BinanceFuturesData: USD-M Futures Market Data Retrieval

Details

Provides methods for retrieving market data from Binance's USD-M Futures API, including exchange info, klines, mark prices, funding rates, tickers, order books, open interest, and trade history.

Inherits from BinanceBase. All methods support both synchronous and asynchronous execution depending on the async parameter at construction.

Purpose and Scope

Exchange Info: Retrieve futures trading pair metadata including precision, filters, and contract type.
Klines: Fetch historical candlestick data for futures contracts.
Mark Price: Access mark prices and funding rate information.
Funding Rates: Get historical funding rate data.
Tickers: Access real-time price data for individual symbols or all pairs.
Order Books: Get order book depth snapshots.
Open Interest: Retrieve open interest data for futures contracts.
Trade History: Retrieve recent trades for any symbol.
Index/Mark Price Klines: Fetch historical index price and mark price candlestick data.

Usage

All methods are public endpoints requiring no authentication. The base URL defaults to https://fapi.binance.com via get_futures_base_url().

Official Documentation

Binance USD-M Futures Market Data

Endpoints Covered

Method	Endpoint	Auth
get_exchange_info	GET /fapi/v1/exchangeInfo	No
get_klines	GET /fapi/v1/klines	No
get_mark_price	GET /fapi/v1/premiumIndex	No
get_funding_rate	GET /fapi/v1/fundingRate	No
get_24hr_stats	GET /fapi/v1/ticker/24hr	No
get_ticker	GET /fapi/v1/ticker/price	No
get_book_ticker	GET /fapi/v1/ticker/bookTicker	No
get_open_interest	GET /fapi/v1/openInterest	No
get_depth	GET /fapi/v1/depth	No
get_trades	GET /fapi/v1/trades	No
get_index_price_klines	GET /fapi/v1/indexPriceKlines	No
get_mark_price_klines	GET /fapi/v1/markPriceKlines	No

Super class

binance::BinanceBase -> BinanceFuturesData

Methods

Public methods

BinanceFuturesData$new()
BinanceFuturesData$get_exchange_info()
BinanceFuturesData$get_klines()
BinanceFuturesData$get_mark_price()
BinanceFuturesData$get_funding_rate()
BinanceFuturesData$get_24hr_stats()
BinanceFuturesData$get_ticker()
BinanceFuturesData$get_book_ticker()
BinanceFuturesData$get_open_interest()
BinanceFuturesData$get_depth()
BinanceFuturesData$get_trades()
BinanceFuturesData$get_index_price_klines()
BinanceFuturesData$get_mark_price_klines()
BinanceFuturesData$clone()

Method `new()`

Initialise a BinanceFuturesData Object

Overrides the default base URL to use the Futures API endpoint and configures the server time endpoint for futures when time_source = "server".

Usage

BinanceFuturesData$new(
  keys = get_api_keys(),
  base_url = get_futures_base_url(),
  async = FALSE,
  time_source = c("local", "server")
)

Arguments

keys: List; API credentials from get_api_keys(). Defaults to get_api_keys().
base_url: Character; API base URL. Defaults to get_futures_base_url().
async: Logical; if TRUE, methods return promises. Default FALSE.
time_source: Character; clock source for HMAC request signing. "local" (default) uses Sys.time(). "server" fetches the Binance Futures server time before each authenticated request.

Returns

Invisible self.

Method `get_exchange_info()`

Get Futures Exchange Info

Retrieves exchange trading rules and symbol information for USD-M futures. Includes precision, order types, filters, contract type, and trading status.

API Endpoint

GET https://fapi.binance.com/fapi/v1/exchangeInfo

Official Documentation

Binance Futures Exchange Info Verified: 2026-03-10

curl

curl -X GET 'https://fapi.binance.com/fapi/v1/exchangeInfo'

JSON Response

{
  "timezone": "UTC",
  "serverTime": 1710028800000,
  "symbols": [
    {
      "symbol": "BTCUSDT",
      "pair": "BTCUSDT",
      "contractType": "PERPETUAL",
      "deliveryDate": 4133404800000,
      "onboardDate": 1569398400000,
      "status": "TRADING",
      "baseAsset": "BTC",
      "quoteAsset": "USDT",
      "marginAsset": "USDT",
      "pricePrecision": 2,
      "quantityPrecision": 3,
      "baseAssetPrecision": 8,
      "quotePrecision": 8,
      "underlyingType": "COIN",
      "settlePlan": 0,
      "triggerProtect": "0.0500",
      "orderTypes": ["LIMIT", "MARKET", "STOP", "STOP_MARKET", "TAKE_PROFIT", "TAKE_PROFIT_MARKET", "TRAILING_STOP_MARKET"],
      "timeInForce": ["GTC", "IOC", "FOK", "GTX", "GTD"],
      "filters": [
        {"filterType": "PRICE_FILTER", "minPrice": "556.80", "maxPrice": "4529764", "tickSize": "0.10"},
        {"filterType": "LOT_SIZE", "minQty": "0.001", "maxQty": "1000", "stepSize": "0.001"},
        {"filterType": "MIN_NOTIONAL", "notional": "5"}
      ]
    }
  ]
}

Usage

BinanceFuturesData$get_exchange_info()

Returns

data.table (or promise<data.table> if async = TRUE) with all symbol fields returned by the API, converted to snake_case. Key columns include:

symbol (character): Trading pair identifier (e.g., "BTCUSDT").
pair (character): Underlying pair.
contract_type (character): Contract type (e.g., "PERPETUAL").
status (character): Trading status ("TRADING", etc.).
base_asset (character): Base asset code (e.g., "BTC").
quote_asset (character): Quote asset code (e.g., "USDT").
margin_asset (character): Margin asset code (e.g., "USDT").
price_precision (integer): Decimal precision for prices.
quantity_precision (integer): Decimal precision for quantities.
order_types (list): Allowed order types for this symbol.
filters (list): List of filter objects.

Examples

\dontrun{
futures <- BinanceFuturesData$new()
info <- futures$get_exchange_info()
print(info[, .(symbol, contract_type, status, base_asset)])
}

Method `get_klines()`

Get Klines (Candlestick Data)

Retrieves historical kline/candlestick data for a futures symbol.

API Endpoint

GET https://fapi.binance.com/fapi/v1/klines

Official Documentation

Binance Futures Kline/Candlestick Data Verified: 2026-03-10

curl

curl -X GET 'https://fapi.binance.com/fapi/v1/klines?symbol=BTCUSDT&interval=1h&limit=100'

JSON Response

[
  [
    1710028800000,
    "67521.30",
    "67845.90",
    "67310.50",
    "67632.40",
    "12534.812",
    1710032399999,
    "847293156.23",
    48921,
    "6231.405",
    "421234567.89",
    "0"
  ]
]

Usage

BinanceFuturesData$get_klines(
  symbol,
  interval = "1h",
  startTime = NULL,
  endTime = NULL,
  limit = NULL,
  fetch_all = FALSE,
  sleep = 0.2
)

Arguments

symbol: Character; trading pair (e.g., "BTCUSDT").
interval: Character; candle interval. Valid values: "1s", "1m", "3m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "8h", "12h", "1d", "3d", "1w", "1M".
startTime: POSIXct or numeric or NULL; start time (ms or POSIXct).
endTime: POSIXct or numeric or NULL; end time (ms or POSIXct).
limit: Integer or NULL; max results (default 500, max 1500).
fetch_all: Logical; if TRUE, automatically segments the time range into multiple API calls of up to 1500 candles each, fetches all segments, deduplicates overlapping boundaries, and returns the combined result sorted by open_time. Both startTime and endTime are required when enabled. Warning: large date ranges will consume multiple API requests and may impact your rate-limit quota. Default FALSE.
sleep: Numeric; seconds to wait between consecutive API calls when fetch_all = TRUE. Use this to avoid hitting Binance rate limits. Only applies in synchronous mode; async mode chains requests sequentially via promises. Default 0.2.

Returns

data.table (or promise<data.table> if async = TRUE) with columns:

open_time (POSIXct): Candle open time.
open (numeric): Opening price.
high (numeric): Highest price during the interval.
low (numeric): Lowest price during the interval.
close (numeric): Closing price.
volume (numeric): Base asset volume traded.
close_time (POSIXct): Candle close time.
quote_volume (numeric): Quote asset volume traded.
trades (integer): Number of trades during the interval.
taker_buy_base_volume (numeric): Base asset volume bought by takers.
taker_buy_quote_volume (numeric): Quote asset volume bought by takers.
ignore (character): Unused field from Binance API.

Examples

\dontrun{
futures <- BinanceFuturesData$new()
klines <- futures$get_klines("BTCUSDT", "1h", limit = 24)

# Fetch all candles across a large date range (multiple API calls)
all_klines <- futures$get_klines(
  "BTCUSDT", "1h",
  startTime = as.POSIXct("2024-01-01", tz = "UTC"),
  endTime = as.POSIXct("2024-06-01", tz = "UTC"),
  fetch_all = TRUE, sleep = 0.5
)
}

Method `get_mark_price()`

Get Mark Price

Retrieves the mark price, index price, and funding rate information for a specific symbol or all symbols.

API Endpoint

GET https://fapi.binance.com/fapi/v1/premiumIndex

Official Documentation

Binance Futures Mark Price Verified: 2026-03-10

curl

curl -X GET 'https://fapi.binance.com/fapi/v1/premiumIndex?symbol=BTCUSDT'

JSON Response

{
  "symbol": "BTCUSDT",
  "markPrice": "67582.35000000",
  "indexPrice": "67575.12345678",
  "estimatedSettlePrice": "67579.88654321",
  "lastFundingRate": "0.00010000",
  "nextFundingTime": 1710057600000,
  "interestRate": "0.00010000",
  "time": 1710028800000
}

Usage

BinanceFuturesData$get_mark_price(symbol = NULL)

Arguments

symbol: Character or NULL; trading pair (e.g., "BTCUSDT"). If NULL, returns data for all symbols.

Returns

data.table (or promise<data.table> if async = TRUE) with columns:

symbol (character): Trading pair identifier.
mark_price (character): Current mark price.
index_price (character): Current index price.
estimated_settle_price (character): Estimated settlement price.
last_funding_rate (character): Last funding rate.
next_funding_time (POSIXct): Next funding time.
interest_rate (character): Interest rate.
time (POSIXct): Data timestamp.

Examples

\dontrun{
futures <- BinanceFuturesData$new()
mark <- futures$get_mark_price("BTCUSDT")
print(mark)

# All symbols
all_marks <- futures$get_mark_price()
print(all_marks)
}

Method `get_funding_rate()`

Get Funding Rate History

Retrieves historical funding rate data for a symbol.

API Endpoint

GET https://fapi.binance.com/fapi/v1/fundingRate

Official Documentation

Binance Futures Funding Rate History Verified: 2026-03-10

curl

curl -X GET 'https://fapi.binance.com/fapi/v1/fundingRate?symbol=BTCUSDT&limit=100'

JSON Response

[
  {
    "symbol": "BTCUSDT",
    "fundingRate": "0.00010000",
    "fundingTime": 1710028800000,
    "markPrice": "67582.35000000"
  },
  {
    "symbol": "BTCUSDT",
    "fundingRate": "0.00012500",
    "fundingTime": 1710000000000,
    "markPrice": "67245.10000000"
  }
]

Usage

BinanceFuturesData$get_funding_rate(
  symbol,
  startTime = NULL,
  endTime = NULL,
  limit = NULL
)

Arguments

symbol: Character; trading pair (e.g., "BTCUSDT").
startTime: POSIXct or numeric or NULL; start time (ms or POSIXct).
endTime: POSIXct or numeric or NULL; end time (ms or POSIXct).
limit: Integer or NULL; max results (default 100, max 1000).

Returns

data.table (or promise<data.table> if async = TRUE) with columns:

symbol (character): Trading pair identifier.
funding_rate (character): Funding rate value.
funding_time (POSIXct): Funding timestamp.
mark_price (character): Mark price at funding time.

Examples

\dontrun{
futures <- BinanceFuturesData$new()
rates <- futures$get_funding_rate("BTCUSDT", limit = 10)
print(rates)
}

Method `get_24hr_stats()`

Get 24hr Ticker Statistics

Retrieves rolling 24-hour price change statistics for a futures symbol or all symbols.

API Endpoint

GET https://fapi.binance.com/fapi/v1/ticker/24hr

Official Documentation

Binance Futures 24hr Ticker Verified: 2026-03-10

curl

curl -X GET 'https://fapi.binance.com/fapi/v1/ticker/24hr?symbol=BTCUSDT'

JSON Response

{
  "symbol": "BTCUSDT",
  "priceChange": "1250.30",
  "priceChangePercent": "1.882",
  "weightedAvgPrice": "67123.45",
  "lastPrice": "67632.40",
  "lastQty": "0.012",
  "openPrice": "66382.10",
  "highPrice": "67845.90",
  "lowPrice": "65980.00",
  "volume": "285431.234",
  "quoteVolume": "19187654321.56",
  "openTime": 1709942400000,
  "closeTime": 1710028799999,
  "firstId": 4123456789,
  "lastId": 4123987654,
  "count": 530865
}

Usage

BinanceFuturesData$get_24hr_stats(symbol = NULL)

Arguments

symbol: Character or NULL; trading pair (e.g., "BTCUSDT"). If NULL, returns data for all symbols.

Returns

data.table (or promise<data.table> if async = TRUE) with columns:

symbol (character): Trading pair identifier.
price_change (character): Absolute price change over 24h.
price_change_percent (character): Percentage price change over 24h.
weighted_avg_price (character): Volume-weighted average price over 24h.
last_price (character): Most recent trade price.
volume (character): Total base asset volume in 24h.
quote_volume (character): Total quote asset volume in 24h.
open_time (POSIXct): Start of the 24h window.
close_time (POSIXct): End of the 24h window.

Examples

\dontrun{
futures <- BinanceFuturesData$new()
stats <- futures$get_24hr_stats("BTCUSDT")
print(stats[, .(symbol, last_price, price_change_percent, volume)])
}

Method `get_ticker()`

Get Symbol Price Ticker

Retrieves the latest price for a specific futures symbol or all symbols.

API Endpoint

GET https://fapi.binance.com/fapi/v1/ticker/price

Official Documentation

Binance Futures Symbol Price Ticker Verified: 2026-03-10

curl

curl -X GET 'https://fapi.binance.com/fapi/v1/ticker/price?symbol=BTCUSDT'

JSON Response

{
  "symbol": "BTCUSDT",
  "price": "67632.40",
  "time": 1710028800000
}

Usage

BinanceFuturesData$get_ticker(symbol = NULL)

Arguments

symbol: Character or NULL; trading pair (e.g., "BTCUSDT"). If NULL, returns data for all symbols.

Returns

data.table (or promise<data.table> if async = TRUE) with columns:

symbol (character): Trading pair identifier.
price (character): Latest traded price as string.
time (POSIXct): Timestamp (if present in response).

Examples

\dontrun{
futures <- BinanceFuturesData$new()
ticker <- futures$get_ticker("BTCUSDT")
print(ticker)
}

Method `get_book_ticker()`

Get Best Bid/Ask (Book Ticker)

Retrieves the best bid and ask price and quantity for a futures symbol or all symbols.

API Endpoint

GET https://fapi.binance.com/fapi/v1/ticker/bookTicker

Official Documentation

Binance Futures Symbol Order Book Ticker Verified: 2026-03-10

curl

curl -X GET 'https://fapi.binance.com/fapi/v1/ticker/bookTicker?symbol=BTCUSDT'

JSON Response

{
  "symbol": "BTCUSDT",
  "bidPrice": "67630.20",
  "bidQty": "5.432",
  "askPrice": "67632.40",
  "askQty": "3.218",
  "time": 1710028800000
}

Usage

BinanceFuturesData$get_book_ticker(symbol = NULL)

Arguments

symbol: Character or NULL; trading pair (e.g., "BTCUSDT"). If NULL, returns data for all symbols.

Returns

data.table (or promise<data.table> if async = TRUE) with columns:

symbol (character): Trading pair identifier.
bid_price (character): Best bid price.
bid_qty (character): Quantity available at best bid.
ask_price (character): Best ask price.
ask_qty (character): Quantity available at best ask.
time (POSIXct): Timestamp (if present in response).

Examples

\dontrun{
futures <- BinanceFuturesData$new()
book <- futures$get_book_ticker("BTCUSDT")
print(book)
}

Method `get_open_interest()`

Get Open Interest

Retrieves the current open interest for a futures symbol.

API Endpoint

GET https://fapi.binance.com/fapi/v1/openInterest

Official Documentation

Binance Futures Open Interest Verified: 2026-03-10

curl

curl -X GET 'https://fapi.binance.com/fapi/v1/openInterest?symbol=BTCUSDT'

JSON Response

{
  "symbol": "BTCUSDT",
  "openInterest": "72381.532",
  "time": 1710028800000
}

Usage

BinanceFuturesData$get_open_interest(symbol)

Arguments

symbol: Character; trading pair (e.g., "BTCUSDT").

Returns

data.table (or promise<data.table> if async = TRUE) with columns:

symbol (character): Trading pair identifier.
open_interest (character): Current open interest.
time (POSIXct): Timestamp (if present in response).

Examples

\dontrun{
futures <- BinanceFuturesData$new()
oi <- futures$get_open_interest("BTCUSDT")
print(oi)
}

Method `get_depth()`

Get Order Book Depth

Retrieves the order book (bids and asks) for a futures symbol.

API Endpoint

GET https://fapi.binance.com/fapi/v1/depth

Official Documentation

Binance Futures Order Book Verified: 2026-03-10

curl

curl -X GET 'https://fapi.binance.com/fapi/v1/depth?symbol=BTCUSDT&limit=20'

JSON Response

{
  "lastUpdateId": 2731879654321,
  "E": 1710028800000,
  "T": 1710028800000,
  "bids": [
    ["67630.20", "5.432"],
    ["67629.90", "2.100"],
    ["67629.50", "8.750"]
  ],
  "asks": [
    ["67632.40", "3.218"],
    ["67632.80", "1.500"],
    ["67633.10", "6.340"]
  ]
}

Usage

BinanceFuturesData$get_depth(symbol, limit = NULL)

Arguments

symbol: Character; trading pair (e.g., "BTCUSDT").
limit: Integer or NULL; depth limit. Valid values: 5, 10, 20, 50, 100, 500, 1000. Default 500.

Returns

data.table (or promise<data.table> if async = TRUE) with columns:

last_update_id (character): Sequence ID for orderbook synchronisation.
side (character): "bid" or "ask".
price (numeric): Price level.
size (numeric): Available size at this price level.

Examples

\dontrun{
futures <- BinanceFuturesData$new()
depth <- futures$get_depth("BTCUSDT", limit = 20)
print(depth)
}

Method `get_trades()`

Get Recent Trades

Retrieves the most recent trades for a futures symbol.

API Endpoint

GET https://fapi.binance.com/fapi/v1/trades

Official Documentation

Binance Futures Recent Trades List Verified: 2026-03-10

curl

curl -X GET 'https://fapi.binance.com/fapi/v1/trades?symbol=BTCUSDT&limit=10'

JSON Response

[
  {
    "id": 3456789012,
    "price": "67632.40",
    "qty": "0.015",
    "quoteQty": "1014.49",
    "time": 1710028800123,
    "isBuyerMaker": false
  },
  {
    "id": 3456789013,
    "price": "67630.20",
    "qty": "0.200",
    "quoteQty": "13526.04",
    "time": 1710028800456,
    "isBuyerMaker": true
  }
]

Usage

BinanceFuturesData$get_trades(symbol, limit = NULL)

Arguments

symbol: Character; trading pair (e.g., "BTCUSDT").
limit: Integer or NULL; max results (default 500, max 1000).

Returns

data.table (or promise<data.table> if async = TRUE) with columns:

id (integer): Unique trade identifier.
price (character): Trade execution price.
qty (character): Base asset quantity traded.
quote_qty (character): Quote asset quantity traded.
time (POSIXct): Trade execution time.
is_buyer_maker (logical): TRUE if the buyer was the maker.

Examples

\dontrun{
futures <- BinanceFuturesData$new()
trades <- futures$get_trades("BTCUSDT", limit = 10)
print(trades)
}

Method `get_index_price_klines()`

Get Index Price Klines

Retrieves historical index price kline/candlestick data for a pair.

API Endpoint

GET https://fapi.binance.com/fapi/v1/indexPriceKlines

Official Documentation

Binance Futures Index Price Kline/Candlestick Data Verified: 2026-03-10

curl

curl -X GET 'https://fapi.binance.com/fapi/v1/indexPriceKlines?pair=BTCUSDT&interval=1h&limit=100'

JSON Response

[
  [
    1710028800000,
    "67518.42",
    "67840.15",
    "67305.78",
    "67625.33",
    "0",
    1710032399999,
    "0",
    0,
    "0",
    "0",
    "0"
  ]
]

Usage

BinanceFuturesData$get_index_price_klines(
  pair,
  interval = "1h",
  startTime = NULL,
  endTime = NULL,
  limit = NULL
)

Arguments

pair: Character; underlying pair (e.g., "BTCUSDT").
interval: Character; candle interval. Valid values: "1s", "1m", "3m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "8h", "12h", "1d", "3d", "1w", "1M".
startTime: POSIXct or numeric or NULL; start time (ms or POSIXct).
endTime: POSIXct or numeric or NULL; end time (ms or POSIXct).
limit: Integer or NULL; max results (default 500, max 1500).

Returns

data.table (or promise<data.table> if async = TRUE) with columns:

open_time (POSIXct): Candle open time.
open (numeric): Opening price.
high (numeric): Highest price.
low (numeric): Lowest price.
close (numeric): Closing price.
volume (numeric): Trading volume.
close_time (POSIXct): Candle close time.
quote_volume (numeric): Quote asset volume.
trades (integer): Number of trades.
taker_buy_base_volume (numeric): Taker buy base asset volume.
taker_buy_quote_volume (numeric): Taker buy quote asset volume.
ignore (character): Unused field.

Examples

\dontrun{
futures <- BinanceFuturesData$new()
klines <- futures$get_index_price_klines("BTCUSDT", "1h", limit = 24)
print(klines)
}

Method `get_mark_price_klines()`

Get Mark Price Klines

Retrieves historical mark price kline/candlestick data for a symbol.

API Endpoint

GET https://fapi.binance.com/fapi/v1/markPriceKlines

Official Documentation

Binance Futures Mark Price Kline/Candlestick Data Verified: 2026-03-10

curl

curl -X GET 'https://fapi.binance.com/fapi/v1/markPriceKlines?symbol=BTCUSDT&interval=1h&limit=100'

JSON Response

[
  [
    1710028800000,
    "67525.10",
    "67848.75",
    "67312.40",
    "67635.20",
    "0",
    1710032399999,
    "0",
    0,
    "0",
    "0",
    "0"
  ]
]

Usage

BinanceFuturesData$get_mark_price_klines(
  symbol,
  interval = "1h",
  startTime = NULL,
  endTime = NULL,
  limit = NULL
)

Arguments

symbol: Character; trading pair (e.g., "BTCUSDT").
interval: Character; candle interval. Valid values: "1s", "1m", "3m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "8h", "12h", "1d", "3d", "1w", "1M".
startTime: POSIXct or numeric or NULL; start time (ms or POSIXct).
endTime: POSIXct or numeric or NULL; end time (ms or POSIXct).
limit: Integer or NULL; max results (default 500, max 1500).

Returns

data.table (or promise<data.table> if async = TRUE) with columns:

open_time (POSIXct): Candle open time.
open (numeric): Opening price.
high (numeric): Highest price.
low (numeric): Lowest price.
close (numeric): Closing price.
volume (numeric): Trading volume.
close_time (POSIXct): Candle close time.
quote_volume (numeric): Quote asset volume.
trades (integer): Number of trades.
taker_buy_base_volume (numeric): Taker buy base asset volume.
taker_buy_quote_volume (numeric): Taker buy quote asset volume.
ignore (character): Unused field.

Examples

\dontrun{
futures <- BinanceFuturesData$new()
klines <- futures$get_mark_price_klines("BTCUSDT", "1h", limit = 24)
print(klines)
}

Method `clone()`

The objects of this class are cloneable with this method.

Usage

BinanceFuturesData$clone(deep = FALSE)

Arguments

deep: Whether to make a deep clone.

Examples

if (FALSE) { # \dontrun{
# Synchronous usage
futures <- BinanceFuturesData$new()
mark <- futures$get_mark_price("BTCUSDT")
print(mark)

# Asynchronous usage
futures_async <- BinanceFuturesData$new(async = TRUE)
main <- coro::async(function() {
  mark <- await(futures_async$get_mark_price("BTCUSDT"))
  print(mark)
})
main()
while (!later::loop_empty()) later::run_now()
} # }


## ------------------------------------------------
## Method `BinanceFuturesData$get_exchange_info`
## ------------------------------------------------

if (FALSE) { # \dontrun{
futures <- BinanceFuturesData$new()
info <- futures$get_exchange_info()
print(info[, .(symbol, contract_type, status, base_asset)])
} # }

## ------------------------------------------------
## Method `BinanceFuturesData$get_klines`
## ------------------------------------------------

if (FALSE) { # \dontrun{
futures <- BinanceFuturesData$new()
klines <- futures$get_klines("BTCUSDT", "1h", limit = 24)

# Fetch all candles across a large date range (multiple API calls)
all_klines <- futures$get_klines(
  "BTCUSDT", "1h",
  startTime = as.POSIXct("2024-01-01", tz = "UTC"),
  endTime = as.POSIXct("2024-06-01", tz = "UTC"),
  fetch_all = TRUE, sleep = 0.5
)
} # }

## ------------------------------------------------
## Method `BinanceFuturesData$get_mark_price`
## ------------------------------------------------

if (FALSE) { # \dontrun{
futures <- BinanceFuturesData$new()
mark <- futures$get_mark_price("BTCUSDT")
print(mark)

# All symbols
all_marks <- futures$get_mark_price()
print(all_marks)
} # }

## ------------------------------------------------
## Method `BinanceFuturesData$get_funding_rate`
## ------------------------------------------------

if (FALSE) { # \dontrun{
futures <- BinanceFuturesData$new()
rates <- futures$get_funding_rate("BTCUSDT", limit = 10)
print(rates)
} # }

## ------------------------------------------------
## Method `BinanceFuturesData$get_24hr_stats`
## ------------------------------------------------

if (FALSE) { # \dontrun{
futures <- BinanceFuturesData$new()
stats <- futures$get_24hr_stats("BTCUSDT")
print(stats[, .(symbol, last_price, price_change_percent, volume)])
} # }

## ------------------------------------------------
## Method `BinanceFuturesData$get_ticker`
## ------------------------------------------------

if (FALSE) { # \dontrun{
futures <- BinanceFuturesData$new()
ticker <- futures$get_ticker("BTCUSDT")
print(ticker)
} # }

## ------------------------------------------------
## Method `BinanceFuturesData$get_book_ticker`
## ------------------------------------------------

if (FALSE) { # \dontrun{
futures <- BinanceFuturesData$new()
book <- futures$get_book_ticker("BTCUSDT")
print(book)
} # }

## ------------------------------------------------
## Method `BinanceFuturesData$get_open_interest`
## ------------------------------------------------

if (FALSE) { # \dontrun{
futures <- BinanceFuturesData$new()
oi <- futures$get_open_interest("BTCUSDT")
print(oi)
} # }

## ------------------------------------------------
## Method `BinanceFuturesData$get_depth`
## ------------------------------------------------

if (FALSE) { # \dontrun{
futures <- BinanceFuturesData$new()
depth <- futures$get_depth("BTCUSDT", limit = 20)
print(depth)
} # }

## ------------------------------------------------
## Method `BinanceFuturesData$get_trades`
## ------------------------------------------------

if (FALSE) { # \dontrun{
futures <- BinanceFuturesData$new()
trades <- futures$get_trades("BTCUSDT", limit = 10)
print(trades)
} # }

## ------------------------------------------------
## Method `BinanceFuturesData$get_index_price_klines`
## ------------------------------------------------

if (FALSE) { # \dontrun{
futures <- BinanceFuturesData$new()
klines <- futures$get_index_price_klines("BTCUSDT", "1h", limit = 24)
print(klines)
} # }

## ------------------------------------------------
## Method `BinanceFuturesData$get_mark_price_klines`
## ------------------------------------------------

if (FALSE) { # \dontrun{
futures <- BinanceFuturesData$new()
klines <- futures$get_mark_price_klines("BTCUSDT", "1h", limit = 24)
print(klines)
} # }

BinanceFuturesData: USD-M Futures Market Data Retrieval

Details

Purpose and Scope

Usage

Official Documentation

Endpoints Covered

Super class

Methods

Public methods

Method new()

Usage

Arguments

Returns

Method get_exchange_info()

API Endpoint

Official Documentation

curl

JSON Response

Usage

Returns

Examples

Method get_klines()

API Endpoint

Official Documentation

curl

JSON Response

Usage

Arguments

Returns

Examples

Method get_mark_price()

API Endpoint

Official Documentation

curl

JSON Response

Usage

Arguments

Returns

Examples

Method get_funding_rate()

API Endpoint

Official Documentation

curl

JSON Response

Usage

Arguments

Returns

Examples

Method get_24hr_stats()

API Endpoint

Official Documentation

curl

JSON Response

Usage

Arguments

Returns

Examples

Method get_ticker()

API Endpoint

Official Documentation

curl

JSON Response

Usage

Arguments

Returns

Examples

Method get_book_ticker()

API Endpoint

Official Documentation

curl

JSON Response

Usage

Arguments

Returns

Examples

Method get_open_interest()

API Endpoint

Official Documentation

curl

JSON Response

Method `new()`

Method `get_exchange_info()`

Method `get_klines()`

Method `get_mark_price()`

Method `get_funding_rate()`

Method `get_24hr_stats()`

Method `get_ticker()`

Method `get_book_ticker()`

Method `get_open_interest()`

Method `get_depth()`

Method `get_trades()`

Method `get_index_price_klines()`

Method `get_mark_price_klines()`

Method `clone()`