BinanceSocketManager

Initialise the BinanceSocketManager

:param client: Binance API client :type client: binance.AsyncClient :param user_timeout: Timeout for user socket in seconds :param max_queue_size: Max size of the websocket queue, defaults to 100 :type max_queue_size: int :param verbose: Enable verbose logging for WebSocket connections :type verbose: bool

Start a websocket for symbol market depth returning either a diff or a partial book

https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#partial-book-depth-streams

:param symbol: required :type symbol: str :param depth: optional Number of depth entries to return, default None. If passed returns a partial book instead of a diff :type depth: str :param interval: optional interval for updates, default None. If not set, updates happen every second. Must be 0, None (1s) or 100 (100ms) :type interval: int

:returns: connection key string if successful, False otherwise

Partial Message Format

.. code-block:: python

{ "lastUpdateId": 160, # Last update ID "bids": [ # Bids to be updated [ "0.0024", # price level to be updated "10", # quantity [] # ignore ] ], "asks": [ # Asks to be updated [ "0.0026", # price level to be updated "100", # quantity [] # ignore ] ] }

Diff Message Format

.. code-block:: python

{ "e": "depthUpdate", # Event type "E": 123456789, # Event time "s": "BNBBTC", # Symbol "U": 157, # First update ID in event "u": 160, # Final update ID in event "b": [ # Bids to be updated [ "0.0024", # price level to be updated "10", # quantity [] # ignore ] ], "a": [ # Asks to be updated [ "0.0026", # price level to be updated "100", # quantity [] # ignore ] ] }

Start a websocket for symbol kline data

https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#klinecandlestick-streams

:param symbol: required :type symbol: str :param interval: Kline interval, default KLINE_INTERVAL_1MINUTE :type interval: str

:returns: connection key string if successful, False otherwise

Message Format

.. code-block:: python

{ "e": "kline", # event type "E": 1499404907056, # event time "s": "ETHBTC", # symbol "k": { "t": 1499404860000, # start time of this bar "T": 1499404919999, # end time of this bar "s": "ETHBTC", # symbol "i": "1m", # interval "f": 77462, # first trade id "L": 77465, # last trade id "o": "0.10278577", # open "c": "0.10278645", # close "h": "0.10278712", # high "l": "0.10278518", # low "v": "17.47929838", # volume "n": 4, # number of trades "x": false, # whether this bar is final "q": "1.79662878", # quote volume "V": "2.34879839", # volume of active buy "Q": "0.24142166", # quote volume of active buy "B": "13279784.01349473" # can be ignored } }

Start a websocket for symbol kline data for the perpeual futures stream

https://binance-docs.github.io/apidocs/futures/en/#continuous-contract-kline-candlestick-streams

:param symbol: required :type symbol: str :param interval: Kline interval, default KLINE_INTERVAL_1MINUTE :type interval: str :param futures_type: use USD-M or COIN-M futures default USD-M :param contract_type: use PERPETUAL or CURRENT_QUARTER or NEXT_QUARTER default PERPETUAL

:returns: connection key string if successful, False otherwise

Message Format

.. code-block:: python

{ "e":"continuous_kline", // Event type "E":1607443058651, // Event time "ps":"BTCUSDT", // Pair "ct":"PERPETUAL" // Contract type "k":{ "t":1607443020000, // Kline start time "T":1607443079999, // Kline close time "i":"1m", // Interval "f":116467658886, // First trade ID "L":116468012423, // Last trade ID "o":"18787.00", // Open price "c":"18804.04", // Close price "h":"18804.04", // High price "l":"18786.54", // Low price "v":"197.664", // volume "n": 543, // Number of trades "x":false, // Is this kline closed? "q":"3715253.19494", // Quote asset volume "V":"184.769", // Taker buy volume "Q":"3472925.84746", //Taker buy quote asset volume "B":"0" // Ignore } } <pair><contractType>@continuousKline<interval>

Start a miniticker websocket for all trades

This is not in the official Binance api docs, but this is what feeds the right column on a ticker page on Binance.

:param update_time: time between callbacks in milliseconds, must be 1000 or greater :type update_time: int

:returns: connection key string if successful, False otherwise

Message Format

.. code-block:: python

[ { 'e': '24hrMiniTicker', # Event type 'E': 1515906156273, # Event time 's': 'QTUMETH', # Symbol 'c': '0.03836900', # close 'o': '0.03953500', # open 'h': '0.04400000', # high 'l': '0.03756000', # low 'v': '147435.80000000', # volume 'q': '5903.84338533' # quote volume } ]

Start a websocket for symbol trade data

https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#trade-streams

:param symbol: required :type symbol: str

:returns: connection key string if successful, False otherwise

Message Format

.. code-block:: python

{ "e": "trade", # Event type "E": 123456789, # Event time "s": "BNBBTC", # Symbol "t": 12345, # Trade ID "p": "0.001", # Price "q": "100", # Quantity "b": 88, # Buyer order Id "a": 50, # Seller order Id "T": 123456785, # Trade time "m": true, # Is the buyer the market maker? "M": true # Ignore. }

Start a websocket for symbol trade data

https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#aggregate-trade-streams

:param symbol: required :type symbol: str

:returns: connection key string if successful, False otherwise

Message Format

.. code-block:: python

{ "e": "aggTrade", # event type "E": 1499405254326, # event time "s": "ETHBTC", # symbol "a": 70232, # aggregated tradeid "p": "0.10281118", # price "q": "8.15632997", # quantity "f": 77489, # first breakdown trade id "l": 77489, # last breakdown trade id "T": 1499405254324, # trade time "m": false, # whether buyer is a maker "M": true # can be ignored }

Start a websocket for aggregate symbol trade data for the futures stream

:param symbol: required :param futures_type: use USD-M or COIN-M futures default USD-M

:returns: connection key string if successful, False otherwise

Message Format

.. code-block:: python

{ "e": "aggTrade", // Event type "E": 123456789, // Event time "s": "BTCUSDT", // Symbol "a": 5933014, // Aggregate trade ID "p": "0.001", // Price "q": "100", // Quantity "f": 100, // First trade ID "l": 105, // Last trade ID "T": 123456785, // Trade time "m": true, // Is the buyer the market maker? }

Start a websocket for a symbol's miniTicker data

https://binance-docs.github.io/apidocs/spot/en/#individual-symbol-mini-ticker-stream

:param symbol: required :type symbol: str

:returns: connection key string if successful, False otherwise

Message Format

.. code-block:: python

{ "e": "24hrMiniTicker", // Event type "E": 123456789, // Event time "s": "BNBBTC", // Symbol "c": "0.0025", // Close price "o": "0.0010", // Open price "h": "0.0025", // High price "l": "0.0010", // Low price "v": "10000", // Total traded base asset volume "q": "18" // Total traded quote asset volume }

Start a websocket for a symbol's ticker data

https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#individual-symbol-ticker-streams

:param symbol: required :type symbol: str

:returns: connection key string if successful, False otherwise

Message Format

.. code-block:: python

{ "e": "24hrTicker", # Event type "E": 123456789, # Event time "s": "BNBBTC", # Symbol "p": "0.0015", # Price change "P": "250.00", # Price change percent "w": "0.0018", # Weighted average price "x": "0.0009", # Previous day's close price "c": "0.0025", # Current day's close price "Q": "10", # Close trade's quantity "b": "0.0024", # Best bid price "B": "10", # Bid bid quantity "a": "0.0026", # Best ask price "A": "100", # Best ask quantity "o": "0.0010", # Open price "h": "0.0025", # High price "l": "0.0010", # Low price "v": "10000", # Total traded base asset volume "q": "18", # Total traded quote asset volume "O": 0, # Statistics open time "C": 86400000, # Statistics close time "F": 0, # First trade ID "L": 18150, # Last trade Id "n": 18151 # Total number of trades }

Start a websocket for all ticker data

By default all markets are included in an array.

https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#all-market-tickers-stream

:param coro: callback function to handle messages :type coro: function

:returns: connection key string if successful, False otherwise

Message Format

.. code-block:: python

[ { 'F': 278610, 'o': '0.07393000', 's': 'BCCBTC', 'C': 1509622420916, 'b': '0.07800800', 'l': '0.07160300', 'h': '0.08199900', 'L': 287722, 'P': '6.694', 'Q': '0.10000000', 'q': '1202.67106335', 'p': '0.00494900', 'O': 1509536020916, 'a': '0.07887800', 'n': 9113, 'B': '1.00000000', 'c': '0.07887900', 'x': '0.07399600', 'w': '0.07639068', 'A': '2.41900000', 'v': '15743.68900000' } ]

Start a websocket for all ticker data

By default all markets are included in an array.

https://binance-docs.github.io/apidocs/futures/en/#all-market-tickers-streams

:returns: connection key string if successful, False otherwise

Message Format

.. code-block:: python

[ { "e": "24hrTicker", // Event type "E": 123456789, // Event time "s": "BTCUSDT", // Symbol "p": "0.0015", // Price change "P": "250.00", // Price change percent "w": "0.0018", // Weighted average price "c": "0.0025", // Last price "Q": "10", // Last quantity "o": "0.0010", // Open price "h": "0.0025", // High price "l": "0.0010", // Low price "v": "10000", // Total traded base asset volume "q": "18", // Total traded quote asset volume "O": 0, // Statistics open time "C": 86400000, // Statistics close time "F": 0, // First trade ID "L": 18150, // Last trade Id "n": 18151 // Total number of trades } ]

Start a websocket for all ticker data

By default all markets are included in an array.

https://binance-docs.github.io/apidocs/delivery/en/#all-market-tickers-streams

:returns: connection key string if successful, False otherwise

Message Format

.. code-block:: python

[ { "e": "24hrTicker", // Event type "E": 123456789, // Event time "s": "BTCUSDT", // Symbol "p": "0.0015", // Price change "P": "250.00", // Price change percent "w": "0.0018", // Weighted average price "c": "0.0025", // Last price "Q": "10", // Last quantity "o": "0.0010", // Open price "h": "0.0025", // High price "l": "0.0010", // Low price "v": "10000", // Total traded base asset volume "q": "18", // Total traded quote asset volume "O": 0, // Statistics open time "C": 86400000, // Statistics close time "F": 0, // First trade ID "L": 18150, // Last trade Id "n": 18151 // Total number of trades } ]

Start a websocket for a symbol's futures mark price https://binance-docs.github.io/apidocs/delivery/en/#index-price-stream :param symbol: required :param fast: use faster or 1s default :returns: connection key string if successful, False otherwise

Message Format .. code-block:: python { "e": "indexPriceUpdate", // Event type "E": 1591261236000, // Event time "i": "BTCUSD", // Pair "p": "9636.57860000", // Index Price }

Start a websocket for a symbol's futures mark price https://binance-docs.github.io/apidocs/futures/en/#mark-price-stream :param symbol: required :param fast: use faster or 1s default :param futures_type: use USD-M or COIN-M futures default USD-M :returns: connection key string if successful, False otherwise Message Format .. code-block:: python { "e": "markPriceUpdate", // Event type "E": 1562305380000, // Event time "s": "BTCUSDT", // Symbol "p": "11185.87786614", // Mark price "r": "0.00030000", // Funding rate "T": 1562306400000 // Next funding time }

Start a websocket for all futures mark price data By default all symbols are included in an array. https://binance-docs.github.io/apidocs/futures/en/#mark-price-stream-for-all-market :param fast: use faster or 1s default :param futures_type: use USD-M or COIN-M futures default USD-M :returns: connection key string if successful, False otherwise Message Format .. code-block:: python

[ { "e": "markPriceUpdate", // Event type "E": 1562305380000, // Event time "s": "BTCUSDT", // Symbol "p": "11185.87786614", // Mark price "r": "0.00030000", // Funding rate "T": 1562306400000 // Next funding time } ]

Start a websocket for a symbol's ticker data By default all markets are included in an array. https://binance-docs.github.io/apidocs/futures/en/#individual-symbol-book-ticker-streams :param symbol: required :param futures_type: use USD-M or COIN-M futures default USD-M :returns: connection key string if successful, False otherwise .. code-block:: python [ { "u":400900217, // order book updateId "s":"BNBUSDT", // symbol "b":"25.35190000", // best bid price "B":"31.21000000", // best bid qty "a":"25.36520000", // best ask price "A":"40.66000000" // best ask qty } ]

Start a futures websocket for a single symbol's ticker data https://binance-docs.github.io/apidocs/futures/en/#individual-symbol-ticker-streams :param symbol: required :type symbol: str :param futures_type: use USD-M or COIN-M futures default USD-M :returns: connection key string if successful, False otherwise .. code-block:: python { "e": "24hrTicker", // Event type "E": 123456789, // Event time "s": "BTCUSDT", // Symbol "p": "0.0015", // Price change }

Start a websocket for all ticker data By default all markets are included in an array.

https://binance-docs.github.io/apidocs/futures/en/#all-book-tickers-stream

https://binance-docs.github.io/apidocs/futures/en/#all-market-tickers-streams

:param channel: optional channel type, default '!bookTicker', but '!ticker@arr' is also available :param: futures_type: use USD-M or COIN-M futures default USD-M :returns: connection key string if successful, False otherwise Message Format .. code-block:: python [ { "u":400900217, // order book updateId "s":"BNBUSDT", // symbol "b":"25.35190000", // best bid price "B":"31.21000000", // best bid qty "a":"25.36520000", // best ask price "A":"40.66000000" // best ask qty } ]

Start a websocket for the best bid or ask's price or quantity for a specified symbol.

https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#individual-symbol-book-ticker-streams

:param symbol: required :type symbol: str

:returns: connection key string if successful, False otherwise

Message Format

.. code-block:: python

{ "u":400900217, // order book updateId "s":"BNBUSDT", // symbol "b":"25.35190000", // best bid price "B":"31.21000000", // best bid qty "a":"25.36520000", // best ask price "A":"40.66000000" // best ask qty }

Start a websocket for the best bid or ask's price or quantity for all symbols.

https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#all-book-tickers-stream

:returns: connection key string if successful, False otherwise

Message Format

.. code-block:: python

{ // Same as <symbol>@bookTicker payload }

Start a multiplexed socket using a list of socket names. User stream sockets can not be included.

Symbols in socket name must be lowercase i.e bnbbtc@aggTrade, neobtc@ticker

Combined stream events are wrapped as follows: {"stream":"<streamName>","data":<rawPayload>}

https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md

:param streams: list of stream names in lower case :type streams: list

:returns: connection key string if successful, False otherwise

Message Format - see Binance API docs for all types

Start a multiplexed socket using a list of socket names.

https://developers.binance.com/docs/derivatives/option/websocket-market-streams

Start a multiplexed socket using a list of socket names. User stream sockets can not be included.

Symbols in socket name must be lowercase i.e bnbbtc@aggTrade, neobtc@ticker

Combined stream events are wrapped as follows: {"stream":"<streamName>","data":<rawPayload>}

https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md

:param streams: list of stream names in lower case :param futures_type: use USD-M or COIN-M futures default USD-M

:returns: connection key string if successful, False otherwise

Message Format - see Binance API docs for all types

Start a websocket for user data

https://github.com/binance-exchange/binance-official-api-docs/blob/master/user-data-stream.md https://binance-docs.github.io/apidocs/spot/en/#listen-key-spot

:returns: connection key string if successful, False otherwise

Message Format - see Binance API docs for all types

Start a websocket for futures user data

https://binance-docs.github.io/apidocs/futures/en/#user-data-streams

:returns: connection key string if successful, False otherwise

Message Format - see Binanace API docs for all types

Start a websocket for coin futures user data

https://binance-docs.github.io/apidocs/delivery/en/#user-data-streams

:returns: connection key string if successful, False otherwise

Message Format - see Binanace API docs for all types

Start a websocket for cross-margin data

https://binance-docs.github.io/apidocs/spot/en/#listen-key-margin

:returns: connection key string if successful, False otherwise

Message Format - see Binance API docs for all types

Start a websocket for futures data

https://binance-docs.github.io/apidocs/futures/en/#websocket-market-streams

:returns: connection key string if successful, False otherwise

Message Format - see Binance API docs for all types

Start a websocket for coin futures data

https://binance-docs.github.io/apidocs/delivery/en/#websocket-market-streams

:returns: connection key string if successful, False otherwise

Message Format - see Binance API docs for all types

Start a websocket for portfolio margin user data

https://developers.binance.com/docs/derivatives/portfolio-margin/user-data-streams

:returns: connection key string if successful, False otherwise

Message Format - see Binance API docs for all types

Start a websocket for isolated margin data

https://binance-docs.github.io/apidocs/spot/en/#listen-key-isolated-margin

:param symbol: required - symbol for the isolated margin account :type symbol: str

:returns: connection key string if successful, False otherwise

Message Format - see Binance API docs for all types

Subscribe to a 24-hour ticker info stream for options trading.

API Reference: https://developers.binance.com/docs/derivatives/option/websocket-market-streams/24-hour-TICKER

Stream provides real-time 24hr ticker information for all symbols. Only symbols whose ticker info changed will be sent. Updates every 1000ms.

:param symbol: The option symbol to subscribe to (e.g. "BTC-220930-18000-C") :type symbol: str

Subscribe to a 24-hour ticker info stream by underlying asset and expiration date.

API Reference: https://developers.binance.com/docs/derivatives/option/websocket-market-streams/24-hour-TICKER-by-underlying-asset-and-expiration-data

Stream provides real-time 24hr ticker information grouped by underlying asset and expiration date. Updates every 1000ms.

:param symbol: The underlying asset (e.g., "ETH") :type symbol: str :param expiration_date: The expiration date (e.g., "220930" for Sept 30, 2022) :type expiration_date: str

Subscribe to a real-time trade information stream.

API Reference: https://developers.binance.com/docs/derivatives/option/websocket-market-streams/Trade-Streams

Stream pushes raw trade information for a specific symbol or underlying asset. Updates every 50ms.

:param symbol: The option symbol or underlying asset (e.g., "BTC-200630-9000-P" or "BTC") :type symbol: str

Subscribe to a Kline/Candlestick data stream.

API Reference: https://developers.binance.com/docs/derivatives/option/websocket-market-streams/Kline-Candlestick-Streams

Stream pushes updates to the current klines/candlestick every 1000ms (if existing).

Available intervals:

• Minutes: "1m", "3m", "5m", "15m", "30m"
• Hours: "1h", "2h", "4h", "6h", "12h"
• Days: "1d", "3d"
• Weeks: "1w"

:param symbol: The option symbol (e.g., "BTC-200630-9000-P") :type symbol: str :param interval: Kline interval, default KLINE_INTERVAL_1MINUTE :type interval: str

Subscribe to partial book depth stream for options trading.

API Reference: https://developers.binance.com/docs/derivatives/option/websocket-market-streams/Partial-Book-Depth-Streams

Stream provides top N bids and asks from the order book. Default update speed is 500ms if not specified in the stream name.

:param symbol: The option symbol (e.g., "BTC-200630-9000-P") :type symbol: str :param depth: Number of price levels. Valid values: "10", "20", "50", "100" :type depth: str

Subscribe to a futures depth data stream

https://binance-docs.github.io/apidocs/futures/en/#partial-book-depth-streams

:param symbol: required :type symbol: str :param depth: optional Number of depth entries to return, default 10. :type depth: str :param futures_type: use USD-M or COIN-M futures default USD-M

Subscribe to a futures RPI (Retail Price Improvement) depth data stream

RPI orders are included and aggregated in the stream. Crossed price levels are hidden. Updates every 500ms.

https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/websocket-market-streams/RPI-Order-Book

:param symbol: required :type symbol: str :param futures_type: use USD-M or COIN-M futures default USD-M

Subscribe to a new symbol listing information stream.

Stream provides real-time notifications when new option symbols are listed. Updates every 50ms.

Stream name: option_pair

API Reference: https://developers.binance.com/docs/derivatives/option/websocket-market-streams/New-Symbol-Info

Response fields include:

• Event type and timestamps
• Underlying index (e.g., 'BTCUSDT')
• Quotation asset (e.g., 'USDT')
• Trading pair name (e.g., 'BTC-221116-21000-C')
• Conversion ratio and minimum trade volume
• Option type (CALL/PUT)
• Strike price and expiration time

Subscribe to an options open interest stream.

Stream provides open interest information for specific underlying asset on specific expiration date. Updates every 60 seconds.

Stream name format: <underlyingAsset>@openInterest@<expirationDate>

API Reference: https://developers.binance.com/docs/derivatives/option/websocket-market-streams/Open-Interest

Response fields include:

• Event type and timestamps
• Option symbol (e.g., 'ETH-221125-2700-C')
• Open interest in contracts
• Open interest in USDT

:param symbol: The underlying asset (e.g., "ETH") :type symbol: str :param expiration_date: The expiration date (e.g., "221125" for Nov 25, 2022) :type expiration_date: str

Subscribe to an options mark price stream.

Stream provides mark price information for all option symbols on specific underlying asset. Updates every 1000ms.

Stream name format: <underlyingAsset>@markPrice

API Reference: https://developers.binance.com/docs/derivatives/option/websocket-market-streams/Mark-Price

Response fields include:

• Event type and timestamps
• Option symbol (e.g., 'ETH-220930-1500-C')
• Option mark price

:param symbol: The underlying asset (e.g., "ETH") :type symbol: str

Subscribe to an options index price stream.

API Reference: https://developers.binance.com/docs/derivatives/option/websocket-market-streams/Index-Price-Streams

Stream provides index price information for underlying assets (e.g., ETHUSDT). Updates every 1000ms.

Response fields include:

• Event type and timestamps
• Underlying symbol (e.g., 'ETHUSDT')
• Index price

:param symbol: The underlying symbol (e.g., "ETHUSDT") :type symbol: str

Stop a websocket given the connection key

:param conn_key: Socket connection key :type conn_key: string

:returns: None