Websockets¶

There are 2 ways to interact with websockets.

with ThreadedWebsocketManager or BinanceSocketManager.

ThreadedWebsocketManager does not require asyncio programming, while BinanceSocketManager does.

ThreadedWebsocketManager function begin with start_, e.g start_ticker_socket while BinanceSocketManager is simply ticker_socket.

Multiple socket connections can be made through either manager.

Only one instance of each socket type will be created, i.e. only one BNBBTC Depth socket can be created and there can be both a BNBBTC Depth and a BNBBTC Trade socket open at once.

Messages are received as dictionary objects relating to the message formats defined in the Binance WebSocket API documentation.

Websockets are setup to reconnect with a maximum of 5 retries with an exponential backoff strategy.

ThreadedWebsocketManager Websocket Usage¶

Starting sockets on the ThreadedWebsocketManager requires a callback parameter, similar to the old implementations of websockets on python-binance.

ThreadedWebsocketManager takes similar parameters to the Client class as it creates an AsyncClient internally.

For authenticated streams api_key and api_stream are required.

As these use threads start() is required to be called before starting any sockets.

To keep the ThreadedWebsocketManager running, use join() to join it to the main thread.

import time

from binance import ThreadedWebsocketManager

api_key = '<api_key'>
api_secret = '<api_secret'>

def main():

    symbol = 'BNBBTC'

    twm = ThreadedWebsocketManager(api_key=api_key, api_secret=api_secret)
    # start is required to initialise its internal loop
    twm.start()

    def handle_socket_message(msg):
        print(f"message type: {msg['e']}")
        print(msg)

    twm.start_kline_socket(callback=handle_socket_message, symbol=symbol)

    # multiple sockets can be started
    twm.start_depth_socket(callback=handle_socket_message, symbol=symbol)

    # or a multiplex socket can be started like this
    # see Binance docs for stream names
    streams = ['bnbbtc@miniTicker', 'bnbbtc@bookTicker']
    twm.start_multiplex_socket(callback=handle_socket_message, streams=streams)

    twm.join()


if __name__ == "__main__":
   main()

Stop Individual Stream

When starting a stream, a name for that stream will be returned. This can be used to stop that individual stream.

from binance import ThreadedWebsocketManager

symbol = 'BNBBTC'

twm = ThreadedWebsocketManager()
# start is required to initialise its internal loop
twm.start()

def handle_socket_message(msg):
    print(f"message type: {msg['e']}")
    print(msg)

    twm.start_kline_socket(callback=handle_socket_message, symbol=symbol)
depth_stream_name = twm.start_depth_socket(callback=handle_socket_message, symbol=symbol)

# some time later

twm.stop_socket(depth_stream_name)

Stop All Streams

from binance import ThreadedWebsocketManager

twm = ThreadedWebsocketManager()
# start is required to initialise its internal loop
twm.start()

def handle_socket_message(msg):
    print(f"message type: {msg['e']}")
    print(msg)

depth_stream_name = twm.start_depth_socket(callback=handle_socket_message, symbol=symbol)

twm.stop()

Attempting to start a stream after stop is called will not work.

BinanceSocketManager Websocket Usage¶

Create the manager like so, passing an AsyncClient.

import asyncio
from binance import AsyncClient, BinanceSocketManager


async def main():
    client = await AsyncClient.create()
    bm = BinanceSocketManager(client)
    # start any sockets here, i.e a trade socket
    ts = bm.trade_socket('BNBBTC')
    # then start receiving messages
    async with ts as tscm:
        while True:
            res = await tscm.recv()
            print(res)

    await client.close_connection()

if __name__ == "__main__":

    loop = asyncio.get_event_loop()
    loop.run_until_complete(main())

Set a custom timeout for the websocket connections

# set a timeout of 60 seconds
bm = BinanceSocketManager(client, user_timeout=60)

Manually enter and exit the Asynchronous context manager

ts = bm.trade_socket('BNBBTC')
# enter the context manager
await ts.__aenter__()
# receive a message
msg = await ts.recv()
print(msg)
# exit the context manager
await ts.__aexit__(None, None, None)

Using a different TLD¶

The ThreadedWebsocketManager can take the tld when created if required.

from binance.streams import ThreadedWebsocketManager

twm = ThreadedWebsocketManager(tld='us')

The BinanceSocketManager uses the same tld value as the AsyncClient that is passed in. To use the ‘us’ tld we can do this.

from binance import AsyncClient, BinanceSocketManager

async def x():
    client = await AsyncClient.create(tld='us')
    bm = BinanceSocketManager(client)

    # start a socket...

    await client.close_connection()

Websocket Errors¶

If the websocket is disconnected and is unable to reconnect, a message is sent to the callback to indicate this. The format is

{
    'e': 'error',
    'm': 'Max reconnect retries reached'
}

# check for it like so
def process_message(msg):
    if msg['e'] == 'error':
        # close and restart the socket
    else:
        # process message normally

Multiplex Socket ¶

Create a socket combining multiple streams.

These streams can include the depth, kline, ticker and trade streams but not the user stream which requires extra authentication.

Symbols in socket name must be lowercase i.e bnbbtc@aggTrade, neobtc@ticker

See the Binance Websocket Streams API documentation for details on socket names.

# pass a list of stream names
ms = bm.multiplex_socket(['bnbbtc@aggTrade', 'neobtc@ticker'])

Depth sockets have an optional depth parameter to receive partial book rather than a diff response. By default this the diff response is returned. Valid depth values are 5, 10 and 20 and defined as enums.

# depth diff response
ds = bm.depth_socket('BNBBTC')

# partial book response
ds = bm.depth_socket('BNBBTC', depth=BinanceSocketManager.WEBSOCKET_DEPTH_5)

Kline Socket ¶

Kline sockets have an optional interval parameter. By default this is set to 1 minute. Valid interval values are defined as enums.

from binance.enums import *
ks = bm.kline_socket('BNBBTC', interval=KLINE_INTERVAL_30MINUTE)

Aggregated Trade Socket ¶

ats = bm.aggtrade_socket('BNBBTC')

Trade Socket ¶

ts = bm.trade_socket('BNBBTC')

Symbol Ticker Socket ¶

sts = bm.symbol_ticker_socket('BNBBTC')

Ticker Socket ¶

ts = bm.ticker_socket(process_message)

Mini Ticker Socket ¶

# by default updates every second
mts = bm.miniticker_socket()

# this socket can take an update interval parameter
# set as 5000 to receive updates every 5 seconds
mts = bm.miniticker_socket(5000)

User Socket¶

This watches for 3 different user events

Account Update Event
Order Update Event
Trade Update Event

The Manager handles keeping the socket alive.

There are separate sockets for Spot, Cross-margin and separate Isolated margin accounts.

Spot trading ¶

bm.user_socket()

Cross-margin ¶

bm.margin_socket()

Isolated margin ¶

bm.isolated_margin_socket(symbol)