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Exchange Data | 交易所数据

Exchange data classes provide exchange-specific configuration for Binance.

BinanceExchangeData

File: src/bt_api_binance/exchange_data/binance_exchange_data.py

Base class for all Binance exchange data classes. Provides: - Exchange name: BINANCE - Asset type identification - REST and WebSocket base URLs from binance.yaml config - HMAC-SHA256 request signing - API key / secret key management

class BinanceExchangeData(ExchangeData):
    def __init__(
        self,
        exchange_name: str,
        api_key: str | None = None,
        secret_key: str | None = None,
        passphrase: str | None = None,
        testnet: bool = False,
        asset_type: AssetType | None = None,
    ):
        ...

Methods

Method Returns Description
get_exchange_name() str Exchange identifier
get_asset_type() AssetType Asset type enum
get_rest_url() str REST API base URL
get_wss_url() str WebSocket base URL
get_api_key() str \| None API key
get_secret_key() str \| None Secret key
get_passphrase() str \| None Passphrase
is_testnet() bool Whether using testnet
is_perpetual() bool Whether perpetual futures
sign(params: Dict) Dict Sign request params with HMAC-SHA256

BinanceExchangeDataSpot

class BinanceExchangeDataSpot(BinanceExchangeData)
  • Exchange code: BINANCE___SPOT
  • Asset type: AssetType.SPOT
  • REST: https://api.binance.com
  • WSS: wss://stream.binance.com:9443/ws
  • Perpetual: False

BinanceExchangeDataSwap

class BinanceExchangeDataSwap(BinanceExchangeData)
  • Exchange code: BINANCE___SWAP
  • Asset type: AssetType.SWAP
  • REST: https://fapi.binance.com
  • WSS: wss://fstream.binance.com/ws
  • Perpetual: True

BinanceExchangeDataCoinM

class BinanceExchangeDataCoinM(BinanceExchangeData)
  • Exchange code: BINANCE___COIN_M
  • Asset type: AssetType.SWAP
  • REST: https://dapi.binance.com
  • WSS: wss://dstream.binance.com/ws
  • Perpetual: True

BinanceExchangeDataMargin

class BinanceExchangeDataMargin(BinanceExchangeData)
  • Exchange code: BINANCE___MARGIN
  • Asset type: AssetType.MARGIN
  • REST: https://api.binance.com
  • WSS: wss://stream.binance.com/ws

BinanceExchangeDataOption

class BinanceExchangeDataOption(BinanceExchangeData)
  • Exchange code: BINANCE___OPTION
  • Asset type: AssetType.OPTION
  • REST: https://eapi.binance.com
  • WSS: wss://nbstream.binance.com/eoptions/ws

BinanceExchangeDataAlgo

class BinanceExchangeDataAlgo(BinanceExchangeData)
  • Exchange code: BINANCE___ALGO
  • Asset type: AssetType.ALGO
  • REST: https://api.binance.com
  • WSS: N/A (REST-only)

BinanceExchangeDataGrid

class BinanceExchangeDataGrid(BinanceExchangeData)
  • Exchange code: BINANCE___GRID
  • Asset type: AssetType.GRID
  • REST: https://api.binance.com

BinanceExchangeDataStaking

class BinanceExchangeDataStaking(BinanceExchangeData)
  • Exchange code: BINANCE___STAKING
  • Asset type: AssetType.STAKING
  • REST: https://api.binance.com

BinanceExchangeDataMining

class BinanceExchangeDataMining(BinanceExchangeData)
  • Exchange code: BINANCE___MINING
  • Asset type: AssetType.MINING
  • REST: https://api.binance.com

BinanceExchangeDataVipLoan

class BinanceExchangeDataVipLoan(BinanceExchangeData)
  • Exchange code: BINANCE___VIP_LOAN
  • Asset type: AssetType.VIP_LOAN
  • REST: https://api.binance.com

BinanceExchangeDataWallet

class BinanceExchangeDataWallet(BinanceExchangeData)
  • Exchange code: BINANCE___WALLET
  • Asset type: AssetType.WALLET
  • REST: https://api.binance.com

BinanceExchangeDataSubAccount

class BinanceExchangeDataSubAccount(BinanceExchangeData)
  • Exchange code: BINANCE___SUB_ACCOUNT
  • Asset type: AssetType.SUB_ACCOUNT
  • REST: https://api.binance.com

BinanceExchangeDataPortfolio

class BinanceExchangeDataPortfolio(BinanceExchangeData)
  • Exchange code: BINANCE___PORTFOLIO
  • Asset type: AssetType.PORTFOLIO
  • REST: https://api.binance.com

Configuration (binance.yaml)

All exchange data classes read configuration from configs/binance.yaml:

BINANCE:
  SPOT:
    name: "BINANCE"
    asset_type: "SPOT"
    rest:
      base: "https://api.binance.com"
    wss:
      base: "wss://stream.binance.com:9443/ws"
  SWAP:
    name: "BINANCE"
    asset_type: "SWAP"
    rest:
      base: "https://fapi.binance.com"
    wss:
      base: "wss://fstream.binance.com/ws"
  # ... all 13 asset types

Rate limits from YAML:

Asset Type Requests / Second Orders / Second
SPOT 1200 100
SWAP 2400 150
COIN_M 2400 150
MARGIN 1200 100
OPTION 1200 50
ALGO 1200 100
GRID 200 20
STAKING 200 20
MINING 200 20
VIP_LOAN 200 20
WALLET 200 20
SUB_ACCOUNT 200 20
PORTFOLIO 200 20