USDMClient: Binance USD-M Futures REST API Reference

USDMClient is the dedicated REST client for Binance’s USD-M Futures market. It connects to the fapi*.binance.com subdomains and exposes typed methods for perpetual and delivery futures contracts settled in USDT or BUSD. Whether you need to query mark prices and funding rates, manage leveraged positions, place complex multi-leg orders, or retrieve income history, USDMClient provides a complete interface to the USD-M Futures REST API.

Futures trading carries significant risk, including the possibility of losing more than your initial margin. Always test strategies against the testnet or Demo Trading environment before deploying with real funds.

Installation

Install the package

npm install binance

Import USDMClient

import { USDMClient } from 'binance';
// CommonJS: const { USDMClient } = require('binance');

Instantiate the client

const client = new USDMClient({
  api_key: process.env.BINANCE_API_KEY,
  api_secret: process.env.BINANCE_API_SECRET,
});

Constructor Options

const client = new USDMClient(
  restClientOptions,  // RestClientOptions (optional)
  requestOptions,     // AxiosRequestConfig (optional)
);

api_key

string

Your Binance API key. Required for all authenticated (private) endpoints.

api_secret

string

Your Binance API secret. Supports HMAC, RSA, and Ed25519 — key type is detected automatically.

beautifyResponses

boolean

default:"false"

When true, numeric strings in responses are parsed to JavaScript numbers for well-known fields.

testnet

boolean

default:"false"

Routes requests to https://testnet.binancefuture.com (fapi testnet). The testnet uses simulated market data — not recommended for strategy validation.

demoTrading

boolean

default:"false"

Routes requests to Binance’s USD-M Futures Demo Trading environment. Uses real market data with simulated order execution — the preferred option for testing trading strategies.

Set demoTrading: true during development to test with real market prices and simulated order fills. Switch to testnet: true only if you need the Binance Futures Testnet specifically (e.g., for SDK end-to-end tests).

Base URL

Mode	Base URL
Production	`https://fapi.binance.com`
Testnet	`https://testnet.binancefuture.com`
Demo Trading	`https://testnet.binancefuture.com` (demo flag applied)

Method Categories

Market Data

Public endpoints — no API key required.

Method	Endpoint	Description
`testConnectivity()`	`GET fapi/v1/ping`	Test REST API connectivity
`getExchangeInfo()`	`GET fapi/v1/exchangeInfo`	Exchange rules, filters, and symbol info
`getOrderBook(params)`	`GET fapi/v1/depth`	Order book for a symbol
`getRecentTrades(params)`	`GET fapi/v1/trades`	Recent trades
`getAggregateTrades(params)`	`GET fapi/v1/aggTrades`	Compressed aggregate trades
`getKlines(params)`	`GET fapi/v1/klines`	Candlestick data
`getContinuousContractKlines(params)`	`GET fapi/v1/continuousKlines`	Continuous contract klines
`getMarkPrice(params?)`	`GET fapi/v1/premiumIndex`	Mark price and funding rate
`getFundingRateHistory(params?)`	`GET fapi/v1/fundingRate`	Historical funding rates
`getFundingRates()`	`GET fapi/v1/fundingInfo`	Current funding rates for all symbols
`get24hrChangeStatistics(params?)`	`GET fapi/v1/ticker/24hr`	24-hour rolling window price change
`getSymbolPriceTicker(params?)`	`GET fapi/v1/ticker/price`	Latest price for symbol(s)
`getSymbolPriceTickerV2(params?)`	`GET fapi/v2/ticker/price`	Latest price (v2)
`getSymbolOrderBookTicker(params?)`	`GET fapi/v1/ticker/bookTicker`	Best bid/ask price and quantity
`getOpenInterest(params)`	`GET fapi/v1/openInterest`	Current open interest
`getOpenInterestStatistics(params)`	`GET futures/data/openInterestHist`	Historical open interest
`getTopTradersLongShortPositionRatio(params)`	`GET futures/data/topLongShortPositionRatio`	Top trader position ratio
`getGlobalLongShortAccountRatio(params)`	`GET futures/data/globalLongShortAccountRatio`	Global long/short ratio
`getTakerBuySellVolume(params)`	`GET futures/data/takerlongshortRatio`	Taker buy/sell volume ratio
`getBasis(params)`	`GET futures/data/basis`	Basis data for a contract

Order Management

Authenticated endpoints — require api_key and api_secret.

Method	Endpoint	Description
`submitNewOrder(params)`	`POST fapi/v1/order`	Place a new futures order
`submitMultipleOrders(orders)`	`POST fapi/v1/batchOrders`	Place up to 5 orders in a single request
`modifyOrder(params)`	`PUT fapi/v1/order`	Modify an existing LIMIT order
`modifyMultipleOrders(orders)`	`PUT fapi/v1/batchOrders`	Modify up to 5 orders in one request
`cancelOrder(params)`	`DELETE fapi/v1/order`	Cancel an active order
`cancelMultipleOrders(params)`	`DELETE fapi/v1/batchOrders`	Cancel multiple orders
`cancelAllOpenOrders(params)`	`DELETE fapi/v1/allOpenOrders`	Cancel all open orders for a symbol
`setCancelOrdersOnTimeout(params)`	`POST fapi/v1/countdownCancelAll`	Auto-cancel orders after a timeout
`getOrder(params)`	`GET fapi/v1/order`	Query a specific order
`getAllOrders(params)`	`GET fapi/v1/allOrders`	All orders for a symbol
`getAllOpenOrders(params?)`	`GET fapi/v1/openOrders`	All open orders
`getCurrentOpenOrder(params)`	`GET fapi/v1/openOrder`	A specific open order
`getOrderModifyHistory(params)`	`GET fapi/v1/orderAmendment`	Order modification history
`testOrder(params)`	`POST fapi/v1/order/test`	Test order without execution

Position Management

Method	Endpoint	Description
`getPositionsV3(params?)`	`GET fapi/v3/positionRisk`	Current positions (recommended)
`getPositions(params?)`	`GET fapi/v2/positionRisk`	Current positions (v2, deprecated)
`setLeverage(params)`	`POST fapi/v1/leverage`	Set leverage for a symbol
`setMarginType(params)`	`POST fapi/v1/marginType`	Switch between ISOLATED/CROSSED margin
`setIsolatedPositionMargin(params)`	`POST fapi/v1/positionMargin`	Adjust isolated position margin
`setPositionMode(params)`	`POST fapi/v1/positionSide/dual`	Toggle one-way / hedge mode
`getCurrentPositionMode()`	`GET fapi/v1/positionSide/dual`	Query current position mode
`getPositionMarginChangeHistory(params)`	`GET fapi/v1/positionMargin/history`	Margin change history
`getADLQuantileEstimation(params?)`	`GET fapi/v1/adlQuantile`	ADL quantile estimation
`getNotionalAndLeverageBrackets(params?)`	`GET fapi/v1/leverageBracket`	Leverage brackets per symbol

Account

Method	Endpoint	Description
`getAccountInformationV3()`	`GET fapi/v3/account`	Full account information (recommended)
`getAccountInformation()`	`GET fapi/v2/account`	Account information (v2, deprecated)
`getBalanceV3()`	`GET fapi/v3/balance`	Account balance per asset (recommended)
`getBalance()`	`GET fapi/v2/balance`	Account balance (v2, deprecated)
`getAccountTrades(params)`	`GET fapi/v1/userTrades`	Trade history for a symbol
`getIncomeHistory(params?)`	`GET fapi/v1/income`	Income history (funding, realised P&L, etc.)
`getAccountCommissionRate(params)`	`GET fapi/v1/commissionRate`	Commission rates for a symbol
`getFuturesAccountConfig()`	`GET fapi/v1/accountConfig`	Account-level configuration
`getMultiAssetsMode()`	`GET fapi/v1/multiAssetsMargin`	Multi-assets margin mode status
`setMultiAssetsMode(params)`	`POST fapi/v1/multiAssetsMargin`	Enable/disable multi-assets margin mode

Algo Orders

Method	Endpoint	Description
`submitNewAlgoOrder(params)`	`POST fapi/v1/algoOrder`	Place a futures algo order (TWAP/VP)
`cancelAlgoOrder(params)`	`DELETE fapi/v1/algoOrder`	Cancel a running algo order
`cancelAllAlgoOpenOrders(params)`	`DELETE fapi/v1/algoOpenOrders`	Cancel all open algo orders for a symbol
`getAlgoOrder(params)`	`GET fapi/v1/algoOrder`	Query a specific algo order
`getOpenAlgoOrders(params?)`	`GET fapi/v1/openAlgoOrders`	All open algo orders
`getAllAlgoOrders(params)`	`GET fapi/v1/allAlgoOrders`	Full algo order history

Code Examples

import { USDMClient } from 'binance';

// No credentials needed for public endpoints
const client = new USDMClient({ testnet: true });

async function fetchFuturesData() {
  // Mark price and funding rate
  const markPrice = await client.getMarkPrice({ symbol: 'BTCUSDT' });
  console.log('Mark price:', markPrice.markPrice);
  console.log('Funding rate:', markPrice.lastFundingRate);

  // Recent trades
  const trades = await client.getRecentTrades({ symbol: 'BTCUSDT', limit: 5 });
  console.log('Recent trades:', trades);

  // Open interest
  const oi = await client.getOpenInterest({ symbol: 'BTCUSDT' });
  console.log('Open interest:', oi.openInterest);
}

fetchFuturesData().catch(console.error);

Testing Environments

Demo Trading
Testnet

Demo Trading uses live market data with simulated order fills. It is the recommended environment for testing strategies.

const client = new USDMClient({
  api_key: 'YOUR_DEMO_API_KEY',
  api_secret: 'YOUR_DEMO_API_SECRET',
  demoTrading: true,
});

Create a Demo Trading account at Binance Demo Trading.

The Binance Futures Testnet uses simulated market data. Prices diverge heavily from real markets — suitable for SDK integration tests, not strategy validation.

const client = new USDMClient({
  api_key: 'YOUR_TESTNET_API_KEY',
  api_secret: 'YOUR_TESTNET_API_SECRET',
  testnet: true,
});

Get Testnet credentials at testnet.binancefuture.com.

Full Endpoint Map

A complete reference of every USDMClient method, its authentication requirement, HTTP method, and target endpoint: REST Endpoint Function List →

Get Started

REST Clients

WebSockets

Guides

USDMClient: Binance USD-M Futures REST API Reference

Installation

Constructor Options

Base URL

Method Categories

Market Data

Order Management

Position Management

Account

Algo Orders

Code Examples

Testing Environments

Full Endpoint Map

Build docs developers (and LLMs) love

Get Started

REST Clients

WebSockets

Guides

Documentation Index

​Installation

​Constructor Options

​Base URL

​Method Categories

​Market Data

​Order Management

​Position Management

​Account

​Algo Orders

​Code Examples

​Testing Environments

​Full Endpoint Map

Build docs developers (and LLMs) love

Installation

Constructor Options

Base URL

Method Categories

Market Data

Order Management

Position Management

Account

Algo Orders

Code Examples

Testing Environments

Full Endpoint Map