Feeds | 数据订阅层¶

Feeds handle data subscription and retrieval for Binance. Each asset type has three feed layers.

Architecture¶

Request Layer (REST polling)
  └── BinanceRequestData<AssetType>

Market WebSocket Layer (real-time market data)
  └── BinanceMarketWssData<AssetType>

Account WebSocket Layer (real-time account/position/order data)
  └── BinanceAccountWssData<AssetType>

BinanceRequestData¶

Base: RequestData

Base class for REST request feeds. Handles synchronous REST API calls.

Common Methods¶

Method	Returns	Description
`get_ticker(symbol)`	`TickContainer`	24hr ticker statistics
`get_orderbook(symbol, depth)`	`OrderBookContainer`	Order book depth
`get_bars(symbol, interval, limit)`	`List[BarContainer]`	K-line/candlestick data
`get_trades(symbol, limit)`	`List[TradeContainer]`	Recent trades
`get_symbol_info(symbol)`	`SymbolContainer`	Symbol trading rules
`get_balance()`	`List[AccountBalanceContainer]`	Account balances
`get_order(symbol, order_id)`	`OrderContainer`	Query specific order
`get_open_orders(symbol)`	`List[OrderContainer]`	All open orders
`get_position(symbol)`	`List[PositionContainer]`	Position details
`get_account()`	`AccountContainer`	Full account info
`make_order(...)`	`OrderContainer`	Place a new order
`cancel_order(symbol, order_id)`	`bool`	Cancel an order
`cancel_orders(symbol)`	`bool`	Cancel all open orders
`set_leverage(symbol, leverage)`	`bool`	Set symbol leverage

BinanceMarketWssData¶

Base: MarketWssData

Base class for WebSocket market data feeds.

Subscription Topics¶

Topic	Description	Example
`"ticker"`	24hr rolling ticker	`{"symbol": "BTCUSDT"}`
`"depth"`	Order book depth	`{"symbol": "BTCUSDT", "depth": 20}`
`"kline"`	K-line/candlestick	`{"symbol": "BTCUSDT", "interval": "1m"}`
`"trade"`	Individual trades	`{"symbol": "BTCUSDT"}`
`"markPrice"`	Mark price (futures)	`{"symbol": "BTCUSDT"}`
`"fundingRate"`	Funding rate (futures)	`{"symbol": "BTCUSDT"}`

Common Methods¶

Method	Returns	Description
`subscribe(symbols, topics)`	`bool`	Subscribe to market data
`unsubscribe(symbols, topics)`	`bool`	Unsubscribe
`is_connected()`	`bool`	WebSocket connection status

BinanceAccountWssData¶

Base: AccountWssData

Base class for WebSocket account data feeds.

Subscription Topics¶

Topic	Description
`"balance"`	Account balance updates
`"position"`	Position updates
`"order"`	Order updates
`"myTrades"`	Executed trades

Common Methods¶

Method	Returns	Description
`subscribe(symbols, topics)`	`bool`	Subscribe to account data
`unsubscribe(symbols, topics)`	`bool`	Unsubscribe
`is_connected()`	`bool`	WebSocket connection status

Spot Feeds¶

BinanceRequestDataSpot¶

File: src/bt_api_binance/feeds/spot.py

Method	Description
`get_ticker(symbol)`	24hr ticker for spot symbol
`get_orderbook(symbol, depth)`	Spot order book
`get_bars(symbol, interval, limit)`	Spot K-lines
`get_trades(symbol, limit)`	Spot trade history
`get_symbol_info(symbol)`	Spot symbol info
`get_balance()`	Spot wallet balances
`get_order(symbol, order_id)`	Spot order status
`get_open_orders(symbol)`	All open spot orders
`make_order(symbol, side, price, qty, order_type)`	Place spot order
`cancel_order(symbol, order_id)`	Cancel spot order
`cancel_orders(symbol)`	Cancel all spot orders

BinanceMarketWssDataSpot¶

Topic	Binance WebSocket Stream
`ticker`	`<symbol>@ticker`
`depth`	`<symbol>@depth<level>@100ms`
`kline`	`<symbol>@kline_<interval>`
`trade`	`<symbol>@trade`

BinanceAccountWssDataSpot¶

Topic	Binance WebSocket Stream
`balance`	`<account>@balance`
`order`	`<account>@order`
`myTrades`	`<account>@trade`

Swap Feeds (USDT-M Futures)¶

BinanceRequestDataSwap¶

Method	Description
`get_ticker(symbol)`	24hr ticker
`get_orderbook(symbol, depth)`	Order book
`get_bars(symbol, interval, limit)`	K-lines
`get_trades(symbol, limit)`	Trade history
`get_funding_rate(symbol)`	Current funding rate
`get_mark_price(symbol)`	Mark price
`get_position(symbol)`	Futures position
`get_balance()`	USDT-M account balance
`get_open_orders(symbol)`	Open orders
`get_order(symbol, order_id)`	Order status
`make_order(...)`	Place futures order
`set_leverage(symbol, leverage)`	Set leverage
`set_margin_type(symbol, margin_type)`	Set cross/isolated
`add_margin(symbol, qty)`	Add position margin
`cancel_order(symbol, order_id)`	Cancel order
`get_income(symbol, limit)`	Position income history

BinanceMarketWssDataSwap¶

Topic	Binance WebSocket Stream
`ticker`	`<symbol>@ticker`
`depth`	`<symbol>@depth<level>@100ms`
`kline`	`<symbol>@kline_<interval>`
`trade`	`<symbol>@trade`
`markPrice`	`<symbol>@markPrice`
`fundingRate`	`<symbol>@fundingRate`

BinanceAccountWssDataSwap¶

Topic	Binance WebSocket Stream
`balance`	`<account>@balance`
`position`	`<account>@position`
`order`	`<account>@order`
`myTrades`	`<account>@trade`

Coin-M Feeds (COIN-M Futures)¶

BinanceRequestDataCoinM¶

Same interface as Swap but for coin-margined futures (dapi).

BinanceMarketWssDataCoinM¶

Same topics as Swap but via dstream.binance.com.

BinanceAccountWssDataCoinM¶

Same topics as Swap.

Other Asset Type Feeds¶

Asset Type	Request Class	Market WSS Class	Account WSS Class
MARGIN	`BinanceRequestDataMargin`	`BinanceMarketWssDataMargin`	`BinanceAccountWssDataMargin`
OPTION	`BinanceRequestDataOption`	`BinanceMarketWssDataOption`	`BinanceAccountWssDataOption`
ALGO	`BinanceRequestDataAlgo`	—	—
GRID	`BinanceRequestDataGrid`	—	—
STAKING	`BinanceRequestDataStaking`	—	—
MINING	`BinanceRequestDataMining`	—	—
VIP_LOAN	`BinanceRequestDataVipLoan`	—	—
WALLET	`BinanceRequestDataWallet`	—	—
SUB_ACCOUNT	`BinanceRequestDataSubAccount`	—	—
PORTFOLIO	`BinanceRequestDataPortfolio`	—	—

Note: ALGO, GRID, STAKING, MINING, VIP_LOAN, WALLET, SUB_ACCOUNT, PORTFOLIO are REST-only (no WebSocket support).

K-Line Intervals¶

Binance supports these K-line intervals:

Interval	Description
`1m`	1 minute
`3m`	3 minutes
`5m`	5 minutes
`15m`	15 minutes
`30m`	30 minutes
`1h`	1 hour
`2h`	2 hours
`4h`	4 hours
`6h`	6 hours
`8h`	8 hours
`12h`	12 hours
`1d`	1 day
`3d`	3 days
`1w`	1 week
`1M`	1 month

Order Types¶

Type	Description
`LIMIT`	Limit order
`MARKET`	Market order
`STOP`	Stop loss limit
`STOP_MARKET`	Stop loss market
`TAKE_PROFIT`	Take profit limit
`TAKE_PROFIT_MARKET`	Take profit market
`TRAILING_STOP_MARKET`	Trailing stop
`GTC`	Good-Till-Cancel (default)
`IOC`	Immediate-Or-Cancel
`FOK`	Fill-Or-Kill