aster-api-market-data-v3

The Aster Futures v3 REST API provides public unauthenticated GET endpoints for market data retrieval, covering depth, trades, klines, tickers, and funding data. It returns standardized response shapes suitable for charting, backtesting, and lightweight analytics.

Yes, you can retrieve historical klines and funding rates from Aster Futures without authentication using public GET endpoints. Supported endpoints include klines, indexPriceKlines, markPriceKlines, fundingRate, and fundingInfo for unauthenticated market data access.

Rate limits and endpoint weight rules for the Aster Futures v3 REST API vary by endpoint and query parameters, with depth and kline weights scaling by requested limits. Clients must observe these weight rules and millisecond timestamp conventions to manage rate limits effectively.

Start querying Aster Futures v3 public REST endpoints by sending unauthenticated GET requests to endpoints like ping, time, exchangeInfo, depth, and tickers. Validate inputs using exchangeInfo filters and parse responses using the documented payload shape references.

Aster Futures v3 uses millisecond timestamp conventions for market data responses. Clients querying endpoints like klines, trades, and historicalTrades must handle millisecond timestamps to correctly parse and validate the returned payload shapes.

Yes, the Aster Futures v3 API provides exchangeInfo endpoints with payload shape references including filters for validating trading pair inputs. This helps clients reliably parse responses and confirm supported symbols before querying depth or ticker data.