sammchardy/python-binance

Features

• Binance Exchange Connectors - Connects to Binance exchange REST and WebSocket APIs for trading, account management, and market data.
• Kline and Trade Data Queries - Retrieves historical candlestick data using synchronous or asynchronous generators.
• Live Kline Streams - Receives live candlestick updates for a trading symbol through a WebSocket connection.
• Market Data Feeds - Subscribes to real-time price, trade, and order book updates via WebSocket connections.
• Account Management - Provides account balance checks, trade history, sub-account management, and margin position tracking for Binance.
• Limit Orders - Submits a buy or sell order at a specified price that executes only when the market reaches that price.
• Cryptocurrency Trading Platforms - Ships an async Python library for executing trades, managing orders, and streaming market data from Binance.
• Exchange - Returns full account details including balances, status, and trading permissions for review.
• Depth Retrieval - Retrieves current bid and ask levels for a trading pair, showing market depth at various price points.
• Order Placements - Submits buy, sell, limit, market, and OCO orders to the exchange with full parameter control.
• Order Quantity Adjustments - Rounds order quantities to exchange-defined step sizes to prevent order rejection.
• Exchange Filter Validations - Validates orders against exchange-defined price, quantity, and notional filters before submission.
• Exchange Order Lifecycle Management - Places, cancels, and modifies orders with exchange-defined filters, test orders, and conditional triggers.
• Trading Libraries - Provides an async Python library for executing trades, managing orders, and streaming market data concurrently.
• Price Tick Size Roundings - Adjusts a price value to the nearest valid increment defined by the symbol's tick size filter to avoid order rejection.
• Cryptocurrency Spot Trading - Executes buy and sell orders on a cryptocurrency exchange through REST and WebSocket APIs.
• Account Balance Queries - Provides authenticated balance queries for cryptocurrency exchange accounts via REST and WebSocket APIs.
• Exchange Asset Balances - Manages cryptocurrency asset balances, dust conversions, and dividend records on exchange accounts.
• Local Order Book Caches - Builds and synchronizes a local order book snapshot by merging REST depth snapshots with WebSocket delta updates.
• Multi-Symbol Subscriptions - Receives live price, trade, and order book updates for multiple trading pairs via WebSocket.
• Candlestick Data Retrievers - Retrieves historical candlestick data for any date range and interval to backtest strategies.
• Asset Withdrawals - Sends cryptocurrency from exchange accounts to external wallet addresses with error handling.
• Historical Data Downloads - Fetches past candlestick, trade, and ticker data for backtesting and analysis.
• Order Book Snapshots - Retrieves current market depth showing bid and ask orders at various price levels.
• Exchange Market Data Streams - Subscribes to live trade, order book, and kline data via WebSocket with automatic reconnection.
• WebSocket Stream Managers - Subscribes to live market data streams via an async context manager to process messages continuously.
• Stop-Loss and Trailing Stop Order Placers - Places orders that trigger or execute only when a specified price condition is met, such as stop-loss or trailing stop.
• Multi-Market Order Managers - Creates, fetches, and modifies orders including margin, futures, and portfolio margin trading through authenticated API calls.
• Exchange Tick and Step Size Validations - Rounds price and quantity to exchange-defined tick and step size filters to prevent rejection.
• Python API Clients - Provides a native Python client for interacting with Binance REST and WebSocket APIs for trading and account management.
• Exchange Portfolio Management - Manages balances, trade history, deposits, withdrawals, sub-accounts, and staking positions.
• WebSocket Reconnections with Backoff - Automatically retries dropped WebSocket connections with exponential backoff up to five times.
• Async REST and WebSocket Clients - Separates synchronous REST calls from persistent WebSocket streams using an async event loop.
• Hybrid REST and WebSocket Clients - Runs a WebSocket listener alongside scheduled API requests to prevent blocking during data retrieval.
• Exchange Connectivity APIs - Authenticates with API keys and connects to REST and WebSocket endpoints for trading and data retrieval.
• Cryptocurrency Exchange Connectors - Executes buy and sell orders, manages account balances, and retrieves market data through REST and WebSocket APIs.
• Stop-Loss and Take-Profit Order Placer - Submits orders that execute automatically when a specified trigger price is reached.
• Market Orders - Submits a buy or sell order that executes immediately at the current market price.
• Trade Order Dispatchers - Submits buy or sell orders to the exchange and manages order lifecycle from placement to execution or cancellation.
• Credentials Object Authentications - Passes a pre-built credentials object to authenticate all API requests to the exchange.
• Multi-Algorithm Signings - Authenticates every API request using HMAC, RSA, or EDDSA cryptographic signing.
• Exchange Account Event Streams - Watches for account, order, and trade updates via authenticated WebSocket streams for spot and margin accounts.
• Account Management APIs - Retrieves account information and settings via authenticated API calls with custom HTTP headers.
• Aggregate Trade Queries - Retrieves compressed trade data combining individual trades with the same price and time.
• Generator-Based Kline Streamers - Yields candlestick data for a date range using a generator to handle large datasets efficiently.
• Margin - Fetches account-level information for cross-margin or isolated margin accounts, including asset balances.
• Futures Position Managers - Manages isolated positions in financial futures markets, including order placement and margin modes.
• Inter-Account Fund Transfers - Moves assets between spot, cross-margin, and isolated margin accounts to manage collateral.
• Margin Trading Managers - Executes margin trades, manages borrowed funds, and monitors margin-specific account details programmatically.
• Recent Trade Retrievals - Retrieves the most recent completed trades for a trading pair.
• WebSocket Depth Level Configurations - Configures the number of depth levels in a WebSocket order book stream using provided constants.
• Margin Loan Borrowers and Repayers - Takes out or repays a margin loan on a cross-margin or isolated margin account.
• Margin Order Management - Provides margin order lifecycle management including retrieval, cancellation, and status checks for open or historical orders.
• Order Placements - Ships margin order placement capabilities with configurable order types, sides, and time-in-force parameters.
• Position Managers - Manages margin positions with borrowing, repayment, interest tracking, and OCO order support.
• Test - Submits an order to the exchange for validation without execution, confirming the order would be accepted.
• Order Queries - Queries the current state and details of specific orders using their identifiers.
• Order Cancellations - Removes open orders from the exchange by identifier to prevent execution and release reserved funds.
• Order Validation and Filtering - Provides tools for placing, canceling, and validating orders with exchange-defined filters and conditional triggers.
• Order Histories - Retrieves past and open order histories for trading pairs with optional limit filtering.
• All Market Price Retrievers - Retrieves the latest price for every available trading pair on Binance.
• Cryptocurrency Ticker Price Retrievers - Fetches the latest trading price for a given cryptocurrency pair on Binance.
• User Trade Data Streamers - Receives real-time updates about the user's own trades through a dedicated WebSocket channel.
• Aggregate Trade Streamers - Streams aggregate trade data from a start time or trade ID using a generator for efficient iteration.
• Historical Trade Iterators - Walks through past aggregate trade data from a start time or trade ID to populate or refresh a local cache.
• Trade History Retrieval - Fetches lists of completed trades for given trading pairs from the exchange.
• Trade History Exporters - Retrieves past trade records from the exchange for analysis and backtesting.
• Local Depth Caches - Builds and continuously updates a local depth cache from WebSocket streams for low-latency access.
• Concurrent Cache Managers - Runs concurrent order book streams for several symbols with individual callbacks.
• Partial Depth Subscriptions - Subscribes to depth updates returning either full diffs or top price level snapshots.
• Historical Trade Data Retrievers - Fetches past candlestick, trade, and ticker data from Binance for backtesting and analysis.
• Asset Detail Retrievals - Fetches detailed asset metadata including deposit and withdrawal status from exchange accounts.
• Deposit Address Retrievals - Obtains wallet addresses for depositing specific cryptocurrencies into exchange accounts.
• Withdrawal History Queries - Retrieves a list of past withdrawals from a trading account, optionally filtered by asset.
• Generator-Based - Yields paginated historical kline and trade data as lazy generators for memory efficiency.
• Best Bid and Ask Retrievals - Retrieves the best bid and ask prices from the order book for all trading pairs.
• Staking and Lending Positions - Manages staking and lending positions to earn yield on held assets on exchange accounts.
• Stop-Loss and Take-Profit Orders - Places stop-loss and take-profit orders that trigger automatically at specified price levels.
• 24-Hour Ticker Retrievers - Retrieves 24-hour rolling price statistics for all trading pairs on Binance.
• Testnet Environment Switches - Connects to exchange testnet environments for spot and futures to validate trading strategies without real funds.
• Websocket Connection Managers - Reuses a single socket manager across multiple depth cache instances to reduce connection overhead.
• Shared Socket Managers - Reuses a single socket manager across multiple order book streams to reduce overhead.
• WebSocket Order Management Managers - Creates, fetches, and edits orders through WebSocket connections for lower latency.
• WebSocket Drop Detectors - Detects dropped WebSocket connections and automatically retries with logging.
• Top-of-Book Queries - Returns the highest bid and lowest ask prices from the locally maintained order book.
• Exchange Metadata Retrievers - Retrieves the full list of trading pairs, filters, and rate limits configured on the exchange.
• Depth Cache Stream Managers - Manages multiple concurrent order book depth cache streams for real-time market data.
• Current Average Price Retrievers - Retrieves the current average price for a trading pair on Binance.
• RSA and EDDSA API Key Signers - Signs API requests using RSA or EDDSA cryptographic keys for secure exchange access.
• Trading Symbol Detail Retrievals - Returns trading rules and metadata for a single specified trading pair.
• RSA and EDDSA API Key Authenticators - Handles API authentication using RSA or EDDSA cryptographic keys for secure exchange interactions.
• Concurrent REST Executions - Makes multiple REST API calls concurrently to avoid sequential blocking and improve throughput.
• Multiplexed Market Data Streams - Joins multiple market data streams into a single multiplexed socket for efficient monitoring.
• WebSocket API Request Integrations - Sends REST-like API requests through an existing WebSocket connection for lower latency.

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