binance

Wrapper for Binance exchange APIs

Third-party APIs

HEAD Latest release released about 2 years ago

mwlang/binance

almost 3 years ago

6 2 1

Michael Lang

Source

Binance

This is an unofficial Crystal wrapper for the Binance exchange REST and WebSocket APIs.

Requires Crystal >= 0.35.1

TL;DR

Run this:

require "binance"

api_key = "vmPUZE6mv9SD5VNHk4HlWFsOr6aKE2zvsw0MuIgwCIPy6utIco14y7Ju91duEh8A"
api_secret = "NhqPtmdSJYdKjVHjA7PZj4Mge3R5YNiP1e3UZjInClVN65XAbvqqM6A7H5fATj0j"

signed_client = Binance::REST.new(api_key: api_key, secret_key: api_secret)

symbol = "BNBUSDC"
current_price = signed_client.price(symbol).tickers[0].price

puts "current price for #{symbol} is %0.6f" % current_price

puts "placing limit SELL order..."

response = signed_client.new_order(
  symbol: symbol,
  side: "SELL",
  order_type: "LIMIT",
  time_in_force: "GTC",
  quantity: 1.0,
  price: (current_price * 1.1).round(4)
)

puts "Order placed successfully? #{response.success}"

if response.success
  order = response.orders[0]
  puts "Order #{order.order_id} placed.  Status: #{order.status}"
  puts "canceling the order..."
  response = signed_client.cancel_order(
    symbol: symbol,
    order_id: order.order_id
  )
  if response.success
    puts "order cancelled successfully"
  else
    puts "order was NOT canceled!"
    puts "#{response.error_code}: #{response.error_message}"
  end
else
  puts "#{response.error_code}: #{response.error_message}"
end

puts "That's all folks!"

Get This:

>> crystal run examples/orders.cr
current price for BNBUSDC is 32.633600
placing limit SELL order...
Order placed successfully? true
Order 20556246 placed.  Status: NEW
canceling the order...
order cancelled successfully
That's all folks!

Features

Current:

Basic implementation of REST API
- Easy to use authentication
- Methods return Binance::Responses::ServerResponse objects with JSON already deserialized
- No need to generate signatures
Basic Websocket API for Listening
- Some streams mapped for JSON decoding (all streams currently accessible through JSON unmapped hash)
Websocket API
- Most streams deserialized (see TODO list below)
- Single and multiple streams supported via Handler class
- WebSocket Live subscribe/unsubscribe and sending commands

REST Endpoints

PUBLIC (NONE)

[x] ping ping Test connectivity to the Rest API.
[x] time time Test connectivity to the Rest API and get the current server time.
[x] exchange_info exchangeInfo Current exchange trading rules and symbol information
[x] depth depth (order book) Get Order book depth info.
[x] trades trades Get recent trades (up to last 500).
[x] agg_trades aggTrades Get compressed, aggregate trades.
[x] klines klines Kline/candlestick bars for a symbol. Klines are uniquely identified by their open time.
[x] avg_price avgPrice Current average price for a symbol.
[x] twenty_four_hour ticker/24hr 24 hour rolling window price change statistics.
[x] price ticker/price Latest price for a symbol or symbols.
[x] book_ticker ticker/bookTicker Best price/qty on the order book for a symbol or symbols.

MARKET_DATA (API_KEY required)

[x] historical_trades historicalTrades Get older trades.

SIGNED (API_KEY and signed with SECRET_KEY required)

[x] account account Get current account information.
[x] get_order GET order (query) Check an order's status.
[x] open_orders GET openOrders Get all open orders on a symbol.
[x] all_orders GET allOrders Get all account orders; active, canceled, or filled.
[x] new_order POST order (new order) Send in a new order.
[x] new_test_order POST order/test (test new order) Creates and validates a new order but does not send it into the matching engine.
[x] cancel_order DELETE order (cancel order) Cancel an active order.
[x] my_trades myTrades Get trades for a specific account and symbol.

Websocket Streams

[x] Aggregate Trade Streams
[x] Trade Streams
[x] Kline/Candlestick Streams
[x] Individual Symbol Mini Ticker Stream
[ ] All Market Mini Tickers Stream
[x] Individual Symbol Ticker Streams
[ ] All Market Tickers Stream
[x] Individual Symbol Book Ticker Streams
[ ] All Book Tickers Stream
[x] Partial Book Depth Streams
[x] Diff Depth Stream

Installation

Add the dependency to your shard.yml:

dependencies:
  binance:
    github: mwlang/binance

Run shards install

Getting Started

REST client

require "binance"

client = Binance::REST.new

puts client.ping.pong.inspect => true

client.klines(symbol: "BNBBTC", interval: "5m", limit: 5).klines.each do |kline|
  puts "#{kline.open_time} O: #{"%0.6f" % kline.open_price} C: #{"%0.6f" % kline.close_price}"
end

# =>
# 2019-07-02 15:35:00 UTC O: 0.003031 C: 0.003035
# 2019-07-02 15:40:00 UTC O: 0.003035 C: 0.003023
# 2019-07-02 15:45:00 UTC O: 0.003023 C: 0.003031
# 2019-07-02 15:50:00 UTC O: 0.003033 C: 0.003032
# 2019-07-02 15:55:00 UTC O: 0.003032 C: 0.003010

api_key = "vmPUZE6mv9SD5VNHk4HlWFsOr6aKE2zvsw0MuIgwCIPy6utIco14y7Ju91duEh8A"
api_secret = "NhqPtmdSJYdKjVHjA7PZj4Mge3R5YNiP1e3UZjInClVN65XAbvqqM6A7H5fATj0j"

signed_client = Binance::REST.new api_key: api_key, secret_key: api_secret
signed_client.historical_trades("BTCUSDC", 5).trades.each do |trade|
  puts "#{trade.time} #{"%0.6f" % trade.price} #{"%0.6f" % trade.quantity}"
end

# =>
# 2019-07-02 16:08:07 UTC 10465.560000 0.001689
# 2019-07-02 16:08:09 UTC 10465.650000 1.000000
# 2019-07-02 16:08:09 UTC 10465.650000 0.034570
# 2019-07-02 16:08:09 UTC 10465.650000 0.017813
# 2019-07-02 16:08:09 UTC 10471.390000 0.049130

Initializing the REST client:

If you only plan on touching public API endpoints, you can forgo any arguments. Any of the public (NONE) api endpoints will work without an API key.

client = Binance::REST.new

Otherwise provide an api_key and secret_key as keyword arguments

client = Binance::REST.new api_key: "x", secret_key: "y"

Websocket client

The basic Websocket API is implemented. Advanced live subscribe/unsubscribe is not.

Using a websocket is composed of two parts:

The websocket listener/client
The update handler for the incoming data stream(s)

The handler should inherit from Binance::Handler

require "binance"

# Each market will instantiate it's own TickerHandler
class TickerHandler < Binance::Handler

  # implement an update() method in your handler to process
  # what was sent over the websocket stream
  def update(stream)
    ticker = stream.ticker
    puts [
      ticker.symbol,
      "messages: #{messages}",
      "bid: %0.6f" % ticker.bid_price,
      "ask: %0.6f" % ticker.ask_price,
      "change: %0.3f" % ticker.price_change_percent,
      "high: %0.6f" % ticker.high_price,
      "low: %0.6f" % ticker.low_price,
    ].join(" ")
  end
end

puts "starting ticker listener"

# Instantiating a Listener like this enables you to open any named stream
# even if this library hasn't implemented the convenience methods or
# the JSON serializers for that stream, yet.
# If a serializer isn't available, then inspect the `stream.data#unmapped`
# property to extract the desired data from the stream message.
listener = Binance::Listener.new ["BTCUSDT", "BNBBTC"], "ticker", TickerHandler

# loop forever -- CTRL-C to break out in terminal
loop do
  if reason = listener.run
    break if reason[:status] == "UNHANDLED"
    sleep(30.seconds) if reason[:status] == "ERROR"
    sleep(5.seconds) if reason[:status] == "CLOSED"
  else
    puts "No reason returned from listener"
  end
end

puts "ticker listener stopped..."

Listeners may also be instantiated through the Websocket client class like this:

#...
client = Binance::Websocket.new
listener = client.depth SYMBOLS, OrderBookHandler

Note: Not all streams have convenience classes or serializers. Pull requests greatly appreciated! The following streams have convenience classes:

combo -- pass an array of symbols and array of streams (more info below)
aggregate_trade -- opens aggTrade stream on given array of symbols
trade -- opens trade stream on given array of symbols
ticker -- opens ticker stream
book_ticker -- opens bookTicker stream
depth -- opens depth stream (pass also speed param "100ms" for faster updates)

If you want to handle the scenario where the Binance server sometimes stops sending data to the client, but doesn't actually close the stream, then invoke with a Timeout span greater than zero:

# ...
client = Binance::Websocket.new
listener = client.depth SYMBOLS, OrderBookHandler, 30.seconds
# ...

This will cause the listener to close the websocket stream after 30 seconds of no updates, thus breaking the #run blocking call.

One Handler, Multiple Streams

The above examples are passing an uninstantiated Binance::Handler+ class. When the class is passed, a handler is instantiated for each symbol and stream. Another way is to instantiate the Binance::Handler+ class and pass that and this will cause the websocket to wire up such that the one handler services all the streams. For example:

handler = ComboHandler.new
client = Binance::Websocket.new
listener = client.combo ["BTCUSDT", "BNBBTC"], "ticker,bookTicker,depth", handler, 30.seconds

Sets up the websocket streaming such that ticker, book_ticker, and depth streams are subscribed for BTCUSDT and BNBBTC markets and all streamed messages are sent to the one handler.

Exchange Filters

Binance provides a flexible system of setting filters on each market pair (a.k.a. ExchangeSymbol). For example, PRICE_FILTER is available on any given ExchangeSymbol as the price_filter property. Most of the filters implement both a validate and valid?(value : Float64) method to make it easy to validate if your intended price or quantity, etc. will pass the filters on Binance's server when submitted.

NOTE: The filters' validations are not invoked in the process of calling the new order API's and is your responsibility to utilize them as you see fit.

Example:

client = Binance::REST.new(api_key, api_secret)
assets = client.exchange_info.symbols
symbol = assets[0] # => Binance::Response::ExchangeSymbol for ETHBTC (coincidentally!)

# The price_filter's properties are delegated, so are accessible directly on the symbol.
puts symbol.tick_size # => 0.000001
puts symbol.min_price # => 0.000001
puts symbol.max_price # => 100000.0
puts symbol.price_filter.valid?(0.0) # => false
pp symbol.price_filter.validate(0.0) # => ["0.0 is below min_price of 0.000001"]
pp symbol.price_filter.validate(0.0000011) # => ["0.0000011  is an invalid tick_size 0.000001"]

#validate returns array of error messages which may be empty.
#valid? returns true or false
for filters with #tick_size and #step_size, #decimals returns number of decimals to round a value to.

Anatomy of a `Binance::Responses::ServerResponse`

Every API endpoint call results in a ServerResponse that deserializes the JSON data retrieved from the server.

A ServerResponse is either a successful call and loaded with data or in an error state. Exceptions from connection fails or the server returning error codes are captured. It is up to you to check for errors before attempting to access the properties of the ServerResponses

When accessing the properties of the JSON responses, Generally speaking:

camel-cased JSON keys become downcased and underscored.
abbreviations are spelled out (e.g. qty => quantity).
If an API can return one or more, it's always an Array property on the ServerResponse object.

require "binance"

client = Binance::REST.new

puts client.ping.inspect

# => #<Binance::Responses::PingResponse:0x10d40c280
#   @success=true,
#   @error_code=nil,
#   @error_message=nil,
#   @response=#<Cossack::Response:0x10d3fe5a0 @status=200,
#     @headers=HTTP::Headers{
#       "Content-Type" => "application/json;charset=utf-8",
#       "Transfer-Encoding" => "chunked",
#       "Connection" => "keep-alive",
#       "Date" => "Tue, 02 Jul 2019 15:26:47 GMT",
#       "Server" => "nginx",
#       "Vary" => "Accept-Encoding",
#       "X-MBX-USED-WEIGHT" => "3",
#       "Strict-Transport-Security" =>
#       "max-age=31536000; includeSubdomains",
#       "X-Frame-Options" => "SAMEORIGIN",
#       "X-Xss-Protection" => "1; mode=block",
#       "X-Content-Type-Options" => "nosniff",
#       "Content-Security-Policy" => "default-src 'self'",
#       "X-Content-Security-Policy" => "default-src 'self'",
#       "X-WebKit-CSP" => "default-src 'self'",
#       "Cache-Control" => "no-cache, no-store, must-revalidate",
#       "Pragma" => "no-cache",
#       "Expires" => "0",
#       "Content-Encoding" => "gzip",
#       "X-Cache" => "Miss from cloudfront",
#       "Via" => "1.1 f5d17f65245ed818b0a01bb46646051c.cloudfront.net (CloudFront)",
#       "X-Amz-Cf-Pop" => "ATL50-C1",
#       "X-Amz-Cf-Id" => "-lcrDlHfRIAYp7ULZLmEqNzDMCU8U4q5LnS60csCxtYe-SRY3qqqTQ=="
#       },
#     @body="{}">,
#   @exception=nil>

The raw JSON returned is accessible via the #body property of the ServerResponse

require "binance"

client = Binance::REST.new

puts client.time.body
# => {"serverTime":1562224025253}

puts client.time.server_time.inspect
# => 2019-07-04 07:07:06.009000000 UTC

The weight used on the API call is returned in the response headers as "X-MBX-USED-WEIGHT". This is conveniently accessible via #used_weight property of the ServerResponse

require "binance"

client = Binance::REST.new

response = client.twenty_four_hour
puts "WEIGHT %i" % response.used_weight
puts "TICKERS %i" % response.tickers.size

response.tickers[0,5].each do |ticker|
  puts [
      ticker.symbol,
      "bid: %0.6f" % ticker.bid_price,
      "ask: %0.6f" % ticker.ask_price,
      "change: %0.3f" % ticker.price_change_percent,
      "high: %0.6f" % ticker.high_price,
      "low: %0.6f" % ticker.low_price
    ].join(" ")
end

WEIGHT 40
TICKERS 558
ETHBTC bid: 0.025352 ask: 0.025362 change: -2.282 high: 0.026600 low: 0.025004
LTCBTC bid: 0.010711 ask: 0.010717 change: 1.046 high: 0.010872 low: 0.009991
BNBBTC bid: 0.002767 ask: 0.002768 change: -3.726 high: 0.002969 low: 0.002705
NEOBTC bid: 0.001521 ask: 0.001522 change: -2.311 high: 0.001589 low: 0.001484
QTUMETH bid: 0.017040 ask: 0.017126 change: -0.719 high: 0.017617 low: 0.016782

NOTE: used_weight is cumulative Each endpoint has it's own Response object derived from the ServerResponse object and, consequentially, the specific properties that are mapped to the JSON. For example, the time endpoint returns a TimeResponse with one additional property value, the "serverTime", accessible as follows:

require "binance"

client = Binance::REST.new

puts client.time.server_time.inspect

# => 2019-07-03 18:41:45.491000000 UTC

Testing

Testing is done primarily with webmock and stubbing server responses. To make testing easier, a mini-VCR style record and playback set of helpers was implemented.

However, only PUBLIC API VCR cassettes are committed to the repo. To test SIGNED/VERIFIED API calls, you'll have to setup your private API credentials.

Development

All API's are TDD and have specs. If you find a bug or want to contribute, then your contributions is expected to have specs exercising your code changes.

API calls are captured with so-called VCR cassettes, which is a small library built upon Webmock for capturing and playing back a server interaction with one caveat: signed APIs (those requiring API key) are not checked into the repository. As a consequence, you'll have to set up your API key and record your own cassettes locally to get specs passing. Signed exchanges are necessarily kept somewhat generic, but read the specs for prerequisites to actions you much take on Binance manually to prepare to capture your signed cassettes.

NOTE: Signed exchanges are saved to ./spec/fixtures/vcr_cassettes/signed and this folder is excluded in the .gitignore file.

To set up your API key for test environment, rename ./spec/test.yml.example to ./spec/test.yml and replace values in the file with your own API key. This file is likewise excluded via .gitignore.

From time to time, Binance silently releases changes to their API, adding new and undocumented fields. For example, the account api presently returns a accountType with value "MARGIN", but this field is not yet documented nor are the ENUM values known at this time. When noticed, these fields may be added and parsed without issue.

Contributing

Pull Requests welcomed. Fully spec'd PR's are likely to get merged!

Fork it (https://github.com/mwlang/binance/fork)
Create your feature branch (git checkout -b my-new-feature)
Commit your changes (git commit -am 'Add some feature')
Push to the branch (git push origin my-new-feature)
Create a new Pull Request

TODO

TODO: extend the VCR functionality to obsfucate SIGNED calls to avoid revealing api keys. TODO: build Websocket wrappers

Contributors

mwlang - creator and maintainer

binance:
  github: mwlang/binance

License MIT

Crystal >=1.0.0, < 2.0.0

Authors

mwlang mwlang@cybrains.net

Dependencies 0

Development Dependencies 2

timecop

{'github' => 'crystal-community/timecop.cr'}

webmock master

{'branch' => 'master', 'github' => 'manastech/webmock.cr'}

Dependents 0

Releases

HEAD 2022-02-21 about 2 years ago

Last synced over 2 years ago.

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