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This reference explains the account and order events delivered through Binance Spot Testnet user data streams. It describes balance position updates, deposit and withdrawal changes, order execution reports, order list status, stream termination, and external…

This technical reference describes Binance Spot testnet market data over binary WebSocket streams encoded with Simple Binary Encoding. It covers connection and authentication requirements, lowercase symbol names, subscription formats, timestamp units,…

This reference explains how to connect to Binance market data streams, manage subscriptions, and interpret events such as trades, candles, and order book updates. It describes raw and combined stream formats, connection and message limits, timestamp units,…

The document compares three API key types used to authenticate Binance trading and account requests. Ed25519 and RSA use asymmetric cryptography: the client keeps a private key to sign requests, while the exchange verifies signatures using a public key. HMAC…

The document explains pegged orders as limit orders whose working price is derived from the order book. A primary peg references the best price on the order’s own side, while a market peg references the best price on the opposite side; optional price-level…

The document lists Binance REST and WebSocket domains that expose public market data without API-key authentication. The REST endpoint categories include aggregate and individual trades, order-book depth, exchange information, candles, average price, ticker…

This reference explains exchange rules that determine whether orders satisfy symbol, exchange-wide, or asset-level constraints. Symbol filters cover permitted price ranges and tick increments, quantity bounds and steps, notional limits, and controls on…

This FAQ explains how to request and decode Simple Binary Encoding (SBE) responses from spot REST, WebSocket, and FIX APIs. It outlines the request headers or connection parameters needed to select SBE and a schema version, describes when requests fall back…

This API reference explains account and order events delivered through a subscribed user data stream. Account position updates report changed assets and available or locked balances; balance updates report deposits, withdrawals, and transfers. Events use…

This exchange guide explains how spot order rate limits count newly placed orders that remain unfilled. A successful order placement increases the count for the current interval; reaching the configured limit causes later requests to be rejected. The limit…

This reference describes how Binance’s Spot REST API handles market data queries, trading requests, account information, and operational limits. It explains chronological ordering for returned data, timestamp units, request parameter placement, endpoint…

This reference explains exchange rules that determine whether orders can be submitted. Symbol-level filters cover price bounds and tick increments, quantity bounds and step sizes, notional limits, iceberg order sizing, trailing-stop deltas, and caps on open…

This document describes an exchange rule that limits the prices at which an incoming order may execute, using upper and lower multipliers around a reference price. The limits can be set separately for buys and sells. Traders can query the applicable rules…

This FAQ explains how spot trailing stop orders follow favorable price movement and trigger after a specified reversal. Buy orders track the lowest price after tracking begins and trigger on a rise; sell orders track the highest price and trigger on a…

This document explains an exchange rule that limits the number of new spot orders counted as unfilled over a defined time interval. Successful new orders increase the count, while an order's first partial or complete fill reduces it. Maker fills may earn a…

The document explains how trailing stop orders follow favorable price movement and trigger after a specified adverse move from a tracked extreme. The trailing distance is set in basis points. A buy order tracks a low and triggers after a rebound, while a…

This exchange FAQ explains an order amendment that reduces an existing order’s quantity while keeping its place in the price-time queue. It contrasts this with cancel-and-replace, which creates a new order behind existing orders at the same price. A worked…

This document explains how to connect to a spot exchange through FIX order entry, drop copy, and market data sessions. It covers TLS and server-name checks, Ed25519 logon signatures, API-key permissions, message sequencing, response modes, timestamps, and…

The document explains smart order routing (SOR) as a way to seek liquidity across configured order books that share a base asset and use interchangeable quote assets, such as stablecoins treated as having a fixed one-to-one exchange rate. An order submitted…

This technical reference describes FIX and FIX SBE connectivity for a spot exchange. It distinguishes order-entry, drop-copy, and market-data sessions; explains API-key permissions, TLS and signing requirements, connection lifecycle, heartbeats, message…

One Pays the Other (OPO) is an order-list behavior in which proceeds from a working order determine the quantity of pending order or orders. The pending quantity is not specified at placement; it is set after the working buy fully fills, using the quantity…