Containers | 数据容器
All Binance data containers normalize exchange responses into bt_api_base unified types.
AccountBalanceContainer
class AccountBalanceContainer
| Field |
Type |
Description |
exchange |
str |
Always "BINANCE" |
account |
str |
Asset type (e.g. "SPOT", "SWAP") |
timestamp |
int |
Unix timestamp in milliseconds |
balance |
float |
Total balance |
frozen |
float |
Frozen/locked balance |
available |
float |
Available balance |
asset |
str |
Asset symbol (e.g. "USDT") |
OrderContainer
| Field |
Type |
Description |
exchange |
str |
Always "BINANCE" |
symbol |
str |
Trading symbol (e.g. "BTCUSDT") |
order_id |
str |
Exchange order ID |
client_order_id |
str |
Client-supplied order ID |
price |
float |
Order price |
stop_price |
float |
Stop price (if any) |
orig_qty |
float |
Original quantity |
executed_qty |
float |
Filled quantity |
avg_price |
float |
Average fill price |
status |
str |
"NEW", "PARTIALLY_FILLED", "FILLED", "CANCELED", "REJECTED", "EXPIRED" |
type |
str |
"LIMIT", "MARKET", "STOP", "STOP_MARKET", "TAKE_PROFIT", "TAKE_PROFIT_MARKET", "TRAILING_STOP_MARKET" |
side |
str |
"BUY" or "SELL" |
position_side |
str |
"LONG", "SHORT", "BOTH" (futures only) |
time |
int |
Order creation time (ms) |
update_time |
int |
Last update time (ms) |
is_isolated |
bool |
Isolated margin (margin only) |
is_market |
bool |
Whether order is market type |
PositionContainer
| Field |
Type |
Description |
exchange |
str |
Always "BINANCE" |
symbol |
str |
Position symbol (e.g. "BTCUSDT") |
amount |
float |
Position size |
available |
float |
Available to close |
price |
float |
Entry price |
value |
float |
Position notional value |
leverage |
float |
Leverage multiplier |
isolated |
bool |
Whether isolated margin |
side |
str |
"LONG" or "SHORT" |
unrealized_pnl |
float |
Unrealized PnL |
realized_pnl |
float |
Realized PnL today |
margin |
float |
Position margin |
maintenance_margin |
float |
Maintenance margin |
r_open_ratio |
float |
ROI % (unrealized) |
r_day_profit |
float |
Daily realized PnL |
TickContainer
| Field |
Type |
Description |
exchange |
str |
Always "BINANCE" |
symbol |
str |
Symbol (e.g. "BTCUSDT") |
timestamp |
int |
Unix timestamp (ms) |
price |
float |
Last trade price |
bid_price |
float |
Best bid price |
ask_price |
float |
Best ask price |
bid_qty |
float |
Best bid quantity |
ask_qty |
float |
Best ask quantity |
open |
float |
24h open price |
high |
float |
24h high |
low |
float |
24h low |
volume |
float |
24h volume (base asset) |
quote_volume |
float |
24h volume (quote asset) |
direction |
int |
1 = up, -1 = down, 0 = unchanged |
OrderBookContainer
| Field |
Type |
Description |
exchange |
str |
Always "BINANCE" |
symbol |
str |
Symbol |
timestamp |
int |
Unix timestamp (ms) |
asks |
List[Tuple[float, float]] |
Ask levels [[price, qty], ...] |
bids |
List[Tuple[float, float]] |
Bid levels [[price, qty], ...] |
seq |
int |
Sequence number (exchange provided) |
BarContainer
| Field |
Type |
Description |
exchange |
str |
Always "BINANCE" |
symbol |
str |
Symbol |
timestamp |
int |
Bar start time (ms) |
open |
float |
Open price |
high |
float |
High price |
low |
float |
Low price |
close |
float |
Close price |
volume |
float |
Volume (base asset) |
quote_volume |
float |
Turnover (quote asset) |
close_time |
int |
Bar close time (ms) |
interval |
str |
Bar interval (e.g. "1m", "1h", "1d") |
TradeContainer
| Field |
Type |
Description |
exchange |
str |
Always "BINANCE" |
symbol |
str |
Symbol |
timestamp |
int |
Trade time (ms) |
price |
float |
Trade price |
qty |
float |
Trade quantity |
is_buyer_maker |
bool |
True = maker sell, False = maker buy |
trade_id |
str |
Trade ID |
is_auto_atomic |
bool |
Whether PTBN (auto settle) |
FundingRateContainer
class FundingRateContainer
| Field |
Type |
Description |
exchange |
str |
Always "BINANCE" |
symbol |
str |
Symbol |
funding_rate |
float |
Current funding rate |
funding_time |
int |
Next funding time (ms) |
mark_price |
float |
Mark price |
index_price |
float |
Index price |
MarkPriceContainer
| Field |
Type |
Description |
exchange |
str |
Always "BINANCE" |
symbol |
str |
Symbol |
timestamp |
int |
Unix timestamp (ms) |
mark_price |
float |
Mark price |
index_price |
float |
Index price |
est_settlement_price |
float |
Estimated settlement price |
next_funding_time |
int |
Next funding time (ms) |
IncomeContainer
| Field |
Type |
Description |
exchange |
str |
Always "BINANCE" |
symbol |
str |
Symbol |
income_type |
str |
"TRANSFER", "WELCOME_BONUS", "REALIZED_PNL", "FUNDING_FEE", "COMMISSION", "INSURANCE_CLEAR", "TS_COMMISSION", "liquidation_fee", "BORROW_INTEREST", "LP_FEE", "CUTOFF_PRINCIPAL", "CUTOFF_REMU", "MCUTOFF_REMU", "CLQ魂斗罗", "INSURE_CLEAR" |
amount |
float |
Income amount |
asset |
str |
Asset symbol |
timestamp |
int |
Trade time (ms) |
trade_id |
str |
Related trade ID |
AccountContainer
| Field |
Type |
Description |
exchange |
str |
Always "BINANCE" |
account |
str |
Asset type |
can_trade |
bool |
Whether trading enabled |
can_deposit |
bool |
Whether deposit enabled |
can_withdraw |
bool |
Whether withdraw enabled |
update_time |
int |
Last update time (ms) |
balances |
List[AccountBalanceContainer] |
All asset balances |
SymbolContainer
| Field |
Type |
Description |
exchange |
str |
Always "BINANCE" |
symbol |
str |
Symbol |
base_asset |
str |
Base asset (e.g. "BTC") |
quote_asset |
str |
Quote asset (e.g. "USDT") |
price_precision |
int |
Price decimal places |
qty_precision |
int |
Quantity decimal places |
min_qty |
float |
Minimum order quantity |
min_notional |
float |
Minimum order notional value |
max_qty |
float |
Maximum order quantity |
max_qty_precision |
float |
Quantity precision |
tick_size |
float |
Price tick size |
status |
str |
"TRADING", "BREAK", etc. |
All Containers
| Class |
File |
AccountBalanceContainer |
containers/account_balance.py |
OrderContainer |
containers/order.py |
PositionContainer |
containers/position.py |
TickContainer |
containers/tick.py |
OrderBookContainer |
containers/orderbook.py |
BarContainer |
containers/bar.py |
TradeContainer |
containers/trade.py |
FundingRateContainer |
containers/funding_rate.py |
MarkPriceContainer |
containers/mark_price.py |
IncomeContainer |
containers/income.py |
AccountContainer |
containers/account.py |
SymbolContainer |
containers/symbol.py |