Websocket - Binance Developer Community

Binance websocket disconnects each day at 8:45 and doesn't reconnect?

I'm streaming Binance with websockets in Python and writing the live datastream to a csv file. I would like to get 15 trading days worth of data (360 hours) in order to be able to backtest some market-making strategies. However, each day exactly at 8:45 (AM, GMT time, or 10:45 local time in Vienna), my script suddenly stops writing to the csv file, probably due to getting disconnected. No error messages are returned - simply nothing happens after 8:45. Here's the script I'm using, it should be OK. I'm aware of the fact that Binance to supposed to automatically disconnect after 24 hours as there is a hard limit imposed. However, this peculiarity seems to be happening at exactly 8:45 each day. Has anyone encountered anything similar before?
EDIT: removed the keys just in case
submitted by BGasperov to binance [link] [comments]

Binance Websocket Delays

During heavy trading volume, I've noticed that the trade and ticker websocket streams (which have real time updates) begin to exhibit significant delays. Updates that normally take <5ms to arrive during normal trading volume start to take 30-100ms to arrive. What is causing this delay, and are there any engineering tricks that I can use to try and speed it up?
submitted by CurieuseCookie to binance [link] [comments]

Python Scripts for Binance Websocket, Order Book, and Candlestick Data

Python Scripts for Binance Websocket, Order Book, and Candlestick Data submitted by ShrimpyApp to ShrimpyApp [link] [comments]

Keeping Binance Websocket Alive

Hey,
This seems so easy but I am not able to figure out how to stream Binance live data indefinitely. I want to process the data every 4 hours and hence I will be using live kline data. But how do I keep my python script alive? I will be deploying it on the cloud and hence it is a necessity to automate reconnection.
Any script examples will be really helpful.
Thanks!
submitted by TheAlgoTrader to BinanceExchange [link] [comments]

Keeping Binance Websocket Live

Hey,
This seems so easy but I am not able to figure out how to stream Binance live data indefinitely. I want to process the data every 4 hours and hence I will be using live kline data. But how do I keep my python script alive? I will be deploying it on the cloud and hence it is a necessity to automate reconnection.
Any script examples will be really helpful.
Thanks!
submitted by TheAlgoTrader to algotrading [link] [comments]

A python API to Binance WebSockets API

Hello!
I would like to introduce a new python API to binance websockets.
Code coverage is 100% and its very stable in its latest release: https://github.com/unicorn-data-analysis/unicorn-binance-websocket-api

What are the benefits of the UNICORN Binance WebSocket API?

Best regards,
alice_bob
submitted by alice_bob to BinanceExchange [link] [comments]

[Team Binance] WebSocket Stream Account Is Lagging Again!

The problem of instability began yesterday. Some orders take 2 to 5 seconds to be reported in WebSocket Stream. I think it's the same bottleneck problem starting over. Let me know if you binance team are already aware of this and are working to solve the problem? Thanks.
submitted by andremrtc to BinanceExchange [link] [comments]

@binance: #Binance WebSocket Order Book Updates - Now 10x Faster https://t.co/L3egTb1wrP https://t.co/yU6ddatbnS

submitted by rulesforrebels to BinanceTrading [link] [comments]

Latest Binance WebSocket Documenation

The binance site is using this following:
wss://stream.binance.com:9443/[email protected]@3000ms
However I don't see miniTicker documented here:
https://github.com/binance-exchange/binance-official-api-docs/blob/masteweb-socket-streams.md
Is there a better source for documentation?
submitted by AlexWinDev to binance [link] [comments]

Binance Websocket API update frequency

Following official documentation (https://github.com/binance-exchange/binance-official-api-docs/blob/masteweb-socket-streams.md), data is pushed down the stream EVERY SECOND. This seems kind of weird as the very reason to use sockets is to get real time updates when the data is pushed with EVERY EVENT.
Wouldn't it be more efficient to poll REST API with higher then 1 request/s frequency (possibly from multiple threads using keep alive connection)? This way if we want to have the most up-to-date local order book we will avoid the 1s wait time on the socket.
Curious to hear opinions of people who understand the context. Thanks!
submitted by saws_baws_228 to algotrading [link] [comments]

Python API for binance.us Websockets

https://pypi.org/project/unicorn-binance-websocket-api/
Use public and private Websockets of binance.us with this simple lines of code:
from unicorn_binance_websocket_api.unicorn_binance_websocket_api_manager import BinanceWebSocketApiManager
binance_websocket_api_manager = BinanceWebSocketApiManager(exchange="binance.us")
binance_websocket_api_manager.create_stream(["trade"], ['btcusd', 'btcxrp', 'ethusd', 'bnbusd', 'busdusd'])
while True: oldest_stream_data_from_stream_buffer = binance_websocket_api_manager.pop_stream_data_from_stream_buffer() if oldest_stream_data_from_stream_buffer: print(oldest_stream_data_from_stream_buffer)
Example: https://github.com/oliver-zehentleitneunicorn-binance-websocket-api/blob/masteexample_binance_us.py
submitted by alice_bob to BinanceExchange [link] [comments]

Websocket klines lagging

For my bot I need to get 1m klines every minute on ~15 markets. I use websocket multiplex channel (e.g. [email protected]_1m/[email protected]_1m) to reduce REST API queries. But when I get new closed kline on all 15 markets ("x": true in response payload)? i get lag in total about 7-8 seconds every minute. Below is a common printout, repeating every minute:
2020-06-14 23:26:01 - INFO - New closed kline [2020-06-14 20:25:00] on [EOSBTC] 2020-06-14 23:26:01 - INFO - New closed kline [2020-06-14 20:25:00] on [BNBBTC] 2020-06-14 23:26:02 - INFO - New closed kline [2020-06-14 20:25:00] on [ETHBTC] 2020-06-14 23:26:04 - INFO - New closed kline [2020-06-14 20:25:00] on [ADABTC] 2020-06-14 23:26:05 - INFO - New closed kline [2020-06-14 20:25:00] on [LINKBTC] 2020-06-14 23:26:05 - INFO - New closed kline [2020-06-14 20:25:00] on [XMRBTC] 2020-06-14 23:26:08 - INFO - New closed kline [2020-06-14 20:25:00] on [LTCBTC] 2020-06-14 23:26:08 - INFO - New closed kline [2020-06-14 20:25:00] on [NEOBTC] 2020-06-14 23:26:08 - INFO - New closed kline [2020-06-14 20:25:00] on [QTUMBTC] 2020-06-14 23:26:08 - INFO - New closed kline [2020-06-14 20:25:00] on [IOTABTC] 2020-06-14 23:26:08 - INFO - New closed kline [2020-06-14 20:25:00] on [ETCBTC] 2020-06-14 23:26:08 - INFO - New closed kline [2020-06-14 20:25:00] on [ZECBTC] 2020-06-14 23:26:08 - INFO - New closed kline [2020-06-14 20:25:00] on [DASHBTC] 2020-06-14 23:26:08 - INFO - New closed kline [2020-06-14 20:25:00] on [XRPBTC] 2020-06-14 23:26:08 - INFO - New closed kline [2020-06-14 20:25:00] on [BATBTC] 2020-06-14 23:26:08 - INFO - New closed kline [2020-06-14 20:25:00] on [XLMBTC] 2020-06-14 23:26:08 - INFO - New closed kline [2020-06-14 20:25:00] on [ATOMBTC] 
First two klines come at 01 second of the next minute, next on 02, next on 04, then two on 05, rest on 08 sec. So I lose about 10 seconds in my decisions every minute. This lag is crucial for my strategy.
I tried two python libs (https://github.com/oliver-zehentleitneunicorn-binance-websocket-api, https://python-binance.readthedocs.io/en/latest/websockets.html), ran the script on my laptop and remote server (google cloud), tried 2 and 12 CPU cores but all the time have the same result. When I work with 2-3 markets - it's OK and I have about 1 sec lag, but on 15 markets I have a very big lag about 7-8 secs.
Is there any other way to get new closed klines just right after they were closed (in about 1 sec after it was closed)?
Thank you!
submitted by recycletechno to binance [link] [comments]

Prevent socket disconnect binance

Purpose: monitor program that captures buy/sell actions on binance and puts them in a log file.

Avoid socket disconnect binance.

Don't get it done.
Cannot find the right syntax to prevent a user_socket from time out / disconnect after a while.
Below a piece of code as I want to use it.
The data comes in when a buy/sell order is made on binance. But eventually the program stops because I can't tell binance I'm still "listening".
It should be possible with client.ping() but that doesn't work either.
I have everything working except that "anti - time out".


# Monitoring buy, sell, oco orders binance. # Want to keep the bm.start_user_socket(process_message) up so don't timed out. from binance.client import Client # for connections binance from binance.websockets import BinanceSocketManager # for websocket binance from bin_api_keys import * # import api keys import time import sys client = Client(api_key=PUBLIC, api_secret=SECRET) # keys are in file bin_api_keys.py def countdown(t): # Countdown for next socket alive pings while t: mins, secs = divmod(t, 60) timeformat = '{:02d}:{:02d}'.format(mins, secs) # print(timeformat, end='\r') sys.stdout.write('\r' + timeformat + ' countdown ... ') time.sleep(1) t -= 1 def p_is_msg(pr_msg): # print is_msg to terminal. (later to write to a file). print(pr_msg) def f_timestamp(nr): # make date time nice timestamp = int(nr) / 1000 timestamp = datetime.fromtimestamp(timestamp).strftime('%Y-%m-%d %H:%M:%S') return timestamp def process_message(msg): # run when binance user_socket sends user message if msg['e'] == 'listStatus': is_oco = True is_msg = f_timestamp(msg['T']) + ' ' + msg['s'] + ' ' + msg['c'] + ' ' + msg['l'] + ' ' + msg['L'] + ' ' + \ msg['r'] p_is_msg(is_msg) if msg['e'] == 'executionReport': base_exchanged = str(round(float(msg['p']) * float(msg['q']), 8)) is_msg = f_timestamp(msg['T']) + ' ' + msg['s'] + ' ' + msg['S'] + ' ' + msg['o'] + ' ' + msg[ 'x'] + ' quantity:' + msg['q'] + ' price:' + msg['p'] + ' stop:' + msg[ 'P'] + ' ' + 'Base:' + base_exchanged p_is_msg(is_msg) bm = BinanceSocketManager(client) conn_key = bm.start_user_socket(process_message) # start user sockets bm.start() # Start the socket manager # Dont time out the user socket with binance is_counter = 0 while True: if is_counter > 5: # Countdown x times and then send keepalive signal print('Send a keep alive signal But how?') bm._keepalive_account_socket # dont work # client.ping() # dont work is_counter = 0 countdown(3) # countdown x seconds 1800 = 30 minutes is_counter += 1 print(is_counter) # Stop sockets bm.stop_socket(conn_key) bm.close() 





submitted by aitromba to learnpython [link] [comments]

Question Concerning the Depth of Order Book "Diff" Stream

For market depth "diff" messages, are updates sent for all changes to the order book, or only for specific range price levels? Is it even possible to compose and maintain a complete order book that includes all orders, even those well-outside of the expected trading range? And is it possible to know, with accuracy, the age of the orders that comprise the order book?
My sense is that for any given trading pair, the picture of the order book as provided by the Binance API, is near useless for purposes of algorithmic trading as it is easily gamed by means of small, short-duration limit orders.
I'd be interested in hearing a range of opinions on this. Thanks.

submitted by popdjnz to binance [link] [comments]

@binance: RT @AG_Binance: Our new WebSocket for USDT Margined futures is up and live, faster and more stable than the previous one. Check it out and gear up your trading infra. wss://fstream3.binance.com #BinanceFutures

@binance: RT @AG_Binance: Our new WebSocket for USDT Margined futures is up and live, faster and more stable than the previous one. Check it out and gear up your trading infra. wss://fstream3.binance.com #BinanceFutures submitted by rulesforrebels to BinanceTrading [link] [comments]

I am wondering what is the correct way to to do api calls to binance for price and order book information (along with account trading). I see several flavours: rest api, websockets and a choice of libraries (eg ccxt). What are seasoned traders on binance using?

submitted by s00060942p to binance [link] [comments]

Having Trouble BackTesting

Hi I am creating a trading bot and I am pulling in historical data with the code below but was wondering how could I backtest my bot to see how much profit I could make with it.
import time import dateparser import pytz import json from datetime import datetime from binance.client import Client def date_to_milliseconds(date_str): """Convert UTC date to milliseconds If using offset strings add "UTC" to date string e.g. "now UTC", "11 hours ago UTC" See dateparse docs for formats http://dateparser.readthedocs.io/en/latest/ :param date_str: date in readable format, i.e. "January 01, 2018", "11 hours ago UTC", "now UTC" :type date_str: str """ # get epoch value in UTC epoch = datetime.utcfromtimestamp(0).replace(tzinfo=pytz.utc) # parse our date string d = dateparser.parse(date_str) # if the date is not timezone aware apply UTC timezone if d.tzinfo is None or d.tzinfo.utcoffset(d) is None: d = d.replace(tzinfo=pytz.utc) # return the difference in time return int((d - epoch).total_seconds() * 1000.0) def interval_to_milliseconds(interval): """Convert a Binance interval string to milliseconds :param interval: Binance interval string 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 3d, 1w :type interval: str :return: None if unit not one of m, h, d or w None if string not in correct format int value of interval in milliseconds """ ms = None seconds_per_unit = { "m": 60, "h": 60 * 60, "d": 24 * 60 * 60, "w": 7 * 24 * 60 * 60 } unit = interval[-1] if unit in seconds_per_unit: try: ms = int(interval[:-1]) * seconds_per_unit[unit] * 1000 except ValueError: pass return ms def get_historical_klines(symbol, interval, start_str, end_str=None): """Get Historical Klines from Binance See dateparse docs for valid start and end string formats http://dateparser.readthedocs.io/en/latest/ If using offset strings for dates add "UTC" to date string e.g. "now UTC", "11 hours ago UTC" :param symbol: Name of symbol pair e.g BNBBTC :type symbol: str :param interval: Biannce Kline interval :type interval: str :param start_str: Start date string in UTC format :type start_str: str :param end_str: optional - end date string in UTC format :type end_str: str :return: list of OHLCV values """ # create the Binance client, no need for api key client = Client("", "") # init our list output_data = [] # setup the max limit limit = 500 # convert interval to useful value in seconds timeframe = interval_to_milliseconds(interval) # convert our date strings to milliseconds start_ts = date_to_milliseconds(start_str) # if an end time was passed convert it end_ts = None if end_str: end_ts = date_to_milliseconds(end_str) idx = 0 # it can be difficult to know when a symbol was listed on Binance so allow start time to be before list date symbol_existed = False while True: # fetch the klines from start_ts up to max 500 entries or the end_ts if set temp_data = client.get_klines( symbol=symbol, interval=interval, limit=limit, startTime=start_ts, endTime=end_ts ) # handle the case where our start date is before the symbol pair listed on Binance if not symbol_existed and len(temp_data): symbol_existed = True if symbol_existed: # append this loops data to our output data output_data += temp_data # update our start timestamp using the last value in the array and add the interval timeframe start_ts = temp_data[len(temp_data) - 1][0] + timeframe else: # it wasn't listed yet, increment our start date start_ts += timeframe idx += 1 # check if we received less than the required limit and exit the loop if len(temp_data) < limit: # exit the while loop break # sleep after every 3rd call to be kind to the API if idx % 3 == 0: time.sleep(1) return output_data symbol = "ETHBTC" start = "1 Dec, 2017" end = "1 Jan, 2018" interval = Client.KLINE_INTERVAL_30MINUTE klines = get_historical_klines(symbol, interval, start, end) # open a file with filename including symbol, interval and start and end converted to milliseconds with open( "Binance_{}_{}_{}-{}.json".format( symbol, interval, date_to_milliseconds(start), date_to_milliseconds(end) ), 'w' # set file write mode ) as f: f.write(json.dumps(klines)) 
This is my bot code:
from binance.websockets import BinanceSocketManager from binance.client import Client import pandas as pd client = Client('*****', '*****') df = pd.DataFrame(columns=["E", "p"]) ema_df = pd.DataFrame(columns=["EMA 12", "EMA 26"]) def process_message(msg): print("message type: {}".format(msg['e'])) print(msg) df.loc[df.shape[0] + 1] = [msg['E'], msg['p']] df.to_csv("binancebuttcoins3.csv") pricescsv = pd.read_csv('binancebuttcoins3.csv') prices = pricescsv['p'] ema12 = pd.ewma(prices, com=None, span=12, halflife=None, min_periods=12, freq=None, adjust=True, how=None, ignore_na=False) ema26 = pd.ewma(prices, com=None, span=26, halflife=None, min_periods=26, freq=None, adjust=True, how=None, ignore_na=False) ema_df.loc[df.shape[0] + 1] = [ema12.iloc[-1], ema26.iloc[-1]] ema_df.to_csv("emasignals.csv") if (ema26.iloc[-1] < ema12.iloc[-1]): print ("Tried to buy") """client.create_order( symbol='BNBBTC', side=Client.SIDE_BUY, type=Client.ORDER_TYPE_MARKET, quantity=1 )""" elif (ema12.iloc[-1] < ema26.iloc[-1]): print("Tried to sell") """client.create_order( symbol='BNBBTC', side=Client.SIDE_SELL, type=Client.ORDER_TYPE_MARKET, quantity=1 )""" bm = BinanceSocketManager(client) bm.start_aggtrade_socket('BNBBTC', process_message) bm.start() 
submitted by ayosalad to learnpython [link] [comments]

Binance API (REST + WebSocket) for Node.js

Hi! I developed package which will help interact with Banance API on Node.js. Hope you will enjoy :)
Available solutions did not suit me, so I did mine. Features of package:
Will add in the near future futures-api. Feel free to open issue. Suggestions are welcome :)
https://github.com/marcius-capital/binance-api
Thanks!
submitted by nikitamarcius to BinanceExchange [link] [comments]

Binance API (REST + WebSocket) for Node.js

Hi! I developed package which will help interact with Banance API on Node.js. Hope you will enjoy :)
Available solutions did not suit me, so I did mine. Features of package:
Will add in the near future futures-api. Feel free to open issue. Suggestions are welcome :)
https://github.com/marcius-capital/binance-api
Thanks!
submitted by nikitamarcius to node [link] [comments]

Public websockets to access live trade and order book data from Binance, Bittrex, KuCoin, Kraken, and more.

Hi Everyone,
We've seen a lot of interest from people in this group to access live websockets for trade and order book data. To help everyone out, we've made our websockets open to the public. That means you can access websockets to all 16 exchanges we support here:
https://developers.shrimpy.io/docs/#websocket
You don't need to sign up for an account or anything. The data is completely public for use. Just install the python or node libraries to get quick access to the data here:
https://github.com/shrimpy-dev
Try a few different pairs and exchanges - I think you will find it pretty exciting!
I'm happy to answer any questions if you have some. Looking forward to hearing your feedback!
Soon we will be releasing historical order book snapshots and trade data as well for the 16 exchanges we support. Check back next week and it might be ready!
submitted by ShrimpyApp to CryptoCurrency [link] [comments]

@cz_binance: RT @pushpendrakum: #Binance Api integration and websocket video second parts is coming in hindi. If you have not watched first part then you can watch here 👇👇 https://t.co/mU2vU3vfGO Cc: @cz_binance @binance

@cz_binance: RT @pushpendrakum: #Binance Api integration and websocket video second parts is coming in hindi. If you have not watched first part then you can watch here 👇👇 https://t.co/mU2vU3vfGO Cc: @cz_binance @binance submitted by rulesforrebels to BinanceTrading [link] [comments]

@cz_binance: RT @binance: #BinanceFutures Update New endpoint GET /fapi/v1/allForceOrders to get all liquidation orders. New websocket streams: @forceOrderfor liquidation order streams [email protected] for all market liquidation order streams https://t.co/qiAQzZrHWT https://t.co/ki7naiQpis

submitted by rulesforrebels to BinanceTrading [link] [comments]

Binance API Tutorial (Part 8) - Real-Time Candlestick ... Streaming Quotes via WebSocket  Algorithmic Trading & Investing with the DARWIN API Binance websocket Microsoft Excel Addin Binance API Wrapper Installation Guide - How to use Binance API and websocket in Hindi Binance websocket Google Sheet Addon

Binance. A wrapper for the Binance REST and WebSocket APIs. Uses both promises and callbacks, and beautifies the binance API responses that normally use lots of one letter property names. Almost all the web developers has an idea about JavaScript so choosing NodeJS for WebSocket is a shortcut for me. jaggedsoft/node-binance-api A simple Binance API coverage; MongoDB Importing mass data into a relational db would be worse than storing them as documents. See my example below; Algorithm. Step 1: I need currency pairs! I agree that ... A python API to use the Binance Websocket API's (com, com-margin, com-futures, jersey, us, jex, dex/chain+testnet) in a easy, fast, flexible, robust and fully-featured way. Messages are received as dictionary objects relating to the message formats defined in the Binance WebSocket API documentation. Websockets are setup to reconnect with a maximum of 5 retries. Binance Chain Technology Documentation. 6. Book Depth Streams. Top 20 (could extend to 100, 500, 1000) levels of bids and asks.

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Binance API Tutorial (Part 8) - Real-Time Candlestick ...

In this video, we retrieve bitcoin price data over Websockets in 2 ways. First, we use wscat to receive the information from the command line and save the price data to a file. Second, we use ... How to stream Binance Websockets data into browser - Duration: 10:49. DeKay Arts 3,628 views. 10:49. How to Get Cryptocurrency Prices using Python - Markets and Data - Duration: 12:02. In this video, we initialize Lightweight Charts using historical candlestick data from the Binance API. Once the initial chart is rendered, we dynamically up... Binance API Wrapper Installation Guide - How to use Binance API and websocket in Hindi PUSHPENDRA SINGH Digital Marketing India. ... C# Wrapper for the official Binance exchange API Microsoft Excel Addin for Binance Exchange websocket streams using Visual Studio.NET [C#]

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