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discountry
c4559cb0d7
- Introduced a new swing trading strategy utilizing the RSI indicator on the ETHBTC pair from Binance. - Implemented the `SwingEngine` to manage trading logic, including entry and exit conditions based on RSI thresholds. - Added configuration options for swing direction, trade amount, and RSI parameters in `config.ts`. - Created new documentation for the swing strategy, detailing its behavior and configuration. - Enhanced CLI to support the new swing strategy option. - Added tests for swing logic to ensure correct behavior under various market conditions.
369 lines
15 KiB
Markdown
369 lines
15 KiB
Markdown
- The following base endpoints are available. Please use whichever works best for your setup:
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- **[https://api.binance.com](https://api.binance.com/)**
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- **[https://api-gcp.binance.com](https://api-gcp.binance.com/)**
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- **[https://api1.binance.com](https://api1.binance.com/)**
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- **[https://api2.binance.com](https://api2.binance.com/)**
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- **[https://api3.binance.com](https://api3.binance.com/)**
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- **[https://api4.binance.com](https://api4.binance.com/)**
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- The last 4 endpoints in the point above (`api1` - `api4`) should give better performance but have less stability.
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- Responses are in JSON by default. To receive responses in SBE, refer to the [SBE FAQ](https://developers.binance.com/docs/binance-spot-api-docs/faqs/sbe_faq) page.
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- If your request contains a symbol name containing non-ASCII characters, then the response may contain non-ASCII characters encoded in UTF-8.
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- Some endpoints may return asset and/or symbol names containing non-ASCII characters encoded in UTF-8 even if the request did not contain non-ASCII characters.
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- Data is returned in **chronological order**, unless noted otherwise.
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- Without `startTime` or `endTime`, returns the most recent items up to the limit.
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- With `startTime`, returns oldest items from `startTime` up to the limit.
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- With `endTime`, returns most recent items up to `endTime` and the limit.
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- With both, behaves like `startTime` but does not exceed `endTime`.
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- All time and timestamp related fields in the JSON responses are in **milliseconds by default.** To receive the information in microseconds, please add the header `X-MBX-TIME-UNIT:MICROSECOND` or `X-MBX-TIME-UNIT:microsecond`.
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- We support HMAC, RSA, and Ed25519 keys. For more information, please see [API Key types](https://developers.binance.com/docs/binance-spot-api-docs/faqs/api_key_types).
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- Timestamp parameters (e.g. `startTime`, `endTime`, `timestamp`) can be passed in milliseconds or microseconds.
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- For APIs that only send public market data, please use the base endpoint **[https://data-api.binance.vision](https://data-api.binance.vision/)**. Please refer to [Market Data Only](https://developers.binance.com/docs/binance-spot-api-docs/faqs/market_data_only) page.
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- If there are enums or terms you want clarification on, please see the [SPOT Glossary](https://developers.binance.com/docs/binance-spot-api-docs/faqs/spot_glossary) for more information.
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- APIs have a timeout of 10 seconds when processing a request. If a response from the Matching Engine takes longer than this, the API responds with "Timeout waiting for response from backend server. Send status unknown; execution status unknown." [(-1007 TIMEOUT)](https://developers.binance.com/docs/binance-spot-api-docs/errors#-1007-timeout)
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- This does not always mean that the request failed in the Matching Engine.
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- If the status of the request has not appeared in [User Data Stream](https://developers.binance.com/docs/binance-spot-api-docs/user-data-stream), please perform an API query for its status.
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- **Please avoid SQL keywords in requests** as they may trigger a security block by a WAF (Web Application Firewall) rule. See [https://www.binance.com/en/support/faq/detail/360004492232](https://www.binance.com/en/support/faq/detail/360004492232) for more details.
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- If your request contains a symbol name containing non-ASCII characters, then the response may contain non-ASCII characters encoded in UTF-8.
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- Some endpoints may return asset and/or symbol names containing non-ASCII characters encoded in UTF-8 even if the request did not contain non-ASCII characters.
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Kline/Candlestick data
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GET /api/v3/klines
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Kline/candlestick bars for a symbol. Klines are uniquely identified by their open time.
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Weight: 2
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Parameters:
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Name Type Mandatory Description
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symbol STRING YES
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interval ENUM YES
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startTime LONG NO
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endTime LONG NO
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timeZone STRING NO Default: 0 (UTC)
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limit INT NO Default: 500; Maximum: 1000.
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Supported kline intervals (case-sensitive):
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Interval interval value
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seconds 1s
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minutes 1m, 3m, 5m, 15m, 30m
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hours 1h, 2h, 4h, 6h, 8h, 12h
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days 1d, 3d
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weeks 1w
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months 1M
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Notes:
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If startTime and endTime are not sent, the most recent klines are returned.
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Supported values for timeZone:
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Hours and minutes (e.g. -1:00, 05:45)
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Only hours (e.g. 0, 8, 4)
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Accepted range is strictly [-12:00 to +14:00] inclusive
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If timeZone provided, kline intervals are interpreted in that timezone instead of UTC.
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Note that startTime and endTime are always interpreted in UTC, regardless of timeZone.
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Data Source: Database
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Response:
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[
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[
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1499040000000, // Kline open time
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"0.01634790", // Open price
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"0.80000000", // High price
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"0.01575800", // Low price
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"0.01577100", // Close price
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"148976.11427815", // Volume
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1499644799999, // Kline Close time
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"2434.19055334", // Quote asset volume
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308, // Number of trades
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"1756.87402397", // Taker buy base asset volume
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"28.46694368", // Taker buy quote asset volume
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"0" // Unused field, ignore.
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]
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]
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## WebSocket Streams for Binance
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## General WSS information
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- The base endpoint is: **wss://stream.binance.com:9443** or **wss://stream.binance.com:443**.
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- Streams can be accessed either in a single raw stream or in a combined stream.
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- Raw streams are accessed at **/ws/<streamName>**
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- Combined streams are accessed at **/stream?streams=<streamName1>/<streamName2>/<streamName3>**
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- Combined stream events are wrapped as follows: **{"stream":"<streamName>","data":<rawPayload>}**
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- All symbols for streams are **lowercase**
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- A single connection to **stream.binance.com** is only valid for 24 hours; expect to be disconnected at the 24 hour mark
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- The WebSocket server will send a `ping frame` every 20 seconds.
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- If the WebSocket server does not receive a `pong frame` back from the connection within a minute the connection will be disconnected.
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- When you receive a ping, you must send a pong with a copy of ping's payload as soon as possible.
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- Unsolicited `pong frames` are allowed, but will not prevent disconnection. **It is recommended that the payload for these pong frames are empty.**
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- The base endpoint **wss://data-stream.binance.vision** can be subscribed to receive **only** market data messages.
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User data stream is **NOT** available from this URL.
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- All time and timestamp related fields are **milliseconds by default**. To receive the information in microseconds, please add the parameter `timeUnit=MICROSECOND or timeUnit=microsecond` in the URL.
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- For example: `/stream?streams=btcusdt@trade&timeUnit=MICROSECOND`
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- If your request contains a symbol name containing non-ASCII characters, then the stream events may contain non-ASCII characters encoded in UTF-8.
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- \[All Market Mini Tickers Stream\](#all-market-mini-tickers-stream and [All Market Rolling Window Statistics Streams](https://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams#all-market-rolling-window-statistics-streams) events may contain non-ASCII characters encoded in UTF-8.
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## WebSocket Limits
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- WebSocket connections have a limit of 5 incoming messages per second. A message is considered:
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- A PING frame
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- A PONG frame
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- A JSON controlled message (e.g. subscribe, unsubscribe)
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- A connection that goes beyond the limit will be disconnected; IPs that are repeatedly disconnected may be banned.
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- A single connection can listen to a maximum of 1024 streams.
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- There is a limit of **300 connections per attempt every 5 minutes per IP**.
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## Live Subscribing/Unsubscribing to streams
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- The following data can be sent through the WebSocket instance in order to subscribe/unsubscribe from streams. Examples can be seen below.
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- The `id` is used as an identifier to uniquely identify the messages going back and forth. The following formats are accepted:
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- 64-bit signed integer
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- alphanumeric strings; max length 36
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- `null`
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- In the response, if the `result` received is `null` this means the request sent was a success for non-query requests (e.g. Subscribing/Unsubscribing).
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### Subscribe to a stream
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- Request
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- Response
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```javascript
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{
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"result": null,
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"id": 1
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}
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```
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### Unsubscribe to a stream
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- Request
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- Response
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```javascript
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{
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"result": null,
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"id": 312
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}
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```
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### Listing Subscriptions
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- Request
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```javascript
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{
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"method": "LIST_SUBSCRIPTIONS",
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"id": 3
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}
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```
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- Response
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```javascript
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{
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"result": ["btcusdt@aggTrade"],
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"id": 3
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}
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```
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### Setting Properties
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Currently, the only property that can be set is whether `combined` stream payloads are enabled or not. The combined property is set to `false` when connecting using `/ws/` ("raw streams") and `true` when connecting using `/stream/`.
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- Request
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```javascript
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{
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"method": "SET_PROPERTY",
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"params": ["combined", true],
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"id": 5
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}
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```
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- Response
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```javascript
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{
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"result": null,
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"id": 5
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}
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```
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### Retrieving Properties
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- Request
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```javascript
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{
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"method": "GET_PROPERTY",
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"params": ["combined"],
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"id": 2
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}
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```
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- Response
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```javascript
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{
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"result": true, // Indicates that combined is set to true.
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"id": 2
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}
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```
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| Error Message | Description |
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| --- | --- |
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| {"code": 0, "msg": "Unknown property","id": %s} | Parameter used in the `SET_PROPERTY` or `GET_PROPERTY` was invalid |
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| {"code": 1, "msg": "Invalid value type: expected Boolean"} | Value should only be `true` or `false` |
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| {"code": 2, "msg": "Invalid request: property name must be a string"} | Property name provided was invalid |
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| {"code": 2, "msg": "Invalid request: request ID must be an unsigned integer"} | Parameter `id` had to be provided or the value provided in the `id` parameter is an unsupported type |
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| {"code": 2, "msg": "Invalid request: unknown variant %s, expected one of `SUBSCRIBE`, `UNSUBSCRIBE`, `LIST_SUBSCRIPTIONS`, `SET_PROPERTY`, `GET_PROPERTY` at line 1 column 28"} | Possible typo in the provided method or provided method was neither of the expected values |
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| {"code": 2, "msg": "Invalid request: too many parameters"} | Unnecessary parameters provided in the data |
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| {"code": 2, "msg": "Invalid request: property name must be a string"} | Property name was not provided |
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| {"code": 2, "msg": "Invalid request: missing field `method` at line 1 column 73"} | `method` was not provided in the data |
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| {"code":3,"msg":"Invalid JSON: expected value at line %s column %s"} | JSON data sent has incorrect syntax. |
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## Detailed Stream information
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## Aggregate Trade Streams
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The Aggregate Trade Streams push trade information that is aggregated for a single taker order.
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**Stream Name:** <symbol>@aggTrade
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**Update Speed:** Real-time
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**Payload:**
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```javascript
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{
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"e": "aggTrade", // Event type
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"E": 1672515782136, // Event time
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"s": "BNBBTC", // Symbol
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"a": 12345, // Aggregate trade ID
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"p": "0.001", // Price
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"q": "100", // Quantity
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"f": 100, // First trade ID
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"l": 105, // Last trade ID
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"T": 1672515782136, // Trade time
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"m": true, // Is the buyer the market maker?
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"M": true // Ignore
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}
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```
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## Trade Streams
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The Trade Streams push raw trade information; each trade has a unique buyer and seller.
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**Stream Name:** <symbol>@trade
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**Update Speed:** Real-time
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**Payload:**
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```javascript
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{
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"e": "trade", // Event type
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"E": 1672515782136, // Event time
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"s": "BNBBTC", // Symbol
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"t": 12345, // Trade ID
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"p": "0.001", // Price
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"q": "100", // Quantity
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"T": 1672515782136, // Trade time
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"m": true, // Is the buyer the market maker?
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"M": true // Ignore
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}
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```
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## Kline/Candlestick Streams for UTC
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The Kline/Candlestick Stream push updates to the current klines/candlestick every second in `UTC+0` timezone
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**Kline/Candlestick chart intervals:**
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s-> seconds; m -> minutes; h -> hours; d -> days; w -> weeks; M -> months
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- 1s
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- 1m
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- 3m
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- 5m
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- 15m
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- 30m
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- 1h
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- 2h
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- 4h
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- 6h
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- 8h
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- 12h
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- 1d
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- 3d
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- 1w
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- 1M
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**Stream Name:** <symbol>@kline\_<interval>
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**Update Speed:** 1000ms for `1s`, 2000ms for the other intervals
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**Payload:**
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```javascript
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{
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"e": "kline", // Event type
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"E": 1672515782136, // Event time
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"s": "BNBBTC", // Symbol
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"k": {
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"t": 1672515780000, // Kline start time
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"T": 1672515839999, // Kline close time
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"s": "BNBBTC", // Symbol
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"i": "1m", // Interval
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"f": 100, // First trade ID
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"L": 200, // Last trade ID
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"o": "0.0010", // Open price
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"c": "0.0020", // Close price
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"h": "0.0025", // High price
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"l": "0.0015", // Low price
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"v": "1000", // Base asset volume
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"n": 100, // Number of trades
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"x": false, // Is this kline closed?
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"q": "1.0000", // Quote asset volume
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"V": "500", // Taker buy base asset volume
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"Q": "0.500", // Taker buy quote asset volume
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"B": "123456" // Ignore
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}
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}
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```
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## Kline/Candlestick Streams with timezone offset
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The Kline/Candlestick Stream push updates to the current klines/candlestick every second in `UTC+8` timezone
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**Kline/Candlestick chart intervals:**
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Supported intervals: See [`Kline/Candlestick chart intervals`](https://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams#kline-intervals)
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**UTC+8 timezone offset:**
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- Kline intervals open and close in the `UTC+8` timezone. For example the `1d` klines will open at the beginning of the `UTC+8` day, and close at the end of the `UTC+8` day.
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- Note that `E` (event time), `t` (start time) and `T` (close time) in the payload are Unix timestamps, which are always interpreted in UTC.
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**Stream Name:** <symbol>@kline\_<interval>@+08:00
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**Update Speed:** 1000ms for `1s`, 2000ms for the other intervals
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**Payload:**
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```javascript
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{
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"e": "kline", // Event type
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"E": 1672515782136, // Event time
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"s": "BNBBTC", // Symbol
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"k": {
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"t": 1672515780000, // Kline start time
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"T": 1672515839999, // Kline close time
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"s": "BNBBTC", // Symbol
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"i": "1m", // Interval
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"f": 100, // First trade ID
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"L": 200, // Last trade ID
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"o": "0.0010", // Open price
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"c": "0.0020", // Close price
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"h": "0.0025", // High price
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"l": "0.0015", // Low price
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"v": "1000", // Base asset volume
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"n": 100, // Number of trades
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"x": false, // Is this kline closed?
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"q": "1.0000", // Quote asset volume
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"V": "500", // Taker buy base asset volume
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"Q": "0.500", // Taker buy quote asset volume
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"B": "123456" // Ignore
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}
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}
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``` |