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User Data Streams for Broker
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General WSS information
- A User Data Stream
listenKeyis valid for 60 minutes after creation. - Doing a
PUTon alistenKeywill extend its validity for 60 minutes. - Doing a
DELETEon alistenKeywill close the stream. - User Data Streams are accessed at /openapi/ws/<listenKey>
- 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, // This can be ignored. // "M": false, // Ignore "O": 1499405658657, // Order creation time "Z": "0.00000000" // Cumulative quote asset transacted quantity }
Execution types:
- NEW
- PARTIALLY_FILLED
- FILLED
- CANCELED
- REJECTED