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DisneyandGitHub d6399b92aa Feat/support binance (#22) 
* 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.
2026-02-27 11:37:44 +08:00

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Connect | Binance Open Platform https://developers.binance.com/docs/derivatives/portfolio-margin/user-data-streams 2026-01-27T05:28:23.574Z

User Data Streams Connect

  • The base API endpoint is: https://papi.binance.com

  • A User Data Stream listenKey is valid for 60 minutes after creation.

  • Doing a PUT on a listenKey will extend its validity for 60 minutes, if response -1125 error "This listenKey does not exist." Please use POST /papi/v1/listenKey to recreate listenKey.

  • Doing a DELETE on a listenKey will close the stream and invalidate the listenKey.

  • Doing a POST on an account with an active listenKey will return the currently active listenKey and extend its validity for 60 minutes. *Connection method for Websocket:

    • Base Url: wss://fstream.binance.com/pm
    • User Data Streams are accessed at /ws/
    • Example: wss://fstream.binance.com/pm/ws/pqia91ma19a5s61cv6a81va65sdf19v8a65a1a5s61cv6a81va65sdf19v8a65a1

  • For one connection(one user data), the user data stream payloads can guaranteed to be in order during heavy periods; Strongly recommend you order your updates using E

  • A single connection is only valid for 24 hours; expect to be disconnected at the 24 hour mark

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