Skip to content

Latest commit

 

History

History
463 lines (324 loc) · 12.7 KB

README.md

File metadata and controls

463 lines (324 loc) · 12.7 KB
Raw

Binance Public API Connector Python

PyPI version Python version Documentation Code Style License: MIT

This is a lightweight library that works as a connector to Binance public API

  • Supported APIs:
    • /api/*
    • /sapi/*
    • Spot Websocket Market Stream
    • Spot User Data Stream
    • Spot WebSocket API
  • Inclusion of test cases and examples
  • Customizable base URL, request timeout and HTTP proxy
  • Response metadata can be displayed

Installation

pip install binance-connector

Documentation

https://binance-connector.readthedocs.io

RESTful APIs

Usage examples:

from binance.spot import Spot

client = Spot()

# Get server timestamp
print(client.time())
# Get klines of BTCUSDT at 1m interval
print(client.klines("BTCUSDT", "1m"))
# Get last 10 klines of BNBUSDT at 1h interval
print(client.klines("BNBUSDT", "1h", limit=10))

# API key/secret are required for user data endpoints
client = Spot(api_key='<api_key>', api_secret='<api_secret>')

# Get account and balance information
print(client.account())

# Post a new order
params = {
    'symbol': 'BTCUSDT',
    'side': 'SELL',
    'type': 'LIMIT',
    'timeInForce': 'GTC',
    'quantity': 0.002,
    'price': 9500
}

response = client.new_order(**params)
print(response)

Please find examples folder to check for more endpoints.

  • In order to set your API and Secret Key for use of the examples, create a file examples/config.ini with your keys.
  • Eg: 
    # examples/config.ini
[keys]
api_key=abc123456
api_secret=cba654321

Authentication

Binance supports HMAC, RSA and ED25519 API authentication.

# HMAC: pass API key and secret
client = Client(api_key, api_secret)
print(client.account())

# RSA Keys
client = Client(api_key=api_key, private_key=private_key)
print(client.account())

# ED25519 Keys
api_key = ""
private_key = "./private_key.pem"
private_key_pass = "<password_if_applicable>"

with open(private_key, 'rb') as f:
    private_key = f.read()

spot_client = Client(api_key=api_key, private_key=private_key, private_key_pass=private_key_pass)

# Encrypted RSA Key
client = Client(api_key=api_key, private_key=private_key, private_key_pass='password')
print(client.account())

Please find examples/spot/wallet/account_snapshot.py for more details on ED25519. Please find examples/spot/trade/get_account.py for more details on RSA.

Testnet

Spot Testnet is available, it can be used to test /api/* endpoints.

To use testnet:

from binance.spot import Spot as Client

client = Client(base_url='https://testnet.binance.vision')
print(client.time())

Base URL

If base_url is not provided, it defaults to api.binance.com.
It's recommended to pass in the base_url parameter, even in production as Binance provides alternative URLs in case of performance issues:

  • https://api1.binance.com
  • https://api2.binance.com
  • https://api3.binance.com

Optional parameters

PEP8 suggests lowercase with words separated by underscores, but for this connector, the methods' optional parameters should follow their exact naming as in the API documentation.

# Recognised parameter name
response = client.cancel_oco_order('BTCUSDT', orderListId=1)

# Unrecognised parameter name
response = client.cancel_oco_order('BTCUSDT', order_list_id=1)

RecvWindow parameter

Additional parameter recvWindow is available for endpoints requiring signature.
It defaults to 5000 (milliseconds) and can be any value lower than 60000(milliseconds). Anything beyond the limit will result in an error response from Binance server.

from binance.spot import Spot as Client

client = Client(api_key, api_secret)
response = client.get_order('BTCUSDT', orderId=11, recvWindow=10000)

Timeout

timeout is available to be assigned with the number of seconds you find most appropriate to wait for a server response.
Please remember the value as it won't be shown in error message no bytes have been received on the underlying socket for timeout seconds.
By default, timeout is None. Hence, requests do not time out.

from binance.spot import Spot as Client

client= Client(timeout=1)

Time Unit

The time_unit parameter is optional and allows you to retrieve data with timestamps in microsecond or millisecond. Users can set it with the following values:

  • microsecond
  • millisecond
  • MICROSECOND
  • MILLISECOND

By default, time_unit is set to None and will return a timestamp values in milliseconds.

from binance.spot import Spot as Client

client = Client(time_unit="microsecond")

Proxy

Proxy is supported.

from binance.spot import Spot as Client

proxies = { 'https': 'http://1.2.3.4:8080' }

client= Client(proxies=proxies)

Response Metadata

The Binance API server provides weight usages in the headers of each response. You can display them by initializing the client with show_limit_usage=True:

from binance.spot import Spot as Client

client = Client(show_limit_usage=True)
print(client.time())

returns:

{'data': {'serverTime': 1587990847650}, 'limit_usage': {'x-mbx-used-weight': '31', 'x-mbx-used-weight-1m': '31'}}

You can also display full response metadata to help in debugging:

client = Client(show_header=True)
print(client.time())

returns:

{'data': {'serverTime': 1587990847650}, 'header': {'Context-Type': 'application/json;charset=utf-8', ...}}

If ClientError is received, it'll display full response meta information.

Display logs

Setting the log level to DEBUG will log the request URL, payload and response text.

Error

There are 2 types of error returned from the library:

  • binance.error.ClientError
    • This is thrown when server returns 4XX, it's an issue from client side.
    • It has 5 properties:
      • status_code - HTTP status code
      • error_code - Server's error code, e.g. -1102
      • error_message - Server's error message, e.g. Unknown order sent.
      • header - Full response header.
      • error_data* - Additional detailed data which supplements the error_message.
        • *Only applicable on select endpoints, eg. cancelReplace
  • binance.error.ServerError
    • This is thrown when server returns 5XX, it's an issue from server side.

Websocket

Connector v3

WebSocket can be established through either of the following types of connections:

  • WebSocket API (https://github.com/binance/binance-spot-api-docs/blob/master/web-socket-api.md)
  • WebSocket Stream (https://github.com/binance/binance-spot-api-docs/blob/master/web-socket-streams.md)
# WebSocket API Client
from binance.websocket.spot.websocket_api import SpotWebsocketAPIClient

def message_handler(_, message):
    logging.info(message)

my_client = SpotWebsocketAPIClient(on_message=message_handler)

my_client.ticker(symbol="BNBBUSD", type="FULL")

time.sleep(5)
logging.info("closing ws connection")
my_client.stop()
# WebSocket Stream Client
from binance.websocket.spot.websocket_stream import SpotWebsocketStreamClient

def message_handler(_, message):
    logging.info(message)

my_client = SpotWebsocketStreamClient(on_message=message_handler)

# Subscribe to a single symbol stream
my_client.agg_trade(symbol="bnbusdt")
time.sleep(5)
logging.info("closing ws connection")
my_client.stop()

Time Unit

The time_unit parameter is optional and allows you to retrieve data with timestamps in microsecond or millisecond. Users can set it with the following values:

  • microsecond
  • millisecond
  • MICROSECOND
  • MILLISECOND

By default, time_unit is set to None and will return a timestamp values in milliseconds.

# WebSocket API Client
import logging
from binance.websocket.spot.websocket_api import SpotWebsocketAPIClient

def message_handler(_, message):
    logging.info(message)


my_client = SpotWebsocketAPIClient(on_message=message_handler, time_unit='microsecond')
# WebSocket Stream Client
import logging
from binance.websocket.spot.websocket_stream import SpotWebsocketStreamClient

def message_handler(_, message):
    logging.info(message)

my_client = SpotWebsocketStreamClient(on_message=message_handler, time_unit="microsecond")

Proxy

Proxy is supported for both WebSocket API and WebSocket Stream.

To use it, pass in the proxies parameter when initializing the client.

The format of the proxies parameter is the same as the one used in the Spot RESTful API.

It consists on a dictionary with the following format, where the key is the type of the proxy and the value is the proxy URL:

For websockets, the proxy type is http.

proxies = { 'http': 'http://1.2.3.4:8080' }

You can also use authentication for the proxy by adding the username and password parameters to the proxy URL:

proxies = { 'http': 'http://username:password@host:port' }
# WebSocket API Client
from binance.websocket.spot.websocket_api import SpotWebsocketAPIClient

def message_handler(_, message):
    logging.info(message)

proxies = { 'http': 'http://1.2.3.4:8080' }

my_client = SpotWebsocketAPIClient(on_message=message_handler, proxies=proxies, timeout=10)

my_client.ticker(symbol="BNBBUSD", type="FULL")

time.sleep(5)
logging.info("closing ws connection")
my_client.stop()
# WebSocket Stream Client
from binance.websocket.spot.websocket_stream import SpotWebsocketStreamClient

def message_handler(_, message):
    logging.info(message)

proxies = { 'http': 'http://1.2.3.4:8080' }

my_client = SpotWebsocketStreamClient(on_message=message_handler, proxies=proxies, timeout=10)

# Subscribe to a single symbol stream
my_client.agg_trade(symbol="bnbusdt")
time.sleep(5)
logging.info("closing ws connection")
my_client.stop()

Request Id

Client can assign a request id to each request. The request id will be returned in the response message. Not mandatory in the library, it generates a uuid format string if not provided.

# id provided by client
my_client.ping_connectivity(id="my_request_id")

# library will generate a random uuid string
my_client.ping_connectivity()

Combined Streams

  • If you set is_combined to True, "/stream/" will be appended to the baseURL to allow for Combining streams.
  • is_combined defaults to False and "/ws/" (raw streams) will be appended to the baseURL.

More websocket examples are available in the examples folder.

Example file "examples/websocket_api/app_demo.py" demonstrates how Websocket API and Websocket Stream can be used together.

Connector v1 and v2

from binance.websocket.spot.websocket_client import SpotWebsocketClient as WebsocketClient

def message_handler(message):
    print(message)

ws_client = WebsocketClient()
ws_client.start()

ws_client.mini_ticker(
    symbol='bnbusdt',
    id=1,
    callback=message_handler,
)

# Combine selected streams
ws_client.instant_subscribe(
    stream=['bnbusdt@bookTicker', 'ethusdt@bookTicker'],
    callback=message_handler,
)

ws_client.stop()

Heartbeat

Once connected, the websocket server sends a ping frame every 3 minutes and requires a response pong frame back within a 10 minutes period. This package handles the pong responses automatically.

Testnet

from binance.websocket.spot.websocket_client import SpotWebsocketClient as WebsocketClient

ws_client = WebsocketClient(stream_url='wss://stream.testnet.binance.vision')

Test Case

# In case packages are not installed yet
pip install -r requirements/requirements-test.txt

python -m pytest tests/

Limitation

Futures and Vanilla Options APIs are not supported:

  • /fapi/*
  • /dapi/*
  • /vapi/*
  • Associated Websocket Market and User Data Streams

Contributing

Contributions are welcome.
If you've found a bug within this project, please open an issue to discuss what you would like to change.
If it's an issue with the API, please open a topic at Binance Developer Community