DisneyandGitHub
d6399b92aa
* 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.
26 KiB
title, source, fetched_at
| title | source | fetched_at |
|---|---|---|
| Market Data endpoints | Binance Open Platform | https://developers.binance.com/docs/binance-spot-api-docs/testnet/rest-api/market-data-endpoints | 2026-02-26T10:38:10.755Z |
Order book
GET /api/v3/depth
Weight: Adjusted based on the limit:
Limit
Request Weight
1-100
5
101-500
25
501-1000
50
1001-5000
250
Parameters:
Name
Type
Mandatory
Description
symbol
STRING
YES
limit
INT
NO
Default: 100; Maximum: 5000.
If limit > 5000, only 5000 entries will be returned.
symbolStatus
ENUM
NO
Filters for symbols that have this tradingStatus.
A status mismatch returns error -1220 SYMBOL_DOES_NOT_MATCH_STATUS.
Valid values: TRADING, HALT, BREAK
Data Source: Memory
Response:
{ "lastUpdateId": 1027024, "bids": [ [ "4.00000000", // PRICE "431.00000000" // QTY ] ], "asks": [["4.00000200", "12.00000000"]]}
Recent trades list
GET /api/v3/trades
Get recent trades.
Weight: 25
Parameters:
Name
Type
Mandatory
Description
symbol
STRING
YES
limit
INT
NO
Default: 500; Maximum: 1000.
Data Source: Memory
Response:
[ { "id": 28457, "price": "4.00000100", "qty": "12.00000000", "quoteQty": "48.000012", "time": 1499865549590, "isBuyerMaker": true, "isBestMatch": true }]
Old trade lookup
GET /api/v3/historicalTrades
Get older trades.
Weight: 25
Parameters:
Name
Type
Mandatory
Description
symbol
STRING
YES
limit
INT
NO
Default: 500; Maximum: 1000.
fromId
LONG
NO
TradeId to fetch from. Default gets most recent trades.
Data Source: Database
Response:
[ { "id": 28457, "price": "4.00000100", "qty": "12.00000000", "quoteQty": "48.000012", "time": 1499865549590, "isBuyerMaker": true, "isBestMatch": true }]
Compressed/Aggregate trades list
GET /api/v3/aggTrades
Get compressed, aggregate trades. Trades that fill at the time, from the same taker order, with the same price will have the quantity aggregated.
Weight: 4
Parameters:
Name
Type
Mandatory
Description
symbol
STRING
YES
fromId
LONG
NO
ID to get aggregate trades from INCLUSIVE.
startTime
LONG
NO
Timestamp in ms to get aggregate trades from INCLUSIVE.
endTime
LONG
NO
Timestamp in ms to get aggregate trades until INCLUSIVE.
limit
INT
NO
Default: 500; Maximum: 1000.
- If fromId, startTime, and endTime are not sent, the most recent aggregate trades will be returned.
Data Source: Database
Response:
[ { "a": 26129, // Aggregate tradeId "p": "0.01633102", // Price "q": "4.70443515", // Quantity "f": 27781, // First tradeId "l": 27781, // Last tradeId "T": 1498793709153, // Timestamp "m": true, // Was the buyer the maker? "M": true // Was the trade the best price match? }]
Kline/Candlestick data
GET /api/v3/klines
Kline/candlestick bars for a symbol. Klines are uniquely identified by their open time.
Weight: 2
Parameters:
Name
Type
Mandatory
Description
symbol
STRING
YES
interval
ENUM
YES
startTime
LONG
NO
endTime
LONG
NO
timeZone
STRING
NO
Default: 0 (UTC)
limit
INT
NO
Default: 500; Maximum: 1000.
Supported kline intervals (case-sensitive):
Interval
interval value
seconds
1s
minutes
1m, 3m, 5m, 15m, 30m
hours
1h, 2h, 4h, 6h, 8h, 12h
days
1d, 3d
weeks
1w
months
1M
Notes:
- If
startTimeandendTimeare not sent, the most recent klines are returned. - Supported values for
timeZone:- Hours and minutes (e.g.
-1:00,05:45) - Only hours (e.g.
0,8,4) - Accepted range is strictly [-12:00 to +14:00] inclusive
- Hours and minutes (e.g.
- If
timeZoneprovided, kline intervals are interpreted in that timezone instead of UTC. - Note that
startTimeandendTimeare always interpreted in UTC, regardless oftimeZone.
Data Source: Database
Response:
[ [ 1499040000000, // Kline open time "0.01634790", // Open price "0.80000000", // High price "0.01575800", // Low price "0.01577100", // Close price "148976.11427815", // Volume 1499644799999, // Kline Close time "2434.19055334", // Quote asset volume 308, // Number of trades "1756.87402397", // Taker buy base asset volume "28.46694368", // Taker buy quote asset volume "0" // Unused field, ignore. ]]
UIKlines
GET /api/v3/uiKlines
The request is similar to klines having the same parameters and response.
uiKlines return modified kline data, optimized for presentation of candlestick charts.
Weight: 2
Parameters:
Name
Type
Mandatory
Description
symbol
STRING
YES
interval
ENUM
YES
See klines
startTime
LONG
NO
endTime
LONG
NO
timeZone
STRING
NO
Default: 0 (UTC)
limit
INT
NO
Default: 500; Maximum: 1000.
- If
startTimeandendTimeare not sent, the most recent klines are returned. - Supported values for
timeZone:- Hours and minutes (e.g.
-1:00,05:45) - Only hours (e.g.
0,8,4) - Accepted range is strictly [-12:00 to +14:00] inclusive
- Hours and minutes (e.g.
- If
timeZoneprovided, kline intervals are interpreted in that timezone instead of UTC. - Note that
startTimeandendTimeare always interpreted in UTC, regardless oftimeZone.
Data Source: Database
Response:
[ [ 1499040000000, // Kline open time "0.01634790", // Open price "0.80000000", // High price "0.01575800", // Low price "0.01577100", // Close price "148976.11427815", // Volume 1499644799999, // Kline close time "2434.19055334", // Quote asset volume 308, // Number of trades "1756.87402397", // Taker buy base asset volume "28.46694368", // Taker buy quote asset volume "0" // Unused field. Ignore. ]]
Current average price
GET /api/v3/avgPrice
Current average price for a symbol.
Weight: 2
Parameters:
Name
Type
Mandatory
Description
symbol
STRING
YES
Data Source: Memory
Response:
{ "mins": 5, // Average price interval (in minutes) "price": "9.35751834", // Average price "closeTime": 1694061154503 // Last trade time}
24hr ticker price change statistics
GET /api/v3/ticker/24hr
24 hour rolling window price change statistics. Careful when accessing this with no symbol.
Weight:
Parameter
Symbols Provided
Weight
symbol
1
2
symbol parameter is omitted
80
symbols
1-20
2
21-100
40
101 or more
80
symbols parameter is omitted
80
Parameters:
Name
Type
Mandatory
Description
symbol
STRING
NO
Parameter symbol and symbols cannot be used in combination.
If neither parameter is sent, tickers for all symbols will be returned in an array.
Examples of accepted format for the symbols parameter: ["BTCUSDT","BNBUSDT"]
or
%5B%22BTCUSDT%22,%22BNBUSDT%22%5D
symbols
STRING
NO
type
ENUM
NO
Supported values: FULL or MINI.
If none provided, the default is FULL
symbolStatus
ENUM
NO
Filters for symbols that have this tradingStatus.
For a single symbol, a status mismatch returns error -1220 SYMBOL_DOES_NOT_MATCH_STATUS.
For multiple or all symbols, non-matching ones are simply excluded from the response.
Valid values: TRADING, HALT, BREAK
Data Source: Memory
Response - FULL:
{ "symbol": "BNBBTC", "priceChange": "-94.99999800", "priceChangePercent": "-95.960", "weightedAvgPrice": "0.29628482", "prevClosePrice": "0.10002000", "lastPrice": "4.00000200", "lastQty": "200.00000000", "bidPrice": "4.00000000", "bidQty": "100.00000000", "askPrice": "4.00000200", "askQty": "100.00000000", "openPrice": "99.00000000", "highPrice": "100.00000000", "lowPrice": "0.10000000", "volume": "8913.30000000", "quoteVolume": "15.30000000", "openTime": 1499783499040, "closeTime": 1499869899040, "firstId": 28385, // First tradeId "lastId": 28460, // Last tradeId "count": 76 // Trade count}
OR
[ { "symbol": "BNBBTC", "priceChange": "-94.99999800", "priceChangePercent": "-95.960", "weightedAvgPrice": "0.29628482", "prevClosePrice": "0.10002000", "lastPrice": "4.00000200", "lastQty": "200.00000000", "bidPrice": "4.00000000", "bidQty": "100.00000000", "askPrice": "4.00000200", "askQty": "100.00000000", "openPrice": "99.00000000", "highPrice": "100.00000000", "lowPrice": "0.10000000", "volume": "8913.30000000", "quoteVolume": "15.30000000", "openTime": 1499783499040, "closeTime": 1499869899040, "firstId": 28385, // First tradeId "lastId": 28460, // Last tradeId "count": 76 // Trade count }]
Response - MINI:
{ "symbol": "BNBBTC", // Symbol Name "openPrice": "99.00000000", // Opening price of the Interval "highPrice": "100.00000000", // Highest price in the interval "lowPrice": "0.10000000", // Lowest price in the interval "lastPrice": "4.00000200", // Closing price of the interval "volume": "8913.30000000", // Total trade volume (in base asset) "quoteVolume": "15.30000000", // Total trade volume (in quote asset) "openTime": 1499783499040, // Start of the ticker interval "closeTime": 1499869899040, // End of the ticker interval "firstId": 28385, // First tradeId considered "lastId": 28460, // Last tradeId considered "count": 76 // Total trade count}
OR
[ { "symbol": "BNBBTC", "openPrice": "99.00000000", "highPrice": "100.00000000", "lowPrice": "0.10000000", "lastPrice": "4.00000200", "volume": "8913.30000000", "quoteVolume": "15.30000000", "openTime": 1499783499040, "closeTime": 1499869899040, "firstId": 28385, "lastId": 28460, "count": 76 }, { "symbol": "LTCBTC", "openPrice": "0.07000000", "highPrice": "0.07000000", "lowPrice": "0.07000000", "lastPrice": "0.07000000", "volume": "11.00000000", "quoteVolume": "0.77000000", "openTime": 1656908192899, "closeTime": 1656994592899, "firstId": 0, "lastId": 10, "count": 11 }]
Trading Day Ticker
GET /api/v3/ticker/tradingDay
Price change statistics for a trading day.
Weight:
4 for each requested symbol.
The weight for this request will cap at 200 once the number of symbols in the request is more than 50.
Parameters:
Name
Type
Mandatory
Description
symbol
STRING
YES
Either symbol or symbols must be provided
Examples of accepted format for the symbols parameter:
["BTCUSDT","BNBUSDT"]
or
%5B%22BTCUSDT%22,%22BNBUSDT%22%5D
The maximum number of symbols allowed in a request is 100.
symbols
timeZone
STRING
NO
Default: 0 (UTC)
type
ENUM
NO
Supported values: FULL or MINI.
If none provided, the default is FULL
symbolStatus
ENUM
NO
Filters for symbols that have this tradingStatus.
For a single symbol, a status mismatch returns error -1220 SYMBOL_DOES_NOT_MATCH_STATUS.
For multiple symbols, non-matching ones are simply excluded from the response.
Valid values: TRADING, HALT, BREAK
Notes:
- Supported values for
timeZone:- Hours and minutes (e.g.
-1:00,05:45) - Only hours (e.g.
0,8,4)
- Hours and minutes (e.g.
Data Source: Database
Response - FULL:
With symbol:
{ "symbol": "BTCUSDT", "priceChange": "-83.13000000", // Absolute price change "priceChangePercent": "-0.317", // Relative price change in percent "weightedAvgPrice": "26234.58803036", // quoteVolume / volume "openPrice": "26304.80000000", "highPrice": "26397.46000000", "lowPrice": "26088.34000000", "lastPrice": "26221.67000000", "volume": "18495.35066000", // Volume in base asset "quoteVolume": "485217905.04210480", // Volume in quote asset "openTime": 1695686400000, "closeTime": 1695772799999, "firstId": 3220151555, // Trade ID of the first trade in the interval "lastId": 3220849281, // Trade ID of the last trade in the interval "count": 697727 // Number of trades in the interval}
With symbols:
[ { "symbol": "BTCUSDT", "priceChange": "-83.13000000", "priceChangePercent": "-0.317", "weightedAvgPrice": "26234.58803036", "openPrice": "26304.80000000", "highPrice": "26397.46000000", "lowPrice": "26088.34000000", "lastPrice": "26221.67000000", "volume": "18495.35066000", "quoteVolume": "485217905.04210480", "openTime": 1695686400000, "closeTime": 1695772799999, "firstId": 3220151555, "lastId": 3220849281, "count": 697727 }, { "symbol": "BNBUSDT", "priceChange": "2.60000000", "priceChangePercent": "1.238", "weightedAvgPrice": "211.92276958", "openPrice": "210.00000000", "highPrice": "213.70000000", "lowPrice": "209.70000000", "lastPrice": "212.60000000", "volume": "280709.58900000", "quoteVolume": "59488753.54750000", "openTime": 1695686400000, "closeTime": 1695772799999, "firstId": 672397461, "lastId": 672496158, "count": 98698 }]
Response - MINI:
With symbol:
{ "symbol": "BTCUSDT", "openPrice": "26304.80000000", "highPrice": "26397.46000000", "lowPrice": "26088.34000000", "lastPrice": "26221.67000000", "volume": "18495.35066000", // Volume in base asset "quoteVolume": "485217905.04210480", // Volume in quote asset "openTime": 1695686400000, "closeTime": 1695772799999, "firstId": 3220151555, // Trade ID of the first trade in the interval "lastId": 3220849281, // Trade ID of the last trade in the interval "count": 697727 // Number of trades in the interval}
With symbols:
[ { "symbol": "BTCUSDT", "openPrice": "26304.80000000", "highPrice": "26397.46000000", "lowPrice": "26088.34000000", "lastPrice": "26221.67000000", "volume": "18495.35066000", "quoteVolume": "485217905.04210480", "openTime": 1695686400000, "closeTime": 1695772799999, "firstId": 3220151555, "lastId": 3220849281, "count": 697727 }, { "symbol": "BNBUSDT", "openPrice": "210.00000000", "highPrice": "213.70000000", "lowPrice": "209.70000000", "lastPrice": "212.60000000", "volume": "280709.58900000", "quoteVolume": "59488753.54750000", "openTime": 1695686400000, "closeTime": 1695772799999, "firstId": 672397461, "lastId": 672496158, "count": 98698 }]
Symbol price ticker
GET /api/v3/ticker/price
Latest price for a symbol or symbols.
Weight:
Parameter
Symbols Provided
Weight
symbol
1
2
symbol parameter is omitted
4
symbols
Any
4
Parameters:
Name
Type
Mandatory
Description
symbol
STRING
NO
Parameter symbol and symbols cannot be used in combination.
If neither parameter is sent, prices for all symbols will be returned in an array.
Examples of accepted format for the symbols parameter: ["BTCUSDT","BNBUSDT"]
or
%5B%22BTCUSDT%22,%22BNBUSDT%22%5D
symbols
STRING
NO
symbolStatus
ENUM
NO
Filters for symbols that have this tradingStatus.
For a single symbol, a status mismatch returns error -1220 SYMBOL_DOES_NOT_MATCH_STATUS.
For multiple or all symbols, non-matching ones are simply excluded from the response.
Valid values: TRADING, HALT, BREAK
Data Source: Memory
Response:
{ "symbol": "LTCBTC", "price": "4.00000200"}
OR
[ { "symbol": "LTCBTC", "price": "4.00000200" }, { "symbol": "ETHBTC", "price": "0.07946600" }]
Symbol order book ticker
GET /api/v3/ticker/bookTicker
Best price/qty on the order book for a symbol or symbols.
Weight:
Parameter
Symbols Provided
Weight
symbol
1
2
symbol parameter is omitted
4
symbols
Any
4
Parameters:
Name
Type
Mandatory
Description
symbol
STRING
NO
Parameter symbol and symbols cannot be used in combination.
If neither parameter is sent, bookTickers for all symbols will be returned in an array.
Examples of accepted format for the symbols parameter: ["BTCUSDT","BNBUSDT"]
or
%5B%22BTCUSDT%22,%22BNBUSDT%22%5D
symbols
STRING
NO
symbolStatus
ENUM
NO
Filters for symbols that have this tradingStatus.
For a single symbol, a status mismatch returns error -1220 SYMBOL_DOES_NOT_MATCH_STATUS.
For multiple or all symbols, non-matching ones are simply excluded from the response.
Valid values: TRADING, HALT, BREAK
Data Source: Memory
Response:
{ "symbol": "LTCBTC", "bidPrice": "4.00000000", "bidQty": "431.00000000", "askPrice": "4.00000200", "askQty": "9.00000000"}
OR
[ { "symbol": "LTCBTC", "bidPrice": "4.00000000", "bidQty": "431.00000000", "askPrice": "4.00000200", "askQty": "9.00000000" }, { "symbol": "ETHBTC", "bidPrice": "0.07946700", "bidQty": "9.00000000", "askPrice": "100000.00000000", "askQty": "1000.00000000" }]
Rolling window price change statistics
GET /api/v3/ticker
Note: This endpoint is different from the GET /api/v3/ticker/24hr endpoint.
The window used to compute statistics will be no more than 59999ms from the requested windowSize.
openTime for /api/v3/ticker always starts on a minute, while the closeTime is the current time of the request. As such, the effective window will be up to 59999ms wider than windowSize.
E.g. If the closeTime is 1641287867099 (January 04, 2022 09:17:47:099 UTC) , and the windowSize is 1d. the openTime will be: 1641201420000 (January 3, 2022, 09:17:00)
Weight:
4 for each requested symbol regardless of windowSize.
The weight for this request will cap at 200 once the number of symbols in the request is more than 50.
Parameters:
Name
Type
Mandatory
Description
symbol
STRING
YES
Either symbol or symbols must be provided
Examples of accepted format for the symbols parameter:
["BTCUSDT","BNBUSDT"]
or
%5B%22BTCUSDT%22,%22BNBUSDT%22%5D
The maximum number of symbols allowed in a request is 100.
symbols
windowSize
ENUM
NO
Defaults to 1d if no parameter provided
Supported windowSize values:
1m,2m....59m for minutes
1h, 2h....23h - for hours
1d...7d - for days
Units cannot be combined (e.g. 1d2h is not allowed)
type
ENUM
NO
Supported values: FULL or MINI.
If none provided, the default is FULL
symbolStatus
ENUM
NO
Filters for symbols that have this tradingStatus.
For a single symbol, a status mismatch returns error -1220 SYMBOL_DOES_NOT_MATCH_STATUS.
For multiple symbols, non-matching ones are simply excluded from the response.
Valid values: TRADING, HALT, BREAK
Data Source: Database
Response - FULL:
When using symbol:
{ "symbol": "BNBBTC", "priceChange": "-8.00000000", // Absolute price change "priceChangePercent": "-88.889", // Relative price change in percent "weightedAvgPrice": "2.60427807", // QuoteVolume / Volume "openPrice": "9.00000000", "highPrice": "9.00000000", "lowPrice": "1.00000000", "lastPrice": "1.00000000", "volume": "187.00000000", "quoteVolume": "487.00000000", // Sum of (price * volume) for all trades "openTime": 1641859200000, // Open time for ticker window "closeTime": 1642031999999, // Close time for ticker window "firstId": 0, // Trade IDs "lastId": 60, "count": 61 // Number of trades in the interval}
or
When using symbols:
[ { "symbol": "BTCUSDT", "priceChange": "-154.13000000", // Absolute price change "priceChangePercent": "-0.740", // Relative price change in percent "weightedAvgPrice": "20677.46305250", // QuoteVolume / Volume "openPrice": "20825.27000000", "highPrice": "20972.46000000", "lowPrice": "20327.92000000", "lastPrice": "20671.14000000", "volume": "72.65112300", "quoteVolume": "1502240.91155513", // Sum of (price * volume) for all trades "openTime": 1655432400000, // Open time for ticker window "closeTime": 1655446835460, // Close time for ticker window "firstId": 11147809, // Trade IDs "lastId": 11149775, "count": 1967 // Number of trades in the interval }, { "symbol": "BNBBTC", "priceChange": "0.00008530", "priceChangePercent": "0.823", "weightedAvgPrice": "0.01043129", "openPrice": "0.01036170", "highPrice": "0.01049850", "lowPrice": "0.01033870", "lastPrice": "0.01044700", "volume": "166.67000000", "quoteVolume": "1.73858301", "openTime": 1655432400000, "closeTime": 1655446835460, "firstId": 2351674, "lastId": 2352034, "count": 361 }]
Response - MINI:
When using symbol:
{ "symbol": "LTCBTC", "openPrice": "0.10000000", "highPrice": "2.00000000", "lowPrice": "0.10000000", "lastPrice": "2.00000000", "volume": "39.00000000", "quoteVolume": "13.40000000", // Sum of (price * volume) for all trades "openTime": 1656986580000, // Open time for ticker window "closeTime": 1657001016795, // Close time for ticker window "firstId": 0, // Trade IDs "lastId": 34, "count": 35 // Number of trades in the interval}
OR
When using symbols:
[ { "symbol": "BNBBTC", "openPrice": "0.10000000", "highPrice": "2.00000000", "lowPrice": "0.10000000", "lastPrice": "2.00000000", "volume": "39.00000000", "quoteVolume": "13.40000000", // Sum of (price * volume) for all trades "openTime": 1656986880000, // Open time for ticker window "closeTime": 1657001297799, // Close time for ticker window "firstId": 0, // Trade IDs "lastId": 34, "count": 35 // Number of trades in the interval }, { "symbol": "LTCBTC", "openPrice": "0.07000000", "highPrice": "0.07000000", "lowPrice": "0.07000000", "lastPrice": "0.07000000", "volume": "33.00000000", "quoteVolume": "2.31000000", "openTime": 1656986880000, "closeTime": 1657001297799, "firstId": 0, "lastId": 32, "count": 33 }]