diff --git a/exchanges/binance/binance.go b/exchanges/binance/binance.go
index 487019b2..24319300 100644
--- a/exchanges/binance/binance.go
+++ b/exchanges/binance/binance.go
@@ -27,8 +27,7 @@ type Binance struct {
 	exchange.Base
 	// Valid string list that is required by the exchange
 	validLimits []int
-
-	obm *orderbookManager
+	obm         *orderbookManager
 }
 
 const (
@@ -74,7 +73,7 @@ const (
 // GetInterestHistory gets interest history for currency/currencies provided
 func (b *Binance) GetInterestHistory() (MarginInfoData, error) {
 	var resp MarginInfoData
-	if err := b.SendHTTPRequest(exchange.EdgeCase1, undocumentedInterestHistory, limitDefault, &resp); err != nil {
+	if err := b.SendHTTPRequest(exchange.EdgeCase1, undocumentedInterestHistory, spotDefaultRate, &resp); err != nil {
 		return resp, err
 	}
 	return resp, nil
@@ -83,7 +82,7 @@ func (b *Binance) GetInterestHistory() (MarginInfoData, error) {
 // GetCrossMarginInterestHistory gets cross-margin interest history for currency/currencies provided
 func (b *Binance) GetCrossMarginInterestHistory() (CrossMarginInterestData, error) {
 	var resp CrossMarginInterestData
-	if err := b.SendHTTPRequest(exchange.EdgeCase1, undocumentedCrossMarginInterestHistory, limitDefault, &resp); err != nil {
+	if err := b.SendHTTPRequest(exchange.EdgeCase1, undocumentedCrossMarginInterestHistory, spotDefaultRate, &resp); err != nil {
 		return resp, err
 	}
 	return resp, nil
@@ -92,14 +91,14 @@ func (b *Binance) GetCrossMarginInterestHistory() (CrossMarginInterestData, erro
 // GetMarginMarkets returns exchange information. Check binance_types for more information
 func (b *Binance) GetMarginMarkets() (PerpsExchangeInfo, error) {
 	var resp PerpsExchangeInfo
-	return resp, b.SendHTTPRequest(exchange.RestSpot, perpExchangeInfo, limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestSpot, perpExchangeInfo, spotDefaultRate, &resp)
 }
 
 // GetExchangeInfo returns exchange information. Check binance_types for more
 // information
 func (b *Binance) GetExchangeInfo() (ExchangeInfo, error) {
 	var resp ExchangeInfo
-	return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, exchangeInfo, limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, exchangeInfo, spotDefaultRate, &resp)
 }
 
 // GetOrderBook returns full orderbook information
@@ -179,7 +178,7 @@ func (b *Binance) GetMostRecentTrades(rtr RecentTradeRequestParams) ([]RecentTra
 
 	path := recentTrades + "?" + params.Encode()
 
-	return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, path, limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, path, spotDefaultRate, &resp)
 }
 
 // GetHistoricalTrades returns historical trade activity
@@ -243,7 +242,7 @@ func (b *Binance) GetAggregatedTrades(arg *AggregatedTradeRequestParams) ([]Aggr
 	}
 	var resp []AggregatedTrade
 	path := aggregatedTrades + "?" + params.Encode()
-	return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, path, limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, path, spotDefaultRate, &resp)
 }
 
 // batchAggregateTrades fetches trades in multiple requests
@@ -269,7 +268,7 @@ func (b *Binance) batchAggregateTrades(arg *AggregatedTradeRequestParams, params
 			params.Set("startTime", timeString(start))
 			params.Set("endTime", timeString(start.Add(time.Hour)))
 			path := aggregatedTrades + "?" + params.Encode()
-			err := b.SendHTTPRequest(exchange.RestSpotSupplementary, path, limitDefault, &resp)
+			err := b.SendHTTPRequest(exchange.RestSpotSupplementary, path, spotDefaultRate, &resp)
 			if err != nil {
 				log.Warn(log.ExchangeSys, err.Error())
 				return resp, err
@@ -287,7 +286,7 @@ func (b *Binance) batchAggregateTrades(arg *AggregatedTradeRequestParams, params
 		params.Set("fromId", strconv.FormatInt(fromID, 10))
 		path := aggregatedTrades + "?" + params.Encode()
 		var additionalTrades []AggregatedTrade
-		err := b.SendHTTPRequest(exchange.RestSpotSupplementary, path, limitDefault, &additionalTrades)
+		err := b.SendHTTPRequest(exchange.RestSpotSupplementary, path, spotDefaultRate, &additionalTrades)
 		if err != nil {
 			return resp, err
 		}
@@ -344,7 +343,7 @@ func (b *Binance) GetSpotKline(arg *KlinesRequestParams) ([]CandleStick, error)
 
 	path := candleStick + "?" + params.Encode()
 
-	if err := b.SendHTTPRequest(exchange.RestSpotSupplementary, path, limitDefault, &resp); err != nil {
+	if err := b.SendHTTPRequest(exchange.RestSpotSupplementary, path, spotDefaultRate, &resp); err != nil {
 		return klineData, err
 	}
 
@@ -405,7 +404,7 @@ func (b *Binance) GetAveragePrice(symbol currency.Pair) (AveragePrice, error) {
 
 	path := averagePrice + "?" + params.Encode()
 
-	return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, path, limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, path, spotDefaultRate, &resp)
 }
 
 // GetPriceChangeStats returns price change statistics for the last 24 hours
@@ -414,21 +413,24 @@ func (b *Binance) GetAveragePrice(symbol currency.Pair) (AveragePrice, error) {
 func (b *Binance) GetPriceChangeStats(symbol currency.Pair) (PriceChangeStats, error) {
 	resp := PriceChangeStats{}
 	params := url.Values{}
-	symbolValue, err := b.FormatSymbol(symbol, asset.Spot)
-	if err != nil {
-		return resp, err
+	rateLimit := spotPriceChangeAllRate
+	if !symbol.IsEmpty() {
+		rateLimit = spotDefaultRate
+		symbolValue, err := b.FormatSymbol(symbol, asset.Spot)
+		if err != nil {
+			return resp, err
+		}
+		params.Set("symbol", symbolValue)
 	}
-	params.Set("symbol", symbolValue)
-
 	path := priceChange + "?" + params.Encode()
 
-	return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, path, limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, path, rateLimit, &resp)
 }
 
 // GetTickers returns the ticker data for the last 24 hrs
 func (b *Binance) GetTickers() ([]PriceChangeStats, error) {
 	var resp []PriceChangeStats
-	return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, priceChange, limitPriceChangeAll, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, priceChange, spotPriceChangeAllRate, &resp)
 }
 
 // GetLatestSpotPrice returns latest spot price of symbol
@@ -437,15 +439,18 @@ func (b *Binance) GetTickers() ([]PriceChangeStats, error) {
 func (b *Binance) GetLatestSpotPrice(symbol currency.Pair) (SymbolPrice, error) {
 	resp := SymbolPrice{}
 	params := url.Values{}
-	symbolValue, err := b.FormatSymbol(symbol, asset.Spot)
-	if err != nil {
-		return resp, err
+	rateLimit := spotSymbolPriceAllRate
+	if !symbol.IsEmpty() {
+		rateLimit = spotDefaultRate
+		symbolValue, err := b.FormatSymbol(symbol, asset.Spot)
+		if err != nil {
+			return resp, err
+		}
+		params.Set("symbol", symbolValue)
 	}
-	params.Set("symbol", symbolValue)
-
 	path := symbolPrice + "?" + params.Encode()
 
-	return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, path, symbolPriceLimit(symbolValue), &resp)
+	return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, path, rateLimit, &resp)
 }
 
 // GetBestPrice returns the latest best price for symbol
@@ -454,15 +459,18 @@ func (b *Binance) GetLatestSpotPrice(symbol currency.Pair) (SymbolPrice, error)
 func (b *Binance) GetBestPrice(symbol currency.Pair) (BestPrice, error) {
 	resp := BestPrice{}
 	params := url.Values{}
-	symbolValue, err := b.FormatSymbol(symbol, asset.Spot)
-	if err != nil {
-		return resp, err
+	rateLimit := spotOrderbookTickerAllRate
+	if !symbol.IsEmpty() {
+		rateLimit = spotDefaultRate
+		symbolValue, err := b.FormatSymbol(symbol, asset.Spot)
+		if err != nil {
+			return resp, err
+		}
+		params.Set("symbol", symbolValue)
 	}
-	params.Set("symbol", symbolValue)
-
 	path := bestPrice + "?" + params.Encode()
 
-	return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, path, bestPriceLimit(symbolValue), &resp)
+	return resp, b.SendHTTPRequest(exchange.RestSpotSupplementary, path, rateLimit, &resp)
 }
 
 // NewOrder sends a new order to Binance
@@ -521,7 +529,7 @@ func (b *Binance) newOrder(api string, o *NewOrderRequest, resp *NewOrderRespons
 	if o.NewOrderRespType != "" {
 		params.Set("newOrderRespType", o.NewOrderRespType)
 	}
-	return b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodPost, api, params, limitOrder, resp)
+	return b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodPost, api, params, spotOrderRate, resp)
 }
 
 // CancelExistingOrder sends a cancel order to Binance
@@ -542,7 +550,7 @@ func (b *Binance) CancelExistingOrder(symbol currency.Pair, orderID int64, origC
 	if origClientOrderID != "" {
 		params.Set("origClientOrderId", origClientOrderID)
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodDelete, orderEndpoint, params, limitOrder, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodDelete, orderEndpoint, params, spotOrderRate, &resp)
 }
 
 // OpenOrders Current open orders. Get all open orders on a symbol.
@@ -588,7 +596,7 @@ func (b *Binance) AllOrders(symbol currency.Pair, orderID, limit string) ([]Quer
 	if limit != "" {
 		params.Set("limit", limit)
 	}
-	if err := b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, allOrders, params, limitOrdersAll, &resp); err != nil {
+	if err := b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, allOrders, params, spotOrdersAllRate, &resp); err != nil {
 		return resp, err
 	}
 
@@ -612,7 +620,7 @@ func (b *Binance) QueryOrder(symbol currency.Pair, origClientOrderID string, ord
 		params.Set("orderId", strconv.FormatInt(orderID, 10))
 	}
 
-	if err := b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, orderEndpoint, params, limitOrder, &resp); err != nil {
+	if err := b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, orderEndpoint, params, spotOrderRate, &resp); err != nil {
 		return resp, err
 	}
 
@@ -632,7 +640,7 @@ func (b *Binance) GetAccount() (*Account, error) {
 	var resp response
 	params := url.Values{}
 
-	if err := b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, accountInfo, params, request.Unset, &resp); err != nil {
+	if err := b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, accountInfo, params, spotAccountInformationRate, &resp); err != nil {
 		return &resp.Account, err
 	}
 
@@ -809,7 +817,7 @@ func (b *Binance) WithdrawCrypto(asset, address, addressTag, name, amount string
 		params.Set("addressTag", addressTag)
 	}
 
-	if err := b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodPost, withdrawEndpoint, params, request.Unset, &resp); err != nil {
+	if err := b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodPost, withdrawEndpoint, params, spotDefaultRate, &resp); err != nil {
 		return "", err
 	}
 
@@ -854,7 +862,7 @@ func (b *Binance) WithdrawStatus(c currency.Code, status string, startTime, endT
 		params.Set("endTime", strconv.FormatInt(endTime, 10))
 	}
 
-	if err := b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, withdrawalHistory, params, request.Unset, &response); err != nil {
+	if err := b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, withdrawalHistory, params, spotDefaultRate, &response); err != nil {
 		return response.WithdrawList, err
 	}
 
@@ -872,9 +880,10 @@ func (b *Binance) GetDepositAddressForCurrency(currency string) (string, error)
 	params := url.Values{}
 	params.Set("asset", currency)
 	params.Set("status", "true")
+	params.Set("recvWindow", "10000")
 
 	return resp.Address,
-		b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, depositAddress, params, request.Unset, &resp)
+		b.SendAuthHTTPRequest(exchange.RestSpotSupplementary, http.MethodGet, depositAddress, params, spotDefaultRate, &resp)
 }
 
 // GetWsAuthStreamKey will retrieve a key to use for authorised WS streaming
diff --git a/exchanges/binance/binance_cfutures.go b/exchanges/binance/binance_cfutures.go
index 8934efb2..63fa6266 100644
--- a/exchanges/binance/binance_cfutures.go
+++ b/exchanges/binance/binance_cfutures.go
@@ -13,6 +13,7 @@ import (
 	"github.com/thrasher-corp/gocryptotrader/currency"
 	exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/request"
 )
 
 const (
@@ -66,7 +67,7 @@ const (
 // FuturesExchangeInfo stores CoinMarginedFutures, data
 func (b *Binance) FuturesExchangeInfo() (CExchangeInfo, error) {
 	var resp CExchangeInfo
-	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesExchangeInfo, limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesExchangeInfo, cFuturesDefaultRate, &resp)
 }
 
 // GetFuturesOrderbook gets orderbook data for CoinMarginedFutures,
@@ -74,6 +75,17 @@ func (b *Binance) GetFuturesOrderbook(symbol currency.Pair, limit int64) (OrderB
 	var resp OrderBook
 	var data OrderbookData
 	params := url.Values{}
+	rateBudget := cFuturesDefaultRate
+	switch {
+	case limit == 5, limit == 10, limit == 20, limit == 50:
+		rateBudget = cFuturesOrderbook50Rate
+	case limit >= 100 && limit < 500:
+		rateBudget = cFuturesOrderbook100Rate
+	case limit >= 500 && limit < 1000:
+		rateBudget = cFuturesOrderbook500Rate
+	case limit == 1000:
+		rateBudget = cFuturesOrderbook1000Rate
+	}
 	symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
 	if err != nil {
 		return resp, err
@@ -82,7 +94,7 @@ func (b *Binance) GetFuturesOrderbook(symbol currency.Pair, limit int64) (OrderB
 	if limit > 0 && limit <= 1000 {
 		params.Set("limit", strconv.FormatInt(limit, 10))
 	}
-	err = b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesOrderbook+params.Encode(), limitDefault, &data)
+	err = b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesOrderbook+params.Encode(), rateBudget, &data)
 	if err != nil {
 		return resp, err
 	}
@@ -130,7 +142,7 @@ func (b *Binance) GetFuturesPublicTrades(symbol currency.Pair, limit int64) ([]F
 	if limit > 0 && limit <= 1000 {
 		params.Set("limit", strconv.FormatInt(limit, 10))
 	}
-	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesRecentTrades+params.Encode(), limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesRecentTrades+params.Encode(), cFuturesDefaultRate, &resp)
 }
 
 // GetFuturesHistoricalTrades gets historical public trades for CoinMarginedFutures,
@@ -148,7 +160,7 @@ func (b *Binance) GetFuturesHistoricalTrades(symbol currency.Pair, fromID string
 	if limit > 0 && limit < 1000 {
 		params.Set("limit", strconv.FormatInt(limit, 10))
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesHistoricalTrades, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesHistoricalTrades, params, cFuturesHistoricalTradesRate, &resp)
 }
 
 // GetPastPublicTrades gets past public trades for CoinMarginedFutures,
@@ -166,7 +178,7 @@ func (b *Binance) GetPastPublicTrades(symbol currency.Pair, limit, fromID int64)
 	if fromID != 0 {
 		params.Set("fromID", strconv.FormatInt(fromID, 10))
 	}
-	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesRecentTrades+params.Encode(), limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesRecentTrades+params.Encode(), cFuturesDefaultRate, &resp)
 }
 
 // GetFuturesAggregatedTradesList gets aggregated trades list for CoinMarginedFutures,
@@ -191,7 +203,7 @@ func (b *Binance) GetFuturesAggregatedTradesList(symbol currency.Pair, fromID, l
 		params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
 		params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
 	}
-	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesCompressedTrades+params.Encode(), limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesCompressedTrades+params.Encode(), cFuturesHistoricalTradesRate, &resp)
 }
 
 // GetIndexAndMarkPrice gets index and mark prices  for CoinMarginedFutures,
@@ -204,7 +216,7 @@ func (b *Binance) GetIndexAndMarkPrice(symbol, pair string) ([]IndexMarkPrice, e
 	if pair != "" {
 		params.Set("pair", pair)
 	}
-	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesMarkPrice+params.Encode(), limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesMarkPrice+params.Encode(), cFuturesIndexMarkPriceRate, &resp)
 }
 
 // GetFuturesKlineData gets futures kline data for CoinMarginedFutures,
@@ -212,14 +224,14 @@ func (b *Binance) GetFuturesKlineData(symbol currency.Pair, interval string, lim
 	var data [][10]interface{}
 	var resp []FuturesCandleStick
 	params := url.Values{}
-	if symbol != (currency.Pair{}) {
+	if !symbol.IsEmpty() {
 		symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
 		if err != nil {
 			return resp, err
 		}
 		params.Set("symbol", symbolValue)
 	}
-	if limit > 0 && limit <= 1000 {
+	if limit > 0 && limit <= 1500 {
 		params.Set("limit", strconv.FormatInt(limit, 10))
 	}
 	if !common.StringDataCompare(validFuturesIntervals, interval) {
@@ -233,7 +245,8 @@ func (b *Binance) GetFuturesKlineData(symbol currency.Pair, interval string, lim
 		params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
 		params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
 	}
-	err := b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesKlineData+params.Encode(), limitDefault, &data)
+	rateBudget := getKlineRateBudget(limit)
+	err := b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesKlineData+params.Encode(), rateBudget, &data)
 	if err != nil {
 		return resp, err
 	}
@@ -335,7 +348,7 @@ func (b *Binance) GetContinuousKlineData(pair, contractType, interval string, li
 		return resp, errors.New("invalid contractType")
 	}
 	params.Set("contractType", contractType)
-	if limit > 0 && limit <= 1000 {
+	if limit > 0 && limit <= 1500 {
 		params.Set("limit", strconv.FormatInt(limit, 10))
 	}
 	if !common.StringDataCompare(validFuturesIntervals, interval) {
@@ -349,7 +362,9 @@ func (b *Binance) GetContinuousKlineData(pair, contractType, interval string, li
 		params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
 		params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
 	}
-	err := b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesContinuousKline+params.Encode(), limitDefault, &data)
+
+	rateBudget := getKlineRateBudget(limit)
+	err := b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesContinuousKline+params.Encode(), rateBudget, &data)
 	if err != nil {
 		return resp, err
 	}
@@ -447,7 +462,7 @@ func (b *Binance) GetIndexPriceKlines(pair, interval string, limit int64, startT
 	var resp []FuturesCandleStick
 	params := url.Values{}
 	params.Set("pair", pair)
-	if limit > 0 && limit <= 1000 {
+	if limit > 0 && limit <= 1500 {
 		params.Set("limit", strconv.FormatInt(limit, 10))
 	}
 	if !common.StringDataCompare(validFuturesIntervals, interval) {
@@ -461,7 +476,8 @@ func (b *Binance) GetIndexPriceKlines(pair, interval string, limit int64, startT
 		params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
 		params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
 	}
-	err := b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesIndexKline+params.Encode(), limitDefault, &data)
+	rateBudget := getKlineRateBudget(limit)
+	err := b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesIndexKline+params.Encode(), rateBudget, &data)
 	if err != nil {
 		return resp, err
 	}
@@ -563,7 +579,7 @@ func (b *Binance) GetMarkPriceKline(symbol currency.Pair, interval string, limit
 		return resp, err
 	}
 	params.Set("symbol", symbolValue)
-	if limit > 0 && limit <= 1000 {
+	if limit > 0 && limit <= 1500 {
 		params.Set("limit", strconv.FormatInt(limit, 10))
 	}
 	if !common.StringDataCompare(validFuturesIntervals, interval) {
@@ -577,7 +593,8 @@ func (b *Binance) GetMarkPriceKline(symbol currency.Pair, interval string, limit
 		params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
 		params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
 	}
-	err = b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesMarkPriceKline+params.Encode(), limitDefault, &data)
+	rateBudget := getKlineRateBudget(limit)
+	err = b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesMarkPriceKline+params.Encode(), rateBudget, &data)
 	if err != nil {
 		return resp, err
 	}
@@ -669,11 +686,28 @@ func (b *Binance) GetMarkPriceKline(symbol currency.Pair, interval string, limit
 	return resp, nil
 }
 
+func getKlineRateBudget(limit int64) request.EndpointLimit {
+	rateBudget := cFuturesDefaultRate
+	switch {
+	case limit > 0 && limit < 100:
+		rateBudget = cFuturesKline100Rate
+	case limit >= 100 && limit < 500:
+		rateBudget = cFuturesKline500Rate
+	case limit >= 500 && limit < 1000:
+		rateBudget = cFuturesKline1000Rate
+	case limit >= 1000:
+		rateBudget = cFuturesKlineMaxRate
+	}
+	return rateBudget
+}
+
 // GetFuturesSwapTickerChangeStats gets 24hr ticker change stats for CoinMarginedFutures,
 func (b *Binance) GetFuturesSwapTickerChangeStats(symbol currency.Pair, pair string) ([]PriceChangeStats, error) {
 	var resp []PriceChangeStats
 	params := url.Values{}
-	if symbol != (currency.Pair{}) {
+	rateLimit := cFuturesTickerPriceHistoryRate
+	if !symbol.IsEmpty() {
+		rateLimit = cFuturesDefaultRate
 		symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
 		if err != nil {
 			return resp, err
@@ -683,14 +717,14 @@ func (b *Binance) GetFuturesSwapTickerChangeStats(symbol currency.Pair, pair str
 	if pair != "" {
 		params.Set("pair", pair)
 	}
-	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesTickerPriceStats+params.Encode(), limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesTickerPriceStats+params.Encode(), rateLimit, &resp)
 }
 
 // FuturesGetFundingHistory gets funding history for CoinMarginedFutures,
 func (b *Binance) FuturesGetFundingHistory(symbol currency.Pair, limit int64, startTime, endTime time.Time) ([]FundingRateHistory, error) {
 	var resp []FundingRateHistory
 	params := url.Values{}
-	if symbol != (currency.Pair{}) {
+	if !symbol.IsEmpty() {
 		symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
 		if err != nil {
 			return resp, err
@@ -707,14 +741,16 @@ func (b *Binance) FuturesGetFundingHistory(symbol currency.Pair, limit int64, st
 		params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
 		params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
 	}
-	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesFundingRateHistory+params.Encode(), limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesFundingRateHistory+params.Encode(), cFuturesDefaultRate, &resp)
 }
 
 // GetFuturesSymbolPriceTicker gets price ticker for symbol
 func (b *Binance) GetFuturesSymbolPriceTicker(symbol currency.Pair, pair string) ([]SymbolPriceTicker, error) {
 	var resp []SymbolPriceTicker
 	params := url.Values{}
-	if symbol != (currency.Pair{}) {
+	rateLimit := cFuturesOrderbookTickerAllRate
+	if !symbol.IsEmpty() {
+		rateLimit = cFuturesDefaultRate
 		symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
 		if err != nil {
 			return resp, err
@@ -724,14 +760,16 @@ func (b *Binance) GetFuturesSymbolPriceTicker(symbol currency.Pair, pair string)
 	if pair != "" {
 		params.Set("pair", pair)
 	}
-	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesSymbolPriceTicker+params.Encode(), limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesSymbolPriceTicker+params.Encode(), rateLimit, &resp)
 }
 
 // GetFuturesOrderbookTicker gets orderbook ticker for symbol
 func (b *Binance) GetFuturesOrderbookTicker(symbol currency.Pair, pair string) ([]SymbolOrderBookTicker, error) {
 	var resp []SymbolOrderBookTicker
 	params := url.Values{}
-	if symbol != (currency.Pair{}) {
+	rateLimit := cFuturesOrderbookTickerAllRate
+	if !symbol.IsEmpty() {
+		rateLimit = cFuturesDefaultRate
 		symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
 		if err != nil {
 			return resp, err
@@ -741,14 +779,16 @@ func (b *Binance) GetFuturesOrderbookTicker(symbol currency.Pair, pair string) (
 	if pair != "" {
 		params.Set("pair", pair)
 	}
-	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesSymbolOrderbook+params.Encode(), limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesSymbolOrderbook+params.Encode(), rateLimit, &resp)
 }
 
-// GetFuturesLiquidationOrders gets orderbook ticker for symbol
+// GetFuturesLiquidationOrders gets forced liquidation orders
 func (b *Binance) GetFuturesLiquidationOrders(symbol currency.Pair, pair string, limit int64, startTime, endTime time.Time) ([]AllLiquidationOrders, error) {
 	var resp []AllLiquidationOrders
 	params := url.Values{}
-	if symbol != (currency.Pair{}) {
+	rateLimit := cFuturesAllForceOrdersRate
+	if !symbol.IsEmpty() {
+		rateLimit = cFuturesCurrencyForceOrdersRate
 		symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
 		if err != nil {
 			return resp, err
@@ -768,7 +808,7 @@ func (b *Binance) GetFuturesLiquidationOrders(symbol currency.Pair, pair string,
 		params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
 		params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
 	}
-	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesLiquidationOrders+params.Encode(), limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesLiquidationOrders+params.Encode(), rateLimit, &resp)
 }
 
 // GetOpenInterest gets open interest data for a symbol
@@ -780,7 +820,7 @@ func (b *Binance) GetOpenInterest(symbol currency.Pair) (OpenInterestData, error
 		return resp, err
 	}
 	params.Set("symbol", symbolValue)
-	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesOpenInterest+params.Encode(), limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesOpenInterest+params.Encode(), cFuturesDefaultRate, &resp)
 }
 
 // GetOpenInterestStats gets open interest stats for a symbol
@@ -808,7 +848,7 @@ func (b *Binance) GetOpenInterestStats(pair, contractType, period string, limit
 		params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
 		params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
 	}
-	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesOpenInterestStats+params.Encode(), limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesOpenInterestStats+params.Encode(), cFuturesDefaultRate, &resp)
 }
 
 // GetTraderFuturesAccountRatio gets a traders futures account long/short ratio
@@ -830,7 +870,7 @@ func (b *Binance) GetTraderFuturesAccountRatio(pair, period string, limit int64,
 		params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
 		params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
 	}
-	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesTopAccountsRatio+params.Encode(), limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesTopAccountsRatio+params.Encode(), cFuturesDefaultRate, &resp)
 }
 
 // GetTraderFuturesPositionsRatio gets a traders futures positions' long/short ratio
@@ -852,7 +892,7 @@ func (b *Binance) GetTraderFuturesPositionsRatio(pair, period string, limit int6
 		params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
 		params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
 	}
-	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesTopPositionsRatio+params.Encode(), limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesTopPositionsRatio+params.Encode(), cFuturesDefaultRate, &resp)
 }
 
 // GetMarketRatio gets global long/short ratio
@@ -874,7 +914,7 @@ func (b *Binance) GetMarketRatio(pair, period string, limit int64, startTime, en
 		params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
 		params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
 	}
-	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesLongShortRatio+params.Encode(), limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesLongShortRatio+params.Encode(), cFuturesDefaultRate, &resp)
 }
 
 // GetFuturesTakerVolume gets futures taker buy/sell volumes
@@ -900,7 +940,7 @@ func (b *Binance) GetFuturesTakerVolume(pair, contractType, period string, limit
 		params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
 		params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
 	}
-	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesBuySellVolume+params.Encode(), limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesBuySellVolume+params.Encode(), cFuturesDefaultRate, &resp)
 }
 
 // GetFuturesBasisData gets futures basis data
@@ -926,7 +966,7 @@ func (b *Binance) GetFuturesBasisData(pair, contractType, period string, limit i
 		params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
 		params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
 	}
-	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesBasis+params.Encode(), limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestCoinMargined, cfuturesBasis+params.Encode(), cFuturesDefaultRate, &resp)
 }
 
 // FuturesNewOrder sends a new futures order to the exchange
@@ -985,7 +1025,7 @@ func (b *Binance) FuturesNewOrder(symbol currency.Pair, side, positionSide, orde
 	if callbackRate != 0 {
 		params.Set("callbackRate", strconv.FormatFloat(callbackRate, 'f', -1, 64))
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodPost, cfuturesOrder, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodPost, cfuturesOrder, params, cFuturesOrdersDefaultRate, &resp)
 }
 
 // FuturesBatchOrder sends a batch order request
@@ -1023,7 +1063,7 @@ func (b *Binance) FuturesBatchOrder(data []PlaceBatchOrderData) ([]FuturesOrderP
 		return resp, err
 	}
 	params.Set("batchOrders", string(jsonData))
-	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodPost, cfuturesBatchOrder, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodPost, cfuturesBatchOrder, params, cFuturesBatchOrdersRate, &resp)
 }
 
 // FuturesBatchCancelOrders sends a batch request to cancel orders
@@ -1049,7 +1089,7 @@ func (b *Binance) FuturesBatchCancelOrders(symbol currency.Pair, orderList, orig
 		}
 		params.Set("origClientOrderIdList", string(jsonCliOrdIDList))
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodDelete, cfuturesBatchOrder, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodDelete, cfuturesBatchOrder, params, cFuturesOrdersDefaultRate, &resp)
 }
 
 // FuturesGetOrderData gets futures order data
@@ -1067,7 +1107,7 @@ func (b *Binance) FuturesGetOrderData(symbol currency.Pair, orderID, origClientO
 	if origClientOrderID != "" {
 		params.Set("origClientOrderId", origClientOrderID)
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesOrder, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesOrder, params, cFuturesOrdersDefaultRate, &resp)
 }
 
 // FuturesCancelOrder cancels a futures order
@@ -1085,7 +1125,7 @@ func (b *Binance) FuturesCancelOrder(symbol currency.Pair, orderID, origClientOr
 	if origClientOrderID != "" {
 		params.Set("origClientOrderId", origClientOrderID)
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodDelete, cfuturesOrder, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodDelete, cfuturesOrder, params, cFuturesOrdersDefaultRate, &resp)
 }
 
 // FuturesCancelAllOpenOrders cancels a futures order
@@ -1097,7 +1137,7 @@ func (b *Binance) FuturesCancelAllOpenOrders(symbol currency.Pair) (GenericAuthR
 		return resp, err
 	}
 	params.Set("symbol", symbolValue)
-	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodDelete, cfuturesCancelAllOrders, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodDelete, cfuturesCancelAllOrders, params, cFuturesOrdersDefaultRate, &resp)
 }
 
 // AutoCancelAllOpenOrders cancels all open futures orders
@@ -1111,7 +1151,7 @@ func (b *Binance) AutoCancelAllOpenOrders(symbol currency.Pair, countdownTime in
 	}
 	params.Set("symbol", symbolValue)
 	params.Set("countdownTime", strconv.FormatInt(countdownTime, 10))
-	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodPost, cfuturesCountdownCancel, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodPost, cfuturesCountdownCancel, params, cFuturesCancelAllOrdersRate, &resp)
 }
 
 // FuturesOpenOrderData gets open order data for CoinMarginedFutures,
@@ -1129,31 +1169,40 @@ func (b *Binance) FuturesOpenOrderData(symbol currency.Pair, orderID, origClient
 	if origClientOrderID != "" {
 		params.Set("origClientOrderId", origClientOrderID)
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesOpenOrder, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesOpenOrder, params, cFuturesOrdersDefaultRate, &resp)
 }
 
 // GetFuturesAllOpenOrders gets all open orders data for CoinMarginedFutures,
 func (b *Binance) GetFuturesAllOpenOrders(symbol currency.Pair, pair string) ([]FuturesOrderData, error) {
 	var resp []FuturesOrderData
 	params := url.Values{}
+	var p string
+	var err error
+	rateLimit := cFuturesGetAllOpenOrdersRate
 	if !symbol.IsEmpty() {
-		symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
+		rateLimit = cFuturesOrdersDefaultRate
+		p, err = b.FormatSymbol(symbol, asset.CoinMarginedFutures)
 		if err != nil {
 			return resp, err
 		}
-		params.Set("symbol", symbolValue)
+		params.Set("symbol", p)
+	} else {
+		// extend the receive window when all currencies to prevent "recvwindow" error
+		params.Set("recvWindow", "10000")
 	}
 	if pair != "" {
 		params.Set("pair", pair)
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesAllOpenOrders, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesAllOpenOrders, params, rateLimit, &resp)
 }
 
 // GetAllFuturesOrders gets all orders active cancelled or filled
 func (b *Binance) GetAllFuturesOrders(symbol currency.Pair, pair string, startTime, endTime time.Time, orderID, limit int64) ([]FuturesOrderData, error) {
 	var resp []FuturesOrderData
 	params := url.Values{}
+	rateLimit := cFuturesPairOrdersRate
 	if !symbol.IsEmpty() {
+		rateLimit = cFuturesSymbolOrdersRate
 		symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
 		if err != nil {
 			return resp, err
@@ -1176,19 +1225,19 @@ func (b *Binance) GetAllFuturesOrders(symbol currency.Pair, pair string, startTi
 		params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
 		params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesAllOrders, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesAllOrders, params, rateLimit, &resp)
 }
 
 // GetFuturesAccountBalance gets account balance data for CoinMarginedFutures, account
 func (b *Binance) GetFuturesAccountBalance() ([]FuturesAccountBalanceData, error) {
 	var resp []FuturesAccountBalanceData
-	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesAccountBalance, nil, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesAccountBalance, nil, cFuturesDefaultRate, &resp)
 }
 
 // GetFuturesAccountInfo gets account info data for CoinMarginedFutures, account
 func (b *Binance) GetFuturesAccountInfo() (FuturesAccountInformation, error) {
 	var resp FuturesAccountInformation
-	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesAccountInfo, nil, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesAccountInfo, nil, cFuturesAccountInformationRate, &resp)
 }
 
 // FuturesChangeInitialLeverage changes initial leverage for the account
@@ -1204,7 +1253,7 @@ func (b *Binance) FuturesChangeInitialLeverage(symbol currency.Pair, leverage in
 		return resp, errors.New("invalid leverage")
 	}
 	params.Set("leverage", strconv.FormatInt(leverage, 10))
-	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodPost, cfuturesChangeInitialLeverage, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodPost, cfuturesChangeInitialLeverage, params, cFuturesDefaultRate, &resp)
 }
 
 // FuturesChangeMarginType changes margin type
@@ -1220,7 +1269,7 @@ func (b *Binance) FuturesChangeMarginType(symbol currency.Pair, marginType strin
 		return resp, errors.New("invalid marginType")
 	}
 	params.Set("marginType", marginType)
-	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodPost, cfuturesChangeMarginType, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodPost, cfuturesChangeMarginType, params, cFuturesDefaultRate, &resp)
 }
 
 // ModifyIsolatedPositionMargin changes margin for an isolated position
@@ -1242,7 +1291,7 @@ func (b *Binance) ModifyIsolatedPositionMargin(symbol currency.Pair, positionSid
 	}
 	params.Set("type", strconv.FormatInt(cType, 10))
 	params.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
-	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodPost, cfuturesModifyMargin, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodPost, cfuturesModifyMargin, params, cFuturesDefaultRate, &resp)
 }
 
 // FuturesMarginChangeHistory gets past margin changes for positions
@@ -1269,7 +1318,7 @@ func (b *Binance) FuturesMarginChangeHistory(symbol currency.Pair, changeType st
 	if limit != 0 {
 		params.Set("limit", strconv.FormatInt(limit, 10))
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesMarginChangeHistory, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesMarginChangeHistory, params, cFuturesDefaultRate, &resp)
 }
 
 // FuturesPositionsInfo gets futures positions info
@@ -1282,14 +1331,16 @@ func (b *Binance) FuturesPositionsInfo(marginAsset, pair string) ([]FuturesPosit
 	if pair != "" {
 		params.Set("pair", pair)
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesPositionInfo, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesPositionInfo, params, cFuturesDefaultRate, &resp)
 }
 
 // FuturesTradeHistory gets trade history for CoinMarginedFutures, account
 func (b *Binance) FuturesTradeHistory(symbol currency.Pair, pair string, startTime, endTime time.Time, limit, fromID int64) ([]FuturesAccountTradeList, error) {
 	var resp []FuturesAccountTradeList
 	params := url.Values{}
-	if symbol != (currency.Pair{}) {
+	rateLimit := cFuturesPairOrdersRate
+	if !symbol.IsEmpty() {
+		rateLimit = cFuturesSymbolOrdersRate
 		symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
 		if err != nil {
 			return resp, err
@@ -1312,14 +1363,14 @@ func (b *Binance) FuturesTradeHistory(symbol currency.Pair, pair string, startTi
 	if fromID != 0 {
 		params.Set("fromId", strconv.FormatInt(fromID, 10))
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesAccountTradeList, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesAccountTradeList, params, rateLimit, &resp)
 }
 
 // FuturesIncomeHistory gets income history for CoinMarginedFutures,
 func (b *Binance) FuturesIncomeHistory(symbol currency.Pair, incomeType string, startTime, endTime time.Time, limit int64) ([]FuturesIncomeHistoryData, error) {
 	var resp []FuturesIncomeHistoryData
 	params := url.Values{}
-	if symbol != (currency.Pair{}) {
+	if !symbol.IsEmpty() {
 		symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
 		if err != nil {
 			return resp, err
@@ -1342,7 +1393,7 @@ func (b *Binance) FuturesIncomeHistory(symbol currency.Pair, incomeType string,
 	if limit != 0 {
 		params.Set("limit", strconv.FormatInt(limit, 10))
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesIncomeHistory, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesIncomeHistory, params, cFuturesIncomeHistoryRate, &resp)
 }
 
 // FuturesNotionalBracket gets futures notional bracket
@@ -1352,14 +1403,14 @@ func (b *Binance) FuturesNotionalBracket(pair string) ([]NotionalBracketData, er
 	if pair != "" {
 		params.Set("pair", pair)
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesNotionalBracket, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesNotionalBracket, params, cFuturesDefaultRate, &resp)
 }
 
 // FuturesForceOrders gets futures forced orders
 func (b *Binance) FuturesForceOrders(symbol currency.Pair, autoCloseType string, startTime, endTime time.Time) ([]ForcedOrdersData, error) {
 	var resp []ForcedOrdersData
 	params := url.Values{}
-	if symbol != (currency.Pair{}) {
+	if !symbol.IsEmpty() {
 		symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
 		if err != nil {
 			return resp, err
@@ -1379,19 +1430,19 @@ func (b *Binance) FuturesForceOrders(symbol currency.Pair, autoCloseType string,
 		params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
 		params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesUsersForceOrders, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesUsersForceOrders, params, cFuturesDefaultRate, &resp)
 }
 
 // FuturesPositionsADLEstimate estimates ADL on positions
 func (b *Binance) FuturesPositionsADLEstimate(symbol currency.Pair) ([]ADLEstimateData, error) {
 	var resp []ADLEstimateData
 	params := url.Values{}
-	if symbol != (currency.Pair{}) {
+	if !symbol.IsEmpty() {
 		symbolValue, err := b.FormatSymbol(symbol, asset.CoinMarginedFutures)
 		if err != nil {
 			return resp, err
 		}
 		params.Set("symbol", symbolValue)
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesADLQuantile, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestCoinMargined, http.MethodGet, cfuturesADLQuantile, params, cFuturesAccountInformationRate, &resp)
 }
diff --git a/exchanges/binance/binance_ufutures.go b/exchanges/binance/binance_ufutures.go
index 1e3f2c96..2c155fed 100644
--- a/exchanges/binance/binance_ufutures.go
+++ b/exchanges/binance/binance_ufutures.go
@@ -64,7 +64,7 @@ const (
 // UExchangeInfo stores usdt margined futures data
 func (b *Binance) UExchangeInfo() (UFuturesExchangeInfo, error) {
 	var resp UFuturesExchangeInfo
-	return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesExchangeInfo, limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesExchangeInfo, uFuturesDefaultRate, &resp)
 }
 
 // UFuturesOrderbook gets orderbook data for usdt margined futures
@@ -84,7 +84,18 @@ func (b *Binance) UFuturesOrderbook(symbol currency.Pair, limit int64) (OrderBoo
 		}
 		params.Set("limit", strLimit)
 	}
-	err = b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesOrderbook+params.Encode(), limitDefault, &data)
+	rateBudget := uFuturesDefaultRate
+	switch {
+	case limit == 5, limit == 10, limit == 20, limit == 50:
+		rateBudget = uFuturesOrderbook50Rate
+	case limit >= 100 && limit < 500:
+		rateBudget = uFuturesOrderbook100Rate
+	case limit >= 500 && limit < 1000:
+		rateBudget = uFuturesOrderbook500Rate
+	case limit == 1000:
+		rateBudget = uFuturesOrderbook1000Rate
+	}
+	err = b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesOrderbook+params.Encode(), rateBudget, &data)
 	if err != nil {
 		return resp, err
 	}
@@ -137,7 +148,7 @@ func (b *Binance) URecentTrades(symbol currency.Pair, fromID string, limit int64
 	if limit > 0 && limit < 1000 {
 		params.Set("limit", strconv.FormatInt(limit, 10))
 	}
-	return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesRecentTrades+params.Encode(), limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesRecentTrades+params.Encode(), uFuturesDefaultRate, &resp)
 }
 
 // UFuturesHistoricalTrades gets historical public trades for USDTMarginedFutures
@@ -155,7 +166,7 @@ func (b *Binance) UFuturesHistoricalTrades(symbol currency.Pair, fromID string,
 	if limit > 0 && limit < 1000 {
 		params.Set("limit", strconv.FormatInt(limit, 10))
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesHistoricalTrades, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesHistoricalTrades, params, uFuturesHistoricalTradesRate, &resp)
 }
 
 // UCompressedTrades gets compressed public trades for usdt margined futures
@@ -180,7 +191,7 @@ func (b *Binance) UCompressedTrades(symbol currency.Pair, fromID string, limit i
 		params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
 		params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
 	}
-	return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesCompressedTrades+params.Encode(), limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesCompressedTrades+params.Encode(), uFuturesHistoricalTradesRate, &resp)
 }
 
 // UKlineData gets kline data for usdt margined futures
@@ -197,7 +208,7 @@ func (b *Binance) UKlineData(symbol currency.Pair, interval string, limit int64,
 		return resp, errors.New("invalid interval")
 	}
 	params.Set("interval", interval)
-	if limit > 0 && limit < 1000 {
+	if limit > 0 && limit <= 1500 {
 		params.Set("limit", strconv.FormatInt(limit, 10))
 	}
 	if !startTime.IsZero() && !endTime.IsZero() {
@@ -207,7 +218,18 @@ func (b *Binance) UKlineData(symbol currency.Pair, interval string, limit int64,
 		params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
 		params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
 	}
-	err = b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesKlineData+params.Encode(), limitDefault, &data)
+	rateBudget := uFuturesDefaultRate
+	switch {
+	case limit > 0 && limit <= 100:
+		rateBudget = uFuturesKline100Rate
+	case limit > 100 && limit <= 500:
+		rateBudget = uFuturesKline500Rate
+	case limit > 500 && limit <= 1000:
+		rateBudget = uFuturesKline1000Rate
+	case limit > 1000:
+		rateBudget = uFuturesKlineMaxRate
+	}
+	err = b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesKlineData+params.Encode(), rateBudget, &data)
 	if err != nil {
 		return resp, err
 	}
@@ -302,21 +324,21 @@ func (b *Binance) UKlineData(symbol currency.Pair, interval string, limit int64,
 // UGetMarkPrice gets mark price data for USDTMarginedFutures
 func (b *Binance) UGetMarkPrice(symbol currency.Pair) ([]UMarkPrice, error) {
 	params := url.Values{}
-	if symbol != (currency.Pair{}) {
+	if !symbol.IsEmpty() {
 		symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
 		if err != nil {
 			return nil, err
 		}
 		params.Set("symbol", symbolValue)
 		var tempResp UMarkPrice
-		err = b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesMarkPrice+params.Encode(), limitDefault, &tempResp)
+		err = b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesMarkPrice+params.Encode(), uFuturesDefaultRate, &tempResp)
 		if err != nil {
 			return nil, err
 		}
 		return []UMarkPrice{tempResp}, nil
 	}
 	var resp []UMarkPrice
-	err := b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesMarkPrice+params.Encode(), limitDefault, &resp)
+	err := b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesMarkPrice+params.Encode(), uFuturesDefaultRate, &resp)
 	if err != nil {
 		return nil, err
 	}
@@ -327,7 +349,7 @@ func (b *Binance) UGetMarkPrice(symbol currency.Pair) ([]UMarkPrice, error) {
 func (b *Binance) UGetFundingHistory(symbol currency.Pair, limit int64, startTime, endTime time.Time) ([]FundingRateHistory, error) {
 	var resp []FundingRateHistory
 	params := url.Values{}
-	if symbol != (currency.Pair{}) {
+	if !symbol.IsEmpty() {
 		symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
 		if err != nil {
 			return resp, err
@@ -344,69 +366,69 @@ func (b *Binance) UGetFundingHistory(symbol currency.Pair, limit int64, startTim
 		params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
 		params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
 	}
-	return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesFundingRateHistory+params.Encode(), limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesFundingRateHistory+params.Encode(), uFuturesDefaultRate, &resp)
 }
 
 // U24HTickerPriceChangeStats gets 24hr ticker price change stats for USDTMarginedFutures
 func (b *Binance) U24HTickerPriceChangeStats(symbol currency.Pair) ([]U24HrPriceChangeStats, error) {
 	params := url.Values{}
-	if symbol != (currency.Pair{}) {
+	if !symbol.IsEmpty() {
 		symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
 		if err != nil {
 			return nil, err
 		}
 		params.Set("symbol", symbolValue)
 		var tempResp U24HrPriceChangeStats
-		err = b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesTickerPriceStats+params.Encode(), limitDefault, &tempResp)
+		err = b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesTickerPriceStats+params.Encode(), uFuturesDefaultRate, &tempResp)
 		if err != nil {
 			return nil, err
 		}
 		return []U24HrPriceChangeStats{tempResp}, err
 	}
 	var resp []U24HrPriceChangeStats
-	err := b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesTickerPriceStats+params.Encode(), limitDefault, &resp)
+	err := b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesTickerPriceStats+params.Encode(), uFuturesTickerPriceHistoryRate, &resp)
 	return resp, err
 }
 
 // USymbolPriceTicker gets symbol price ticker for USDTMarginedFutures
 func (b *Binance) USymbolPriceTicker(symbol currency.Pair) ([]USymbolPriceTicker, error) {
 	params := url.Values{}
-	if symbol != (currency.Pair{}) {
+	if !symbol.IsEmpty() {
 		symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
 		if err != nil {
 			return nil, err
 		}
 		params.Set("symbol", symbolValue)
 		var tempResp USymbolPriceTicker
-		err = b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesSymbolPriceTicker+params.Encode(), limitDefault, &tempResp)
+		err = b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesSymbolPriceTicker+params.Encode(), uFuturesDefaultRate, &tempResp)
 		if err != nil {
 			return nil, err
 		}
 		return []USymbolPriceTicker{tempResp}, err
 	}
 	var resp []USymbolPriceTicker
-	err := b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesSymbolPriceTicker+params.Encode(), limitDefault, &resp)
+	err := b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesSymbolPriceTicker+params.Encode(), uFuturesOrderbookTickerAllRate, &resp)
 	return resp, err
 }
 
 // USymbolOrderbookTicker gets symbol orderbook ticker
 func (b *Binance) USymbolOrderbookTicker(symbol currency.Pair) ([]USymbolOrderbookTicker, error) {
 	params := url.Values{}
-	if symbol != (currency.Pair{}) {
+	if !symbol.IsEmpty() {
 		symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
 		if err != nil {
 			return nil, err
 		}
 		params.Set("symbol", symbolValue)
 		var tempResp USymbolOrderbookTicker
-		err = b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesSymbolOrderbook+params.Encode(), limitDefault, &tempResp)
+		err = b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesSymbolOrderbook+params.Encode(), uFuturesDefaultRate, &tempResp)
 		if err != nil {
 			return nil, err
 		}
 		return []USymbolOrderbookTicker{tempResp}, err
 	}
 	var resp []USymbolOrderbookTicker
-	err := b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesTickerPriceStats+params.Encode(), limitDefault, &resp)
+	err := b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesTickerPriceStats+params.Encode(), uFuturesOrderbookTickerAllRate, &resp)
 	return resp, err
 }
 
@@ -414,7 +436,9 @@ func (b *Binance) USymbolOrderbookTicker(symbol currency.Pair) ([]USymbolOrderbo
 func (b *Binance) ULiquidationOrders(symbol currency.Pair, limit int64, startTime, endTime time.Time) ([]ULiquidationOrdersData, error) {
 	var resp []ULiquidationOrdersData
 	params := url.Values{}
-	if symbol != (currency.Pair{}) {
+	rateLimit := uFuturesAllForceOrdersRate
+	if !symbol.IsEmpty() {
+		rateLimit = uFuturesCurrencyForceOrdersRate
 		symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
 		if err != nil {
 			return resp, err
@@ -431,7 +455,7 @@ func (b *Binance) ULiquidationOrders(symbol currency.Pair, limit int64, startTim
 		params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
 		params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
 	}
-	return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesLiquidationOrders+params.Encode(), limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesLiquidationOrders+params.Encode(), rateLimit, &resp)
 }
 
 // UOpenInterest gets open interest data for USDTMarginedFutures
@@ -443,7 +467,7 @@ func (b *Binance) UOpenInterest(symbol currency.Pair) (UOpenInterestData, error)
 		return resp, err
 	}
 	params.Set("symbol", symbolValue)
-	return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesOpenInterest+params.Encode(), limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesOpenInterest+params.Encode(), uFuturesDefaultRate, &resp)
 }
 
 // UOpenInterestStats gets open interest stats for USDTMarginedFutures
@@ -469,7 +493,7 @@ func (b *Binance) UOpenInterestStats(symbol currency.Pair, period string, limit
 		params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
 		params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
 	}
-	return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesOpenInterestStats+params.Encode(), limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesOpenInterestStats+params.Encode(), uFuturesDefaultRate, &resp)
 }
 
 // UTopAcccountsLongShortRatio gets long/short ratio data for top trader accounts in ufutures
@@ -495,7 +519,7 @@ func (b *Binance) UTopAcccountsLongShortRatio(symbol currency.Pair, period strin
 		params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
 		params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
 	}
-	return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesTopAccountsRatio+params.Encode(), limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesTopAccountsRatio+params.Encode(), uFuturesDefaultRate, &resp)
 }
 
 // UTopPostionsLongShortRatio gets long/short ratio data for top positions' in ufutures
@@ -521,7 +545,7 @@ func (b *Binance) UTopPostionsLongShortRatio(symbol currency.Pair, period string
 		params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
 		params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
 	}
-	return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesTopPositionsRatio+params.Encode(), limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesTopPositionsRatio+params.Encode(), uFuturesDefaultRate, &resp)
 }
 
 // UGlobalLongShortRatio gets the global long/short ratio data for USDTMarginedFutures
@@ -547,7 +571,7 @@ func (b *Binance) UGlobalLongShortRatio(symbol currency.Pair, period string, lim
 		params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
 		params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
 	}
-	return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesLongShortRatio+params.Encode(), limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesLongShortRatio+params.Encode(), uFuturesDefaultRate, &resp)
 }
 
 // UTakerBuySellVol gets takers' buy/sell ratio for USDTMarginedFutures
@@ -573,27 +597,27 @@ func (b *Binance) UTakerBuySellVol(symbol currency.Pair, period string, limit in
 		params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
 		params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
 	}
-	return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesBuySellVolume+params.Encode(), limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesBuySellVolume+params.Encode(), uFuturesDefaultRate, &resp)
 }
 
 // UCompositeIndexInfo stores composite indexs' info for usdt margined futures
 func (b *Binance) UCompositeIndexInfo(symbol currency.Pair) ([]UCompositeIndexInfoData, error) {
 	params := url.Values{}
-	if symbol != (currency.Pair{}) {
+	if !symbol.IsEmpty() {
 		symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
 		if err != nil {
 			return nil, err
 		}
 		params.Set("symbol", symbolValue)
 		var tempResp UCompositeIndexInfoData
-		err = b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesCompositeIndexInfo+params.Encode(), limitDefault, &tempResp)
+		err = b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesCompositeIndexInfo+params.Encode(), uFuturesDefaultRate, &tempResp)
 		if err != nil {
 			return nil, err
 		}
 		return []UCompositeIndexInfoData{tempResp}, err
 	}
 	var resp []UCompositeIndexInfoData
-	return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesCompositeIndexInfo+params.Encode(), limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, ufuturesCompositeIndexInfo+params.Encode(), uFuturesDefaultRate, &resp)
 }
 
 // UFuturesNewOrder sends a new order for USDTMarginedFutures
@@ -652,7 +676,7 @@ func (b *Binance) UFuturesNewOrder(symbol currency.Pair, side, positionSide, ord
 	if callbackRate != 0 {
 		params.Set("callbackRate", strconv.FormatFloat(callbackRate, 'f', -1, 64))
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodPost, ufuturesOrder, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodPost, ufuturesOrder, params, uFuturesOrdersDefaultRate, &resp)
 }
 
 // UPlaceBatchOrders places batch orders
@@ -690,7 +714,7 @@ func (b *Binance) UPlaceBatchOrders(data []PlaceBatchOrderData) ([]UOrderData, e
 		return resp, err
 	}
 	params.Set("batchOrders", string(jsonData))
-	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodPost, ufuturesBatchOrder, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodPost, ufuturesBatchOrder, params, uFuturesBatchOrdersRate, &resp)
 }
 
 // UGetOrderData gets order data for USDTMarginedFutures
@@ -708,7 +732,7 @@ func (b *Binance) UGetOrderData(symbol currency.Pair, orderID, cliOrderID string
 	if cliOrderID != "" {
 		params.Set("origClientOrderId", cliOrderID)
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesOrder, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesOrder, params, uFuturesOrdersDefaultRate, &resp)
 }
 
 // UCancelOrder cancel an order for USDTMarginedFutures
@@ -726,7 +750,7 @@ func (b *Binance) UCancelOrder(symbol currency.Pair, orderID, cliOrderID string)
 	if cliOrderID != "" {
 		params.Set("origClientOrderId", cliOrderID)
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodDelete, ufuturesOrder, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodDelete, ufuturesOrder, params, uFuturesOrdersDefaultRate, &resp)
 }
 
 // UCancelAllOpenOrders cancels all open orders for a symbol ufutures
@@ -738,7 +762,7 @@ func (b *Binance) UCancelAllOpenOrders(symbol currency.Pair) (GenericAuthRespons
 		return resp, err
 	}
 	params.Set("symbol", symbolValue)
-	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodDelete, ufuturesCancelAllOrders, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodDelete, ufuturesCancelAllOrders, params, uFuturesOrdersDefaultRate, &resp)
 }
 
 // UCancelBatchOrders cancel batch order for USDTMarginedFutures
@@ -764,7 +788,7 @@ func (b *Binance) UCancelBatchOrders(symbol currency.Pair, orderIDList, origCliO
 		}
 		params.Set("origClientOrderIdList", string(jsonCliOrders))
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodDelete, ufuturesBatchOrder, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodDelete, ufuturesBatchOrder, params, uFuturesOrdersDefaultRate, &resp)
 }
 
 // UAutoCancelAllOpenOrders auto cancels all ufutures open orders for a symbol after the set countdown time
@@ -777,14 +801,14 @@ func (b *Binance) UAutoCancelAllOpenOrders(symbol currency.Pair, countdownTime i
 	}
 	params.Set("symbol", symbolValue)
 	params.Set("countdownTime", strconv.FormatInt(countdownTime, 10))
-	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodPost, ufuturesCountdownCancel, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodPost, ufuturesCountdownCancel, params, uFuturesCountdownCancelRate, &resp)
 }
 
 // UFetchOpenOrder sends a request to fetch open order data for USDTMarginedFutures
 func (b *Binance) UFetchOpenOrder(symbol currency.Pair, orderID, origClientOrderID string) (UOrderData, error) {
 	var resp UOrderData
 	params := url.Values{}
-	if symbol != (currency.Pair{}) {
+	if !symbol.IsEmpty() {
 		symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
 		if err != nil {
 			return resp, err
@@ -797,34 +821,37 @@ func (b *Binance) UFetchOpenOrder(symbol currency.Pair, orderID, origClientOrder
 	if origClientOrderID != "" {
 		params.Set("origClientOrderId", origClientOrderID)
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesOpenOrder, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesOpenOrder, params, uFuturesOrdersDefaultRate, &resp)
 }
 
 // UAllAccountOpenOrders gets all account's orders for USDTMarginedFutures
 func (b *Binance) UAllAccountOpenOrders(symbol currency.Pair) ([]UOrderData, error) {
 	var resp []UOrderData
 	params := url.Values{}
-	if symbol != (currency.Pair{}) {
-		symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
+	rateLimit := uFuturesGetAllOpenOrdersRate
+	if !symbol.IsEmpty() {
+		rateLimit = uFuturesOrdersDefaultRate
+		p, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
 		if err != nil {
 			return resp, err
 		}
-		params.Set("symbol", symbolValue)
+		params.Set("symbol", p)
+	} else {
+		// extend the receive window when all currencies to prevent "recvwindow" error
+		params.Set("recvWindow", "10000")
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesAllOpenOrders, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesAllOpenOrders, params, rateLimit, &resp)
 }
 
 // UAllAccountOrders gets all account's orders for USDTMarginedFutures
 func (b *Binance) UAllAccountOrders(symbol currency.Pair, orderID, limit int64, startTime, endTime time.Time) ([]UFuturesOrderData, error) {
 	var resp []UFuturesOrderData
 	params := url.Values{}
-	if symbol != (currency.Pair{}) {
-		symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
-		if err != nil {
-			return resp, err
-		}
-		params.Set("symbol", symbolValue)
+	symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
+	if err != nil {
+		return resp, err
 	}
+	params.Set("symbol", symbolValue)
 	if orderID != 0 {
 		params.Set("orderId", strconv.FormatInt(orderID, 10))
 	}
@@ -838,19 +865,19 @@ func (b *Binance) UAllAccountOrders(symbol currency.Pair, orderID, limit int64,
 		params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
 		params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesAllOrders, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesAllOrders, params, uFuturesGetAllOrdersRate, &resp)
 }
 
 // UAccountBalanceV2 gets V2 account balance data
 func (b *Binance) UAccountBalanceV2() ([]UAccountBalanceV2Data, error) {
 	var resp []UAccountBalanceV2Data
-	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesAccountBalance, nil, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesAccountBalance, nil, uFuturesOrdersDefaultRate, &resp)
 }
 
 // UAccountInformationV2 gets V2 account balance data
 func (b *Binance) UAccountInformationV2() (UAccountInformationV2Data, error) {
 	var resp UAccountInformationV2Data
-	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesAccountInfo, nil, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesAccountInfo, nil, uFuturesAccountInformationRate, &resp)
 }
 
 // UChangeInitialLeverageRequest sends a request to change account's initial leverage
@@ -866,7 +893,7 @@ func (b *Binance) UChangeInitialLeverageRequest(symbol currency.Pair, leverage i
 		return resp, errors.New("invalid leverage")
 	}
 	params.Set("leverage", strconv.FormatInt(leverage, 10))
-	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodPost, ufuturesChangeInitialLeverage, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodPost, ufuturesChangeInitialLeverage, params, uFuturesDefaultRate, &resp)
 }
 
 // UChangeInitialMarginType sends a request to change account's initial margin type
@@ -881,7 +908,7 @@ func (b *Binance) UChangeInitialMarginType(symbol currency.Pair, marginType stri
 		return errors.New("invalid marginType")
 	}
 	params.Set("marginType", marginType)
-	return b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodPost, ufuturesChangeMarginType, params, limitDefault, nil)
+	return b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodPost, ufuturesChangeMarginType, params, uFuturesDefaultRate, nil)
 }
 
 // UModifyIsolatedPositionMarginReq sends a request to modify isolated margin for USDTMarginedFutures
@@ -904,7 +931,7 @@ func (b *Binance) UModifyIsolatedPositionMarginReq(symbol currency.Pair, positio
 	}
 	params.Set("type", strconv.FormatInt(cType, 10))
 	params.Set("amount", strconv.FormatFloat(amount, 'f', -1, 64))
-	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodPost, ufuturesModifyMargin, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodPost, ufuturesModifyMargin, params, uFuturesDefaultRate, &resp)
 }
 
 // UPositionMarginChangeHistory gets margin change history for USDTMarginedFutures
@@ -931,21 +958,21 @@ func (b *Binance) UPositionMarginChangeHistory(symbol currency.Pair, changeType
 		params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
 		params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesMarginChangeHistory, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesMarginChangeHistory, params, uFuturesDefaultRate, &resp)
 }
 
 // UPositionsInfoV2 gets positions' info for USDTMarginedFutures
 func (b *Binance) UPositionsInfoV2(symbol currency.Pair) ([]UPositionInformationV2, error) {
 	var resp []UPositionInformationV2
 	params := url.Values{}
-	if symbol != (currency.Pair{}) {
+	if !symbol.IsEmpty() {
 		symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
 		if err != nil {
 			return resp, err
 		}
 		params.Set("symbol", symbolValue)
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesPositionInfo, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesPositionInfo, params, uFuturesDefaultRate, &resp)
 }
 
 // UAccountTradesHistory gets account's trade history data for USDTMarginedFutures
@@ -970,7 +997,7 @@ func (b *Binance) UAccountTradesHistory(symbol currency.Pair, fromID string, lim
 		params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
 		params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesAccountTradeList, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesAccountTradeList, params, uFuturesAccountInformationRate, &resp)
 }
 
 // UAccountIncomeHistory gets account's income history data for USDTMarginedFutures
@@ -998,42 +1025,44 @@ func (b *Binance) UAccountIncomeHistory(symbol currency.Pair, incomeType string,
 		params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
 		params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesIncomeHistory, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesIncomeHistory, params, uFuturesIncomeHistoryRate, &resp)
 }
 
 // UGetNotionalAndLeverageBrackets gets account's notional and leverage brackets for USDTMarginedFutures
 func (b *Binance) UGetNotionalAndLeverageBrackets(symbol currency.Pair) ([]UNotionalLeverageAndBrakcetsData, error) {
 	var resp []UNotionalLeverageAndBrakcetsData
 	params := url.Values{}
-	if symbol != (currency.Pair{}) {
+	if !symbol.IsEmpty() {
 		symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
 		if err != nil {
 			return resp, err
 		}
 		params.Set("symbol", symbolValue)
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesNotionalBracket, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesNotionalBracket, params, uFuturesDefaultRate, &resp)
 }
 
 // UPositionsADLEstimate gets estimated ADL data for USDTMarginedFutures positions
 func (b *Binance) UPositionsADLEstimate(symbol currency.Pair) (UPositionADLEstimationData, error) {
 	var resp UPositionADLEstimationData
 	params := url.Values{}
-	if symbol != (currency.Pair{}) {
+	if !symbol.IsEmpty() {
 		symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
 		if err != nil {
 			return resp, err
 		}
 		params.Set("symbol", symbolValue)
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesADLQuantile, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesADLQuantile, params, uFuturesAccountInformationRate, &resp)
 }
 
 // UAccountForcedOrders gets account's forced (liquidation) orders for USDTMarginedFutures
 func (b *Binance) UAccountForcedOrders(symbol currency.Pair, autoCloseType string, limit int64, startTime, endTime time.Time) ([]UForceOrdersData, error) {
 	var resp []UForceOrdersData
 	params := url.Values{}
-	if symbol != (currency.Pair{}) {
+	rateLimit := uFuturesAllForceOrdersRate
+	if !symbol.IsEmpty() {
+		rateLimit = uFuturesCurrencyForceOrdersRate
 		symbolValue, err := b.FormatSymbol(symbol, asset.USDTMarginedFutures)
 		if err != nil {
 			return resp, err
@@ -1056,13 +1085,13 @@ func (b *Binance) UAccountForcedOrders(symbol currency.Pair, autoCloseType strin
 		params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
 		params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
 	}
-	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesUsersForceOrders, params, limitDefault, &resp)
+	return resp, b.SendAuthHTTPRequest(exchange.RestUSDTMargined, http.MethodGet, ufuturesUsersForceOrders, params, rateLimit, &resp)
 }
 
 // GetPerpMarkets returns exchange information. Check binance_types for more information
 func (b *Binance) GetPerpMarkets() (PerpsExchangeInfo, error) {
 	var resp PerpsExchangeInfo
-	return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, perpExchangeInfo, limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, perpExchangeInfo, uFuturesDefaultRate, &resp)
 }
 
 // GetFundingRates gets funding rate history for perpetual contracts
@@ -1083,5 +1112,5 @@ func (b *Binance) GetFundingRates(symbol currency.Pair, limit string, startTime,
 	if !endTime.IsZero() {
 		params.Set("endTime", strconv.FormatInt(endTime.UnixNano(), 10))
 	}
-	return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, fundingRate+params.Encode(), limitDefault, &resp)
+	return resp, b.SendHTTPRequest(exchange.RestUSDTMargined, fundingRate+params.Encode(), uFuturesDefaultRate, &resp)
 }
diff --git a/exchanges/binance/binance_wrapper.go b/exchanges/binance/binance_wrapper.go
index 536aef1c..f811c1b9 100644
--- a/exchanges/binance/binance_wrapper.go
+++ b/exchanges/binance/binance_wrapper.go
@@ -10,7 +10,6 @@ import (
 	"time"
 
 	"github.com/thrasher-corp/gocryptotrader/common"
-	"github.com/thrasher-corp/gocryptotrader/common/convert"
 	"github.com/thrasher-corp/gocryptotrader/config"
 	"github.com/thrasher-corp/gocryptotrader/currency"
 	exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
@@ -981,23 +980,15 @@ func (b *Binance) GetOrderInfo(orderID string, pair currency.Pair, assetType ass
 	}
 	switch assetType {
 	case asset.Spot:
-		orderIDInt64, err := convert.Int64FromString(orderID)
+		resp, err := b.QueryOrder(pair, "", orderIDInt)
 		if err != nil {
 			return respData, err
 		}
-
-		resp, err := b.QueryOrder(pair, "", orderIDInt64)
-		if err != nil {
-			return respData, err
-		}
-
 		orderSide := order.Side(resp.Side)
-
 		status, err := order.StringToOrderStatus(resp.Status)
 		if err != nil {
 			return respData, err
 		}
-
 		orderType := order.Limit
 		if resp.Type == "MARKET" {
 			orderType = order.Market
@@ -1019,77 +1010,63 @@ func (b *Binance) GetOrderInfo(orderID string, pair currency.Pair, assetType ass
 			LastUpdated:    resp.UpdateTime,
 		}, nil
 	case asset.CoinMarginedFutures:
-		orderData, err := b.GetAllFuturesOrders(pair, "", time.Time{}, time.Time{}, orderIDInt, 0)
-		if err != nil {
-			return respData, err
-		}
-		if len(orderData) != 1 {
-			return respData, fmt.Errorf("no orders received")
-		}
-		p, err := currency.NewPairFromString(orderData[0].Pair)
+		orderData, err := b.FuturesOpenOrderData(pair, orderID, "")
 		if err != nil {
 			return respData, err
 		}
 		var feeBuilder exchange.FeeBuilder
-		feeBuilder.Amount = orderData[0].ExecutedQty
-		feeBuilder.PurchasePrice = orderData[0].AvgPrice
-		feeBuilder.Pair = p
+		feeBuilder.Amount = orderData.ExecutedQuantity
+		feeBuilder.PurchasePrice = orderData.AveragePrice
+		feeBuilder.Pair = pair
 		fee, err := b.GetFee(&feeBuilder)
 		if err != nil {
 			return respData, err
 		}
-		orderVars := compatibleOrderVars(orderData[0].Side, orderData[0].Status, orderData[0].OrderType)
-		respData.Amount = orderData[0].OrigQty
+		orderVars := compatibleOrderVars(orderData.Side, orderData.Status, orderData.OrderType)
+		respData.Amount = orderData.OriginalQuantity
 		respData.AssetType = assetType
-		respData.ClientOrderID = orderData[0].ClientOrderID
+		respData.ClientOrderID = orderData.ClientOrderID
 		respData.Exchange = b.Name
-		respData.ExecutedAmount = orderData[0].ExecutedQty
+		respData.ExecutedAmount = orderData.ExecutedQuantity
 		respData.Fee = fee
 		respData.ID = orderID
-		respData.Pair = p
-		respData.Price = orderData[0].Price
-		respData.RemainingAmount = orderData[0].OrigQty - orderData[0].ExecutedQty
+		respData.Pair = pair
+		respData.Price = orderData.Price
+		respData.RemainingAmount = orderData.OriginalQuantity - orderData.ExecutedQuantity
 		respData.Side = orderVars.Side
 		respData.Status = orderVars.Status
 		respData.Type = orderVars.OrderType
-		respData.Date = orderData[0].Time
-		respData.LastUpdated = orderData[0].UpdateTime
+		respData.Date = orderData.Time
+		respData.LastUpdated = orderData.UpdateTime
 	case asset.USDTMarginedFutures:
-		orderData, err := b.UAllAccountOrders(currency.Pair{}, 0, 0, time.Time{}, time.Time{})
-		if err != nil {
-			return respData, err
-		}
-		if len(orderData) != 1 {
-			return respData, fmt.Errorf("invalid data received")
-		}
-		p, err := currency.NewPairFromString(orderData[0].Symbol)
+		orderData, err := b.UGetOrderData(pair, orderID, "")
 		if err != nil {
 			return respData, err
 		}
 		var feeBuilder exchange.FeeBuilder
-		feeBuilder.Amount = orderData[0].ExecutedQty
-		feeBuilder.PurchasePrice = orderData[0].AvgPrice
-		feeBuilder.Pair = p
+		feeBuilder.Amount = orderData.ExecutedQuantity
+		feeBuilder.PurchasePrice = orderData.AveragePrice
+		feeBuilder.Pair = pair
 		fee, err := b.GetFee(&feeBuilder)
 		if err != nil {
 			return respData, err
 		}
-		orderVars := compatibleOrderVars(orderData[0].Side, orderData[0].Status, orderData[0].OrderType)
-		respData.Amount = orderData[0].OrigQty
+		orderVars := compatibleOrderVars(orderData.Side, orderData.Status, orderData.OrderType)
+		respData.Amount = orderData.OriginalQuantity
 		respData.AssetType = assetType
-		respData.ClientOrderID = orderData[0].ClientOrderID
+		respData.ClientOrderID = orderData.ClientOrderID
 		respData.Exchange = b.Name
-		respData.ExecutedAmount = orderData[0].ExecutedQty
+		respData.ExecutedAmount = orderData.ExecutedQuantity
 		respData.Fee = fee
 		respData.ID = orderID
-		respData.Pair = p
-		respData.Price = orderData[0].Price
-		respData.RemainingAmount = orderData[0].OrigQty - orderData[0].ExecutedQty
+		respData.Pair = pair
+		respData.Price = orderData.Price
+		respData.RemainingAmount = orderData.OriginalQuantity - orderData.ExecutedQuantity
 		respData.Side = orderVars.Side
 		respData.Status = orderVars.Status
 		respData.Type = orderVars.OrderType
-		respData.Date = orderData[0].Time
-		respData.LastUpdated = orderData[0].UpdateTime
+		respData.Date = orderData.Time
+		respData.LastUpdated = orderData.UpdateTime
 	default:
 		return respData, fmt.Errorf("assetType %s not supported", assetType)
 	}
diff --git a/exchanges/binance/cfutures_types.go b/exchanges/binance/cfutures_types.go
index d2c6ce36..fc1ca259 100644
--- a/exchanges/binance/cfutures_types.go
+++ b/exchanges/binance/cfutures_types.go
@@ -234,30 +234,31 @@ type FuturesOrderPlaceData struct {
 
 // FuturesOrderGetData stores futures order data for get requests
 type FuturesOrderGetData struct {
-	AvgPrice      float64 `json:"avgPrice,string"`
-	ClientOrderID string  `json:"clientOrderID"`
-	CumQty        float64 `json:"cumQty,string"`
-	CumBase       float64 `json:"cumBase,string"`
-	ExecutedQty   float64 `json:"executedQty,string"`
-	OrderID       int64   `json:"orderId"`
-	OrigQty       float64 `json:"origQty,string"`
-	OrigType      string  `json:"origType"`
-	Price         float64 `json:"price,string"`
-	ReduceOnly    bool    `json:"reduceOnly"`
-	Side          string  `json:"buy"`
-	PositionSide  string  `json:"positionSide"`
-	Status        string  `json:"status"`
-	StopPrice     float64 `json:"stopPrice,string"`
-	ClosePosition bool    `json:"closePosition"`
-	Symbol        string  `json:"symbol"`
-	Pair          string  `json:"pair"`
-	TimeInForce   string  `json:"timeInForce"`
-	OrderType     string  `json:"type"`
-	ActivatePrice float64 `json:"activatePrice,string"`
-	PriceRate     float64 `json:"priceRate,string"`
-	UpdateTime    int64   `json:"updateTime"`
-	WorkingType   string  `json:"workingType"`
-	PriceProtect  bool    `json:"priceProtect"`
+	AveragePrice       float64   `json:"avgPrice,string"`
+	ClientOrderID      string    `json:"clientOrderID"`
+	CumulativeQuantity float64   `json:"cumQty,string"`
+	CumulativeBase     float64   `json:"cumBase,string"`
+	ExecutedQuantity   float64   `json:"executedQty,string"`
+	OrderID            int64     `json:"orderId"`
+	OriginalQuantity   float64   `json:"origQty,string"`
+	OriginalType       string    `json:"origType"`
+	Price              float64   `json:"price,string"`
+	ReduceOnly         bool      `json:"reduceOnly"`
+	Side               string    `json:"buy"`
+	PositionSide       string    `json:"positionSide"`
+	Status             string    `json:"status"`
+	StopPrice          float64   `json:"stopPrice,string"`
+	ClosePosition      bool      `json:"closePosition"`
+	Symbol             string    `json:"symbol"`
+	Pair               string    `json:"pair"`
+	TimeInForce        string    `json:"timeInForce"`
+	OrderType          string    `json:"type"`
+	ActivatePrice      float64   `json:"activatePrice,string"`
+	PriceRate          float64   `json:"priceRate,string"`
+	Time               time.Time `json:"time"`
+	UpdateTime         time.Time `json:"updateTime"`
+	WorkingType        string    `json:"workingType"`
+	PriceProtect       bool      `json:"priceProtect"`
 }
 
 // FuturesOrderData stores order data for futures
diff --git a/exchanges/binance/ratelimit.go b/exchanges/binance/ratelimit.go
index 7ea9366d..6184efbc 100644
--- a/exchanges/binance/ratelimit.go
+++ b/exchanges/binance/ratelimit.go
@@ -11,34 +11,92 @@ const (
 	// Binance limit rates
 	// Global dictates the max rate limit for general request items which is
 	// 1200 requests per minute
-	binanceGlobalInterval    = time.Minute
-	binanceGlobalRequestRate = 1200
+	spotInterval    = time.Minute
+	spotRequestRate = 1200
 	// Order related limits which are segregated from the global rate limits
 	// 100 requests per 10 seconds and max 100000 requests per day.
-	binanceOrderInterval         = 10 * time.Second
-	binanceOrderRequestRate      = 100
-	binanceOrderDailyInterval    = time.Hour * 24
-	binanceOrderDailyMaxRequests = 100000
+	spotOrderInterval        = 10 * time.Second
+	spotOrderRequestRate     = 100
+	cFuturesInterval         = time.Minute
+	cFuturesRequestRate      = 6000
+	cFuturesOrderInterval    = time.Minute
+	cFuturesOrderRequestRate = 1200
+	uFuturesInterval         = time.Minute
+	uFuturesRequestRate      = 2400
+	uFuturesOrderInterval    = time.Minute
+	uFuturesOrderRequestRate = 1200
 )
 
+// Binance Spot rate limits
 const (
-	limitDefault request.EndpointLimit = iota
-	limitHistoricalTrades
-	limitOrderbookDepth500
-	limitOrderbookDepth1000
-	limitOrderbookDepth5000
-	limitOrderbookTickerAll
-	limitPriceChangeAll
-	limitSymbolPriceAll
-	limitOpenOrdersAll
-	limitOrder
-	limitOrdersAll
+	spotDefaultRate request.EndpointLimit = iota
+	spotHistoricalTradesRate
+	spotOrderbookDepth500Rate
+	spotOrderbookDepth1000Rate
+	spotOrderbookDepth5000Rate
+	spotOrderbookTickerAllRate
+	spotPriceChangeAllRate
+	spotSymbolPriceAllRate
+	spotOpenOrdersAllRate
+	spotOrderRate
+	spotOrdersAllRate
+	spotAccountInformationRate
+	uFuturesDefaultRate
+	uFuturesHistoricalTradesRate
+	uFuturesSymbolOrdersRate
+	uFuturesPairOrdersRate
+	uFuturesCurrencyForceOrdersRate
+	uFuturesAllForceOrdersRate
+	uFuturesIncomeHistoryRate
+	uFuturesOrderbook50Rate
+	uFuturesOrderbook100Rate
+	uFuturesOrderbook500Rate
+	uFuturesOrderbook1000Rate
+	uFuturesKline100Rate
+	uFuturesKline500Rate
+	uFuturesKline1000Rate
+	uFuturesKlineMaxRate
+	uFuturesTickerPriceHistoryRate
+	uFuturesOrdersDefaultRate
+	uFuturesGetAllOrdersRate
+	uFuturesAccountInformationRate
+	uFuturesOrderbookTickerAllRate
+	uFuturesCountdownCancelRate
+	uFuturesBatchOrdersRate
+	uFuturesGetAllOpenOrdersRate
+	cFuturesDefaultRate
+	cFuturesHistoricalTradesRate
+	cFuturesTickerPriceHistoryRate
+	cFuturesIncomeHistoryRate
+	cFuturesOrderbook50Rate
+	cFuturesOrderbook100Rate
+	cFuturesOrderbook500Rate
+	cFuturesOrderbook1000Rate
+	cFuturesKline100Rate
+	cFuturesKline500Rate
+	cFuturesKline1000Rate
+	cFuturesKlineMaxRate
+	cFuturesIndexMarkPriceRate
+	cFuturesBatchOrdersRate
+	cFuturesCancelAllOrdersRate
+	cFuturesGetAllOpenOrdersRate
+	cFuturesAllForceOrdersRate
+	cFuturesCurrencyForceOrdersRate
+	cFuturesPairOrdersRate
+	cFuturesSymbolOrdersRate
+	cFuturesAccountInformationRate
+	cFuturesOrderbookTickerAllRate
+	cFuturesOrdersDefaultRate
 )
 
 // RateLimit implements the request.Limiter interface
 type RateLimit struct {
-	GlobalRate *rate.Limiter
-	Orders     *rate.Limiter
+	SpotRate           *rate.Limiter
+	SpotOrdersRate     *rate.Limiter
+	UFuturesRate       *rate.Limiter
+	UFuturesOrdersRate *rate.Limiter
+	CFuturesRate       *rate.Limiter
+	CFuturesOrdersRate *rate.Limiter
 }
 
 // Limit executes rate limiting functionality for Binance
@@ -46,28 +104,105 @@ func (r *RateLimit) Limit(f request.EndpointLimit) error {
 	var limiter *rate.Limiter
 	var tokens int
 	switch f {
-	case limitHistoricalTrades:
-		limiter, tokens = r.GlobalRate, 5
-	case limitOrderbookDepth500:
-		limiter, tokens = r.GlobalRate, 5
-	case limitOrderbookDepth1000:
-		limiter, tokens = r.GlobalRate, 10
-	case limitOrderbookDepth5000:
-		limiter, tokens = r.GlobalRate, 50
-	case limitOrderbookTickerAll:
-		limiter, tokens = r.GlobalRate, 2
-	case limitPriceChangeAll:
-		limiter, tokens = r.GlobalRate, 40
-	case limitSymbolPriceAll:
-		limiter, tokens = r.GlobalRate, 2
-	case limitOpenOrdersAll:
-		limiter, tokens = r.Orders, 40
-	case limitOrder:
-		limiter, tokens = r.Orders, 1
-	case limitOrdersAll:
-		limiter, tokens = r.Orders, 5
+	case spotDefaultRate:
+		limiter, tokens = r.SpotRate, 1
+	case spotOrderbookTickerAllRate,
+		spotSymbolPriceAllRate:
+		limiter, tokens = r.SpotRate, 2
+	case spotHistoricalTradesRate,
+		spotAccountInformationRate,
+		spotOrderbookDepth500Rate:
+		limiter, tokens = r.SpotRate, 5
+	case spotOrderbookDepth1000Rate:
+		limiter, tokens = r.SpotRate, 10
+	case spotPriceChangeAllRate:
+		limiter, tokens = r.SpotRate, 40
+	case spotOrderbookDepth5000Rate:
+		limiter, tokens = r.SpotRate, 50
+	case spotOrderRate:
+		limiter, tokens = r.SpotOrdersRate, 1
+	case spotOrdersAllRate:
+		limiter, tokens = r.SpotOrdersRate, 5
+	case spotOpenOrdersAllRate:
+		limiter, tokens = r.SpotOrdersRate, 40
+	case uFuturesDefaultRate,
+		uFuturesKline100Rate:
+		limiter, tokens = r.UFuturesRate, 1
+	case uFuturesOrderbook50Rate,
+		uFuturesKline500Rate,
+		uFuturesOrderbookTickerAllRate:
+		limiter, tokens = r.UFuturesRate, 2
+	case uFuturesOrderbook100Rate,
+		uFuturesKline1000Rate,
+		uFuturesAccountInformationRate:
+		limiter, tokens = r.UFuturesRate, 5
+	case uFuturesOrderbook500Rate,
+		uFuturesKlineMaxRate:
+		limiter, tokens = r.UFuturesRate, 10
+	case uFuturesOrderbook1000Rate,
+		uFuturesHistoricalTradesRate:
+		limiter, tokens = r.UFuturesRate, 20
+	case uFuturesTickerPriceHistoryRate:
+		limiter, tokens = r.UFuturesRate, 40
+	case uFuturesOrdersDefaultRate:
+		limiter, tokens = r.UFuturesOrdersRate, 1
+	case uFuturesBatchOrdersRate,
+		uFuturesGetAllOrdersRate:
+		limiter, tokens = r.UFuturesOrdersRate, 5
+	case uFuturesCountdownCancelRate:
+		limiter, tokens = r.UFuturesOrdersRate, 10
+	case uFuturesCurrencyForceOrdersRate,
+		uFuturesSymbolOrdersRate:
+		limiter, tokens = r.UFuturesOrdersRate, 20
+	case uFuturesIncomeHistoryRate:
+		limiter, tokens = r.UFuturesOrdersRate, 30
+	case uFuturesPairOrdersRate,
+		uFuturesGetAllOpenOrdersRate:
+		limiter, tokens = r.UFuturesOrdersRate, 40
+	case uFuturesAllForceOrdersRate:
+		limiter, tokens = r.UFuturesOrdersRate, 50
+	case cFuturesKline100Rate:
+		limiter, tokens = r.CFuturesRate, 1
+	case cFuturesKline500Rate,
+		cFuturesOrderbookTickerAllRate:
+		limiter, tokens = r.CFuturesRate, 2
+	case cFuturesKline1000Rate,
+		cFuturesAccountInformationRate:
+		limiter, tokens = r.CFuturesRate, 5
+	case cFuturesKlineMaxRate,
+		cFuturesIndexMarkPriceRate:
+		limiter, tokens = r.CFuturesRate, 10
+	case cFuturesHistoricalTradesRate,
+		cFuturesCurrencyForceOrdersRate:
+		limiter, tokens = r.CFuturesRate, 20
+	case cFuturesTickerPriceHistoryRate:
+		limiter, tokens = r.CFuturesRate, 40
+	case cFuturesAllForceOrdersRate:
+		limiter, tokens = r.CFuturesRate, 50
+	case cFuturesOrdersDefaultRate:
+		limiter, tokens = r.CFuturesOrdersRate, 1
+	case cFuturesBatchOrdersRate,
+		cFuturesGetAllOpenOrdersRate:
+		limiter, tokens = r.CFuturesOrdersRate, 5
+	case cFuturesCancelAllOrdersRate:
+		limiter, tokens = r.CFuturesOrdersRate, 10
+	case cFuturesIncomeHistoryRate,
+		cFuturesSymbolOrdersRate:
+		limiter, tokens = r.CFuturesOrdersRate, 20
+	case cFuturesPairOrdersRate:
+		limiter, tokens = r.CFuturesOrdersRate, 40
+	case cFuturesOrderbook50Rate:
+		limiter, tokens = r.CFuturesRate, 2
+	case cFuturesOrderbook100Rate:
+		limiter, tokens = r.CFuturesRate, 5
+	case cFuturesOrderbook500Rate:
+		limiter, tokens = r.CFuturesRate, 10
+	case cFuturesOrderbook1000Rate:
+		limiter, tokens = r.CFuturesRate, 20
+	case cFuturesDefaultRate:
+		limiter, tokens = r.CFuturesRate, 1
 	default:
-		limiter, tokens = r.GlobalRate, 1
+		limiter, tokens = r.SpotRate, 1
 	}
 
 	var finalDelay time.Duration
@@ -83,44 +218,40 @@ func (r *RateLimit) Limit(f request.EndpointLimit) error {
 // SetRateLimit returns the rate limit for the exchange
 func SetRateLimit() *RateLimit {
 	return &RateLimit{
-		GlobalRate: request.NewRateLimit(binanceGlobalInterval, binanceGlobalRequestRate),
-		Orders:     request.NewRateLimit(binanceOrderInterval, binanceOrderRequestRate),
+		SpotRate:           request.NewRateLimit(spotInterval, spotRequestRate),
+		SpotOrdersRate:     request.NewRateLimit(spotOrderInterval, spotOrderRequestRate),
+		UFuturesRate:       request.NewRateLimit(uFuturesInterval, uFuturesRequestRate),
+		UFuturesOrdersRate: request.NewRateLimit(uFuturesOrderInterval, uFuturesOrderRequestRate),
+		CFuturesRate:       request.NewRateLimit(cFuturesInterval, cFuturesRequestRate),
+		CFuturesOrdersRate: request.NewRateLimit(cFuturesOrderInterval, cFuturesOrderRequestRate),
 	}
 }
 
 func bestPriceLimit(symbol string) request.EndpointLimit {
 	if symbol == "" {
-		return limitOrderbookTickerAll
+		return spotOrderbookTickerAllRate
 	}
 
-	return limitDefault
+	return spotDefaultRate
 }
 
 func openOrdersLimit(symbol string) request.EndpointLimit {
 	if symbol == "" {
-		return limitOpenOrdersAll
+		return spotOpenOrdersAllRate
 	}
 
-	return limitOrder
+	return spotOrderRate
 }
 
 func orderbookLimit(depth int) request.EndpointLimit {
 	switch {
 	case depth <= 100:
-		return limitDefault
+		return spotDefaultRate
 	case depth <= 500:
-		return limitOrderbookDepth500
+		return spotOrderbookDepth500Rate
 	case depth <= 1000:
-		return limitOrderbookDepth1000
+		return spotOrderbookDepth1000Rate
 	}
 
-	return limitOrderbookDepth5000
-}
-
-func symbolPriceLimit(symbol string) request.EndpointLimit {
-	if symbol == "" {
-		return limitSymbolPriceAll
-	}
-
-	return limitDefault
+	return spotOrderbookDepth5000Rate
 }
diff --git a/exchanges/binance/ratelimit_test.go b/exchanges/binance/ratelimit_test.go
index 8a2a2412..94026169 100644
--- a/exchanges/binance/ratelimit_test.go
+++ b/exchanges/binance/ratelimit_test.go
@@ -13,20 +13,17 @@ func TestRateLimit_Limit(t *testing.T) {
 		Expected request.EndpointLimit
 		Limit    request.EndpointLimit
 	}{
-		"All Orderbooks Ticker": {Expected: limitOrderbookTickerAll, Limit: bestPriceLimit("")},
-		"Orderbook Ticker":      {Expected: limitDefault, Limit: bestPriceLimit(symbol)},
-		"All Open Orders":       {Expected: limitOpenOrdersAll, Limit: openOrdersLimit("")},
-		"Open Orders":           {Expected: limitOrder, Limit: openOrdersLimit(symbol)},
-		"Orderbook Depth 5":     {Expected: limitDefault, Limit: orderbookLimit(5)},
-		"Orderbook Depth 10":    {Expected: limitDefault, Limit: orderbookLimit(10)},
-		"Orderbook Depth 20":    {Expected: limitDefault, Limit: orderbookLimit(20)},
-		"Orderbook Depth 50":    {Expected: limitDefault, Limit: orderbookLimit(50)},
-		"Orderbook Depth 100":   {Expected: limitDefault, Limit: orderbookLimit(100)},
-		"Orderbook Depth 500":   {Expected: limitOrderbookDepth500, Limit: orderbookLimit(500)},
-		"Orderbook Depth 1000":  {Expected: limitOrderbookDepth1000, Limit: orderbookLimit(1000)},
-		"Orderbook Depth 5000":  {Expected: limitOrderbookDepth5000, Limit: orderbookLimit(5000)},
-		"All Symbol Prices":     {Expected: limitSymbolPriceAll, Limit: symbolPriceLimit("")},
-		"Symbol Price":          {Expected: limitDefault, Limit: symbolPriceLimit(symbol)},
+		"All Orderbooks Ticker": {Expected: spotOrderbookTickerAllRate, Limit: bestPriceLimit("")},
+		"Orderbook Ticker":      {Expected: spotDefaultRate, Limit: bestPriceLimit(symbol)},
+		"Open Orders":           {Expected: spotOrderRate, Limit: openOrdersLimit(symbol)},
+		"Orderbook Depth 5":     {Expected: spotDefaultRate, Limit: orderbookLimit(5)},
+		"Orderbook Depth 10":    {Expected: spotDefaultRate, Limit: orderbookLimit(10)},
+		"Orderbook Depth 20":    {Expected: spotDefaultRate, Limit: orderbookLimit(20)},
+		"Orderbook Depth 50":    {Expected: spotDefaultRate, Limit: orderbookLimit(50)},
+		"Orderbook Depth 100":   {Expected: spotDefaultRate, Limit: orderbookLimit(100)},
+		"Orderbook Depth 500":   {Expected: spotOrderbookDepth500Rate, Limit: orderbookLimit(500)},
+		"Orderbook Depth 1000":  {Expected: spotOrderbookDepth1000Rate, Limit: orderbookLimit(1000)},
+		"Orderbook Depth 5000":  {Expected: spotOrderbookDepth5000Rate, Limit: orderbookLimit(5000)},
 	}
 	for name, tt := range testTable {
 		tt := tt
@@ -48,10 +45,10 @@ func TestRateLimit_Limit(t *testing.T) {
 
 func TestRateLimit_LimitStatic(t *testing.T) {
 	testTable := map[string]request.EndpointLimit{
-		"Default":           limitDefault,
-		"Historical Trades": limitHistoricalTrades,
-		"All Price Changes": limitPriceChangeAll,
-		"All Orders":        limitOrdersAll,
+		"Default":           spotDefaultRate,
+		"Historical Trades": spotHistoricalTradesRate,
+		"All Price Changes": spotPriceChangeAllRate,
+		"All Orders":        spotOrdersAllRate,
 	}
 	for name, tt := range testTable {
 		tt := tt
diff --git a/exchanges/binance/type_convert.go b/exchanges/binance/type_convert.go
index 4fcfafdd..ba255079 100644
--- a/exchanges/binance/type_convert.go
+++ b/exchanges/binance/type_convert.go
@@ -247,6 +247,24 @@ func (a *UFuturesOrderData) UnmarshalJSON(data []byte) error {
 	return nil
 }
 
+// UnmarshalJSON deserialises the JSON info, including the timestamp
+func (a *FuturesOrderGetData) UnmarshalJSON(data []byte) error {
+	type Alias FuturesOrderGetData
+	aux := &struct {
+		Time       binanceTime `json:"time"`
+		UpdateTime binanceTime `json:"updateTime"`
+		*Alias
+	}{
+		Alias: (*Alias)(a),
+	}
+	if err := json.Unmarshal(data, &aux); err != nil {
+		return err
+	}
+	a.Time = aux.Time.Time()
+	a.UpdateTime = aux.UpdateTime.Time()
+	return nil
+}
+
 // UnmarshalJSON deserialises the JSON info, including the timestamp
 func (a *UOrderData) UnmarshalJSON(data []byte) error {
 	type Alias UOrderData
diff --git a/exchanges/huobi/huobi.go b/exchanges/huobi/huobi.go
index 1ecfcf1e..924b78c1 100644
--- a/exchanges/huobi/huobi.go
+++ b/exchanges/huobi/huobi.go
@@ -74,7 +74,7 @@ type HUOBI struct {
 func (h *HUOBI) GetMarginRates(symbol currency.Pair) (MarginRatesData, error) {
 	var resp MarginRatesData
 	vals := url.Values{}
-	if symbol != (currency.Pair{}) {
+	if !symbol.IsEmpty() {
 		symbolValue, err := h.FormatSymbol(symbol, asset.Spot)
 		if err != nil {
 			return resp, err
@@ -699,7 +699,7 @@ func (h *HUOBI) GetMarginAccountBalance(symbol currency.Pair) ([]MarginAccountBa
 		Balances []MarginAccountBalance `json:"data"`
 	}{}
 	vals := url.Values{}
-	if symbol != (currency.Pair{}) {
+	if !symbol.IsEmpty() {
 		symbolValue, err := h.FormatSymbol(symbol, asset.Spot)
 		if err != nil {
 			return resp.Balances, err
diff --git a/exchanges/kraken/kraken_futures.go b/exchanges/kraken/kraken_futures.go
index 48d5c933..960e42ec 100644
--- a/exchanges/kraken/kraken_futures.go
+++ b/exchanges/kraken/kraken_futures.go
@@ -186,7 +186,7 @@ func (k *Kraken) FuturesNotifications() (FuturesNotificationData, error) {
 func (k *Kraken) FuturesCancelAllOrders(symbol currency.Pair) (CancelAllOrdersData, error) {
 	var resp CancelAllOrdersData
 	params := url.Values{}
-	if symbol != (currency.Pair{}) {
+	if !symbol.IsEmpty() {
 		symbolValue, err := k.FormatSymbol(symbol, asset.Futures)
 		if err != nil {
 			return resp, err
@@ -214,7 +214,7 @@ func (k *Kraken) FuturesOpenOrders() (FuturesOpenOrdersData, error) {
 func (k *Kraken) FuturesRecentOrders(symbol currency.Pair) (FuturesRecentOrdersData, error) {
 	var resp FuturesRecentOrdersData
 	params := url.Values{}
-	if symbol != (currency.Pair{}) {
+	if !symbol.IsEmpty() {
 		symbolValue, err := k.FormatSymbol(symbol, asset.Futures)
 		if err != nil {
 			return resp, err
diff --git a/testdata/http_mock/binance/binance.json b/testdata/http_mock/binance/binance.json
index 711ffe10..1c84dcb1 100644
--- a/testdata/http_mock/binance/binance.json
+++ b/testdata/http_mock/binance/binance.json
@@ -281710,7 +281710,7 @@
       "asset": "BTC",
       "success": true
      },
-     "queryString": "asset=BTC\u0026recvWindow=5000\u0026signature=3690734a6e2cd2ccd7fb692ec4e5fec67486b80d8a1a5e6159e53602295b1d60\u0026status=true\u0026timestamp=1588749172000",
+     "queryString": "asset=BTC\u0026recvWindow=10000\u0026signature=3690734a6e2cd2ccd7fb692ec4e5fec67486b80d8a1a5e6159e53602295b1d60\u0026status=true\u0026timestamp=1588749172000",
      "bodyParams": "",
      "headers": {
       "X-Mbx-Apikey": [