aio-binance-futures

Binance Futures Public Async API Connector Python

Python 3.7
License: MIT

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

  • Supported APIs:
    • USDT-M Futures `/fapi/*“
    • Futures/Delivery Websocket Market Stream
    • Futures/Delivery User Data Stream
  • Inclusion of examples
  • Response metadata can be displayed

Installation

pip install aio_binance_futures

RESTful APIs

Usage examples:

from aio_binance_futures import Client 

async def main():
    client = Client()
    res = await client.time()
    print(res)

    client = Client(key='<api_key>', secret='<api_secret>')

    # Get account information
    res = await client.account()
    print(res)

    # Post a new order
    params = {
        'symbol': 'BTCUSDT',
        'side': 'SELL',
        'type': 'LIMIT',
        'timeInForce': 'GTC',
        'quantity': 0.002,
        'price': 59808
    }

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

asyncio.run(main())

Please find examples folder to check for more endpoints.

Base URL

For USDT-M Futures, if base_url is not provided, it defaults to fapi.binance.com.

It’s recommended to pass in the base_url parameter, even in production as Binance provides alternative URLs

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.query_order('BTCUSDT', orderListId=1)

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

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=5

from aio_binance_futures import Client

client= Client(timeout=1)

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 aio_binance_futures import Client

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

returns:

{'data': {'serverTime': 1647990837551}, 'limit_usage': 40}

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', ...}}

Display logs

client = Client(debug='debug')

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

Websocket

import asyncio

from aio_binance_futures import WsClient


async def calback_event(data: dict):
    print(data)

async def main():
    ws = WsClient()
    stream = [
        ws.liquidation_order(),
        ws.book_ticker(),
        ws.ticker('BTCUSDT')
    ]
    res = await asyncio.gather(*stream)
    await ws.subscription_streams(res, calback_event)

asyncio.run(main())

More websocket examples are available in the examples folder

Heartbeat

Once connected, the websocket server sends a ping frame every 3 minutes and requires a response pong frame back within
a 5 minutes period. This package handles the pong responses automatically.

GitHub

View Github