feat: split USDⓈ-M futures WebSocket URLs into public/market/private (#701)

* feat: split USDⓈ-M futures WebSocket URLs into public/market/private

Binance is retiring the legacy fstream.binance.com/ws endpoint on
2026-04-23. This migrates to the new dedicated endpoints:

- /public  → depth, partialDepth, rpiDepth (high-frequency order book)
- /market  → aggTrades, candles, ticker, liquidations, markPrices, etc.
- /private → user data streams (listenKey-based)

Adds wsFuturesPublic, wsFuturesMarket, wsFuturesPrivate config options.
The existing wsFutures option remains as a blanket override for all three.

* feat: add missing USDⓈ-M futures WebSocket streams

Adds all streams from Binance's endpoint mapping that were not
previously implemented:

Public:
- futuresBookTicker, futuresAllBookTickers

Market:
- futuresMarkPrice (individual symbol, supports 1s update speed)
- futuresContinuousCandles (pair + contractType klines)
- futuresCompositeIndex (index composition data)
- futuresContractInfo (contract listing/status changes)
- futuresAssetIndex, futuresAllAssetIndex (multi-assets mode)

* style: fix prettier formatting

* fix: use explicit futuresMarket endpoint in shared WS functions and fix flaky checkFields test

Shared functions (candles, ticker, allTickers, aggTrades) now explicitly
route futures variator to endpoints.futuresMarket instead of relying on
endpoints.futures coincidentally pointing to /market/ws.

Also fix checkFields to use `field in object` instead of `t.truthy(value)`
so fields with valid falsy values like `trades: 0` don't cause failures.

Author: pcriadoperez

src/websocket.js

@@ -7,7 +7,10 @@ import { createHmacSignature, createAsymmetricSignature } from 'signature'
 
 const endpoints = {
     base: 'wss://stream.binance.com:9443/ws',
-    futures: 'wss://fstream.binance.com/ws',
+    futures: 'wss://fstream.binance.com/market/ws',
+    futuresPublic: 'wss://fstream.binance.com/public/ws',
+    futuresMarket: 'wss://fstream.binance.com/market/ws',
+    futuresPrivate: 'wss://fstream.binance.com/private/ws',
     delivery: 'wss://dstream.binance.com/ws',
 }
 
@@ -56,9 +59,13 @@ const depth = (payload, cb, transform = true, variator) => {
     const cache = (Array.isArray(payload) ? payload : [payload]).map(symbol => {
         const [symbolName, updateSpeed] = symbol.toLowerCase().split('@')
         const w = openWebSocket(
-            `${variator ? endpoints[variator] : endpoints.base}/${symbolName}@depth${
-                updateSpeed ? `@${updateSpeed}` : ''
-            }`,
+            `${
+                variator === 'futures'
+                    ? endpoints.futuresPublic
+                    : variator
+                      ? endpoints[variator]
+                      : endpoints.base
+            }/${symbolName}@depth${updateSpeed ? `@${updateSpeed}` : ''}`,
         )
         w.onmessage = msg => {
             const obj = JSONbig.parse(msg.data)
@@ -86,7 +93,7 @@ const depth = (payload, cb, transform = true, variator) => {
 const futuresRpiDepth = (payload, cb, transform = true) => {
     const cache = (Array.isArray(payload) ? payload : [payload]).map(symbol => {
         const symbolName = symbol.toLowerCase()
-        const w = openWebSocket(`${endpoints.futures}/${symbolName}@rpiDepth@500ms`)
+        const w = openWebSocket(`${endpoints.futuresPublic}/${symbolName}@rpiDepth@500ms`)
         w.onmessage = msg => {
             const obj = JSONbig.parse(msg.data)
             cb(transform ? futuresDepthTransform(obj) : obj)
@@ -140,9 +147,13 @@ const partialDepth = (payload, cb, transform = true, variator) => {
     const cache = (Array.isArray(payload) ? payload : [payload]).map(({ symbol, level }) => {
         const [symbolName, updateSpeed] = symbol.toLowerCase().split('@')
         const w = openWebSocket(
-            `${variator ? endpoints[variator] : endpoints.base}/${symbolName}@depth${level}${
-                updateSpeed ? `@${updateSpeed}` : ''
-            }`,
+            `${
+                variator === 'futures'
+                    ? endpoints.futuresPublic
+                    : variator
+                      ? endpoints[variator]
+                      : endpoints.base
+            }/${symbolName}@depth${level}${updateSpeed ? `@${updateSpeed}` : ''}`,
         )
         w.onmessage = msg => {
             const obj = JSONbig.parse(msg.data)
@@ -211,7 +222,11 @@ const candles = (payload, interval, cb, transform = true, variator) => {
     const cache = (Array.isArray(payload) ? payload : [payload]).map(symbol => {
         const w = openWebSocket(
             `${
-                variator ? endpoints[variator] : endpoints.base
+                variator === 'futures'
+                    ? endpoints.futuresMarket
+                    : variator === 'delivery'
+                      ? endpoints.delivery
+                      : endpoints.base
             }/${symbol.toLowerCase()}@kline_${interval}`,
         )
         w.onmessage = msg => {
@@ -367,7 +382,7 @@ const ticker = (payload, cb, transform = true, variator) => {
         const w = openWebSocket(
             `${
                 variator === 'futures'
-                    ? endpoints.futures
+                    ? endpoints.futuresMarket
                     : variator === 'delivery'
                       ? endpoints.delivery
                       : endpoints.base
@@ -400,7 +415,7 @@ const allTickers = (cb, transform = true, variator) => {
     const w = new openWebSocket(
         `${
             variator === 'futures'
-                ? endpoints.futures
+                ? endpoints.futuresMarket
                 : variator === 'delivery'
                   ? endpoints.delivery
                   : endpoints.base
@@ -550,7 +565,7 @@ const aggTrades = (payload, cb, transform = true, variator) => {
         const w = openWebSocket(
             `${
                 variator === 'futures'
-                    ? endpoints.futures
+                    ? endpoints.futuresMarket
                     : variator === 'delivery'
                       ? endpoints.delivery
                       : endpoints.base
@@ -593,7 +608,7 @@ const futuresLiqsTransform = m => ({
 
 const futuresLiquidations = (payload, cb, transform = true) => {
     const cache = (Array.isArray(payload) ? payload : [payload]).map(symbol => {
-        const w = openWebSocket(`${endpoints.futures}/${symbol.toLowerCase()}@forceOrder`)
+        const w = openWebSocket(`${endpoints.futuresMarket}/${symbol.toLowerCase()}@forceOrder`)
         w.onmessage = msg => {
             const obj = JSONbig.parse(msg.data)
 
@@ -610,7 +625,7 @@ const futuresLiquidations = (payload, cb, transform = true) => {
 }
 
 const futuresAllLiquidations = (cb, transform = true) => {
-    const w = new openWebSocket(`${endpoints.futures}/!forceOrder@arr`)
+    const w = new openWebSocket(`${endpoints.futuresMarket}/!forceOrder@arr`)
 
     w.onmessage = msg => {
         const obj = JSONbig.parse(msg.data)
@@ -620,6 +635,218 @@ const futuresAllLiquidations = (cb, transform = true) => {
     return options => w.close(1000, 'Close handle was called', { keepClosed: true, ...options })
 }
 
+const futuresBookTicker = (payload, cb, transform = true) => {
+    const cache = (Array.isArray(payload) ? payload : [payload]).map(symbol => {
+        const w = openWebSocket(`${endpoints.futuresPublic}/${symbol.toLowerCase()}@bookTicker`)
+
+        w.onmessage = msg => {
+            const obj = JSONbig.parse(msg.data)
+            cb(transform ? bookTickerTransform(obj) : obj)
+        }
+
+        return w
+    })
+
+    return options =>
+        cache.forEach(w =>
+            w.close(1000, 'Close handle was called', { keepClosed: true, ...options }),
+        )
+}
+
+const futuresAllBookTickers = (cb, transform = true) => {
+    const w = openWebSocket(`${endpoints.futuresPublic}/!bookTicker`)
+
+    w.onmessage = msg => {
+        const obj = JSONbig.parse(msg.data)
+        cb(transform ? bookTickerTransform(obj) : obj)
+    }
+
+    return options => w.close(1000, 'Close handle was called', { keepClosed: true, ...options })
+}
+
+const futuresMarkPriceTransform = m => ({
+    eventType: m.e,
+    eventTime: m.E,
+    symbol: m.s,
+    markPrice: m.p,
+    indexPrice: m.i,
+    settlePrice: m.P,
+    fundingRate: m.r,
+    nextFundingRate: m.T,
+})
+
+const futuresMarkPrice = (payload, cb, transform = true) => {
+    const cache = (Array.isArray(payload) ? payload : [payload]).map(input => {
+        const symbol = typeof input === 'object' ? input.symbol : input
+        const updateSpeed = typeof input === 'object' ? input.updateSpeed : undefined
+        const stream =
+            updateSpeed === '1s'
+                ? `${symbol.toLowerCase()}@markPrice@1s`
+                : `${symbol.toLowerCase()}@markPrice`
+
+        const w = openWebSocket(`${endpoints.futuresMarket}/${stream}`)
+
+        w.onmessage = msg => {
+            const obj = JSONbig.parse(msg.data)
+            cb(transform ? futuresMarkPriceTransform(obj) : obj)
+        }
+
+        return w
+    })
+
+    return options =>
+        cache.forEach(w =>
+            w.close(1000, 'Close handle was called', { keepClosed: true, ...options }),
+        )
+}
+
+const futuresContinuousCandles = (payload, interval, cb, transform = true) => {
+    if (!interval || !cb) {
+        throw new Error('Please pass a pair, contractType, interval and callback.')
+    }
+
+    const pair = payload.pair.toLowerCase()
+    const contractType = payload.contractType.toLowerCase()
+
+    const w = openWebSocket(
+        `${endpoints.futuresMarket}/${pair}_${contractType}@continuousKline_${interval}`,
+    )
+
+    w.onmessage = msg => {
+        const obj = JSONbig.parse(msg.data)
+        const { e: eventType, E: eventTime, ps: pairSymbol, ct: contType, k: tick } = obj
+
+        cb(
+            transform
+                ? {
+                      eventType,
+                      eventTime,
+                      pair: pairSymbol,
+                      contractType: contType,
+                      ...candleTransform(tick),
+                  }
+                : obj,
+        )
+    }
+
+    return options => w.close(1000, 'Close handle was called', { keepClosed: true, ...options })
+}
+
+const futuresCompositeIndex = (payload, cb, transform = true) => {
+    const cache = (Array.isArray(payload) ? payload : [payload]).map(symbol => {
+        const w = openWebSocket(`${endpoints.futuresMarket}/${symbol.toLowerCase()}@compositeIndex`)
+
+        w.onmessage = msg => {
+            const obj = JSONbig.parse(msg.data)
+            cb(
+                transform
+                    ? {
+                          eventType: obj.e,
+                          eventTime: obj.E,
+                          symbol: obj.s,
+                          price: obj.p,
+                          composition: obj.c
+                              ? obj.c.map(c => ({
+                                    baseAsset: c.b,
+                                    quoteAsset: c.q,
+                                    weightInQuantity: c.w,
+                                    weightInPercentage: c.W,
+                                    indexPrice: c.i,
+                                }))
+                              : [],
+                      }
+                    : obj,
+            )
+        }
+
+        return w
+    })
+
+    return options =>
+        cache.forEach(w =>
+            w.close(1000, 'Close handle was called', { keepClosed: true, ...options }),
+        )
+}
+
+const futuresContractInfo = (cb, transform = true) => {
+    const w = openWebSocket(`${endpoints.futuresMarket}/!contractInfo`)
+
+    w.onmessage = msg => {
+        const obj = JSONbig.parse(msg.data)
+        cb(
+            transform
+                ? {
+                      eventType: obj.e,
+                      eventTime: obj.E,
+                      symbol: obj.s,
+                      pair: obj.ps,
+                      contractType: obj.ct,
+                      deliveryDate: obj.dt,
+                      onboardDate: obj.ot,
+                      contractStatus: obj.cs,
+                      brackets: obj.bks
+                          ? obj.bks.map(b => ({
+                                notionalBracket: b.bs,
+                                floorNotional: b.bnf,
+                                capNotional: b.bnc,
+                                maintenanceRatio: b.mmr,
+                                auxiliaryNumber: b.cf,
+                                minLeverage: b.mi,
+                                maxLeverage: b.ma,
+                            }))
+                          : [],
+                  }
+                : obj,
+        )
+    }
+
+    return options => w.close(1000, 'Close handle was called', { keepClosed: true, ...options })
+}
+
+const futuresAssetIndexTransform = m => ({
+    eventType: m.e,
+    eventTime: m.E,
+    symbol: m.s,
+    index: m.i,
+    bidBuffer: m.b,
+    askBuffer: m.a,
+    bidRate: m.B,
+    askRate: m.A,
+    autoExchangeBidBuffer: m.q,
+    autoExchangeAskBuffer: m.Q,
+    autoExchangeBidRate: m.g,
+    autoExchangeAskRate: m.G,
+})
+
+const futuresAssetIndex = (payload, cb, transform = true) => {
+    const cache = (Array.isArray(payload) ? payload : [payload]).map(symbol => {
+        const w = openWebSocket(`${endpoints.futuresMarket}/${symbol.toLowerCase()}@assetIndex`)
+
+        w.onmessage = msg => {
+            const obj = JSONbig.parse(msg.data)
+            cb(transform ? futuresAssetIndexTransform(obj) : obj)
+        }
+
+        return w
+    })
+
+    return options =>
+        cache.forEach(w =>
+            w.close(1000, 'Close handle was called', { keepClosed: true, ...options }),
+        )
+}
+
+const futuresAllAssetIndex = (cb, transform = true) => {
+    const w = openWebSocket(`${endpoints.futuresMarket}/!assetIndex@arr`)
+
+    w.onmessage = msg => {
+        const arr = JSONbig.parse(msg.data)
+        cb(transform ? arr.map(futuresAssetIndexTransform) : arr)
+    }
+
+    return options => w.close(1000, 'Close handle was called', { keepClosed: true, ...options })
+}
+
 const tradesTransform = m => ({
     eventType: m.e,
     eventTime: m.E,
@@ -1225,7 +1452,7 @@ const user = (opts, variator) => (cb, transform) => {
                     w = openWebSocket(
                         `${
                             variator === 'futures'
-                                ? endpoints.futures
+                                ? endpoints.futuresPrivate
                                 : variator === 'delivery'
                                   ? endpoints.delivery
                                   : endpoints.base
@@ -1282,7 +1509,7 @@ const futuresAllMarkPricesTransform = m =>
 const futuresAllMarkPrices = (payload, cb, transform = true) => {
     const variant = payload.updateSpeed === '1s' ? '!markPrice@arr@1s' : '!markPrice@arr'
 
-    const w = openWebSocket(`${endpoints.futures}/${variant}`)
+    const w = openWebSocket(`${endpoints.futuresMarket}/${variant}`)
 
     w.onmessage = msg => {
         const arr = JSONbig.parse(msg.data)
@@ -1294,7 +1521,15 @@ const futuresAllMarkPrices = (payload, cb, transform = true) => {
 
 export default opts => {
     if (opts && opts.wsBase) endpoints.base = opts.wsBase
-    if (opts && opts.wsFutures) endpoints.futures = opts.wsFutures
+    if (opts && opts.wsFutures) {
+        endpoints.futures = opts.wsFutures
+        endpoints.futuresPublic = opts.wsFutures
+        endpoints.futuresMarket = opts.wsFutures
+        endpoints.futuresPrivate = opts.wsFutures
+    }
+    if (opts && opts.wsFuturesPublic) endpoints.futuresPublic = opts.wsFuturesPublic
+    if (opts && opts.wsFuturesMarket) endpoints.futuresMarket = opts.wsFuturesMarket
+    if (opts && opts.wsFuturesPrivate) endpoints.futuresPrivate = opts.wsFuturesPrivate
     if (opts && opts.wsDelivery) endpoints.delivery = opts.wsDelivery
 
     if (opts && opts.proxy) {
@@ -1344,6 +1579,14 @@ export default opts => {
             aggTrades(payload, cb, transform, 'delivery'),
         futuresLiquidations,
         futuresAllLiquidations,
+        futuresBookTicker,
+        futuresAllBookTickers,
+        futuresMarkPrice,
+        futuresContinuousCandles,
+        futuresCompositeIndex,
+        futuresContractInfo,
+        futuresAssetIndex,
+        futuresAllAssetIndex,
         futuresUser: user(opts, 'futures'),
         deliveryUser: user(opts, 'delivery'),
         futuresCustomSubStream: (payload, cb) => customSubStream(payload, cb, 'futures'),

test/utils.js

@@ -2,7 +2,7 @@ import http from 'http'
 
 export const checkFields = (t, object, fields) => {
     fields.forEach(field => {
-        t.truthy(object[field])
+        t.truthy(field in object)
     })
 }