OpenAPI specification for Binance exchange - Cmfutures API
This API client was generated by the OpenAPI Generator project.
Please do not edit the generated code manually, but rather regenerate it from OpenXAPI.
- API version: 0.3.0
- Package version: 0.3.0
Put the package under your project folder and add the following in import:
import (
cmfutures "github.com/openxapi/binance-go/rest/cmfutures"
)To use a proxy, set the environment variable HTTP_PROXY:
os.Setenv("HTTP_PROXY", "http://proxy_name:proxy_port")Example
conf := cmfutures.NewConfiguration()
client := cmfutures.NewAPIClient(conf)
ctx := context.Background()
info, res, err := client.SpotTradingAPI.GetExchangeInfoV3(ctx).Symbol("BTCUSDT").Execute()
if err != nil {
fmt.Println(err)
}
fmt.Printf("%+v\n", info)
fmt.Printf("%+v\n", res)The API client supports HMAC, RSA and Ed25519 authentication.
The authentication is calculated per request, so you can use different keys for different requests.
Example
conf := cmfutures.NewConfiguration()
client := cmfutures.NewAPIClient(conf)
ctx := context.Background()
// get API key from env
apiKey := os.Getenv("BINANCE_API_KEY")
auth := cmfutures.NewAuth(apiKey)
auth.SetSecretKey(os.Getenv("BINANCE_SECRET_KEY"))
ctx, err = auth.ContextWithValue(ctx)
if err != nil {
fmt.Println(err)
}
// Get current time in millisecond
user, res, err := client.SpotTradingAPI.GetAccountV3(ctx).Timestamp(time.Now().UnixMilli()).Execute()
if err != nil {
fmt.Println(err)
}
fmt.Printf("%+v\n", user)
fmt.Printf("%+v\n", res)Example
conf := cmfutures.NewConfiguration()
client := cmfutures.NewAPIClient(conf)
ctx := context.Background()
// get API key from env
apiKey := os.Getenv("BINANCE_API_KEY")
auth := cmfutures.NewAuth(apiKey)
// Key type will be auto-detected, you can use RSA or Ed25519 key here
auth.PrivateKeyPath = "/local/.keys/binance_api_test_private_key.pem"
ctx, err = auth.ContextWithValue(ctx)
if err != nil {
fmt.Println(err)
}
// Get current time in millisecond
user, res, err := client.SpotTradingAPI.GetAccountV3(ctx).Timestamp(time.Now().UnixMilli()).Execute()
if err != nil {
fmt.Println(err)
}
fmt.Printf("%+v\n", user)
fmt.Printf("%+v\n", res)Default configuration comes with Servers field that contains server objects as defined in the OpenAPI specification.
For using other server than the one defined on index 0 set context value cmfutures.ContextServerIndex of type int.
ctx := context.WithValue(context.Background(), cmfutures.ContextServerIndex, 1)All URIs are relative to https://dapi.binance.com
| Class | Method | HTTP request | Description |
|---|---|---|---|
| FuturesAPI | CreateBatchOrdersV1 | Post /dapi/v1/batchOrders | Place Multiple Orders(TRADE) |
| FuturesAPI | CreateCountdownCancelAllV1 | Post /dapi/v1/countdownCancelAll | Auto-Cancel All Open Orders (TRADE) |
| FuturesAPI | CreateLeverageV1 | Post /dapi/v1/leverage | Change Initial Leverage (TRADE) |
| FuturesAPI | CreateListenKeyV1 | Post /dapi/v1/listenKey | Start User Data Stream (USER_STREAM) |
| FuturesAPI | CreateMarginTypeV1 | Post /dapi/v1/marginType | Change Margin Type (TRADE) |
| FuturesAPI | CreateOrderV1 | Post /dapi/v1/order | New Order (TRADE) |
| FuturesAPI | CreatePositionMarginV1 | Post /dapi/v1/positionMargin | Modify Isolated Position Margin(TRADE) |
| FuturesAPI | CreatePositionSideDualV1 | Post /dapi/v1/positionSide/dual | Change Position Mode(TRADE) |
| FuturesAPI | DeleteAllOpenOrdersV1 | Delete /dapi/v1/allOpenOrders | Cancel All Open Orders(TRADE) |
| FuturesAPI | DeleteBatchOrdersV1 | Delete /dapi/v1/batchOrders | Cancel Multiple Orders(TRADE) |
| FuturesAPI | DeleteListenKeyV1 | Delete /dapi/v1/listenKey | Close User Data Stream(USER_STREAM) |
| FuturesAPI | DeleteOrderV1 | Delete /dapi/v1/order | Cancel Order (TRADE) |
| FuturesAPI | GetAccountV1 | Get /dapi/v1/account | Account Information (USER_DATA) |
| FuturesAPI | GetAdlQuantileV1 | Get /dapi/v1/adlQuantile | Position ADL Quantile Estimation(USER_DATA) |
| FuturesAPI | GetAggTradesV1 | Get /dapi/v1/aggTrades | Compressed/Aggregate Trades List |
| FuturesAPI | GetAllOrdersV1 | Get /dapi/v1/allOrders | All Orders (USER_DATA) |
| FuturesAPI | GetBalanceV1 | Get /dapi/v1/balance | Futures Account Balance (USER_DATA) |
| FuturesAPI | GetCommissionRateV1 | Get /dapi/v1/commissionRate | User Commission Rate (USER_DATA) |
| FuturesAPI | GetConstituentsV1 | Get /dapi/v1/constituents | Query Index Price Constituents |
| FuturesAPI | GetContinuousKlinesV1 | Get /dapi/v1/continuousKlines | Continuous Contract Kline/Candlestick Data |
| FuturesAPI | GetDepthV1 | Get /dapi/v1/depth | Order Book |
| FuturesAPI | GetExchangeInfoV1 | Get /dapi/v1/exchangeInfo | Exchange Information |
| FuturesAPI | GetForceOrdersV1 | Get /dapi/v1/forceOrders | User's Force Orders(USER_DATA) |
| FuturesAPI | GetFundingInfoV1 | Get /dapi/v1/fundingInfo | Get Funding Rate Info |
| FuturesAPI | GetFundingRateV1 | Get /dapi/v1/fundingRate | Get Funding Rate History of Perpetual Futures |
| FuturesAPI | GetFuturesDataBasis | Get /futures/data/basis | Basis |
| FuturesAPI | GetFuturesDataGlobalLongShortAccountRatio | Get /futures/data/globalLongShortAccountRatio | Long/Short Ratio |
| FuturesAPI | GetFuturesDataOpenInterestHist | Get /futures/data/openInterestHist | Open Interest Statistics |
| FuturesAPI | GetFuturesDataTakerBuySellVol | Get /futures/data/takerBuySellVol | Taker Buy/Sell Volume |
| FuturesAPI | GetFuturesDataTopLongShortAccountRatio | Get /futures/data/topLongShortAccountRatio | Top Trader Long/Short Ratio (Accounts) |
| FuturesAPI | GetFuturesDataTopLongShortPositionRatio | Get /futures/data/topLongShortPositionRatio | Top Trader Long/Short Ratio (Positions) |
| FuturesAPI | GetHistoricalTradesV1 | Get /dapi/v1/historicalTrades | Old Trades Lookup(MARKET_DATA) |
| FuturesAPI | GetIncomeAsynIdV1 | Get /dapi/v1/income/asyn/id | Get Futures Transaction History Download Link by Id (USER_DATA) |
| FuturesAPI | GetIncomeAsynV1 | Get /dapi/v1/income/asyn | Get Download Id For Futures Transaction History(USER_DATA) |
| FuturesAPI | GetIncomeV1 | Get /dapi/v1/income | Get Income History(USER_DATA) |
| FuturesAPI | GetIndexPriceKlinesV1 | Get /dapi/v1/indexPriceKlines | Index Price Kline/Candlestick Data |
| FuturesAPI | GetKlinesV1 | Get /dapi/v1/klines | Kline/Candlestick Data |
| FuturesAPI | GetLeverageBracketV1 | Get /dapi/v1/leverageBracket | Notional Bracket for Pair(USER_DATA) |
| FuturesAPI | GetLeverageBracketV2 | Get /dapi/v2/leverageBracket | Notional Bracket for Symbol(USER_DATA) |
| FuturesAPI | GetMarkPriceKlinesV1 | Get /dapi/v1/markPriceKlines | Mark Price Kline/Candlestick Data |
| FuturesAPI | GetOpenInterestV1 | Get /dapi/v1/openInterest | Open Interest |
| FuturesAPI | GetOpenOrderV1 | Get /dapi/v1/openOrder | Query Current Open Order(USER_DATA) |
| FuturesAPI | GetOpenOrdersV1 | Get /dapi/v1/openOrders | Current All Open Orders (USER_DATA) |
| FuturesAPI | GetOrderAmendmentV1 | Get /dapi/v1/orderAmendment | Get Order Modify History (USER_DATA) |
| FuturesAPI | GetOrderAsynIdV1 | Get /dapi/v1/order/asyn/id | Get Futures Order History Download Link by Id (USER_DATA) |
| FuturesAPI | GetOrderAsynV1 | Get /dapi/v1/order/asyn | Get Download Id For Futures Order History (USER_DATA) |
| FuturesAPI | GetOrderV1 | Get /dapi/v1/order | Query Order (USER_DATA) |
| FuturesAPI | GetPingV1 | Get /dapi/v1/ping | Test Connectivity |
| FuturesAPI | GetPmAccountInfoV1 | Get /dapi/v1/pmAccountInfo | Classic Portfolio Margin Account Information (USER_DATA) |
| FuturesAPI | GetPositionMarginHistoryV1 | Get /dapi/v1/positionMargin/history | Get Position Margin Change History(TRADE) |
| FuturesAPI | GetPositionRiskV1 | Get /dapi/v1/positionRisk | Position Information(USER_DATA) |
| FuturesAPI | GetPositionSideDualV1 | Get /dapi/v1/positionSide/dual | Get Current Position Mode(USER_DATA) |
| FuturesAPI | GetPremiumIndexKlinesV1 | Get /dapi/v1/premiumIndexKlines | Premium index Kline Data |
| FuturesAPI | GetPremiumIndexV1 | Get /dapi/v1/premiumIndex | Index Price and Mark Price |
| FuturesAPI | GetTicker24hrV1 | Get /dapi/v1/ticker/24hr | 24hr Ticker Price Change Statistics |
| FuturesAPI | GetTickerBookTickerV1 | Get /dapi/v1/ticker/bookTicker | Symbol Order Book Ticker |
| FuturesAPI | GetTickerPriceV1 | Get /dapi/v1/ticker/price | Symbol Price Ticker |
| FuturesAPI | GetTimeV1 | Get /dapi/v1/time | Check Server time |
| FuturesAPI | GetTradeAsynIdV1 | Get /dapi/v1/trade/asyn/id | Get Futures Trade Download Link by Id(USER_DATA) |
| FuturesAPI | GetTradeAsynV1 | Get /dapi/v1/trade/asyn | Get Download Id For Futures Trade History (USER_DATA) |
| FuturesAPI | GetTradesV1 | Get /dapi/v1/trades | Recent Trades List |
| FuturesAPI | GetUserTradesV1 | Get /dapi/v1/userTrades | Account Trade List (USER_DATA) |
| FuturesAPI | UpdateBatchOrdersV1 | Put /dapi/v1/batchOrders | Modify Multiple Orders(TRADE) |
| FuturesAPI | UpdateListenKeyV1 | Put /dapi/v1/listenKey | Keepalive User Data Stream (USER_STREAM) |
| FuturesAPI | UpdateOrderV1 | Put /dapi/v1/order | Modify Order (TRADE) |
- APIError
- CmfuturesCreateBatchOrderV1ReqBatchOrdersItem
- CmfuturesCreateBatchOrdersV1RespInner
- CmfuturesCreateBatchOrdersV1RespItem
- CmfuturesDeleteBatchOrdersV1RespInner
- CmfuturesDeleteBatchOrdersV1RespItem
- CmfuturesGetContinuousKlinesV1RespInnerInner
- CmfuturesGetExchangeInfoV1Resp
- CmfuturesGetExchangeInfoV1RespRateLimitsInner
- CmfuturesGetExchangeInfoV1RespSymbolsInner
- CmfuturesGetForceOrdersV1RespItem
- CmfuturesSymbolFilter
- CmfuturesUpdateBatchOrdersV1ReqBatchOrdersItem
- CmfuturesUpdateBatchOrdersV1RespInner
- CmfuturesUpdateBatchOrdersV1RespItem
- CreateCountdownCancelAllV1Resp
- CreateLeverageV1Resp
- CreateListenKeyV1Resp
- CreateMarginTypeV1Resp
- CreateOrderV1Resp
- CreatePositionMarginV1Resp
- CreatePositionSideDualV1Resp
- DeleteAllOpenOrdersV1Resp
- DeleteOrderV1Resp
- GetAccountV1Resp
- GetAccountV1RespAssetsInner
- GetAccountV1RespPositionsInner
- GetAdlQuantileV1RespItem
- GetAdlQuantileV1RespItemAdlQuantile
- GetAggTradesV1RespItem
- GetAllOrdersV1RespItem
- GetBalanceV1RespItem
- GetCommissionRateV1Resp
- GetConstituentsV1Resp
- GetConstituentsV1RespConstituentsInner
- GetDepthV1Resp
- GetFundingInfoV1RespItem
- GetFundingRateV1RespItem
- GetFuturesDataBasisRespItem
- GetFuturesDataGlobalLongShortAccountRatioRespItem
- GetFuturesDataOpenInterestHistRespItem
- GetFuturesDataTakerBuySellVolRespItem
- GetFuturesDataTopLongShortAccountRatioRespItem
- GetFuturesDataTopLongShortPositionRatioRespItem
- GetHistoricalTradesV1RespItem
- GetIncomeAsynIdV1Resp
- GetIncomeAsynV1Resp
- GetIncomeV1RespItem
- GetLeverageBracketV1RespItem
- GetLeverageBracketV1RespItemBracketsInner
- GetLeverageBracketV2RespItem
- GetOpenInterestV1Resp
- GetOpenOrderV1Resp
- GetOpenOrdersV1RespItem
- GetOrderAmendmentV1RespItem
- GetOrderAmendmentV1RespItemAmendment
- GetOrderAmendmentV1RespItemAmendmentOrigQty
- GetOrderAsynIdV1Resp
- GetOrderAsynV1Resp
- GetOrderV1Resp
- GetPmAccountInfoV1Resp
- GetPositionMarginHistoryV1RespItem
- GetPositionRiskV1RespItem
- GetPositionSideDualV1Resp
- GetPremiumIndexV1RespItem
- GetTicker24hrV1RespItem
- GetTickerBookTickerV1RespItem
- GetTickerPriceV1RespItem
- GetTimeV1Resp
- GetTradeAsynIdV1Resp
- GetTradeAsynV1Resp
- GetTradesV1RespItem
- GetUserTradesV1RespItem
- UpdateOrderV1Resp
Due to the fact that model structure members are all pointers, this package contains a number of utility functions to easily obtain pointers to values of basic types. Each of these functions takes a value of the given basic type and returns a pointer to it:
PtrBoolPtrIntPtrInt32PtrInt64PtrFloatPtrFloat32PtrFloat64PtrStringPtrTime