-
Notifications
You must be signed in to change notification settings - Fork 0
/
example_binance_futures.py
executable file
·105 lines (93 loc) · 5.1 KB
/
example_binance_futures.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
#!/usr/bin/env python3
# -*- coding: utf-8 -*-
#
# File: example_binance_futures.py
#
# Part of ‘UNICORN Binance WebSocket API’
# Project website: https://github.com/oliver-zehentleitner/unicorn-binance-websocket-api
# Documentation: https://oliver-zehentleitner.github.io/unicorn-binance-websocket-api
# PyPI: https://pypi.org/project/unicorn-binance-websocket-api/
#
# Author: Oliver Zehentleitner
# https://about.me/oliver-zehentleitner
#
# Copyright (c) 2019-2021, Oliver Zehentleitner
# All rights reserved.
#
# Permission is hereby granted, free of charge, to any person obtaining a
# copy of this software and associated documentation files (the
# "Software"), to deal in the Software without restriction, including
# without limitation the rights to use, copy, modify, merge, publish, dis-
# tribute, sublicense, and/or sell copies of the Software, and to permit
# persons to whom the Software is furnished to do so, subject to the fol-
# lowing conditions:
#
# The above copyright notice and this permission notice shall be included
# in all copies or substantial portions of the Software.
#
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS
# OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABIL-
# ITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT
# SHALL THE AUTHOR BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
# WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS
# IN THE SOFTWARE.
from unicorn_binance_websocket_api.unicorn_binance_websocket_api_manager import BinanceWebSocketApiManager
import logging
import time
import threading
import os
# https://docs.python.org/3/library/logging.html#logging-levels
logging.basicConfig(level=logging.DEBUG,
filename=os.path.basename(__file__) + '.log',
format="{asctime} [{levelname:8}] {process} {thread} {module}: {message}",
style="{")
def print_stream_data_from_stream_buffer(binance_websocket_api_manager):
while True:
if binance_websocket_api_manager.is_manager_stopping():
exit(0)
oldest_stream_data_from_stream_buffer = binance_websocket_api_manager.pop_stream_data_from_stream_buffer()
if oldest_stream_data_from_stream_buffer is False:
time.sleep(0.01)
# create instance of BinanceWebSocketApiManager for Binance.com Futures
binance_websocket_api_manager = BinanceWebSocketApiManager(exchange="binance.com-futures")
# set api key and secret for userData stream
binance_api_key = ""
binance_api_secret = ""
userdata_stream_id = binance_websocket_api_manager.create_stream(["arr"],
["!userData"],
api_key=binance_api_key,
api_secret=binance_api_secret)
bookticker_all_stream_id = binance_websocket_api_manager.create_stream(["arr"], ["!bookTicker"])
# https://binance-docs.github.io/apidocs/futures/en/#mark-price-stream-for-all-market
binance_websocket_api_manager.create_stream(["!markPrice"], "arr@1s", stream_label="!markPrice@arr@1s")
markets = {'btcusdt', 'bchusdt', 'ethusdt'}
binance_websocket_api_manager.create_stream(["aggTrade"], markets)
binance_websocket_api_manager.create_stream(["markPrice"], markets)
binance_websocket_api_manager.create_stream(["kline_1m"], markets)
binance_websocket_api_manager.create_stream(["kline_5m"], markets)
binance_websocket_api_manager.create_stream(["kline_15m"], markets)
binance_websocket_api_manager.create_stream(["kline_1h"], markets)
binance_websocket_api_manager.create_stream(["kline_12h"], markets)
binance_websocket_api_manager.create_stream(["kline_1w"], markets)
binance_websocket_api_manager.create_stream(["ticker"], markets)
binance_websocket_api_manager.create_stream(["miniTicker"], markets)
binance_websocket_api_manager.create_stream(["bookTicker"], markets)
binance_websocket_api_manager.create_stream(["depth"], markets)
binance_websocket_api_manager.create_stream(["depth@2500ms"], markets)
binance_websocket_api_manager.create_stream(["depth5"], markets)
binance_websocket_api_manager.create_stream(["depth5@100ms"], markets)
binance_websocket_api_manager.create_stream(["depth10"], markets)
binance_websocket_api_manager.create_stream(["depth20"], markets)
binance_websocket_api_manager.create_stream(["compositeIndex"], markets, stream_label="compositeIndex")
channels = {'aggTrade', 'markPrice' 'kline_1m', 'kline_5m', 'kline_15m', 'kline_30m', 'kline_1h', 'kline_12h',
'!miniTicker', 'depth20@100ms', 'bookTicker', '!forceOrder', 'kline_1w@250ms',
'compositeIndex'}
binance_websocket_api_manager.create_stream(channels, markets)
# start a worker process to move the received stream_data from the stream_buffer to a print function
worker_thread = threading.Thread(target=print_stream_data_from_stream_buffer, args=(binance_websocket_api_manager,))
worker_thread.start()
# show an overview
while True:
binance_websocket_api_manager.print_summary()
time.sleep(1)