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feat: split USDⓈ-M futures WebSocket URLs into public/market/private #701

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a0c291d
feat: split USDⓈ-M futures WebSocket URLs into public/market/private
pcriadoperez Apr 6, 2026
38e5fad
feat: add missing USDⓈ-M futures WebSocket streams
pcriadoperez Apr 6, 2026
c34d72b
style: fix prettier formatting
pcriadoperez Apr 6, 2026
23e75a1
fix: use explicit futuresMarket endpoint in shared WS functions and f…
pcriadoperez Apr 6, 2026
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277 changes: 260 additions & 17 deletions src/websocket.js
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Original file line number Diff line number Diff line change
Expand Up @@ -7,7 +7,10 @@ import { createHmacSignature, createAsymmetricSignature } from 'signature'

const endpoints = {
base: 'wss://stream.binance.com:9443/ws',
futures: 'wss://fstream.binance.com/ws',
futures: 'wss://fstream.binance.com/market/ws',
futuresPublic: 'wss://fstream.binance.com/public/ws',
futuresMarket: 'wss://fstream.binance.com/market/ws',
futuresPrivate: 'wss://fstream.binance.com/private/ws',
delivery: 'wss://dstream.binance.com/ws',
}

Expand Down Expand Up @@ -56,9 +59,13 @@ const depth = (payload, cb, transform = true, variator) => {
const cache = (Array.isArray(payload) ? payload : [payload]).map(symbol => {
const [symbolName, updateSpeed] = symbol.toLowerCase().split('@')
const w = openWebSocket(
`${variator ? endpoints[variator] : endpoints.base}/${symbolName}@depth${
updateSpeed ? `@${updateSpeed}` : ''
}`,
`${
variator === 'futures'
? endpoints.futuresPublic
: variator
? endpoints[variator]
: endpoints.base
}/${symbolName}@depth${updateSpeed ? `@${updateSpeed}` : ''}`,
)
w.onmessage = msg => {
const obj = JSONbig.parse(msg.data)
Expand Down Expand Up @@ -86,7 +93,7 @@ const depth = (payload, cb, transform = true, variator) => {
const futuresRpiDepth = (payload, cb, transform = true) => {
const cache = (Array.isArray(payload) ? payload : [payload]).map(symbol => {
const symbolName = symbol.toLowerCase()
const w = openWebSocket(`${endpoints.futures}/${symbolName}@rpiDepth@500ms`)
const w = openWebSocket(`${endpoints.futuresPublic}/${symbolName}@rpiDepth@500ms`)
w.onmessage = msg => {
const obj = JSONbig.parse(msg.data)
cb(transform ? futuresDepthTransform(obj) : obj)
Expand Down Expand Up @@ -140,9 +147,13 @@ const partialDepth = (payload, cb, transform = true, variator) => {
const cache = (Array.isArray(payload) ? payload : [payload]).map(({ symbol, level }) => {
const [symbolName, updateSpeed] = symbol.toLowerCase().split('@')
const w = openWebSocket(
`${variator ? endpoints[variator] : endpoints.base}/${symbolName}@depth${level}${
updateSpeed ? `@${updateSpeed}` : ''
}`,
`${
variator === 'futures'
? endpoints.futuresPublic
: variator
? endpoints[variator]
: endpoints.base
}/${symbolName}@depth${level}${updateSpeed ? `@${updateSpeed}` : ''}`,
)
w.onmessage = msg => {
const obj = JSONbig.parse(msg.data)
Expand Down Expand Up @@ -211,7 +222,11 @@ const candles = (payload, interval, cb, transform = true, variator) => {
const cache = (Array.isArray(payload) ? payload : [payload]).map(symbol => {
const w = openWebSocket(
`${
variator ? endpoints[variator] : endpoints.base
variator === 'futures'
? endpoints.futuresMarket
: variator === 'delivery'
? endpoints.delivery
: endpoints.base
}/${symbol.toLowerCase()}@kline_${interval}`,
)
w.onmessage = msg => {
Expand Down Expand Up @@ -367,7 +382,7 @@ const ticker = (payload, cb, transform = true, variator) => {
const w = openWebSocket(
`${
variator === 'futures'
? endpoints.futures
? endpoints.futuresMarket
: variator === 'delivery'
? endpoints.delivery
: endpoints.base
Expand Down Expand Up @@ -400,7 +415,7 @@ const allTickers = (cb, transform = true, variator) => {
const w = new openWebSocket(
`${
variator === 'futures'
? endpoints.futures
? endpoints.futuresMarket
: variator === 'delivery'
? endpoints.delivery
: endpoints.base
Expand Down Expand Up @@ -550,7 +565,7 @@ const aggTrades = (payload, cb, transform = true, variator) => {
const w = openWebSocket(
`${
variator === 'futures'
? endpoints.futures
? endpoints.futuresMarket
: variator === 'delivery'
? endpoints.delivery
: endpoints.base
Expand Down Expand Up @@ -593,7 +608,7 @@ const futuresLiqsTransform = m => ({

const futuresLiquidations = (payload, cb, transform = true) => {
const cache = (Array.isArray(payload) ? payload : [payload]).map(symbol => {
const w = openWebSocket(`${endpoints.futures}/${symbol.toLowerCase()}@forceOrder`)
const w = openWebSocket(`${endpoints.futuresMarket}/${symbol.toLowerCase()}@forceOrder`)
w.onmessage = msg => {
const obj = JSONbig.parse(msg.data)

Expand All @@ -610,7 +625,7 @@ const futuresLiquidations = (payload, cb, transform = true) => {
}

const futuresAllLiquidations = (cb, transform = true) => {
const w = new openWebSocket(`${endpoints.futures}/!forceOrder@arr`)
const w = new openWebSocket(`${endpoints.futuresMarket}/!forceOrder@arr`)

w.onmessage = msg => {
const obj = JSONbig.parse(msg.data)
Expand All @@ -620,6 +635,218 @@ const futuresAllLiquidations = (cb, transform = true) => {
return options => w.close(1000, 'Close handle was called', { keepClosed: true, ...options })
}

const futuresBookTicker = (payload, cb, transform = true) => {
const cache = (Array.isArray(payload) ? payload : [payload]).map(symbol => {
const w = openWebSocket(`${endpoints.futuresPublic}/${symbol.toLowerCase()}@bookTicker`)

w.onmessage = msg => {
const obj = JSONbig.parse(msg.data)
cb(transform ? bookTickerTransform(obj) : obj)
}

return w
})

return options =>
cache.forEach(w =>
w.close(1000, 'Close handle was called', { keepClosed: true, ...options }),
)
}

const futuresAllBookTickers = (cb, transform = true) => {
const w = openWebSocket(`${endpoints.futuresPublic}/!bookTicker`)

w.onmessage = msg => {
const obj = JSONbig.parse(msg.data)
cb(transform ? bookTickerTransform(obj) : obj)
}

return options => w.close(1000, 'Close handle was called', { keepClosed: true, ...options })
}

const futuresMarkPriceTransform = m => ({
eventType: m.e,
eventTime: m.E,
symbol: m.s,
markPrice: m.p,
indexPrice: m.i,
settlePrice: m.P,
fundingRate: m.r,
nextFundingRate: m.T,
})

const futuresMarkPrice = (payload, cb, transform = true) => {
const cache = (Array.isArray(payload) ? payload : [payload]).map(input => {
const symbol = typeof input === 'object' ? input.symbol : input
const updateSpeed = typeof input === 'object' ? input.updateSpeed : undefined
const stream =
updateSpeed === '1s'
? `${symbol.toLowerCase()}@markPrice@1s`
: `${symbol.toLowerCase()}@markPrice`

const w = openWebSocket(`${endpoints.futuresMarket}/${stream}`)

w.onmessage = msg => {
const obj = JSONbig.parse(msg.data)
cb(transform ? futuresMarkPriceTransform(obj) : obj)
}

return w
})

return options =>
cache.forEach(w =>
w.close(1000, 'Close handle was called', { keepClosed: true, ...options }),
)
}

const futuresContinuousCandles = (payload, interval, cb, transform = true) => {
if (!interval || !cb) {
throw new Error('Please pass a pair, contractType, interval and callback.')
}

const pair = payload.pair.toLowerCase()
const contractType = payload.contractType.toLowerCase()

const w = openWebSocket(
`${endpoints.futuresMarket}/${pair}_${contractType}@continuousKline_${interval}`,
)

w.onmessage = msg => {
const obj = JSONbig.parse(msg.data)
const { e: eventType, E: eventTime, ps: pairSymbol, ct: contType, k: tick } = obj

cb(
transform
? {
eventType,
eventTime,
pair: pairSymbol,
contractType: contType,
...candleTransform(tick),
}
: obj,
)
}

return options => w.close(1000, 'Close handle was called', { keepClosed: true, ...options })
}

const futuresCompositeIndex = (payload, cb, transform = true) => {
const cache = (Array.isArray(payload) ? payload : [payload]).map(symbol => {
const w = openWebSocket(`${endpoints.futuresMarket}/${symbol.toLowerCase()}@compositeIndex`)

w.onmessage = msg => {
const obj = JSONbig.parse(msg.data)
cb(
transform
? {
eventType: obj.e,
eventTime: obj.E,
symbol: obj.s,
price: obj.p,
composition: obj.c
? obj.c.map(c => ({
baseAsset: c.b,
quoteAsset: c.q,
weightInQuantity: c.w,
weightInPercentage: c.W,
indexPrice: c.i,
}))
: [],
}
: obj,
)
}

return w
})

return options =>
cache.forEach(w =>
w.close(1000, 'Close handle was called', { keepClosed: true, ...options }),
)
}

const futuresContractInfo = (cb, transform = true) => {
const w = openWebSocket(`${endpoints.futuresMarket}/!contractInfo`)

w.onmessage = msg => {
const obj = JSONbig.parse(msg.data)
cb(
transform
? {
eventType: obj.e,
eventTime: obj.E,
symbol: obj.s,
pair: obj.ps,
contractType: obj.ct,
deliveryDate: obj.dt,
onboardDate: obj.ot,
contractStatus: obj.cs,
brackets: obj.bks
? obj.bks.map(b => ({
notionalBracket: b.bs,
floorNotional: b.bnf,
capNotional: b.bnc,
maintenanceRatio: b.mmr,
auxiliaryNumber: b.cf,
minLeverage: b.mi,
maxLeverage: b.ma,
}))
: [],
}
: obj,
)
}

return options => w.close(1000, 'Close handle was called', { keepClosed: true, ...options })
}

const futuresAssetIndexTransform = m => ({
eventType: m.e,
eventTime: m.E,
symbol: m.s,
index: m.i,
bidBuffer: m.b,
askBuffer: m.a,
bidRate: m.B,
askRate: m.A,
autoExchangeBidBuffer: m.q,
autoExchangeAskBuffer: m.Q,
autoExchangeBidRate: m.g,
autoExchangeAskRate: m.G,
})

const futuresAssetIndex = (payload, cb, transform = true) => {
const cache = (Array.isArray(payload) ? payload : [payload]).map(symbol => {
const w = openWebSocket(`${endpoints.futuresMarket}/${symbol.toLowerCase()}@assetIndex`)

w.onmessage = msg => {
const obj = JSONbig.parse(msg.data)
cb(transform ? futuresAssetIndexTransform(obj) : obj)
}

return w
})

return options =>
cache.forEach(w =>
w.close(1000, 'Close handle was called', { keepClosed: true, ...options }),
)
}

const futuresAllAssetIndex = (cb, transform = true) => {
const w = openWebSocket(`${endpoints.futuresMarket}/!assetIndex@arr`)

w.onmessage = msg => {
const arr = JSONbig.parse(msg.data)
cb(transform ? arr.map(futuresAssetIndexTransform) : arr)
}

return options => w.close(1000, 'Close handle was called', { keepClosed: true, ...options })
}

const tradesTransform = m => ({
eventType: m.e,
eventTime: m.E,
Expand Down Expand Up @@ -1225,7 +1452,7 @@ const user = (opts, variator) => (cb, transform) => {
w = openWebSocket(
`${
variator === 'futures'
? endpoints.futures
? endpoints.futuresPrivate
: variator === 'delivery'
? endpoints.delivery
: endpoints.base
Expand Down Expand Up @@ -1282,7 +1509,7 @@ const futuresAllMarkPricesTransform = m =>
const futuresAllMarkPrices = (payload, cb, transform = true) => {
const variant = payload.updateSpeed === '1s' ? '!markPrice@arr@1s' : '!markPrice@arr'

const w = openWebSocket(`${endpoints.futures}/${variant}`)
const w = openWebSocket(`${endpoints.futuresMarket}/${variant}`)

w.onmessage = msg => {
const arr = JSONbig.parse(msg.data)
Expand All @@ -1294,7 +1521,15 @@ const futuresAllMarkPrices = (payload, cb, transform = true) => {

export default opts => {
if (opts && opts.wsBase) endpoints.base = opts.wsBase
if (opts && opts.wsFutures) endpoints.futures = opts.wsFutures
if (opts && opts.wsFutures) {
endpoints.futures = opts.wsFutures
endpoints.futuresPublic = opts.wsFutures
endpoints.futuresMarket = opts.wsFutures
endpoints.futuresPrivate = opts.wsFutures
}
if (opts && opts.wsFuturesPublic) endpoints.futuresPublic = opts.wsFuturesPublic
if (opts && opts.wsFuturesMarket) endpoints.futuresMarket = opts.wsFuturesMarket
if (opts && opts.wsFuturesPrivate) endpoints.futuresPrivate = opts.wsFuturesPrivate
if (opts && opts.wsDelivery) endpoints.delivery = opts.wsDelivery

if (opts && opts.proxy) {
Expand Down Expand Up @@ -1344,6 +1579,14 @@ export default opts => {
aggTrades(payload, cb, transform, 'delivery'),
futuresLiquidations,
futuresAllLiquidations,
futuresBookTicker,
futuresAllBookTickers,
futuresMarkPrice,
futuresContinuousCandles,
futuresCompositeIndex,
futuresContractInfo,
futuresAssetIndex,
futuresAllAssetIndex,
futuresUser: user(opts, 'futures'),
deliveryUser: user(opts, 'delivery'),
futuresCustomSubStream: (payload, cb) => customSubStream(payload, cb, 'futures'),
Expand Down
2 changes: 1 addition & 1 deletion test/utils.js
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Original file line number Diff line number Diff line change
Expand Up @@ -2,7 +2,7 @@ import http from 'http'

export const checkFields = (t, object, fields) => {
fields.forEach(field => {
t.truthy(object[field])
t.truthy(field in object)
})
}

Expand Down
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