Struct binance::futures::market::FuturesMarket

pub struct FuturesMarket {
    pub client: Client,
    pub recv_window: u64,
}

Fields

client: Client

recv_window: u64

Implementations

impl FuturesMarket

pub async fn get_depth<S>(&self, symbol: S) -> Result<OrderBook>

where S: Into<String>,

Order book (Default 100; max 1000)

pub async fn get_trades<S>(&self, symbol: S) -> Result<Trades>

where S: Into<String>,

Get trades for a pair

pub async fn get_historical_trades<S1, S2, S3>( &self, symbol: S1, from_id: S2, limit: S3 ) -> Result<Trades>

where S1: Into<String>, S2: Into<Option<u64>>, S3: Into<u16>,

Get historical trades

pub async fn get_agg_trades<S1, S2, S3, S4, S5>( &self, symbol: S1, from_id: S2, start_time: S3, end_time: S4, limit: S5 ) -> Result<AggTrades>

where S1: Into<String>, S2: Into<Option<u64>>, S3: Into<Option<u64>>, S4: Into<Option<u64>>, S5: Into<u16>,

Get aggregated trades

pub async fn get_funding_rate<S1, S3, S4, S5>( &self, symbol: S1, start_time: S3, end_time: S4, limit: S5 ) -> Result<Vec<FundingRate>>

where S1: Into<String>, S3: Into<Option<u64>>, S4: Into<Option<u64>>, S5: Into<u16>,

Get funding rate history

pub async fn get_open_interest_history<S1, S2, S3, S4, S5>( &self, symbol: S1, period: S2, start_time: S3, end_time: S4, limit: S5 ) -> Result<Vec<OpenInterestHistory>>

where S1: Into<String>, S2: Into<String>, S3: Into<Option<u64>>, S4: Into<Option<u64>>, S5: Into<u16>,

Get open interest history

pub async fn get_trader_account_long_short_ratio<S1, S2, S3, S4, S5>( &self, symbol: S1, period: S2, start_time: S3, end_time: S4, limit: S5 ) -> Result<Vec<LongShortRatio>>

where S1: Into<String>, S2: Into<String>, S3: Into<Option<u64>>, S4: Into<Option<u64>>, S5: Into<u16>,

Get Top Trader Account Long/Short Ratio

pub async fn get_trader_position_long_short_ratio<S1, S2, S3, S4, S5>( &self, symbol: S1, period: S2, start_time: S3, end_time: S4, limit: S5 ) -> Result<Vec<LongShortRatio>>

where S1: Into<String>, S2: Into<String>, S3: Into<Option<u64>>, S4: Into<Option<u64>>, S5: Into<u16>,

Get Top Trader Position Long/Short Ratio

pub async fn get_long_short_ratio<S1, S2, S3, S4, S5>( &self, symbol: S1, period: S2, start_time: S3, end_time: S4, limit: S5 ) -> Result<Vec<LongShortRatio>>

where S1: Into<String>, S2: Into<String>, S3: Into<Option<u64>>, S4: Into<Option<u64>>, S5: Into<u16>,

Get Long/Short Ratio

pub async fn get_taker_long_short_ratio<S1, S2, S3, S4, S5>( &self, symbol: S1, period: S2, start_time: S3, end_time: S4, limit: S5 ) -> Result<Vec<LongShortRatio>>

where S1: Into<String>, S2: Into<String>, S3: Into<Option<u64>>, S4: Into<Option<u64>>, S5: Into<u16>,

Get Taker Long/Short Ratio

pub async fn get_klines<S1, S2, S3, S4, S5>( &self, symbol: S1, interval: S2, limit: S3, start_time: S4, end_time: S5 ) -> Result<KlineSummaries>

where S1: Into<String>, S2: Into<String>, S3: Into<u16>, S4: Into<Option<u64>>, S5: Into<Option<u64>>,

Returns up to ‘limit’ klines for given symbol and interval (“1m”, “5m”, …) https://github.com/binance-exchange/binance-official-api-docs/blob/master/rest-api.md#klinecandlestick-data

pub async fn get_blvt_klines_v<S1, S2, S3, S4, S5>( &self, symbol: S1, interval: S2, limit: S3, start_time: S4, end_time: S5 ) -> Result<Vec<Vec<Value>>>

where S1: Into<String>, S2: Into<String>, S3: Into<u16>, S4: Into<Option<u64>>, S5: Into<Option<u64>>,

Returns up to ‘limit’ blvt klines for given symbol and interval (“1m”, “5m”, …) Note that the symbol is not the traditional pair but rather {symbol}{UP|DOWN} https://binance-docs.github.io/apidocs/futures/en/#blvt-nav-kline-candlestick-streams As the vector fields are undocumented on binance futures you are un your own, follow KlineSummary for an example

pub async fn get_mark_price_klines_v<S1, S2, S3, S4, S5>( &self, symbol: S1, interval: S2, limit: S3, start_time: S4, end_time: S5 ) -> Result<Vec<Vec<Value>>>

where S1: Into<String>, S2: Into<String>, S3: Into<u16>, S4: Into<Option<u64>>, S5: Into<Option<u64>>,

Returns up to ‘limit’ mark price klines for given symbol and interval (“1m”, “5m”, …) https://binance-docs.github.io/apidocs/futures/en/#mark-price-kline-candlestick-data As the vector fields are undocumented on binance futures you are un your own, follow KlineSummary for an example

pub async fn get_index_price_klines_v<S1, S2, S3, S4, S5>( &self, symbol: S1, interval: S2, limit: S3, start_time: S4, end_time: S5 ) -> Result<Vec<Vec<Value>>>

where S1: Into<String>, S2: Into<String>, S3: Into<u16>, S4: Into<Option<u64>>, S5: Into<Option<u64>>,

Returns up to ‘limit’ index price klines for given symbol and interval (“1m”, “5m”, …) https://binance-docs.github.io/apidocs/futures/en/#index-price-kline-candlestick-data As the vector fields are undocumented on binance futures you are un your own, follow KlineSummary for an example

pub async fn get_continuous_contract_klines_v<S1, S2, S3, S4, S5>( &self, symbol: S1, interval: S2, limit: S3, start_time: S4, end_time: S5 ) -> Result<Vec<Vec<Value>>>

where S1: Into<String>, S2: Into<String>, S3: Into<u16>, S4: Into<Option<u64>>, S5: Into<Option<u64>>,

Returns up to ‘limit’ continuous contract klines for given symbol and interval (“1m”, “5m”, …) https://binance-docs.github.io/apidocs/futures/en/#continuous-contract-kline-candlestick-data As the vector fields are undocumented on binance futures you are un your own, follow KlineSummary for an example

pub async fn get_notional_leverage_brackets<S>( &self, symbol: S ) -> Result<Vec<SymbolBrackets>>

where S: Into<String>,

https://binance-docs.github.io/apidocs/futures/en/#notional-and-leverage-brackets-user_data

pub async fn get_index_info<S>(&self, symbol: Option<S>) -> Result<PriceStats>

where S: Into<String>,

https://binance-docs.github.io/apidocs/futures/en/#composite-index-symbol-information Only for composite symbols (ex: DEFIUSDT)

pub async fn get_24h_price_stats<S>(&self, symbol: S) -> Result<PriceStats>

where S: Into<String>,

24hr ticker price change statistics

pub async fn get_all_24h_price_stats(&self) -> Result<Vec<PriceStats>>

24hr ticker price change statistics for all symbols

pub async fn get_price<S>(&self, symbol: S) -> Result<SymbolPrice>

where S: Into<String>,

Latest price for ONE symbol.

pub async fn get_all_book_tickers(&self) -> Result<BookTickers>

Symbols order book ticker -> Best price/qty on the order book for ALL symbols.

pub async fn get_book_ticker<S>(&self, symbol: S) -> Result<Tickers>

where S: Into<String>,

pub async fn get_mark_prices( &self, symbol: Option<String> ) -> Result<Vec<MarkPrice>>

pub async fn get_all_liquidation_orders(&self) -> Result<LiquidationOrders>

pub async fn open_interest<S>(&self, symbol: S) -> Result<OpenInterest>

where S: Into<String>,

Trait Implementations

impl Binance for FuturesMarket

fn new_with_config( api_key: Option<String>, secret_key: Option<String>, config: &Config ) -> Self

fn new(api_key: Option<String>, secret_key: Option<String>) -> Self

fn new_with_env(config: &Config) -> Self

Create a binance API using environment variables for credentials BINANCE_API_KEY=$YOUR_API_KEY BINANCE_API_SECRET_KEY=$YOUR_SECRET_KEY

impl Clone for FuturesMarket

fn clone(&self) -> FuturesMarket

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.