* 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.
6.7 KiB
title, source, fetched_at
| title | source | fetched_at |
|---|---|---|
| User Data Stream requests | Binance Open Platform | https://developers.binance.com/docs/binance-spot-api-docs/testnet/websocket-api/user-data-stream-requests | 2026-02-26T10:38:12.155Z |
User Data Stream subscription
General information:
- User Data Stream subscriptions allow you to receive all the events related to a given account on a WebSocket connection.
- There are 2 ways to start a subscription:
- If you have an authenticated session, then you can subscribe to events for that authenticated account using
userDataStream.subscribe. - In any session, authenticated or not, you can subscribe to events for one or more accounts for which you can provide an API Key signature, using
userDataStream.subscribe.signature. - You can have only one active subscription for a given account on a given connection.
- If you have an authenticated session, then you can subscribe to events for that authenticated account using
- Subscriptions are identified by a
subscriptionIdwhich is returned when starting the subscription. ThatsubscriptionIdallows you to map the events you receive to a given subscription.- All active subscriptions for a session can be found using
session.subscriptions.
- All active subscriptions for a session can be found using
- Limits
- A single session supports up to 1,000 active subscriptions simultaneously.
- Attempting to start a new subscription beyond this limit will result in an error.
- If your accounts are very active, we suggest not opening too many subscriptions at once, in order to not overload your connection.
- A single session can handle a maximum of 65,535 total subscriptions over its lifetime.
- If this limit is reached, you will receive an error and must re-establish a new connection to be able to start new subscriptions.
- A single session supports up to 1,000 active subscriptions simultaneously.
- To verify the status of User Data Stream subscriptions, check the
userDataStreamfield insession.status:null- User Data Stream subscriptions are not available on this WebSocket API.true- There is at least one subscription active in this session.false- There are no active subscriptions in this session.
Subscribe to User Data Stream (USER_STREAM)
{ "id": "d3df8a21-98ea-4fe0-8f4e-0fcea5d418b7", "method": "userDataStream.subscribe"}
Subscribe to the User Data Stream in the current WebSocket connection.
Notes:
- This method requires an authenticated WebSocket connection using Ed25519 keys. Please refer to
session.logon. - To check the subscription status, use
session.status, see theuserDataStreamflag indicating you have have an active subscription. - User Data Stream events are available in both JSON and SBE sessions.
- Please refer to User Data Streams for the event format details.
- For SBE, only SBE schema 2:1 or later is supported.
Weight: 2
Parameters: NONE
Response:
{ "id": "d3df8a21-98ea-4fe0-8f4e-0fcea5d418b7", "status": 200, "result": { "subscriptionId": 0 }}
Unsubscribe from User Data Stream
{ "id": "d3df8a21-98ea-4fe0-8f4e-0fcea5d418b7", "method": "userDataStream.unsubscribe"}
Stop listening to the User Data Stream in the current WebSocket connection.
Note that session.logout will only close the subscription created with userDataStream.subscribe but not subscriptions opened with userDataStream.subscribe.signature.
Weight: 2
Parameters:
Name
Type
Mandatory
Description
subscriptionId
INT
No
When called with no parameter, this will close all subscriptions.
When called with the subscriptionId parameter, this will attempt to close the subscription with that subscription id, if it exists.
Response:
{ "id": "d3df8a21-98ea-4fe0-8f4e-0fcea5d418b7", "status": 200, "result": {}}
Listing all subscriptions
{ "id": "d3df5a22-88ea-4fe0-9f4e-0fcea5d418b7", "method": "session.subscriptions", "params": {}}
Note:
- Users are expected to track on their side which subscription corresponds to which account.
Weight: 2
Data Source: Memory
Response:
{ "id": "d3df5a22-88ea-4fe0-9f4e-0fcea5d418b7", "status": 200, "result": [ { "subscriptionId": 0 }, { "subscriptionId": 1 } ]}
Subscribe to User Data Stream through signature subscription (USER_STREAM)
{ "id": "d3df8a22-98ea-4fe0-9f4e-0fcea5d418b7", "method": "userDataStream.subscribe.signature", "params": { "apiKey": "mjcKCrJzTU6TChLsnPmgnQJJMR616J4yWvdZWDUeXkk6vL6dLyS7rcVOQlADlVjA", "timestamp": 1747385641636, "signature": "yN1vWpXb+qoZ3/dGiFs9vmpNdV7e3FxkA+BstzbezDKwObcijvk/CVkWxIwMCtCJbP270R0OempYwEpS6rDZCQ==" }}
Weight: 2
Parameters:
Name
Type
Mandatory
Description
apiKey
STRING
Yes
timestamp
LONG
Yes
signature
STRING
Yes
recvWindow
DECIMAL
No
The value cannot be greater than 60000.
Supports up to three decimal places of precision (e.g., 6000.346) so that microseconds may be specified.
Data Source: Memory
Response:
{ "id": "d3df8a22-98ea-4fe0-9f4e-0fcea5d418b7", "status": 200, "result": { "subscriptionId": 0 }}