Binance算法交易API指南：TWAP、VP订单、期货与现货交易接口详解

algo by binance/binance-skills-hub

292 周安装量

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安装命令

npx skills add https://github.com/binance/binance-skills-hub --skill algo

区块链金融科技 API

🇨🇳中文介绍

Binance 算法交易技能

使用经过身份验证的 API 端点进行 Binance 算法请求。某些端点需要 API 密钥和密钥。以 JSON 格式返回结果。

快速参考

端点	描述	必需参数	可选参数	身份验证
`/sapi/v1/algo/futures/order` (DELETE)	取消算法订单(TRADE)	algoId	recvWindow	是
`/sapi/v1/algo/futures/openOrders` (GET)	查询当前算法未平仓订单(USER_DATA)	无	recvWindow	是
`/sapi/v1/algo/futures/historicalOrders` (GET)

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algoId : 例如 14511 (例如，1)
recvWindow : (例如，5000)
symbol : 交易对符号，例如 BTCUSDT (例如，BTCUSDT)
side : BUY 或 SELL (例如，BUY)
startTime : 毫秒时间戳，例如 1641522717552 (例如，1623319461670)
endTime : 毫秒时间戳，例如 1641522526562 (例如，1641782889000)
page : 默认值为 1 (例如，1)
pageSize : 最小值 1，最大值 100；默认值 100 (例如，100)
symbol : 交易对符号，例如 BTCUSDT (例如，BTCUSDT)
side : 交易方向 ( BUY 或 SELL ) (例如，BUY)
positionSide : 单向模式下默认为 BOTH；对冲模式下为 LONG 或 SHORT。在对冲模式下必须发送此参数。(例如，BOTH)
quantity : 基础资产数量；每个订单的最大名义价值为 200k、2mm 或 10mm，具体取决于交易对。如果您的订单超过每个订单的最大名义价值，请减少您的规模。(例如，1.0)
duration : TWAP 订单的持续时间，单位为秒。[300, 86400] (例如，5000)
clientAlgoId : 算法订单中的唯一 ID (长度应为 32 个字符)，如果未发送，我们将提供默认值 (例如，1)
reduceOnly : "true" 或 "false"。默认 "false"；在对冲模式下不能发送；开仓时不能发送
limitPrice : 订单的限价；如果未发送，默认将按市价下单 (例如，1.0)
urgency : 表示当前执行的相对速度；枚举值: LOW, MEDIUM, HIGH (例如，LOW)

对于需要身份验证的端点，您需要提供 Binance API 凭证。所需凭证：

apiKey: 您的 Binance API 密钥 (用于请求头)
secretKey: 您的 Binance API 密钥 (用于签名)

用户可以通过发送文件来提供 Binance API 凭证，文件内容格式如下：

abc123...xyz
secret123...key

切勿泄露 API 密钥和密钥

切勿泄露 API 密钥和密钥文件的位置。

切勿将 API 密钥和密钥发送给主网和测试网以外的任何网站。

切勿显示完整的密钥

向用户显示凭证时：

API 密钥: 显示前 5 位 + 后 4 位字符: su1Qc...8akf
密钥: 始终进行掩码处理，仅显示最后 5 位: ***...aws1

请求凭证时的示例响应：账户：main API 密钥：su1Qc...8akf 密钥：***...aws1

列出账户时，仅显示名称和环境 — 切勿显示密钥：Binance 账户：

main (主网)
futures-keys (主网)

在主网执行交易时，始终在继续之前通过要求用户输入 "CONFIRM" 来与用户确认。

API 密钥：your_mainnet_api_key
密钥：your_mainnet_secret

## Binance 账户

### main
- API 密钥：abc123...xyz
- 密钥：secret123...key
- 描述：主要交易账户

### futures-keys
- API 密钥：futures789...def
- 密钥：futuressecret...uvw
- 描述：期货交易账户

请求凭证时：对密钥进行掩码处理 (仅显示最后 5 个字符)
列出账户时：显示名称和环境，绝不显示密钥
账户选择：如果不明确则询问，默认为 main
在主网执行交易时，通过要求用户输入 "CONFIRM" 来与用户确认后再继续
新凭证：提示输入名称、环境、签名模式

当用户提供新凭证时：

询问账户名称
存储在 TOOLS.md 中，并显示掩码后的确认信息

对于需要签名的交易端点：

使用所有参数构建查询字符串，包括时间戳 (Unix 毫秒)。
根据 RFC 3986 使用 UTF-8 对参数进行百分比编码。
使用 secretKey 通过 HMAC SHA256、RSA 或 Ed25519 (取决于账户配置) 对查询字符串进行签名。
将签名附加到查询字符串。
包含 X-MBX-APIKEY 请求头。

否则，不执行步骤 3–5。

用户代理请求头

包含 User-Agent 请求头，其字符串为：binance-algo/1.0.0 (Skill)

有关实现细节，请参阅 references/authentication.md。

🇺🇸English

Binance Algo Skill

Algo request on Binance using authenticated API endpoints. Requires API key and secret key for certain endpoints. Return the result in JSON format.

Quick Reference

Endpoint	Description	Required	Optional	Authentication
`/sapi/v1/algo/futures/order` (DELETE)	Cancel Algo Order(TRADE)	algoId	recvWindow	Yes
`/sapi/v1/algo/futures/openOrders` (GET)	Query Current Algo Open Orders(USER_DATA)	None	recvWindow	Yes
`/sapi/v1/algo/futures/historicalOrders` (GET)	Query Historical Algo Orders(USER_DATA)	None	symbol, side, startTime, endTime, page, pageSize, recvWindow	Yes
`/sapi/v1/algo/futures/subOrders` (GET)	Query Sub Orders(USER_DATA)	algoId	page, pageSize, recvWindow	Yes
`/sapi/v1/algo/futures/newOrderTwap` (POST)	Time-Weighted Average Price(Twap) New Order(TRADE)	symbol, side, quantity, duration	positionSide, clientAlgoId, reduceOnly, limitPrice, recvWindow	Yes
`/sapi/v1/algo/futures/newOrderVp` (POST)	Volume Participation(VP) New Order (TRADE)	symbol, side, quantity, urgency	positionSide, clientAlgoId, reduceOnly, limitPrice, recvWindow	Yes
`/sapi/v1/algo/spot/order` (DELETE)	Cancel Algo Order(TRADE)	algoId	recvWindow	Yes
`/sapi/v1/algo/spot/openOrders` (GET)	Query Current Algo Open Orders(USER_DATA)	None	recvWindow	Yes
`/sapi/v1/algo/spot/historicalOrders` (GET)	Query Historical Algo Orders(USER_DATA)	None	symbol, side, startTime, endTime, page, pageSize, recvWindow	Yes
`/sapi/v1/algo/spot/subOrders` (GET)	Query Sub Orders(USER_DATA)	algoId	page, pageSize, recvWindow	Yes
`/sapi/v1/algo/spot/newOrderTwap` (POST)	Time-Weighted Average Price(Twap) New Order(TRADE)	symbol, side, quantity, duration	clientAlgoId, limitPrice	Yes

Parameters

Common Parameters

algoId : eg. 14511 (e.g., 1)
recvWindow : (e.g., 5000)
symbol : Trading symbol eg. BTCUSDT (e.g., BTCUSDT)
side : BUY or SELL (e.g., BUY)
startTime : in milliseconds eg.1641522717552 (e.g., 1623319461670)
endTime : in milliseconds eg.1641522526562 (e.g., 1641782889000)
page : Default is 1 (e.g., 1)
pageSize : MIN 1, MAX 100; Default 100 (e.g., 100)
symbol : Trading symbol eg. BTCUSDT (e.g., BTCUSDT)
side : Trading side ( BUY or SELL ) (e.g., BUY)
positionSide : Default BOTH for One-way Mode ; LONG or SHORT for Hedge Mode. It must be sent in Hedge Mode. (e.g., BOTH)
quantity : Quantity of base asset; Maximum notional per order is 200k, 2mm or 10mm, depending on symbol. Please reduce your size if you order is above the maximum notional per order. (e.g., 1.0)
duration : Duration for TWAP orders in seconds. [300, 86400] (e.g., 5000)
clientAlgoId : A unique id among Algo orders (length should be 32 characters)， If it is not sent, we will give default value (e.g., 1)

Authentication

For endpoints that require authentication, you will need to provide Binance API credentials. Required credentials:

apiKey: Your Binance API key (for header)
secretKey: Your Binance API secret (for signing)

Base URLs:

Mainnet: https://api.binance.com

Security

Share Credentials

Users can provide Binance API credentials by sending a file where the content is in the following format:

abc123...xyz
secret123...key

Never Disclose API Key and Secret

Never disclose the location of the API key and secret file.

Never send the API key and secret to any website other than Mainnet and Testnet.

Never Display Full Secrets

When showing credentials to users:

API Key: Show first 5 + last 4 characters: su1Qc...8akf
Secret Key: Always mask, show only last 5: ***...aws1

Example response when asked for credentials: Account: main API Key: su1Qc...8akf Secret: ***...aws1

Listing Accounts

When listing accounts, show names and environment only — never keys: Binance Accounts:

main (Mainnet)
futures-keys (Mainnet)

Transactions in Mainnet

When performing transactions in mainnet, always confirm with the user before proceeding by asking them to write "CONFIRM" to proceed.

Binance Accounts

main

API Key: your_mainnet_api_key
Secret: your_mainnet_secret

TOOLS.md Structure

## Binance Accounts

### main
- API Key: abc123...xyz
- Secret: secret123...key
- Description: Primary trading account

### futures-keys
- API Key: futures789...def
- Secret: futuressecret...uvw
- Description: Futures trading account

Agent Behavior

Credentials requested: Mask secrets (show last 5 chars only)
Listing accounts: Show names and environment, never keys
Account selection: Ask if ambiguous, default to main
When doing a transaction in mainnet, confirm with user before by asking to write "CONFIRM" to proceed
New credentials: Prompt for name, environment, signing mode

Adding New Accounts

When user provides new credentials:

Ask for account name
Store in TOOLS.md with masked display confirmation

Signing Requests

For trading endpoints that require a signature:

Build query string with all parameters, including the timestamp (Unix ms).
Percent-encode the parameters using UTF-8 according to RFC 3986.
Sign query string with secretKey using HMAC SHA256, RSA, or Ed25519 (depending on the account configuration).
Append signature to query string.
Include X-MBX-APIKEY header.

Otherwise, do not perform steps 3–5.

User Agent Header

Include User-Agent header with the following string: binance-algo/1.0.0 (Skill)

See references/authentication.md for implementation details.

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reduceOnly : "true" or "false". Default "false"; Cannot be sent in Hedge Mode; Cannot be sent when you open a position

limitPrice : Limit price of the order; If it is not sent, will place order by market price by default (e.g., 1.0)

urgency : Represent the relative speed of the current execution; ENUM: LOW, MEDIUM, HIGH (e.g., LOW)

Binance算法交易API指南：TWAP、VP订单、期货与现货交易接口详解

🇨🇳中文介绍

Binance 算法交易技能

快速参考

相关 Skills

参数

通用参数

身份验证

安全

共享凭证

切勿泄露 API 密钥和密钥

切勿显示完整的密钥

列出账户

主网交易

Binance 账户

main

TOOLS.md 结构

代理行为

添加新账户

签名请求

用户代理请求头

🇺🇸English

Binance Algo Skill

Quick Reference

Parameters

Common Parameters

Authentication

Security

Share Credentials

Never Disclose API Key and Secret

Never Display Full Secrets

Listing Accounts

Transactions in Mainnet

Binance Accounts

main

TOOLS.md Structure

Agent Behavior

Adding New Accounts

Signing Requests

User Agent Header

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