How Futures Exchange APIs Differ for Orders and Positions
Summary
This reference compares order and position query behavior across 21 futures venues. For order retrieval, it records whether an endpoint is paginated, whether the request path or parameters vary by contract type or settlement currency, and when multiple requests are needed. It covers distinctions such as unified versus non-unified accounts, coin-margined versus stablecoin-margined products, perpetuals, delivery contracts, and options.
The positions section adds venue-specific contract coverage and quote-currency mappings. Some interfaces return positions without parameters, while others require currency, product kind, margin mode, or contract identifiers; pagination and repeated calls are also common. The comparison is useful when building exchange integrations or normalizing derivatives account data, since a single generic request pattern will not work everywhere. Its scope is limited to the listed venues and the interface details captured in the document; it gives no endpoint paths, request examples, or guidance on authentication, rate limits, error handling, or keeping the information current.
Key ideas
- Order queries vary by venue in pagination, request parameters, and contract coverage.
- Some exchanges require separate requests for product categories such as perpetuals, delivery contracts, and options.
- Position queries may depend on margin mode, settlement currency, contract kind, or a specified instrument.
- Quote-currency mappings differ across venues, so integrations need exchange-specific handling.
- The document is a compact interface comparison and does not cover authentication, rate limits, or error recovery.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.