Incorrect Mark Price From USDTM Position Information V2 end point.

API Futures API
1

/fapi/v2/positionRisk end point gives wrong position information for ATAUSDT.

Position information is as follows at GMT : Friday, September 30, 2022 7:26:53.824 AM
Please look at mark price.
{
“symbol”: “ATAUSDT”,
“positionAmt”: “-64”,
“entryPrice”: “0.1624”,
“markPrice”: “0.17723937”,
“unRealizedProfit”: “-0.94971968”,
“liquidationPrice”: “12.70869421”,
“leverage”: “2”,
“maxNotionalValue”: “1000000”,
“marginType”: “cross”,
“isolatedMargin”: “0.00000000”,
“isAutoAddMargin”: “false”,
“positionSide”: “BOTH”,
“notional”: “-11.34331968”,
“isolatedWallet”: “0”,
“updateTime”: 1664522813824
}

The mark price is shown as 0.17723937.
It is nearly %10 more than the actual mark price at that moment.
The candle stick of that minute
H: 0.1637
L: 0.1614

Any ideas?

2

REST API can have more delay receiving and pushing data, consider using websocket instead, namely https://binance-docs.github.io/apidocs/futures/en/#mark-price-stream

1 Like
3

Thanks for reply…
For the last 3 days I have learned a lot about my problem.

Mark price differs from Last price.
Candle sticks are drawn according to the Binance Last Prices while Mark price is something different.

Now I am looking for webstreams to follow Last Price as you said.

1 Like