HTTP Access to Futures Market Data, Orders, and Account State

Summary

This document describes a client for futures exchange HTTP endpoints. It covers public market data requests for exchange specifications, order books, candlesticks across several intervals, recent prices, and best bid and ask quotes. It also defines common order states, order types, and sides.

For authenticated operations, the client signs timestamped parameters with an HMAC, then supports submitting, checking, and canceling orders, as well as retrieving open orders, balances, account information, and position data. The examples outline request and response fields rather than a trading strategy or empirical results. The implementation is specific to one exchange API, and details such as endpoint behavior, signing requirements, and supported parameters may vary with API versions.

Key ideas

• The client provides futures market data requests for order books, candles, prices, and quotes.
• Private requests use timestamped parameters signed with an HMAC based on the API secret.
• Order operations include placing, querying, canceling, and listing open orders.
• Account endpoints expose balances, account margin data, and position information.
• The documented endpoints and parameter conventions are exchange-specific and may change over time.

Tags

From a private course collection; the original is not published.