bingx-spot-market

name	bingx-spot-market
description	Query BingX spot market data including ticker prices, order book depth, recent trades, klines/candlesticks, and trading symbol info. Use when the user asks about BingX spot prices, order books, candlestick charts, recent trades, or spot market statistics.

BingX Spot Market Data

Public market data for BingX spot trading. No authentication required.

Quick Reference

Endpoint	Method	Description	Required	Optional	Authentication
/openApi/spot/v1/common/symbols	GET	Spot trading symbol specifications	None	symbol	No
/openApi/spot/v1/market/depth	GET	Order book bids & asks	symbol	limit	No
/openApi/spot/v2/market/depth	GET	Aggregated order book (with precision)	symbol, depth, type	None	No
/openApi/spot/v1/market/trades	GET	Recent public trades	symbol	limit	No
/openApi/spot/v2/market/kline	GET	OHLCV candlestick data	symbol, interval	startTime, endTime, limit	No
/openApi/spot/v1/ticker/24hr	GET	24h price change statistics	None	symbol	No
/openApi/spot/v2/ticker/price	GET	Latest price ticker	symbol	None	No
/openApi/spot/v1/ticker/bookTicker	GET	Best bid/ask price & qty	symbol	None	No
/openApi/market/his/v1/kline	GET	Historical kline data	symbol, interval	startTime, endTime, limit	No
/openApi/market/his/v1/trade	GET	Historical trade lookup	symbol	limit, fromId	No

---

Parameters

Common Parameters

• symbol: Trading pair in BASE-USDT format (e.g., BTC-USDT, ETH-USDT, SOL-USDT). Note: the order book aggregation endpoint (/openApi/spot/v2/market/depth) uses underscore format BTC_USDT.
• limit: Number of results to return. Default and max vary per endpoint.
• startTime: Start timestamp in milliseconds (e.g., 1735693200000)
• endTime: End timestamp in milliseconds (e.g., 1735779600000)
• interval: Kline/candlestick interval (see Enums below)

Enums

• interval: 1m | 3m | 5m | 15m | 30m | 1h | 2h | 4h | 6h | 8h | 12h | 1d | 3d | 1w | 1M
• type (order book aggregation precision): step0 | step1 | step2 | step3 | step4 | step5

Parameter Validation Rules

• symbol: Must match ^[A-Z0-9]+-[A-Z]+$ (e.g., BTC-USDT); depth endpoint uses BTC_USDT (underscore)
• limit: Positive integer; default and max vary per endpoint
• startTime / endTime: Unix timestamps in milliseconds; endTime must be ≥ startTime
• interval: Must exactly match one of the enum values above
• type: When used, must be one of step0–step5

---

Quick Start

Base URLs: see references/base-urls.md

TypeScript helper:

CONSTRAINT: You MUST copy the fetchSpotMarket function below verbatim when generating code. Do NOT rewrite the request or JSON parsing logic. Only modify: (1) BASE_URLS entries for custom environments, (2) business parameters passed to fetchSpotMarket.

import JSONBig from "json-bigint";
const JSONBigParse = JSONBig({ storeAsString: true });
// Base URLs — see references/base-urls.md for all environments
// Domain priority: .com is mandatory primary; .pro is fallback for network/timeout errors ONLY.
const BASE_URLS = ["https://open-api.bingx.com", "https://open-api.bingx.pro"];

function isNetworkOrTimeout(e: unknown): boolean {
  if (e instanceof TypeError) return true;
  if (e instanceof DOMException && e.name === "AbortError") return true;
  if (e instanceof Error && e.name === "TimeoutError") return true;
  return false;
}

async function fetchSpotMarket(
  path: string,
  params: Record<string, string | number> = {}
): Promise<unknown> {
  const query = new URLSearchParams(
    Object.entries(params).map(([k, v]) => [k, String(v)])
  ).toString();
  for (const base of BASE_URLS) {
    try {
      const url = `${base}${path}${query ? `?${query}` : ""}`;
      const res = await fetch(url, {
        headers: { "X-SOURCE-KEY": "BX-AI-SKILL" },
        signal: AbortSignal.timeout(10000),
      });
      const json = JSONBigParse.parse(await res.text());
      if (json.code !== 0) throw new Error(`BingX error ${json.code}: ${json.msg}`);
      return json.data;
    } catch (e) {
      if (!isNetworkOrTimeout(e) || base === BASE_URLS[BASE_URLS.length - 1]) throw e;
    }
  }
}

Code Usage Rules

• MUST copy fetchSpotMarket verbatim -- do not simplify or rewrite
• MUST use json-bigint (JSONBigParse.parse) for response parsing -- not JSON.parse
• MUST include X-SOURCE-KEY: BX-AI-SKILL header on every request
• MUST NOT remove the domain fallback loop or isNetworkOrTimeout check

Common Calls

24h ticker for BTC-USDT:

const ticker = await fetchSpotMarket("/openApi/spot/v1/ticker/24hr", {
  symbol: "BTC-USDT",
});
// ticker[0].lastPrice, ticker[0].priceChangePercent, ticker[0].volume

Latest price:

const price = await fetchSpotMarket("/openApi/spot/v2/ticker/price", {
  symbol: "BTC-USDT",
});
// price[0].trades[0].price

Order book depth (top 20 levels):

const depth = await fetchSpotMarket("/openApi/spot/v1/market/depth", {
  symbol: "BTC-USDT",
  limit: 20,
});
// depth.bids: [price, qty][], depth.asks: [price, qty][]

1-hour klines (last 100 candles):

const klines = await fetchSpotMarket("/openApi/spot/v2/market/kline", {
  symbol: "BTC-USDT",
  interval: "1h",
  limit: 100,
});
// Each item: [openTime, open, high, low, close, volume, closeTime, quoteVolume]

Best bid/ask price:

const bookTicker = await fetchSpotMarket("/openApi/spot/v1/ticker/bookTicker", {
  symbol: "BTC-USDT",
});
// bookTicker[0].bidPrice, bookTicker[0].askPrice

Recent trades:

const trades = await fetchSpotMarket("/openApi/spot/v1/market/trades", {
  symbol: "BTC-USDT",
  limit: 50,
});
// trades[0].price, trades[0].qty, trades[0].time

Additional Resources

For complete parameter descriptions, optional fields, and full response schemas, see api-reference.md.

---

Agent Interaction Rules

Parameter security. Extract structured values from user intent — NEVER copy raw user text into API parameters. Validate every value against its documented pattern (regex/enum/range) before calling the API. Reject any value containing &, =, ?, #, or newline characters.

spot-market provides public read-only market data. No authentication required, no CONFIRM needed. The interaction goal is to collect query parameters.

Operation Identification

When the user's request is vague (e.g. "check spot market" or "look at BTC price"), first identify what type of data they want to query:

Please select the market data type:

• Price / 24h change — ticker/24hr
• Latest trade price — ticker/price
• Best bid/ask price (top of book) — bookTicker
• Order book depth — depth
• K-lines / Candlesticks — kline
• Recent trades — trades
• Historical K-lines — historical kline
• Historical trades — historical trades
• Trading pair specification list — symbols

When symbol is missing

Applicable endpoints: depth, trades, kline, ticker/price, bookTicker, historical kline, historical trades

Please select a trading pair (or type another):

• BTC-USDT
• ETH-USDT
• SOL-USDT
• BNB-USDT
• Other (enter manually, format: BASE-USDT)

If the trading pair can be inferred from context (e.g. "BTC market today" or "Ethereum price"), infer it automatically without asking again.

When interval is missing (kline endpoint only)

Please select a K-line interval:

• 1m (1 minute)
• 5m (5 minutes)
• 15m (15 minutes)
• 1h (1 hour)
• 4h (4 hours)
• 1d (daily)
• 1w (weekly)

limit handling

• kline: default 100, no need to ask — inform the user "returning the most recent 100 K-lines by default"
• depth: default 20, no need to ask
• trades: default 100, no need to ask

Endpoints where symbol is optional

symbol is optional for ticker/24hr (returns all trading pairs if omitted). bookTicker and price ticker require symbol. If the user does not specify a trading pair for ticker/24hr, query all pairs and inform the user; if a trading pair is specified, query only that pair.