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Feat/support binance (#22)

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* add docs

* Add Binance exchange support

- Updated the environment configuration to include Binance as a selectable exchange option.
- Enhanced the README documentation to reflect the addition of Binance.
- Implemented the Binance exchange adapter and integrated it into the existing exchange framework.
- Modified the basis arbitrage strategy to support Binance alongside existing exchanges.
- Added tests to ensure proper functionality and integration of Binance within the trading system.

* Enhance README with detailed Binance exchange configuration

- Added comprehensive instructions for setting up Binance as an exchange option.
- Included environment variable specifications for API keys, market types, and trading symbols.
- Provided examples for both perpetual and spot trading strategies.
- Clarified the use of WebSocket and REST for the Binance adapter.

* Enhance exchange support and testing framework

- Added a new test suite for exchange contracts to ensure consistency and functionality across supported exchanges.
- Refactored exchange ID handling to utilize a centralized list of supported exchanges, improving maintainability.
- Updated CLI argument parsing and help documentation to reflect the new exchange structure.
- Introduced utility functions for validating supported exchanges and their display names.
- Enhanced the BasisApp and strategy runner to leverage the new exchange validation logic.
- Added a new test command for running exchange-related tests.

* Refactor exchange contract tests and update CLI commands

- Removed the trailing supported exchanges set and simplified the logic for trailing stop support in the exchange contract tests.
- Updated the test command for exchange contracts to exclude unnecessary tests, streamlining the testing process.
- Enhanced test descriptions for clarity and improved understanding of the functionality being tested.
This commit is contained in:
Disney
2026-02-27 11:37:44 +08:00
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parent 422ee6f465
commit d6399b92aa
588 changed files with 96879 additions and 106 deletions
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docs/binance/binance-spot/websocket-api_event-format.md
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---
title: "Event format | Binance Open Platform"
source: "https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/event-format"
fetched_at: "2026-02-26T10:38:12.736Z"
---
[User Data Stream](https://developers.binance.com/docs/binance-spot-api-docs/user-data-stream) events for non-SBE sessions are sent as JSON in **text frames**, one event per frame.
Events in [SBE sessions](https://developers.binance.com/docs/binance-spot-api-docs/faqs/sbe_faq) will be sent as **binary frames**.
Please refer to [`userDataStream.subscribe`](https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/user-data-stream-requests) for details on how to subscribe to User Data Stream in WebSocket API.
Example of an event:
```
{ "subscriptionId": 0, "event": { "e": "outboundAccountPosition", "E": 1728972148778, "u": 1728972148778, "B": [ { "a": "BTC", "f": "11818.00000000", "l": "182.00000000" }, { "a": "USDT", "f": "10580.00000000", "l": "70.00000000" } ] }}
```
Event fields:
Name
Type
Mandatory
Description
`event`
OBJECT
YES
Event payload. See [User Data Streams](https://developers.binance.com/docs/binance-spot-api-docs/user-data-stream)
`subscriptionId`
INT
NO
Identifies which subscription the event is coming from. See [User Data Stream subscriptions](https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/event-format)