Binance

24 hour rolling window price change statistics.

• Symbol and pair cannot be sent together
• If a pair is sent,tickers for all symbols of the pair will be returned
• If either a pair or symbol is sent, tickers for all symbols of all pairs will be returned

Weight: 1 for a single symbol, 40 when the symbol parameter is omitted Careful when accessing this with no symbol.

Docs: https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/rest-api/24hr-Ticker-Price-Change-Statistics

Query basis

• If startTime and endTime are not sent, the most recent data is returned.
• Only the data of the latest 30 days is available.

Weight: 1

Docs: https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/rest-api/Basis

Get compressed, aggregate trades. Market trades that fill in 100ms with the same price and the same taking side will have the quantity aggregated.

• support querying futures trade histories that are not older than one year
• If both startTime and endTime are sent, time between startTime and endTime must be less than 1 hour.
• If fromId, startTime, and endTime are not sent, the most recent aggregate trades will be returned.
• Only market trades will be aggregated and returned, which means the insurance fund trades and ADL trades won't be aggregated.
• Sending both startTime/endTime and fromId might cause response timeout, please send either fromId or startTime/endTime

Weight: 20

Docs: https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/rest-api/Compressed-Aggregate-Trades-List

Kline/candlestick bars for a specific contract type. Klines are uniquely identified by their open time.

• Contract type:
• PERPETUAL
• CURRENT_QUARTER
• NEXT_QUARTER

1000 | 10

• The difference between startTime and endTime can only be up to 200 days
• Between startTime and endTime, the most recent limit data from endTime will be returned:
• If startTime and endTime are not sent, current timestamp will be set as endTime, and the most recent data will be returned.
• If startTime is sent only, the timestamp of 200 days after startTime will be set as endTime(up to the current time)
• If endTime is sent only, the timestamp of 200 days before endTime will be set as startTime

Weight: based on parameter LIMIT LIMIT | weight ---|--- [1,100) | 1 [100, 500) | 2 [500, 1000] | 5 > 1000 | 10

Docs: https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/rest-api/Continuous-Contract-Kline-Candlestick-Data

Current exchange trading rules and symbol information

Weight: 1

Docs: https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/rest-api/Exchange-Information

Get Funding Rate History of Perpetual Futures

• empty array will be returned for delivery symbols.

Weight: 1

Docs: https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/rest-api/Get-Funding-Rate-History-of-Perpetual-Futures

Query funding rate info for symbols that had FundingRateCap/ FundingRateFloor / fundingIntervalHours adjustment

Weight: 0

Docs: https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/rest-api/Get-Funding-Info

Query index price and mark price

Weight: 10

Docs: https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/rest-api/Index-Price-and-Mark-Price

Kline/candlestick bars for the index price of a pair. Klines are uniquely identified by their open time.

1000 | 10

• The difference between startTime and endTime can only be up to 200 days
• Between startTime and endTime, the most recent limit data from endTime will be returned:
• If startTime and endTime are not sent, current timestamp will be set as endTime, and the most recent data will be returned.
• If startTime is sent only, the timestamp of 200 days after startTime will be set as endTime(up to the current time)
• If endTime is sent only, the timestamp of 200 days before endTime will be set as startTime

Weight: based on parameter LIMIT LIMIT | weight ---|--- [1,100) | 1 [100, 500) | 2 [500, 1000] | 5 > 1000 | 10

Docs: https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/rest-api/Index-Price-Kline-Candlestick-Data

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

1000 | 10

• The difference between startTime and endTime can only be up to 200 days
• Between startTime and endTime, the most recent limit data from endTime will be returned:
• If startTime and endTime are not sent, current timestamp will be set as endTime, and the most recent data will be returned.
• If startTime is sent only, the timestamp of 200 days after startTime will be set as endTime(up to the current time)
• If endTime is sent only, the timestamp of 200 days before endTime will be set as startTime

Weight: based on parameter LIMIT LIMIT | weight ---|--- [1,100) | 1 [100, 500) | 2 [500, 1000] | 5 > 1000 | 10

Docs: https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/rest-api/Kline-Candlestick-Data

Query symbol Long/Short Ratio

• If startTime and endTime are not sent, the most recent data is returned.
• Only the data of the latest 30 days is available.

Weight: 1

Docs: https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/rest-api/Long-Short-Ratio

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

1000 | 10

• The difference between startTime and endTime can only be up to 200 days
• Between startTime and endTime, the most recent limit data from endTime will be returned:
• If startTime and endTime are not sent, current timestamp will be set as endTime, and the most recent data will be returned.
• If startTime is sent only, the timestamp of 200 days after startTime will be set as endTime(up to the current time)
• If endTime is sent only, the timestamp of 200 days before endTime will be set as startTime

Weight: based on parameter LIMIT LIMIT | weight ---|--- [1,100) | 1 [100, 500) | 2 [500, 1000] | 5 > 1000 | 10

Docs: https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/rest-api/Mark-Price-Kline-Candlestick-Data

Get older market historical trades.

• Market trades means trades filled in the order book. Only market trades will be returned, which means the insurance fund trades and ADL trades won't be returned.

Weight: 20

Docs: https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/rest-api/Old-Trades-Lookup

Get present open interest of a specific symbol.

Weight: 1

Docs: https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/rest-api/Open-Interest

Query open interest stats

• If startTime and endTime are not sent, the most recent data is returned.
• Only the data of the latest 30 days is available.

Weight: 1

Docs: https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/rest-api/Open-Interest-Statistics

Query orderbook on specific symbol

Weight: Adjusted based on the limit: Limit | Weight ------------ | ------------ 5, 10, 20, 50 | 2 100 | 5 500 | 10 1000 | 20

Docs: https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/rest-api/Order-Book

Premium index kline bars of a symbol. Klines are uniquely identified by their open time.

• If startTime and endTime are not sent, the most recent klines are returned.

Weight: based on parameter LIMIT | LIMIT | weight | | ----------- | ------ | | [1,100) | 1 | | [100, 500) | 2 | | [500, 1000] | 5 | | > 1000 | 10 |

Docs: https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/rest-api/Premium-index-Kline-Data

Get recent market trades

• Market trades means trades filled in the order book. Only market trades will be returned, which means the insurance fund trades and ADL trades won't be returned.

Weight: 5

Docs: https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/rest-api/Recent-Trades-List

Best price/qty on the order book for a symbol or symbols.

• Symbol and pair cannot be sent together
• If a pair is sent,tickers for all symbols of the pair will be returned
• If either a pair or symbol is sent, tickers for all symbols of all pairs will be returned

Weight: 2 for a single symbol, 5 when the symbol parameter is omitted

Docs: https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/rest-api/Symbol-Order-Book-Ticker

Latest price for a symbol or symbols.

• Symbol and pair cannot be sent together
• If a pair is sent,tickers for all symbols of the pair will be returned
• If either a pair or symbol is sent, tickers for all symbols of all pairs will be returned

Weight: 1 for a single symbol, 2 when the symbol parameter is omitted

Docs: https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/rest-api/Symbol-Price-Ticker

Taker Buy Volume: the total volume of buy orders filled by takers within the period. Taker Sell Volume: the total volume of sell orders filled by takers within the period.

• If startTime and endTime are not sent, the most recent data is returned.
• Only the data of the latest 30 days is available.

Weight: 1

Docs: https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/rest-api/Taker-Buy-Sell-Volume

The proportion of net long and net short accounts to total accounts of the top 20% users with the highest margin balance. Each account is counted once only. Long Account % = Accounts of top traders with net long positions / Total accounts of top traders with open positions Short Account % = Accounts of top traders with net short positions / Total accounts of top traders with open positions Long/Short Ratio (Accounts) = Long Account % / Short Account %

• If startTime and endTime are not sent, the most recent data is returned.
• Only the data of the latest 30 days is available.

Weight: 1

Docs: https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/rest-api/Top-Long-Short-Account-Ratio

The proportion of net long and net short positions to total open positions of the top 20% users with the highest margin balance. Long Position % = Long positions of top traders / Total open positions of top traders Short Position % = Short positions of top traders / Total open positions of top traders Long/Short Ratio (Positions) = Long Position % / Short Position %

• If startTime and endTime are not sent, the most recent data is returned.
• Only the data of the latest 30 days is available.

Weight: 1

Docs: https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/rest-api/Top-Trader-Long-Short-Ratio

24 hour rolling window price change statistics. Careful when accessing this with no symbol.

• If the symbol is not sent, tickers for all symbols will be returned in an array.

Weight: 1 for a single symbol; 40 when the symbol parameter is omitted

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/24hr-Ticker-Price-Change-Statistics

Query the symbol-level ADL risk rating. The ADL risk rating measures the likelihood of ADL during liquidation, and the rating takes into account the insurance fund balance, position concentration on the symbol, order book depth, price volatility, average leverage, unrealized PnL, and margin utilization at the symbol level. The rating can be high, medium and low, and is updated every 30 minutes.

Weight: 1

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/ADL-Risk

Query future basis

• If startTime and endTime are not sent, the most recent data is returned.
• Only the data of the latest 30 days is available.

Weight: 0

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Basis

Query composite index symbol information

• Only for composite index symbols

Weight: 1

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Composite-Index-Symbol-Information

Get compressed, aggregate market trades. Market trades that fill in 100ms with the same price and the same taking side will have the quantity aggregated.

Retail Price Improvement(RPI) orders are aggregated and without special tags to be distinguished.

• support querying futures trade histories that are not older than one year
• If both startTime and endTime are sent, time between startTime and endTime must be less than 1 hour.
• If fromId, startTime, and endTime are not sent, the most recent aggregate trades will be returned.
• Only market trades will be aggregated and returned, which means the insurance fund trades and ADL trades won't be aggregated.
• Sending both startTime/endTime and fromId might cause response timeout, please send either fromId or startTime/endTime

Weight: 20

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Compressed-Aggregate-Trades-List

Kline/candlestick bars for a specific contract type. Klines are uniquely identified by their open time.

• If startTime and endTime are not sent, the most recent klines are returned.
• Contract type:
• PERPETUAL
• CURRENT_QUARTER
• NEXT_QUARTER
• TRADIFI_PERPETUAL

Weight: based on parameter LIMIT | LIMIT | weight | | ----------- | ------ | | [1,100) | 1 | | [100, 500) | 2 | | [500, 1000] | 5 | | > 1000 | 10 |

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Continuous-Contract-Kline-Candlestick-Data

Current exchange trading rules and symbol information

Weight: 1

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Exchange-Information

Get Funding Rate History

• If startTime and endTime are not sent, the most recent 200 records are returned.
• If the number of data between startTime and endTime is larger than limit, return as startTime + limit.
• In ascending order.

Weight: share 500/5min/IP rate limit with GET /fapi/v1/fundingInfo

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Get-Funding-Rate-History

Query funding rate info for symbols that had FundingRateCap/ FundingRateFloor / fundingIntervalHours adjustment

Weight: 0 share 500/5min/IP rate limit with GET /fapi/v1/fundingRate

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Get-Funding-Rate-Info

Kline/candlestick bars for the index price of a pair. Klines are uniquely identified by their open time.

• If startTime and endTime are not sent, the most recent klines are returned.

Weight: based on parameter LIMIT | LIMIT | weight | | ----------- | ------ | | [1,100) | 1 | | [100, 500) | 2 | | [500, 1000] | 5 | | > 1000 | 10 |

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Index-Price-Kline-Candlestick-Data

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

• If startTime and endTime are not sent, the most recent klines are returned.

Weight: based on parameter LIMIT | LIMIT | weight | | ----------- | ------ | | [1,100) | 1 | | [100, 500) | 2 | | [500, 1000] | 5 | | > 1000 | 10 |

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Kline-Candlestick-Data

Query symbol Long/Short Ratio

• If startTime and endTime are not sent, the most recent data is returned.
• Only the data of the latest 30 days is available.
• IP rate limit 1000 requests/5min

Weight: 0

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Long-Short-Ratio

Mark Price and Funding Rate

Weight: 1 with symbol, 10 without symbol

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Mark-Price

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

• If startTime and endTime are not sent, the most recent klines are returned.

Weight: based on parameter LIMIT | LIMIT | weight | | ----------- | ------ | | [1,100) | 1 | | [100, 500) | 2 | | [500, 1000] | 5 | | > 1000 | 10 |

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Mark-Price-Kline-Candlestick-Data

asset index for Multi-Assets mode

Weight: 1 for a single symbol; 10 when the symbol parameter is omitted

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Multi-Assets-Mode-Asset-Index

Get older market historical trades.

• Market trades means trades filled in the order book. Only market trades will be returned, which means the insurance fund trades and ADL trades won't be returned.
• Only supports data from within the last three months

Weight: 20

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Old-Trades-Lookup

Get present open interest of a specific symbol.

Weight: 1

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Open-Interest

Open Interest Statistics

• If startTime and endTime are not sent, the most recent data is returned.
• Only the data of the latest 1 month is available.
• IP rate limit 1000 requests/5min

Weight: 0

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Open-Interest-Statistics

Query symbol orderbook

Retail Price Improvement(RPI) orders are not visible and excluded in the response message.

Weight: Adjusted based on the limit: | Limit | Weight | | ------------- | ------ | | 5, 10, 20, 50 | 2 | | 100 | 5 | | 500 | 10 | | 1000 | 20 |

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Order-Book

Premium index kline bars of a symbol. Klines are uniquely identified by their open time.

• If startTime and endTime are not sent, the most recent klines are returned.

Weight: based on parameter LIMIT | LIMIT | weight | | ----------- | ------ | | [1,100) | 1 | | [100, 500) | 2 | | [500, 1000] | 5 | | > 1000 | 10 |

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Premium-index-Kline-Data

Latest price for a symbol or symbols.

Weight: 0

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Delivery-Price

Get recent market trades

• Market trades means trades filled in the order book. Only market trades will be returned, which means the insurance fund trades and ADL trades won't be returned.

Weight: 5

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Recent-Trades-List

Query symbol orderbook with RPI orders

RPI(Retail Price Improvement) orders are included and aggreated in the response message. Crossed price levels are hidden and invisible.

Weight: Adjusted based on the limit: | Limit | Weight | | ------------- | ------ | | 1000 | 20 |

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Order-Book-RPI

Best price/qty on the order book for a symbol or symbols.

Retail Price Improvement(RPI) orders are not visible and excluded in the response message.

• If the symbol is not sent, bookTickers for all symbols will be returned in an array.
• The field X-MBX-USED-WEIGHT-1M in response header is not accurate from this endpoint, please ignore.

Weight: 2 for a single symbol; 5 when the symbol parameter is omitted

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Symbol-Order-Book-Ticker

Latest price for a symbol or symbols.

• If the symbol is not sent, prices for all symbols will be returned in an array.

Weight: 1 for a single symbol; 2 when the symbol parameter is omitted

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Symbol-Price-Ticker

Latest price for a symbol or symbols.

• If the symbol is not sent, prices for all symbols will be returned in an array.
• The field X-MBX-USED-WEIGHT-1M in response header is not accurate from this endpoint, please ignore.

Weight: 1 for a single symbol; 2 when the symbol parameter is omitted

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Symbol-Price-Ticker-V2

Taker Buy/Sell Volume

• If startTime and endTime are not sent, the most recent data is returned.
• Only the data of the latest 30 days is available.
• IP rate limit 1000 requests/5min

Weight: 0

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Taker-BuySell-Volume

The proportion of net long and net short accounts to total accounts of the top 20% users with the highest margin balance. Each account is counted once only. Long Account % = Accounts of top traders with net long positions / Total accounts of top traders with open positions Short Account % = Accounts of top traders with net short positions / Total accounts of top traders with open positions Long/Short Ratio (Accounts) = Long Account % / Short Account %

• If startTime and endTime are not sent, the most recent data is returned.
• Only the data of the latest 30 days is available.
• IP rate limit 1000 requests/5min

Weight: 0

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Top-Long-Short-Account-Ratio

The proportion of net long and net short positions to total open positions of the top 20% users with the highest margin balance. Long Position % = Long positions of top traders / Total open positions of top traders Short Position % = Short positions of top traders / Total open positions of top traders Long/Short Ratio (Positions) = Long Position % / Short Position %

• If startTime and endTime are not sent, the most recent data is returned.
• Only the data of the latest 30 days is available.
• IP rate limit 1000 requests/5min

Weight: 0

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Top-Trader-Long-Short-Ratio

Trading session schedules for the underlying assets of TradFi Perps are provided for a one-week period starting from the day prior to the query time, covering both the U.S. equity and commodity markets. Equity market session types include "PRE_MARKET", "REGULAR", "AFTER_MARKET", "OVERNIGHT", and "NO_TRADING", while commodity market session types include "REGULAR" and "NO_TRADING".

Weight: 5

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Trading-Schedule

24 hour rolling window price change statistics.

Weight: 5

Docs: https://developers.binance.com/docs/derivatives/options-trading/market-data/24hr-Ticker-Price-Change-Statistics

Current exchange trading rules and symbol information

Weight: 1

Docs: https://developers.binance.com/docs/derivatives/options-trading/market-data/Exchange-Information

Get historical exercise records.

• REALISTIC_VALUE_STRICKEN -> Exercised
• EXTRINSIC_VALUE_EXPIRED -> Expired OTM

Weight: 3

Docs: https://developers.binance.com/docs/derivatives/options-trading/market-data/Historical-Exercise-Records

Get spot index price for option underlying.

Weight: 1

Docs: https://developers.binance.com/docs/derivatives/options-trading/market-data/Symbol-Price-Ticker

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

• If startTime and endTime are not sent, the most recent klines are returned.

Weight: 1

Docs: https://developers.binance.com/docs/derivatives/options-trading/market-data/Kline-Candlestick-Data

Get open interest for specific underlying asset on specific expiration date.

Weight: 0

Docs: https://developers.binance.com/docs/derivatives/options-trading/market-data/Open-Interest

Option mark price and greek info.

Weight: 5

Docs: https://developers.binance.com/docs/derivatives/options-trading/market-data/Option-Mark-Price

Check orderbook depth on specific symbol

Weight: limit | weight ------------ | ------------ 5, 10, 20, 50 | 1 100 | 5 500 | 10 1000 | 20

Docs: https://developers.binance.com/docs/derivatives/options-trading/market-data/Order-Book

Get recent block trades

Weight: 5

Docs: https://developers.binance.com/docs/derivatives/options-trading/market-data/Recent-Block-Trade-List

Get recent market trades

Weight: 5

Docs: https://developers.binance.com/docs/derivatives/options-trading/market-data/Recent-Trades-List

Portfolio Margin Collateral Rate

Weight: 50

Docs: https://developers.binance.com/docs/derivatives/portfolio-margin-pro/market-data/Classic-Portfolio-Margin-Collateral-Rate

24 hour rolling window price change statistics. Careful when accessing this with no symbol. Weight: <table> <thead> <tr> <th>Parameter</th> <th>Symbols Provided</th> <th>Weight</th> </tr> </thead> <tbody> <tr> <td rowspan="2">symbol</td> <td>1</td> <td>2</td> </tr> <tr> <td>symbol parameter is omitted</td> <td>80</td> </tr> <tr> <td rowspan="4">symbols</td> <td>1-20</td> <td>2</td> </tr> <tr> <td>21-100</td> <td>40</td> </tr> <tr> <td>101 or more</td> <td>80</td> </tr> <tr> <td>symbols parameter is omitted</td> <td>80</td> </tr> </tbody> </table>

Docs: https://developers.binance.com/docs/binance-spot-api-docs/rest-api/market-data-endpoints#24hr-ticker-price-change-statistics

Get compressed, aggregate trades. Trades that fill at the time, from the same taker order, with the same price will have the quantity aggregated. Weight: 4

Docs: https://developers.binance.com/docs/binance-spot-api-docs/rest-api/market-data-endpoints#compressedaggregate-trades-list

Current average price for a symbol. Weight: 2

Docs: https://developers.binance.com/docs/binance-spot-api-docs/rest-api/market-data-endpoints#current-average-price

Current exchange trading rules and symbol information Weight: 20

Docs: https://developers.binance.com/docs/binance-spot-api-docs/rest-api/general-endpoints#exchange-information

Kline/candlestick bars for a symbol. Klines are uniquely identified by their open time. Weight: 2

Docs: https://developers.binance.com/docs/binance-spot-api-docs/rest-api/market-data-endpoints#klinecandlestick-data

Get older trades. Weight: 25

Docs: https://developers.binance.com/docs/binance-spot-api-docs/rest-api/market-data-endpoints#old-trade-lookup

Weight: Adjusted based on the limit:

|Limit|Request Weight ------|------- 1-100| 5 101-500| 25 501-1000| 50 1001-5000| 250

Docs: https://developers.binance.com/docs/binance-spot-api-docs/rest-api/market-data-endpoints#order-book

Get recent trades. Weight: 25

Docs: https://developers.binance.com/docs/binance-spot-api-docs/rest-api/market-data-endpoints#recent-trades-list

Weight: 4 for each requested <tt>symbol</tt> regardless of <tt>windowSize</tt>. <br/><br/> The weight for this request will cap at 200 once the number of symbols in the request is more than 50.

Docs: https://developers.binance.com/docs/binance-spot-api-docs/rest-api/market-data-endpoints#rolling-window-price-change-statistics

Best price/qty on the order book for a symbol or symbols. Weight: <table> <thead> <tr> <th>Parameter</th> <th>Symbols Provided</th> <th>Weight</th> </tr> </thead> <tbody> <tr> <td rowspan="2">symbol</td> <td>1</td> <td>2</td> </tr> <tr> <td>symbol parameter is omitted</td> <td>4</td> </tr> <tr> <td>symbols</td> <td>Any</td> <td>4</td> </tr> </tbody> </table>

Docs: https://developers.binance.com/docs/binance-spot-api-docs/rest-api/market-data-endpoints#symbol-order-book-ticker

Latest price for a symbol or symbols. Weight: <table> <thead> <tr> <th>Parameter</th> <th>Symbols Provided</th> <th>Weight</th> </tr> </thead> <tbody> <tr> <td rowspan="2">symbol</td> <td>1</td> <td>2</td> </tr> <tr> <td>symbol parameter is omitted</td> <td>4</td> </tr> <tr> <td>symbols</td> <td>Any</td> <td>4</td> </tr> </tbody> </table>

Docs: https://developers.binance.com/docs/binance-spot-api-docs/rest-api/market-data-endpoints#symbol-price-ticker

Price change statistics for a trading day. Weight: 4 for each requested <tt>symbol</tt>. <br/><br/> The weight for this request will cap at 200 once the number of symbols in the request is more than 50.

Docs: https://developers.binance.com/docs/binance-spot-api-docs/rest-api/market-data-endpoints#trading-day-ticker

The request is similar to klines having the same parameters and response.

uiKlines return modified kline data, optimized for presentation of candlestick charts. Weight: 2

Docs: https://developers.binance.com/docs/binance-spot-api-docs/rest-api/market-data-endpoints#uiklines

Query for all convertible token pairs and the tokens’ respective upper/lower limits

• User needs to supply either or both of the input parameter
• If not defined for both fromAsset and toAsset, only partial token pairs will be returned
• Asset BNFCR is only available to convert for MICA region users.

Weight: 20(IP)

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/convert/

Query index price constituents

Weight: 1

Docs: https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/rest-api/Index-Constituents

Query index price constituents

Note:

Prices from constituents of TradFi perps will be hiden and displayed as -1.

Weight: 2

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Index-Constituents

Query Insurance Fund Balance Snapshot

Weight: 1

Docs: https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Query-Insurance-Fund-Balance-Snapshot

Query Portfolio Margin Asset Index Price

Weight: 1 if send asset or 50 if not send asset

Docs: https://developers.binance.com/docs/derivatives/portfolio-margin-pro/market-data/Query-Portfolio-Margin-Asset-Index-Price