BinanceMarketData: Spot Market Data Retrieval

Details

Provides methods for retrieving market data from Binance's Spot trading API, including exchange info, klines, tickers, orderbooks, trade history, and 24-hour statistics.

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

Purpose and Scope

Exchange Info: Retrieve trading pair metadata including precision, filters, and trading status.
Tickers: Access real-time price data for individual symbols or all pairs.
Order Books: Get order book depth snapshots.
Trade History: Retrieve recent trades for any symbol.
24hr Statistics: Get rolling 24-hour market statistics.
Klines: Fetch historical candlestick data.
Server Time: Get exchange server time for clock synchronisation.

Usage

All methods are public endpoints requiring no authentication.

Official Documentation

Binance Spot Market Data

Endpoints Covered

Method	Endpoint	Auth
get_server_time	GET /api/v3/time	No
get_exchange_info	GET /api/v3/exchangeInfo	No
get_ticker	GET /api/v3/ticker/price	No
get_all_tickers	GET /api/v3/ticker/price	No
get_book_ticker	GET /api/v3/ticker/bookTicker	No
get_24hr_stats	GET /api/v3/ticker/24hr	No
get_avg_price	GET /api/v3/avgPrice	No
get_depth	GET /api/v3/depth	No
get_trades	GET /api/v3/trades	No
get_klines	GET /api/v3/klines	No

Super class

binance::BinanceBase -> BinanceMarketData

Methods

Inherited methods

binance::BinanceBase$initialize()

Method `get_server_time()`

Get Server Time

Retrieves the current server timestamp from Binance in milliseconds. Useful for detecting clock drift and ensuring HMAC signatures are valid.

API Endpoint

GET https://api.binance.com/api/v3/time

Official Documentation

Binance Check Server Time Verified: 2026-03-10

Automated Trading Usage

Clock Drift Detection: Compare server time against local clock to detect drift.
Auth Debugging: Binance tolerates recvWindow (default 5s); verify timestamps are in range.
Heartbeat: Lightweight endpoint (weight 1) suitable for connectivity health checks.

curl

curl -X GET 'https://api.binance.com/api/v3/time'

JSON Response

{ "serverTime": 1499827319559 }

Usage

BinanceMarketData$get_server_time()

Returns

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

server_time (POSIXct): Server time as UTC datetime.

Examples

\dontrun{
market <- BinanceMarketData$new()
st <- market$get_server_time()
drift <- as.numeric(difftime(Sys.time(), st$server_time, units = "secs"))
cat("Clock drift:", round(drift * 1000), "ms\n")
}

Method `get_exchange_info()`

Get Exchange Info

Retrieves exchange trading rules and symbol information. Includes precision, order types, filters, and trading status for each symbol.

API Endpoint

GET https://api.binance.com/api/v3/exchangeInfo

Official Documentation

Binance Exchange Info Verified: 2026-03-10

Automated Trading Usage

Symbol Discovery: Find available trading pairs and their status.
Precision Lookup: Get base_asset_precision and quote_asset_precision for order formatting.
Filter Validation: Check LOT_SIZE, PRICE_FILTER, MIN_NOTIONAL before placing orders.

curl

curl -X GET 'https://api.binance.com/api/v3/exchangeInfo?symbol=BTCUSDT'

JSON Response

{
  "timezone": "UTC",
  "serverTime": 1710072000000,
  "symbols": [
    {
      "symbol": "BTCUSDT",
      "status": "TRADING",
      "baseAsset": "BTC",
      "baseAssetPrecision": 8,
      "quoteAsset": "USDT",
      "quotePrecision": 8,
      "quoteAssetPrecision": 8,
      "orderTypes": ["LIMIT","LIMIT_MAKER","MARKET","STOP_LOSS_LIMIT","TAKE_PROFIT_LIMIT"],
      "icebergAllowed": true,
      "ocoAllowed": true,
      "otoAllowed": true,
      "quoteOrderQtyMarketAllowed": true,
      "allowTrailingStop": true,
      "cancelReplaceAllowed": true,
      "isSpotTradingAllowed": true,
      "isMarginTradingAllowed": true,
      "filters": [
        {"filterType":"PRICE_FILTER","minPrice":"0.01000000","maxPrice":"1000000.00","tickSize":"0.01000000"},
        {"filterType":"LOT_SIZE","minQty":"0.00001000","maxQty":"9000.00000000","stepSize":"0.00001000"},
        {"filterType":"MIN_NOTIONAL","minNotional":"5.00000000"}
      ],
      "permissions": ["SPOT","MARGIN"],
      "defaultSelfTradePreventionMode": "EXPIRE_MAKER",
      "allowedSelfTradePreventionModes": ["EXPIRE_TAKER","EXPIRE_MAKER","EXPIRE_BOTH"]
    }
  ]
}

Usage

BinanceMarketData$get_exchange_info(symbol = NULL, symbols = NULL)

Arguments

symbol: Character or NULL; specific symbol (e.g., "BTCUSDT").
symbols: Character vector or NULL; multiple symbols.

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").
status (character): Trading status ("TRADING", "HALT", "BREAK").
base_asset (character): Base asset code (e.g., "BTC").
base_asset_precision (integer): Decimal precision for base asset quantities.
quote_asset (character): Quote asset code (e.g., "USDT").
quote_asset_precision (integer): Decimal precision for quote asset quantities.
quote_precision (integer): Decimal precision for quote asset prices.
order_types (character): Comma-separated allowed order types (e.g., "LIMIT,MARKET").
iceberg_allowed (logical): Whether iceberg orders are allowed.
oco_allowed (logical): Whether OCO orders are allowed.
oto_allowed (logical): Whether OTO orders are allowed.
quote_order_qty_market_allowed (logical): Whether quote quantity market orders are allowed.
allow_trailing_stop (logical): Whether trailing stop orders are allowed.
cancel_replace_allowed (logical): Whether cancel-replace is allowed.
is_spot_trading_allowed (logical): Whether spot trading is enabled.
is_margin_trading_allowed (logical): Whether margin trading is enabled.
filters (list): List of filter objects (LOT_SIZE, PRICE_FILTER, etc.) — kept as list-column due to heterogeneous schemas.
permissions (character): Comma-separated trading permissions (e.g., "SPOT,MARGIN").
default_self_trade_prevention_mode (character): Default STP mode.
allowed_self_trade_prevention_modes (character): Comma-separated allowed STP modes.

Examples

\dontrun{
market <- BinanceMarketData$new()
info <- market$get_exchange_info("BTCUSDT")
print(info[, .(symbol, status, base_asset, quote_asset)])
}

Method `get_ticker()`

Get Symbol Price Ticker

Retrieves the latest price for a specific symbol.

API Endpoint

GET https://api.binance.com/api/v3/ticker/price

Official Documentation

Binance Symbol Price Ticker Verified: 2026-03-10

curl

curl -X GET 'https://api.binance.com/api/v3/ticker/price?symbol=BTCUSDT'

JSON Response

{ "symbol": "BTCUSDT", "price": "67232.90000000" }

Usage

BinanceMarketData$get_ticker(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.
price (character): Latest traded price as string.

Examples

\dontrun{
market <- BinanceMarketData$new()
ticker <- market$get_ticker("BTCUSDT")
print(ticker)
}

Method `get_all_tickers()`

Get All Symbol Price Tickers

Retrieves the latest price for all trading pairs in a single request.

API Endpoint

GET https://api.binance.com/api/v3/ticker/price

Official Documentation

Binance Symbol Price Ticker Verified: 2026-03-10

curl

curl -X GET 'https://api.binance.com/api/v3/ticker/price'

JSON Response

[
  { "symbol": "BTCUSDT", "price": "67232.90000000" },
  { "symbol": "ETHUSDT", "price": "3456.78000000" },
  { "symbol": "BNBUSDT", "price": "543.21000000" }
]

Usage

BinanceMarketData$get_all_tickers()

Returns

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

symbol (character): Trading pair identifier.
price (character): Latest traded price as string.

Examples

\dontrun{
market <- BinanceMarketData$new()
all_tickers <- market$get_all_tickers()
print(all_tickers[1:5])
}

Method `get_book_ticker()`

Get Best Bid/Ask (Book Ticker)

Retrieves the best bid and ask price and quantity for a symbol.

API Endpoint

GET https://api.binance.com/api/v3/ticker/bookTicker

Official Documentation

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

curl

curl -X GET 'https://api.binance.com/api/v3/ticker/bookTicker?symbol=BTCUSDT'

JSON Response

{
  "symbol": "BTCUSDT",
  "bidPrice": "67232.00000000",
  "bidQty": "0.41861839",
  "askPrice": "67232.90000000",
  "askQty": "1.24808993"
}

Usage

BinanceMarketData$get_book_ticker(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.
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.

Examples

\dontrun{
market <- BinanceMarketData$new()
book <- market$get_book_ticker("BTCUSDT")
print(book)
}

Method `get_24hr_stats()`

Get 24hr Ticker Statistics

Retrieves rolling 24-hour price change statistics for a symbol.

API Endpoint

GET https://api.binance.com/api/v3/ticker/24hr

Official Documentation

Binance 24hr Ticker Price Change Statistics Verified: 2026-03-10

curl

curl -X GET 'https://api.binance.com/api/v3/ticker/24hr?symbol=BTCUSDT'

JSON Response

{
  "symbol": "BTCUSDT",
  "priceChange": "-150.23000000",
  "priceChangePercent": "-0.223",
  "weightedAvgPrice": "67150.45000000",
  "prevClosePrice": "67380.00000000",
  "lastPrice": "67232.90000000",
  "lastQty": "0.00120000",
  "bidPrice": "67232.00000000",
  "bidQty": "0.41861839",
  "askPrice": "67232.90000000",
  "askQty": "1.24808993",
  "openPrice": "67383.13000000",
  "highPrice": "67890.00000000",
  "lowPrice": "66500.00000000",
  "volume": "18532.41200000",
  "quoteVolume": "1244567890.12345678",
  "openTime": 1710072000000,
  "closeTime": 1710158399999,
  "firstId": 3553450112,
  "lastId": 3554123456,
  "count": 673344
}

Usage

BinanceMarketData$get_24hr_stats(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.
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.
prev_close_price (character): Previous day's closing price.
last_price (character): Most recent trade price.
last_qty (character): Most recent trade quantity.
bid_price (character): Current best bid price.
bid_qty (character): Current best bid quantity.
ask_price (character): Current best ask price.
ask_qty (character): Current best ask quantity.
open_price (character): Price at 24h window open.
high_price (character): Highest price in 24h.
low_price (character): Lowest price in 24h.
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.
first_id (integer): First trade ID in the window.
last_id (integer): Last trade ID in the window.
count (integer): Total number of trades in 24h.

Examples

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

Method `get_avg_price()`

Get Average Price

Retrieves the current average price for a symbol (5-minute weighted average).

API Endpoint

GET https://api.binance.com/api/v3/avgPrice

Official Documentation

Binance Current Average Price Verified: 2026-03-10

curl

curl -X GET 'https://api.binance.com/api/v3/avgPrice?symbol=BTCUSDT'

JSON Response

{ "mins": 5, "price": "67232.45000000", "closeTime": 1694061154503 }

Usage

BinanceMarketData$get_avg_price(symbol)

Arguments

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

Returns

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

mins (integer): Number of minutes in the averaging window.
price (character): Weighted average price over the window.
close_time (POSIXct): End of the averaging window.

Examples

\dontrun{
market <- BinanceMarketData$new()
avg <- market$get_avg_price("BTCUSDT")
print(avg)
}

Method `get_depth()`

Get Order Book Depth

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

API Endpoint

GET https://api.binance.com/api/v3/depth

Official Documentation

Binance Order Book Verified: 2026-03-10

curl

curl -X GET 'https://api.binance.com/api/v3/depth?symbol=BTCUSDT&limit=20'

JSON Response

{
  "lastUpdateId": 1027024,
  "bids": [
    ["67232.00000000", "0.41861839"],
    ["67231.50000000", "1.20000000"]
  ],
  "asks": [
    ["67232.90000000", "1.24808993"],
    ["67233.00000000", "0.85000000"]
  ]
}

Usage

BinanceMarketData$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, 5000. Default 100.

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{
market <- BinanceMarketData$new()
depth <- market$get_depth("BTCUSDT", limit = 20)
print(depth)
}

Method `get_trades()`

Get Recent Trades

Retrieves the most recent trades for a symbol.

API Endpoint

GET https://api.binance.com/api/v3/trades

Official Documentation

Binance Recent Trades List Verified: 2026-03-10

curl

curl -X GET 'https://api.binance.com/api/v3/trades?symbol=BTCUSDT&limit=10'

JSON Response

[
  {
    "id": 28457,
    "price": "4.00000100",
    "qty": "12.00000000",
    "quoteQty": "48.000012",
    "time": 1499865549590,
    "isBuyerMaker": true,
    "isBestMatch": true
  }
]

Usage

BinanceMarketData$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 (passive side).
is_best_match (logical): TRUE if this trade was at the best available price.

Examples

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

Method `get_klines()`

Get Klines (Candlestick Data)

Retrieves historical kline/candlestick data for a symbol.

API Endpoint

GET https://api.binance.com/api/v3/klines

Official Documentation

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

curl

curl -X GET 'https://api.binance.com/api/v3/klines?symbol=BTCUSDT&interval=1h&limit=100'

JSON Response

[
  [
    1710072000000,
    "67100.00000000",
    "67250.00000000",
    "67050.00000000",
    "67232.90000000",
    "523.41200000",
    1710075599999,
    "35134567.89012345",
    1234,
    "261.70600000",
    "17567283.94506172",
    "0"
  ]
]

Automated Trading Usage

Technical Analysis: Feed OHLCV data into indicator calculations (RSI, MACD, etc.).
Backtesting: Download historical candles for strategy evaluation.
Volume Analysis: Use volume and quote_volume for liquidity assessment.

Usage

BinanceMarketData$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 1000).
fetch_all: Logical; if TRUE, automatically segments the time range into multiple API calls of up to 1000 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{
market <- BinanceMarketData$new()
klines <- market$get_klines("BTCUSDT", "1h", limit = 24)

# Fetch all candles across a large date range (multiple API calls)
all_klines <- market$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 `clone()`

The objects of this class are cloneable with this method.

Usage

BinanceMarketData$clone(deep = FALSE)

Arguments

deep: Whether to make a deep clone.

Examples

if (FALSE) { # \dontrun{
# Synchronous usage
market <- BinanceMarketData$new()
ticker <- market$get_ticker("BTCUSDT")
print(ticker)

# Asynchronous usage
market_async <- BinanceMarketData$new(async = TRUE)
main <- coro::async(function() {
  ticker <- await(market_async$get_ticker("BTCUSDT"))
  print(ticker)
})
main()
while (!later::loop_empty()) later::run_now()
} # }


## ------------------------------------------------
## Method `BinanceMarketData$get_server_time`
## ------------------------------------------------

if (FALSE) { # \dontrun{
market <- BinanceMarketData$new()
st <- market$get_server_time()
drift <- as.numeric(difftime(Sys.time(), st$server_time, units = "secs"))
cat("Clock drift:", round(drift * 1000), "ms\n")
} # }

## ------------------------------------------------
## Method `BinanceMarketData$get_exchange_info`
## ------------------------------------------------

if (FALSE) { # \dontrun{
market <- BinanceMarketData$new()
info <- market$get_exchange_info("BTCUSDT")
print(info[, .(symbol, status, base_asset, quote_asset)])
} # }

## ------------------------------------------------
## Method `BinanceMarketData$get_ticker`
## ------------------------------------------------

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

## ------------------------------------------------
## Method `BinanceMarketData$get_all_tickers`
## ------------------------------------------------

if (FALSE) { # \dontrun{
market <- BinanceMarketData$new()
all_tickers <- market$get_all_tickers()
print(all_tickers[1:5])
} # }

## ------------------------------------------------
## Method `BinanceMarketData$get_book_ticker`
## ------------------------------------------------

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

## ------------------------------------------------
## Method `BinanceMarketData$get_24hr_stats`
## ------------------------------------------------

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

## ------------------------------------------------
## Method `BinanceMarketData$get_avg_price`
## ------------------------------------------------

if (FALSE) { # \dontrun{
market <- BinanceMarketData$new()
avg <- market$get_avg_price("BTCUSDT")
print(avg)
} # }

## ------------------------------------------------
## Method `BinanceMarketData$get_depth`
## ------------------------------------------------

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

## ------------------------------------------------
## Method `BinanceMarketData$get_trades`
## ------------------------------------------------

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

## ------------------------------------------------
## Method `BinanceMarketData$get_klines`
## ------------------------------------------------

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

# Fetch all candles across a large date range (multiple API calls)
all_klines <- market$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
)
} # }

BinanceMarketData: Spot Market Data Retrieval

Details

Purpose and Scope

Usage

Official Documentation

Endpoints Covered

Super class

Methods

Public methods

Method get_server_time()

API Endpoint

Official Documentation

Automated Trading Usage

curl

JSON Response

Usage

Returns

Examples

Method get_exchange_info()

API Endpoint

Official Documentation

Automated Trading Usage

curl

JSON Response

Usage

Arguments

Returns

Examples

Method get_ticker()

API Endpoint

Official Documentation

curl

JSON Response

Usage

Arguments

Returns

Examples

Method get_all_tickers()

API Endpoint

Official Documentation

curl

JSON Response

Usage

Returns

Examples

Method get_book_ticker()

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_avg_price()

API Endpoint

Official Documentation

curl

JSON Response

Usage

Arguments

Returns

Examples

Method get_depth()

API Endpoint

Official Documentation

curl

JSON Response

Usage

Arguments

Returns

Method `get_server_time()`

Method `get_exchange_info()`

Method `get_ticker()`

Method `get_all_tickers()`

Method `get_book_ticker()`

Method `get_24hr_stats()`

Method `get_avg_price()`

Method `get_depth()`

Method `get_trades()`

Method `get_klines()`

Method `clone()`