints

Create a listenKey

POST /openapi/v1/userDataStream

Start a new user data stream. The stream will close after 60 minutes unless a keepalive is sent.

Weight: 1

Parameters:

Name

Type

Mandatory

Description

recvWindow

LONG

NO

timestamp

LONG

YES

Response:

{
"listenKey": "1A9LWJjuMwKWYP4QQPw34GRm8gz3x5AephXSuqcDef1RnzoBVhEeGE963CoS1Sgj"
}

Ping/Keep-alive a listenKey

PUT /openapi/v1/userDataStream

Keepalive a user data stream to prevent a time out. User data streams will close after 60 minutes. It's recommended to send a ping about every 30 minutes.

Weight: 1

Parameters:

Name

Type

Mandatory

Description

listenKey

STRING

YES

recvWindow

LONG

NO

timestamp

LONG

YES

Response:

{}

Close a listenKey

DELETE /openapi/v1/userDataStream

Close out a user data stream.

Weight: 1

Parameters:

Name

Type

Mandatory

Description

listenKey

STRING

YES

recvWindow

LONG

NO

timestamp

LONG

YES

Response:

{}

Web Socket Payloads

Account Update

Account state is updated with the outboundAccountInfo event.

Payload:

{
"e": "outboundAccountInfo", // Event type
"E": 1499405658849, // Event time
// "m": 0, // Maker commission rate (bips)
// "t": 0, // Taker commission rate (bips)
// "b": 0, // Buyer commission rate (bips)
// "s": 0, // Seller commission rate (bips)
"T": true, // Can trade?
"W": true, // Can withdraw?
"D": true, // Can deposit?
// "u": 1499405658848, // Time of last account update
"B": [ // Balances changed
{
"a": "LTC", // Asset
"f": "17366.18538083", // Free amount
"l": "0.00000000" // Locked amount
}
]
}

Order Update

Orders are updated with the executionReport event. Check the API documentation and below for relevant enum definitions. Average price can be found by doing Z divided by z.

Payload:

{
"e": "executionReport", // Event type
"E": 1499405658658, // Event time
"s": "ETHBTC", // Symbol
"c": 1000087761, // Client order ID
"S": "BUY", // Side
"o": "LIMIT", // Order type
"f": "GTC", // Time in force
"q": "1.00000000", // Order quantity
"p": "0.10264410", // Order price
// "P": "0.00000000", // Stop price
// "F": "0.00000000", // Iceberg quantity
// "g": -1, // Ignore
// "x": "NEW", // Current execution type
"X": "NEW", // Current order status
// "r": "NONE", // Order reject reason; will be an error code.
"i": 4293153, // Order ID
"l": "0.00000000", // Last executed quantity
"z": "0.00000000", // Cumulative filled quantity
"L": "0.00000000", // Last executed price
"n": "0", // Commission amount
"N": null, // Commission asset
"u": true, // Is the trade normal, ignore for now
// "T": 1499405658657, // Transaction time
// "t": -1, // Trade ID
// "I": 8641984, // Ignore
"w": true, // Is the order working? Stops will have
"m": false, // Is this trade the maker side?
// "M": false, // Ignore
"O": 1499405658657, // Order creation time
"Z": "0.00000000" // Cumulative quote asset transacted quantity
}

Execution types:

  • NEW

  • PARTIALLY_FILLED

  • FILLED

  • CANCELED

  • REJECTED