Upcoming Changes

None at the moment.

2026-09-09

Trailing Stop Order

Trailing stop orders are now live in the Open API, aligning API capabilities with the existing App/Web feature. A trailing stop order tracks favorable price movements using the last price and submits a market order when the price retraces by a preset callback amount from the extreme price reached after activation. The feature is built on the existing algo order framework — no new endpoints or channels are introduced. See the Trailing Stop Order section for full details.

• Place Algo Order (POST /api/v1/trade/order-algo): added the orderType enumeration value trailing_stop, together with the request parameters callbackRatio (callback rate, 0.001–1, step 0.001), callbackSpread (callback price distance) and activePrice (activation price; if omitted, the order is activated immediately upon placement). Either callbackRatio or callbackSpread is required, but not both. size=-1 refers to the entire position: the triggered market order is placed with the actual position size at the moment of triggering. positionId is required in Multi-Position mode.
• Activation and tracking both use the last price. The activePrice direction is not validated — make sure the activation price is on the intended side of the current price. Trailing stop orders are executed at market price only; orderPrice is not applicable and is ignored if passed. reduceOnly is not validated at placement: if no position exists at the moment of triggering, the order fails (order_failed).
• Amend Algo Order (POST /api/v1/trade/amend-algo): added orderType, newCallbackRatio, newCallbackSpread and newActivePrice. newSize accepts positive values only (-1 is not supported — full-position vs. fixed-quantity is chosen at placement); newActivePrice can only be amended before activation. Amending the callback of an activated order preserves the recorded extreme price and does not reset tracking. The existing requestId and ttl semantics apply.
• Cancel Algo Order (POST /api/v1/trade/cancel-algo): added the orderType request parameter. The default is trigger, so existing requests are not affected.
• GET Active Algo Orders / GET Algo Order History: orderType=trailing_stop is supported for filtering. Added the response fields callbackRatio, callbackSpread, activePrice and moveTriggerPrice (current dynamic trigger price; empty = not yet activated, non-empty = activated and tracking). The existing state enumeration is reused — no new state values are introduced.
• WebSocket orders-algo channel: trailing stop updates are pushed via the existing private channel with the new fields above. Messages are pushed on state changes and at the moment of activation; while tracking, an update is pushed only when moveTriggerPrice changes, at a granularity of approximately 5 seconds — not tick by tick. The amendResult field is not included in this channel; use the Amend Algo Order REST response to confirm the amendment result.
• The triggered market order enters the regular order system and may be split into multiple child orders. Child order IDs are not returned in the algo order; correlate them by instId and the triggering time window.
• Limits: up to 50 pending (untriggered) partial-position trailing stop orders per account, of which at most 10 per instrument. In addition, each position may hold 1 full-position (size=-1) trailing stop order, which does not count toward the 50-order limit.
• Error codes: added 152422 (exactly one of callbackRatio and callbackSpread must be provided; returned at the top level), 148082 (callbackRatio out of range) and 148083 (callbackSpread out of range); the latter two are returned in data.code. Multi-Position related errors reuse the unified Multi-Position error codes.

When querying, amending, or canceling a trailing stop order, orderType=trailing_stop must always be passed. If orderType is not specified it defaults to trigger, and the request will be validated against trigger-order rules or fail to find the order.

Python SDK & MCP Server

• Added documentation for the official Python SDK (blofin/blofin-sdk-python), which covers REST and WebSocket access across trading, market data, copy trading, and the affiliate API.
• Added documentation for the BloFin MCP Server (blofin/blofin-mcp), a Model Context Protocol server that exposes the BloFin API to AI agents and LLM-powered applications, covering market data, account, trading, and asset management.

2026-09-04

Broker API Launch

The BloFin Broker API documentation is now public. See the Broker API documentation for details.

• Broker Program: documented broker types (API Broker and OAuth Broker), broker benefits, the application process, and the rebate guide.
• API Broker: documented the integration flow and the APIs commonly used by brokers, where brokerId is attached to orders for attribution.
• OAuth Broker (Fast API): documented the full OAuth 2.0 authorization flow — Get Authorization Code, Get Refresh Token, token usage, and permission scopes (including the second-level scopes of create:apikey) — plus the resource APIs Get Authorized User Info and Create API Key.
• Broker Commission API, broker error codes, supported chains and coins, and the legacy Check First Deposit Status / Get Deposit Address endpoints are also documented.

2026-08-27

Spot API Launch

BloFin Spot API is now live and open to the public. It provides full REST and WebSocket support for spot trading. See the Spot API documentation for details.

• Endpoints
  • REST root URL: https://openapi.blofin.com
  • Public WebSocket: wss://openapi.blofin.com/ws/spot/public
  • Private WebSocket: wss://openapi.blofin.com/ws/spot/private
  • Demo trading is supported via https://demo-trading-openapi.blofin.com and the corresponding ws/spot/public, ws/spot/private endpoints.
• Public Data (no authentication required)
  • Added market data endpoints: GET Instruments (/api/v1/spot/market/instruments), GET Tickers (/api/v1/spot/market/tickers), GET Order Book (/api/v1/spot/market/books), GET Trades (/api/v1/spot/market/trades), and GET Candlesticks (/api/v1/spot/market/candles).
  • Added public WebSocket channels: trades, candle* (1m–1M), books/books5 (with incremental order book updates via seqId/prevSeqId), and tickers. All spot subscriptions require instType: SPOT.
• Trading
  • Added order endpoints: Place Order (/api/v1/spot/trade/order), Place Multiple Orders (/api/v1/spot/trade/batch-orders), and Place Algo Order (/api/v1/spot/trade/order-algo, trigger type).
  • Added cancellation endpoints: Cancel Order (/api/v1/spot/trade/cancel-order), Cancel Multiple Orders (/api/v1/spot/trade/cancel-batch-orders), and Cancel Algo Order (/api/v1/spot/trade/cancel-algo).
  • Added query endpoints: GET Active Orders (/api/v1/spot/trade/orders-pending), GET Order Detail (/api/v1/spot/trade/order-detail), GET Active Algo Orders (/api/v1/spot/trade/orders-algo-pending), GET Order History (/api/v1/spot/trade/orders-history), GET Algo Order History (/api/v1/spot/trade/orders-algo-history), GET Trade History (/api/v1/spot/trade/fills-history), and GET Trade Order Price Range (/api/v1/spot/trade/order/price-range).
  • Supported order types: market, limit, post_only, fok, ioc; market orders support targetCurrency (base_currency / quote_currency).
  • Added private WebSocket channels: orders, orders-algo, spot-account, and account.
• Account
  • GET Balance (/api/v1/asset/balances) and Funds Transfer (/api/v1/asset/transfer) support the spot account type.
• User
  • Added GET API Key Info (/api/v1/user/query-apikey).

Authentication, signature algorithm, and rate limits are consistent with the existing Futures API.

Delisted Instruments

• Added Get Instruments History (GET /api/v1/market/instruments-history): a public endpoint returning the metadata of all delisted USDT-margined contracts. All historically delisted contracts are backfilled; metadata is permanently retained, with field values frozen at the values effective at delisting.
• Response fields are consistent with GET /api/v1/market/instruments, except that listTime, expireTime, offTime, thresholdX, thresholdY and thresholdZ are not returned; state is always delisted.
• instId is supported for querying a single delisted instrument; an unmatched instId (never existed, or still live) returns code=0 with an empty data array. The endpoint returns the full list; pagination is not supported and the order of results is not guaranteed.
• At any moment, an instId appears in exactly one of GET /api/v1/market/instruments and this endpoint. Contract specifications (contractValue, settleCurrency, contractType) remain unchanged across delisting and relisting — any specification change requires a new instrument ID.
• GET /api/v1/market/instruments is not affected.

Multi-Position Mode (Position-by-Order)

Multi-Position mode is now supported in the Open API. When enabled, each opening order creates an independent position with its own positionId, entry price, margin, leverage, and TP/SL, instead of being merged into a single position per instrument and direction. Available under Hedge Mode (long_short_mode) only; both cross and isolated are supported. Accounts that do not enable Multi-Position are not affected — new response fields return an empty string. See the Multi-Position Mode section for full details.

• Set / GET Position Mode: added the account-level switch multiPosition (true only under long_short_mode; switching requires no open orders or positions; sub-accounts are configured independently).
• Place Order / Place Multiple Orders: added the positionId request parameter (required for closing orders; optional for opening orders — omit to open a new position, or pass to add to an existing position, inheriting its leverage). Pending add-position orders are automatically canceled when the target position is fully closed or liquidated. Responses now return positionId per order result (echoed for close/add orders; empty for new opening orders until filled).
• Place TPSL Order / Place Algo Order: added the positionId parameter, required in Multi-Position mode; size=-1 refers to the entire specified position.
• Close Positions: added the positionId parameter, required in Multi-Position mode; the response echoes positionId. There is no close-all semantic.
• Set Leverage: added the optional positionId parameter to adjust a single position’s leverage; instrument-level leverage can be modified while holding positions and applies to newly opened positions only. Positions on the same instrument and direction may hold different leverage.
• GET Positions: multiple entries may be returned per instId and positionSide, keyed by positionId; added the optional positionId request parameter.
• Order queries (Order Detail / Active Orders / Order History, TP/SL and algo queries): added the positionId response field.
• WebSocket: the positions channel pushes at positionId granularity and pushes a final positions=0 message when a position is fully closed; the orders channel adds the positionId field.
• Limits: up to 10 positions per instrument; exceeding the limit rejects the opening order.
• reduceOnly is not supported under Hedge Mode and is ignored if passed.

2026-08-19

Order Amendment

• Added order amendment APIs: Amend Order (/api/v1/trade/amend-order), Amend Multiple Orders (/api/v1/trade/amend-batch-orders), Amend TP/SL Order (/api/v1/trade/amend-tpsl), and Amend Algo Order (/api/v1/trade/amend-algo).
• Amend supports modifying price, size, and take-profit / stop-loss; requestId (idempotency) and ttl (request validity) are supported.
• Added amend-related fields to the private orders WebSocket channel: amendResult, amendSource, requestId.
• Added amend error codes: 102067, 102148, 152420, 152421, 152423, 152428, 152429.