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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.
100 lines
6.1 KiB
Markdown
100 lines
6.1 KiB
Markdown
---
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title: "SBE Market Data | Binance Open Platform"
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source: "https://developers.binance.com/docs/binance-spot-api-docs/testnet/sbe-market-data-streams"
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fetched_at: "2026-02-26T10:38:10.990Z"
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---
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# SBE Market Data Streams
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## General Information[](https://developers.binance.com/docs/binance-spot-api-docs/testnet/sbe-market-data-streams)
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- The base endpoint is **stream-sbe.testnet.binance.vision** or **stream-sbe.testnet.binance.vision:9443**.
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- To retrieve market data in JSON format, please refer to [this page](https://developers.binance.com/docs/binance-spot-api-docs/testnet/web-socket-streams).
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- SBE schema used for decoding the streams can be found [here](https://github.com/binance/binance-spot-api-docs/blob/master/sbe/schemas/stream_1_0.xml).
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- All symbols in stream names are **lowercase**.
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- You can subscribe to a single stream at **/ws/<streamName>**.
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- You can subscribe to multiple streams at **/stream?streams=<streamName1>/<streamName2>/<streamName3>**.
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- A single connection to **stream-sbe.testnet.binance.vision** is **only valid for 24 hours**; expect to be disconnected at the 24 hour mark.
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- All time and timestamp fields are in **microseconds**.
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- **An API Key is necessary for access**.
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- Only Ed25519 keys are allowed.
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- Please put your API Key in the `X-MBX-APIKEY` header when opening the connection. Timestamp and signature are not necessary.
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- No extra API key permissions are necessary to access public market data. Symbol whitelist also does not affect access to SBE Market Data Streams.
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- However, if you use an IP whitelist for the API key, only specified IP addresses are allowed to use the API key.
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- The server sends a `ping frame` every 20 seconds.
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- If the server does not receive a `pong frame` back from you within a minute, the connection will be closed.
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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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- [Live Subscribing and Unsubscribing](https://developers.binance.com/docs/binance-spot-api-docs/testnet/web-socket-streams) is also supported.
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- You must send the subscription requests in JSON, and will receive the subscription response also in JSON.
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- You can differentiate subscription responses from market data events by looking at the WebSocket frame type: subscription responses are always sent in text frames (containing JSON), and events are always sent in binary frames (containing SBE).
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## WebSocket Limits[](https://developers.binance.com/docs/binance-spot-api-docs/testnet/sbe-market-data-streams)
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- WebSocket connections have a rate limit of **5 requests per second**.
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- Only messages from your client are considered:
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- `PING frame`
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- `PONG frame`
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- `Text frame` with JSON control request
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- Events pushed by the server are not rate-limited.
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- Connections that go beyond the limit will be closed. Repeatedly disconnected IP addresses 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 connection attempts every 5 minutes per IP address**.
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## Available Streams[](https://developers.binance.com/docs/binance-spot-api-docs/testnet/sbe-market-data-streams)
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### Trades Streams[](https://developers.binance.com/docs/binance-spot-api-docs/testnet/sbe-market-data-streams)
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Raw trade information, pushed in real-time.
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**SBE Message Name:** `TradesStreamEvent`
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**Stream Name**: <symbol>@trade
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**Update Speed**: Real time
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### Best Bid/Ask Streams[](https://developers.binance.com/docs/binance-spot-api-docs/testnet/sbe-market-data-streams)
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The best bid and ask price and quantity, pushed in real-time when the order book changes.
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> \[!NOTE\] Best bid/ask streams in SBE are the equivalent of bookTicker streams in JSON, except they support auto-culling, and also include the `eventTime` field.
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**SBE Message Name:** `BestBidAskStreamEvent`
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**Stream Name**: <symbol>@bestBidAsk
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**Update Speed**: Real time
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SBE best bid/ask streams use **auto-culling**: when the system is under high load, it may drop outdated events instead of queuing all events and delivering them with a delay.
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For example, if a best bid/ask event is generated at time T2 when there is still an undelivered event queued at time T1 (where T1 < T2), the event for T1 is dropped, and the system will deliver only the event for T2. This is done on a per-symbol basis.
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### Diff. Depth Streams[](https://developers.binance.com/docs/binance-spot-api-docs/testnet/sbe-market-data-streams)
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Incremental updates to the order book, pushed at regular intervals. Use this stream to maintain a local order book.
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[How to manage a local order book.](https://developers.binance.com/docs/binance-spot-api-docs/testnet/web-socket-streams)
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**SBE Message Name:** `DepthDiffStreamEvent`
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**Stream Name**: <symbol>@depth
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**Update Speed:** 50ms
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### Partial Book Depth Streams[](https://developers.binance.com/docs/binance-spot-api-docs/testnet/sbe-market-data-streams)
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Snapshots of the top 20 levels of the order book, pushed at regular intervals.
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**SBE Message Name:** `DepthSnapshotStreamEvent`
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**Stream Name**: <symbol>@depth20
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**Update Speed:** 50ms
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- [General Information](https://developers.binance.com/docs/binance-spot-api-docs/testnet/sbe-market-data-streams)
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- [WebSocket Limits](https://developers.binance.com/docs/binance-spot-api-docs/testnet/sbe-market-data-streams)
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- [Available Streams](https://developers.binance.com/docs/binance-spot-api-docs/testnet/sbe-market-data-streams)
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- [Trades Streams](https://developers.binance.com/docs/binance-spot-api-docs/testnet/sbe-market-data-streams)
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- [Best Bid/Ask Streams](https://developers.binance.com/docs/binance-spot-api-docs/testnet/sbe-market-data-streams)
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- [Diff. Depth Streams](https://developers.binance.com/docs/binance-spot-api-docs/testnet/sbe-market-data-streams)
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- [Partial Book Depth Streams](https://developers.binance.com/docs/binance-spot-api-docs/testnet/sbe-market-data-streams)
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