---
title: "Public futures trade tape"
method: GET
path: "/api/futures/deals"
tags: ["Futures · Market data"]
---

# Public futures trade tape

`GET /api/futures/deals`

## Request

- Base URL: `https://api.binibit.com`
- URL: `https://api.binibit.com/api/futures/deals`
- Auth: none declared

Executed futures trades for a pair, anonymous — no account or fee figures. For your own trades
            with their fees and PnL, use the `user` route below.

## Query parameters

- `CurrencyPair` string
- `Page` integer
- `PageSize` integer
- `DateFrom` string, date-time
- `DateTo` string, date-time

## Response `200`

OK

- FuturesDealDtoFuturesPagedResult: One page of results plus the size of the whole match.
  - `totalCount` integer: How many rows match the filters in total, across every page — not how many are in PublicApi.Models.Futures.FuturesPagedResult`1.Items. Divide by the page size to know how far you can page.
  - `items` FuturesDealDto[], nullable: Rows on the requested page. Empty once you page past the end.
    - `timestamp` string, date-time: When the trade executed (UTC).
    - `price` number, double: Price the trade executed at.
    - `amount` number, double: Size traded, in the pair's base asset.
    - `currencyPairCode` string, nullable: Pair the trade belongs to, e.g. `BTC_USDT`.
    - `isLong` boolean: True if the position behind this trade is long, false if short.
    - `orderSide` 1 | 2: Direction of a trade. On a closing fill the side is the OPPOSITE of the position's direction — a long is closed by a sell — so read `isLong`, not this, to know which way the position points.

## Changes

- **2026-10-13** `13dbac1613c4`: 1 info
  - endpoint added

[Operation history](https://skmtc.dev/binibit/apis/webapp/changes/api/futures/deals/get.md)

---

[API](https://skmtc.dev/binibit/apis/webapp.md) - [All operations](https://skmtc.dev/binibit/apis/webapp/llms.txt) - [OpenAPI document](https://skmtc.dev/binibit/apis/webapp/revisions/13dbac1613c4?raw)