getMarkPriceKline
Query historical mark price candles for margin and liquidation calculations on derivative contracts. Ideal for risk management and backtesting.
Instructions
Query historical mark price klines used for margin and liquidation calculations in derivative contracts.
Use this endpoint when you need to:
Analyze historical mark price movements for risk management or backtesting
Chart mark price candles alongside trading price candles for comparison
Understand liquidation risk over time based on mark price history
Supported Products: USDT contract, USDC contract, Inverse contract
Each kline entry is a 5-element array: [startTime, open, high, low, close].
Data is returned in reverse chronological order (most recent first).
Do not use this endpoint for regular trading price candles — use getMarketKline instead.
Do not use this endpoint for index price candles — use getIndexPriceKline instead.
Notes:
Data is returned in reverse chronological order (most recent first)
No authentication required
Agent hint: Use this endpoint to retrieve historical mark price candles for contracts. Mark price is used for margin requirements and liquidation — it differs from the trading price. For regular OHLCV trading price candles use getMarketKline. For index price candles use getIndexPriceKline.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| category | No | linear | |
| symbol | Yes | ||
| interval | Yes | ||
| start | No | ||
| end | No | ||
| limit | No |