WebSockets - Streams - Binance Chain Docs

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]

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]

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]

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]

@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]

@binance: #BinanceFutures Api Update - New WebSocket streams for book tickers added - New WebSocket streams for partial order book added - Faster diff data with 100ms updates: - Added Update Speed: to Websocket Market Streams https://t.co/qiAQzZrHWT

submitted by rulesforrebels to BinanceTrading [link] [comments]

Binance upgrade will reportedly target three key areas of the platform. It will enhance the API, Matching Engine, and Websocket performance optimizations. Thus, the platform will have enhanced operability standards once the upgrade completes satisfacto

submitted by jeffyal to BNBTrader [link] [comments]

@binance: ICYMI #Binance will perform a scheduled system upgrade at 2019/08/15 02:00 AM (UTC) taking approximately 6-8 hours. Improvements include: Matching Engine, API, & WebSocket performance OCO (Order Cancels Order), available via API 5,000 & 10,000 order book levels from Rest API

@binance: ICYMI #Binance will perform a scheduled system upgrade at 2019/08/15 02:00 AM (UTC) taking approximately 6-8 hours. Improvements include: Matching Engine, API, & WebSocket performance OCO (Order Cancels Order), available via API 5,000 & 10,000 order book levels from Rest API submitted by rulesforrebels to BinanceTrading [link] [comments]

C++ client for binance.com public WebSocket APIs

C++ client for binance.com public WebSocket APIs submitted by oatpp to binance [link] [comments]

C++ Client for Binance.com WebSocket API

submitted by oatpp to programming [link] [comments]

Will Binance API ever support an Websocket order API?

The REST order API is often too slow for my needs, even with a VM in AWS Tokyo.
Also I would like to know if they will ever support a real-time ticker feed over websockets. Currently it sends info out 1 time a second. Given their rate limit of 20 requests a second, it is much faster to just poll the REST API 10 or so time a second than use the websocket ticker.
submitted by ismyhairfallingout to BinanceExchange [link] [comments]

Binance REST API & Websockets Videos

Found this youtube channel with serveral videos about Binance REST api and Websockets etc. check it out.
https://www.youtube.com/usekarthik947/videos?disable_polymer=1
submitted by cryptofanatic123 to BinanceExchange [link] [comments]

Binance REST API & Websockets Videos

Found this youtube channel with serveral videos about Binance REST api and Websockets etc. check it out.
https://www.youtube.com/usekarthik947/videos?disable_polymer=1
submitted by cryptofanatic123 to u/cryptofanatic123 [link] [comments]

This configurable WiFi real time ticker I coded and 3D-printed waiting for the next bull run. All Binance pairs supported.

This configurable WiFi real time ticker I coded and 3D-printed waiting for the next bull run. All Binance pairs supported. submitted by zener79 to Bitcoin [link] [comments]

Would anyone use an API that returns an up-to-the-minute Pandas DataFrame of kline data?

What is this?

This is an API for serving updated kline data as pandas dataframes directly from Binance. I know a lot of systems use a database, but I found that expensive and slow with large amounts of data.
Right now, I have a beta version running that handles Binance, but other exchanges will be added as needed.

What it does

It listens to the kline datastream via websockets and updates the dataframe every time a kline comes in as "closed", making sure it always has the latest data.

Why would you want this?

Managing all this all this data efficiently, is tricky and expensive. This API would allow you run your strategy live with up-to-date pricing data, which is exactly what I use it for.

What I'm offering

Access to this system as a REST API, but open to suggestions (web sockets, shared Redis database, etc).

Pricing

It's free. It's certainly beta right now, so you won't want to use it in production, yet.

Return Types

.json .csv .pickle
Request:
GET /df/binance/1min/{SYMBOL}.{RETURN_TYPE} 
Returns:
last 24 hours of klines 
Examples:
GET /df/binance/1min/BTCUSDT.csv 
Returns
date,open,high,low,close,volume,close_time,quote_asset_volume,number_of_trades,taker_buy_base_asset_volume,taker_buy_base_a_volume,ignore 1596765600000,0.71555,0.9899899999999999,0.71555,0.97,548.2,1596765659999,533.2931480000001,5,548.2,533.2931480000001,0 1596765660000,0.97,0.97,0.7324,0.73241,3588.7,1596765719999,2794.48396824,17,18.4,17.848,0 1596765720000,0.73245,0.87552506,0.73245,0.87552506,1862.5,1596765779999,1365.97656325,12,12.5,10.94406325,0 1596765780000,0.73245,0.73245,0.73242,0.73242,6061.4,1596765839999,4439.60603842,16,142.6,104.44309342,0 1596765840000,0.73242001,0.73242001,0.73242001,0.73242001,272.0,1596765899999,199.21824269,4,272.0,199.21824269,0 1596765900000,0.73242001,0.73242001,0.7324,0.73242,475.98866856,1596765959999,348.61883511,12,37.1,27.17278237,0 1596765960000,0.73242,0.73242,0.73,0.73,7567.81133144,1596766019999,5524.90669916,15,0.0,0.0,0 1596766020000,0.7215477,0.7324,0.7215477,0.7324,1164.47499789,1596766079999,847.92369192,9,513.0900272,370.84933942,0 1596766080000,0.7324,0.7324,0.7155600000000001,0.72155,1295.49938966,1596766139999,938.47319608,13,480.99599176,347.33942012,0 1596766140000,0.72155,0.72155,0.72155,0.72155,0.0,1596766199999,0.0,0,0.0,0.0,0 1596766200000,0.72154999,0.72154999,0.72154999,0.72154999,297.4,1596766259999,214.58896702,2,292.5,211.05337207,0 ... 
Request
GET /df/binance/1min/BTCUSDT.json?start=2019-01-01 
This would return an object of up to the minute kline since January 1st, 2019.
Request
GET /df/binance/1min/BTCUSDT.json?start=2019-01-01&stop=2020-03-2020 
This would return a json object of BTCUSDT of every minute kline from January 1st, 2019 to March 3rd, 2020.
submitted by wickedprobs to algotradingcrypto [link] [comments]

Leveraged Tokens API

Hi, Will Binance release an API for leveraged tokens? At the moment, correct me if I'm wrong, but I believe there are no endpoints or websockets to see details such as NAV, basket, leverage, rebalancing history, etc.
submitted by random_question_1230 to binance [link] [comments]

Building order book and matching engine from websocket feed

I'm trying to subscribe to a real-time feed of trades so I can build an order book and matching engine for learning purposes. I can connect to the hitbtc websocket API and subscribe to trades, but I can't see anything in the docs for how a limit order would be cancelled?
According to the docs, a trade update looks like:
{ "jsonrpc": "2.0", "method": "updateTrades", "params": { "data": [ { "id": 54469813, "price": "0.054670", "quantity": "0.183", "side": "buy", "timestamp": "2017-10-19T16:34:25.041Z" } ], "symbol": "ETHBTC" } } 
So I assume that's a specific limit order with specific ID. But how would I know if it's cancelled, modified or fulfilled? Looking at other websocket APIs (coinbase, binance) I can't see how it would be supported in those either.
HitBTC API - https://api.hitbtc.com/#subscribe-to-trades
submitted by blah214354 to algotrading [link] [comments]

Price Discovery in Bitcoin exchange

About thirty days ago I shared a chart on Price Discovery in this sub. There was a lot of interest in it and I promised to explain in detail a Bitcoin price discovery algorithm.. I do so in this post.
*this text post is a slightly shorter version of what I wrote in my blog.

TL;DR

I applied price discovery algorithms to 5 Min OHLCV data from Bitmex and CME contracts and Bitstamp, Coinbase, HitBTC, Kraken, Poloniex, Binance, and OkEx BTCUSD/BTCUSDT markets from March 2016 to May 2020. Some exciting results I got was:

Introduction

Price discovery is the overall process of setting the price of an asset. Price discovery algorithms identify the leader exchanges whose traders define the price. Two approaches are most famous for use in Price Discovery. Gonzalo and Granger (1995) and Hasbrouck (1995). But they assume random walk, and a common efficient price. I do not feel comfortable assuming random walk and common efficient price in Bitcoin Markets. So I used this little know method by De Blasis (2019) for this analysis. This work assumes that "the fastest price to reflect new information releases a price signal to the other slower price series." I thought this was valid in our market. It uses Markov Chains to measure Price Discovery. Without going into the mathematical details the summary steps used was:
De Blasis (2019) names this number Price Leadership Share (PLS). High PLS indicates a large role in price discovery. As the sum of the numbers is 1, they can be looked at as a percentage contribution. I recommend reading the original paper if you are interested to know more about the mathematical detail.

Data

Andersen (2000) argues that 5 Minute window provides the best trade-off between getting enough data and avoiding noise. In one of the first work on Bitcoin's Price Discovery, Brandvold et al. 2015 had used 5M window. So I obtained 5M OHLCV data using the following sources:
Futures data are different from other data because multiple futures contract trades at the same time. I formed a single data from the multiple time series by selecting the nearest contract until it was three days from expiration. I used the next contract when the contract was three days from expiration. This approach was advocated by Booth et al ( 1999 )

Analysis

I can't embed the chart on reddit so open this https://warproxxx.github.io/static/price_discovery.html
In the figure above, each colored line shows the total influence the exchange had towards the discovery of Bitcoin Price on that day. Its axis is on the left. The black line shows a moving average of the bitcoin price at the close in Bitfinex for comparison. The chart was created by plotting the EMA of price and dominance with a smoothing factor of 0.1. This was done to eliminate the noise. Let's start looking from the beginning. We start with a slight Bitfinex dominance at the start. When the price starts going up, Bitfinex's influence does too. This was the time large Tether printing was attributed to the rise of price by many individuals. But Bitfinex's influence wanes down as the price starts rising (remember that the chart is an exponential moving average. Its a lagging indicator). Afterward, exchanges like Binance and Bitstamp increase their role, and there isn't any single leader in the run. So although Bitfinex may have been responsible for the initial pump trades on other exchanges were responsible for the later rally.
CME contracts were added to our analysis in February 2018. Initially, they don't have much influence. On a similar work Alexandar and Heck (2019) noted that initially CBOE contracts had more influence. CBOE later delisted Bitcoin futures so I couldn't get that data. Overall, Bitmex and CME contracts have been averaging around 50% of the role in price discovery. To make the dominance clear, look at this chart where I add Bitmex Futures and Perp contract's dominance figure to create a single dominance index. There bitmex leads 936 of the total 1334 days (Bitfinex leads 298 days and coinbase and binance get 64 and 6 days). That is a lot. One possible reason for this might be Bitmex's low trading fee. Bitmex has a very generous -0.025% maker fee and price discovery tend to occur primarily in the market with smaller trading costs (Booth et al, 1999). It may also be because our market is mature. In mature markets, futures lead the price discovery.
Exchange bitmex_futures bitfinex coinbase bitmex okex binance cme bitstamp okcoin kraken poloniex
Days Lead 571 501 102 88 34 12 8 7 6 4 1
 Table 1: Days Lead 
Out of 1334 days in the analysis, Bitmex futures leads the discovery in 571 days or nearly 43% of the duration. Bitfinex leads for 501 days. Bitfinex's high number is due to its extreme dominance in the early days.
Exchange binance huobi cme okcoin bitmex_futures okex hitbtc kraken poloniex bitstamp bitfinex coinbase bitmex
Correlation 0.809190 0.715667 0.648058 0.644432 0.577147 0.444821 0.032649 -0.187348 -0.365175 -0.564073 -0.665008 -0.695115 -0.752103
 Table 2: Correlation between the close price and Exchange's dominance index 
Binance, Huobi, CME, and OkCoin had the most significant correlation with the close price. Bitmex, Coinbase, Bitfinex, and Bitstamp's dominance were negatively correlated. This was very interesting. To know more, I captured a yearwise correlation.
index 2016 2017 2018 2019 2020
0 bitfinex 0.028264 -0.519791 0.829700 -0.242631 0.626386
1 bitmex 0.090758 -0.752297 -0.654742 0.052242 -0.584956
2 bitmex_futures -0.011323 -0.149281 -0.458857 0.660135 0.095305
3 bitstamp 0.316291 -0.373688 0.600240 -0.255408 -0.407608
4 coinbase -0.505492 -0.128336 -0.351794 -0.410874 -0.262036
5 hitbtc 0.024425 0.486229 0.104912 -0.200203 0.308862
6 kraken 0.275797 0.422656 0.294762 -0.064594 -0.192290
7 poloniex 0.177616 -0.087090 0.230987 -0.135046 -0.154726
8 binance NaN 0.865295 0.706725 -0.484130 0.265086
9 okcoin NaN 0.797682 0.463455 -0.010186 -0.160217
10 huobi NaN 0.748489 0.351514 -0.298418 0.434164
11 cme NaN NaN -0.616407 0.694494 -0.012962
12 okex NaN NaN -0.618888 -0.399567 0.432474
Table 3: Yearwise Correlation between the close price and Exchange's dominance index
Price movement is pretty complicated. If one factor, like a dominant exchange, could explain it, everyone would be making money trading. With this disclaimer out of the way, let us try to make some conclusions. This year Bitfinex, Huobi, and OkEx, Tether based exchanges, discovery power have shown a high correlation with the close price. This means that when the traders there become successful, price rises. When the traders there are failing, Bitmex traders dominate and then the price is falling. I found this interesting as I have been seeing the OkEx whale who has been preceding price rises in this sub. I leave the interpretation of other past years to the reader.

Limitations

My analysis does not include market data for other derivative exchanges like Huobi, OkEx, Binance, and Deribit. So, all future market's influence may be going to Bitmex. I did not add their data because they started having an impact recently. A more fair assessment may be to conclude this as the new power of derivative markets instead of attributing it as the power of Bitmex. But Bitmex has dominated futures volume most of the time (until recently). And they brought the concept of perpetual swaps.

Conclusion

There is a lot in this data. If you are making a trading algo think there is some edge here. Someday I will backtest some trading logic based on this data. Then I will have more info and might write more. But, this analysis was enough for to shift my focus from a Bitfinex based trading algorithm to a Bitmex based one. It has been giving me good results.
If you have any good ideas that you want me to write about or discuss further please comment. If there is enough interest in this measurement, I can setup a live interface that provides the live value.
submitted by warproxxx to BitcoinMarkets [link] [comments]

binance.py a new python library powered by modern technologies

Hey there,
I'm here to present a project in which I've invested a lot of time, but first I'll tell you how I got here. A few weeks ago I was contacted by a client who needed me to develop a trading bot capable of managing several accounts at the same time. I started using python-binance but I was not very satisfied because it didn't support asyncio (well there was a branch in development but it seemed to be abandoned). So I started to develop my alternative by trying to create the library I would have liked to have. As I thought it could help some people I decided to make this library completely free (and opensouce of course). Here is the github link: https://git.io/binance.py
Currently binance.py completely covers:
I'd love to get your feedback. If you need help with it, I'd be very happy to help you. I could also introduce support for the margin trading API and the withdraw API if anyone needs it.
Sincerely, Thomas!
submitted by OverFatBear to binance [link] [comments]

How to stream Binance Websockets data into browser MultiThreading Websocket Data KiteTicker KiteConnect Python API Howto code Binance API price tickers in Google Sheets / Apps Script sample example code no ban 418 How to call Binance API in Javascript in less than 10 lines of code Binance API Tutorial (Part 2) - Real-Time Crypto Price Data over Websockets

Binance Chain Technology Documentation. 6. Book Depth Streams. Top 20 (could extend to 100, 500, 1000) levels of bids and asks. Change Log. 2020-08-18. WEBSOCKET. New optional baseurl for websocket market streams and user data streams: wss://fstream3.binance.com The usage is exactly the same as the existing baseurl wss://fstream.binance.com. 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. The limits on the API are based on the IPs, not the API keys. It is strongly recommended to use websocket stream for getting data as much as possible, which can not only ensure the timeliness of the message, but also reduce the access restriction pressure caused by the request. Order Rate Limits

[index] [349] [12] [653] [487] [410] [435] [618] [386] [204] [387]

How to stream Binance Websockets data into browser

Open an Binance CryptoCurrency Trading Account to Automate Trading ... REST API concepts and examples ... Asyncio and Websockets a match made in heaven simple client and server ... Howto code Google Sheets to get price tickers from Binance API - learn exchange Apps Script APIs . ... Please use the websocket for live updates to avoid bans."} (use muteHttpExceptions option to ... 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 ... Timestamps: 0:15 - What is a REST API and why do we need them for trading 3:05 - Difference between GET/POST API 4:00 - Difference between Public/Signed API 5:21 - Code to call API 11:14 - API ... In this tutorial I show how you can use JavaScript to stream live data from the bitfinex Bitcoin exchange using their websocket API. Building Bitcoin Websites . Video tutorial on using blockchain ...

#