Binance Python SDK
Project description
binance-sdk
binance-sdk
is an another unofficial Binance SDK for python 3.7+, which:
- Based on Binance Official API Docs v3.
- Uses Binance's new websocket stream which supports live pub/sub so that we only need ONE websocket connection.
- Has an optional
pandas.DataFrame
support. Ifpandas
is installed, columns of all stream data frames are renamed for readability. - Based on python
async
/await
- Manages the order book for you (handled by
OrderBookHandlerBase
), so that you need not to worry about websocket reconnection and message losses. For details, see the sectionOrderBookHandlerBase
- Supports to change API endpoints, so that we could use faster API hosts.
Install
# Without pandas support
pip install binance-sdk
or
# With pandas support
pip install binance-sdk[pandas]
Basic Usage
#!/usr/bin/env python
import asyncio
from binance import Client
client = Client()
async def main():
print(await client.get_exchange_info())
loop = asyncio.get_event_loop()
loop.run_until_complete(main())
Handling messages
Binance-sdk provides handler-based APIs to handle all websocket messages, and you are able to not worry about websockets.
#!/usr/bin/env python
from binance import Client, TickerHandlerBase, SubType
client = Client(api_key)
async def main():
# Implement your own TickerHandler.
class TickerPrinter(TickerHandlerBase):
async def receive(self, payload):
"""The function to receive ticker streams.
The function could either be sync or async
Args:
payload (dict): the raw stream payload which is
message['data'] of the original stream message
"""
# If binance-sdk is installed with pandas support, then
# `ticker` will be a `DataFrame` with columns renamed
# Otherwise, it is unnecessary to call `super().receive`.
ticker_df = super().receive(payload)
# Just print the ticker
print(ticker_df)
# Register the handler for `SubType.TICKER`
client.handler(TickerPrinter())
# Subscribe to ticker change for symbol BTCUSDT
await client.subscribe(SubType.TICKER, 'BTCUSDT')
loop = asyncio.get_event_loop()
loop.run_until_complete(main())
# Run the loop forever to keep receiving messages
loop.run_forever()
# It prints a pandas.DataFrame for each message
# type event_time symbol open high low ...
# 0 24hrTicker 1581597461196 BTCUSDT 10328.26000000 10491.00000000 10080.00000000 ...
# ...(to be continued)
Subscribe to more symbol pairs and types
# This will subscribe to
# - bnbusdt@aggTrade
# - bnbusdt@depth
# - bnbbtc@aggTrade
# - bnbbtc@depth
await client.subscribe(
# We could also subscribe multiple types
# for both `BNBUSDT` and 'BNBBTC'
[
SubType.AGG_TRADE,
SubType.ORDER_BOOK
],
# We could subscribe more than one symbol pairs at a time
[
# Which is equivalent to `BNBUSDT`
'BNB_USDT',
'BNBBTC'
]
)
And since we subscribe to THREE new types of messages, we need to set the handlers each of which should isinstance()
of one of
TradeHandlerBase
AggTradeHandlerBase
OrderBookHandlerBase
KlineHandlerBase
MiniTickerHandlerBase
TickerHandlerBase
AllMarketMiniTickersHandlerBase
AllMarketTickersHandlerBase
AccountInfoHandlerBase
AccountPositionHandlerBase
BalanceUpdateHandlerBase
OrderUpdateHandlerBase
OrderListStatusHandlerBase
HandlerExceptionHandlerBase
a special handler to handle stream exceptions
client.handler(MyTradeHandler(), MyOrderBookHandler(), MyKlineHandler())
Subscribe to user streams
# Before subscribe to user stream, you need to provide `api_secret` (and also `api_key`)
client.secret(api_secret)
# Or, you should provide `api_secret` when initialize the client
# ```
# client = Client(api_key, api_secret)
# ```
# binance-sdk will handle user listen key internally without your concern
await client.subscribe(SubType.USER)
Subscribe to handler exceptions
Binance-sdk
receives stream messages in background tasks, so sometimes it is difficult to detect the exceptions raised in receive
function of user handlers.
Fortunately, we could use HandlerExceptionHandlerBase
from binance import (
HandlerExceptionHandlerBase,
KlineHandlerBase
)
class KlineHandler(KlineHandlerBase):
def receive(self, payload):
raise RuntimeError('this will ruin my day')
class HandlerExceptionHandler(HandlerExceptionHandlerBase):
async def receive(self, exception):
# By calling `super().receive(exception)`,
# it will print the error stack.
super().receive(exception)
await send_to_monitor(exception)
client.handler(KlineHandler())
client.handler(HandlerExceptionHandler())
If you just want to print error stacks, we could:
client.handler(HandlerExceptionHandlerBase())
APIs
Client(**kwargs)
All arguments of the constructor Client are keyworded arguments and all optional.
- api_key?
str=None
binance api key - api_secret?
str=None
binance api secret - request_params?
dict=None
global request params for aiohttp - stream_retry_policy?
Callable[[int, Exception], Tuple[bool, int, bool]]
retry policy for websocket stream. For details, see RetryPolicy - stream_timeout?
int=5
seconds util the stream reach an timeout error - api_host?
str='https://api.binance.com'
to specify another API host for rest API requests. 这个参数的存在意义,使用方法,不累述,你懂的。 - stream_host?
str='wss://stream.binance.com'
to specify another stream host for websocket connections.
Create a binance client.
Each API method accepts only keyworded arguments (kwargs) and has verbosed Python doc strings (Google style) which you could check out when you are coding.
The following example shows how to create a new order.
from binance import (
OrderSide,
OrderType,
TimeInForce
)
# All arguments are keyworded arguments.
await client.create_order(
symbol='BTCUSDT',
# You could use string `BUY` (NOT recommended) instead of
# the built-in enum types of Binance-sdk.
# But it is a good practise to use enums which could help
# us to avoid spelling mistakes, and save our money.
side=OrderSide.BUY,
type=OrderType.LIMIT,
timeInForce=TimeInForce.GTC,
# Binance-sdk will not handle Decimals for you,
# so you'd better to know how to deal with python float precisions.
# Or you could use string-type quantity.
quantity=10.,
# It is better to use string type instead of float.
# The same as `quantity`
price='7000.1'
)
client.key(api_key) -> self
Define or change api key. This method is unnecessary if we only request APIs of SecurityType.NONE
client.secret(api_secret) -> self
Define or change api secret, especially when we have not define api secret in Client
constructor.
api_secret
is not always required for using binance-sdk. See Endpoint security type
await client.get(uri, **kwargs)
await client.post(uri, **kwargs)
await client.put(uri, **kwargs)
await client.delete(uri, **kwargs)
- uri
str
the request url - security_type?
SecurityType
endpoint security type. Defaults toSecurityType.NONE
.
Send a GET/POST/PUT/DELETE HTTPs request.
await client.subscribe(subtype, *subtype_params) -> None
await client.subscribe(*subscriptions) -> None
- subtype
str
subscription type, should be one ofSubType.*
s. For details, see SubType - subtype_params
List
params for a certainsubtype
- subscriptions
List[Tuple]
a pack of subscriptions each of which is a tuple ofsubtype
and*subtype_params
.
Subscribe to a stream or multiple streams. If no websocket connection is made up, client.subscribe
will also create a websocket connection.
from binance import SubType, KlineInterval
await client.subscribe(SubType.TICKER, 'BNBUSDT')
# SubType.ALL_MARKET_MINI_TICKERS with default param
await client.subscribe(SubType.ALL_MARKET_MINI_TICKERS)
# SubType.ALL_MARKET_MINI_TICKERS with update interval 3000ms
await client.subscribe(SubType.ALL_MARKET_MINI_TICKERS, 3000)
# Subcribe to multiple types
await client.subscribe(
(SubType.KLINE, 'BTC_USDT', KlineInterval.DAY),
(SubType.TICKER, 'BNBUSDT'),
(
[
SubType.ORDER_BOOK,
SubType.TRADE
],
['BNBUSDT', 'BTCUSDT']
),
(SubType.ALL_MARKET_MINI_TICKERS,) # <-- PAY ATTENTION to the `,` here
)
Possible exceptions:
InvalidSubParamsException
UnsupportedSubTypeException
InvalidSubTypeParamException
StreamAbandonedException
client.start() -> self
Start receiving streams
client.stop() -> self
Stop receiving streams
await client.close(code=4999) -> None
- code
int=4999
the custom close code for websocket. It should be in the range 4000 - 4999
Close stream connection, clear all stream subscriptions and clear all handlers.
client.handler(*handlers) -> self
- handlers
List[Union[HandlerExceptionHandlerBase,TradeHandlerBase,...]]
Register message handlers for streams. If we've subscribed to a stream of a certain subtype
with no corresponding handler provided, the messages of subtype
will not be handled.
Except for HandlerExceptionHandlerBase
, handlers each of whose name ends with Base
should be inherited before use.
Typically, we need to override the def receive(self, payload)
method.
class MyTradeHandler(TradeHandlerBase):
async def receive(self, payload):
# If pandas is installed, then `payload` is a `pandas.DataFrame`,
# otherwise is a dict.
df = super().receive(payload)
# If you don't want the `pandas.DataFrame`, use `payload` directly
await saveTrade(df)
client.handler(MyTradeHandler())
We could also register multiple handlers at one time
client.handler(MyTradeHandler(), MyTickerHandler())
If we register an invalid handler, an InvalidHandlerException
exception will be raised.
SubType
In this section, we will note the parameters for each subtypes
SubType
with parameters symbol
and interval
SubType.KLINE
And interval
should be one of the KlineInterval
enumerables
SubType
s with a param symbol
SubType.TRADE
SubType.AGG_TRADE
SubType.MINI_TICKER
SubType.TICKER
SubType.ORDER_BOOK
SubType
s with an optional param updateInterval=1000
(ms)
SubType.ALL_MARKET_MINI_TICKERS
SubType.ALL_MARKET_TICKERS
Subtype
with no param
SubType.USER
RetryPolicy
Retry policy is used by binance-sdk to determine what to do next after the client fails to do some certain thing.
abandon, delay = stream_retry_policy(info)
# `info.fails` is the counter number of
# how many times has the stream encountered the connection failure.
# If the stream is disconnected just now for the first time, `info.fails` will be `1`
# `info.exception` is the exception that raised which caused the failure
# If abandon is `True`, then the client will give up reconnecting.
# Otherwise:
# - The client will asyncio.sleep `delay` seconds before reconnecting.
OrderBookHandlerBase(**kwargs)
- kwargs
- limit?
int=100
the limit of the depth snapshot - retry_policy?
RetryPolicy=
- limit?
By default, binance-sdk maintains the orderbook for you according to the rules of the official documentation.
Specifically, OrderBookHandlerBase
does the job.
We could get the managed OrderBook
object by method handler.orderbook(symbol)
.
async def main():
client = Client(api_key)
# Unlike other handlers, we usually do not need to inherit `OrderBookHandlerBase`,
# unless we need to receive the raw payload of 'depthUpdate' message
handler = OrderBookHandlerBase()
client.handler(handler)
await client.subscribe(SubType.ORDER_BOOK, 'BTCUSDT')
# Get the reference of OrderBook object for 'BTCUSDT'
orderbook = handler.orderbook('BTCUSDT')
while True:
# If the `retry_policy` never abandon a retry,
# the 'try' block could be emitted
try:
await orderbook.updated()
except Exception as e:
print('exception occurred')
else:
await doSomethingWith(orderbook.asks, orderbook.bids)
loop = asyncio.get_event_loop()
loop.run_until_complete(main())
loop.run_forever()
OrderBook(symbol, **kwargs)
- symbol
str
the symbol name - kwargs
- limit?
int=100
limit of the orderbook - client
Client=None
the instance ofbinance.Client
- retry_policy?
Callable[[int, Exception], (bool, int, bool)]
retry policy for depth snapshot which has the same mechanism asClient::stream_retry_policy
- limit?
OrderBook
is another public class that we could import from binance-sdk and you could also construct your own OrderBook
instance.
async def main():
# PAY attention that `orderbook` should be run in an event loop
orderbook = OrderBook('BTCUSDT', client=client)
await orderbook.updated()
print(orderbook.asks)
orderbook.set_client(client) -> None
- client
Client
the instance ofbinance.Client
Set the client. If client
is not specified in the constructor, then executing this method will make the orderbook to fetch the snapshot for the first time.
orderbook.set_limit(limit) -> None
- limit
int
Set depth limit which is used by binance reset api.
orderbook.set_retry_policy(retry_policy) -> None
- retry_policy
RetryPolicy
Set retry policy of the certain orderbook
property orderbook.ready
-> bool
There is a property getter in orderbook
to detect whether the asks and bids are updated in the orderbook.
If there is a network malfunction of the stream which causing the gap between two depth update messages, orderbook
will fetch a new snapshot from the server, and during that time and before we merge the snapshot, orderbook.ready
is False
.
property orderbook.asks
-> list
property orderbook.bids
-> list
Get asks and bids in ascending order.
orderbook.update(payload) -> bool
- payload
dict
the data payload of thedepthUpdate
stream message
Returns True
if the payload is valid and is updated to the orderbook, otherwise False
If the return value is False
, the orderbook will automatically start fetching the snapshot
await orderbook.fetch() -> None
Manually fetch the snapshot.
For most scenarios, you need NOT to call this method because once there is an invalid payload, the orderbook will fetch the snapshot itself.
await orderbook.updated() -> None
Wait for the next update of the orderbook.
We could also await orderbook.updated()
to make sure the orderbook is ready.
If the orderbook fails to fetch depth snapshot for so many times which means the fetching is abanboned by the retry_policy
, an aiohttp
exception will be raised.
Listen to the updates of orderbook
async def start_listening_updates(orderbook):
# This is an infinite loop
while True:
await orderbook.updated()
# do something
def start():
return asyncio.create_task(start_listening_updates(orderbook))
task = start()
# If we want to stop listening
task.cancel()
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