6i>ddlZddlZddlmZddlmZmZmZmZm Z ddl Z ddl m Z ddl mZddlmZddlmZddlmZdd lmZdd lmZdd lmZGd d eeZGddZGddeZy)N)Enum)OptionalListDictCallableAny)KEEPALIVE_TIMEOUT)KeepAliveWebsocket)ReconnectingWebsocket)ThreadedApiManager) AsyncClient) FuturesType) ContractType)get_loopc eZdZdZdZdZdZdZy)BinanceSocketTypeSpot USD_M_FuturesCoin_M_FuturesVanilla_OptionsAccountN)__name__ __module__ __qualname__SPOT USD_M_FUTURESCOIN_M_FUTURESOPTIONSACCOUNTP/var/www/app/trading-bot/venv/lib/python3.12/site-packages/binance/ws/streams.pyrrs D#M%NGGr!rc eZdZdZdZdZdZdZdZdZ dZ dZ d Z d Z d Zd Zed dfdededefdZdXdeefdZdddej2fdedeededededef dZ dYdedeedededef dZ dZdededefdZd[dedefd Z defd!Z! d\d"ed#eed$eefd%Z"ejFfd"efd&Z$ejFejJe&jNfd"eded'e&fd(Z(d]d)efd*Z)d"efd+Z*d"efd,Z+ejJfd"edefd-Z,d"efd.Z-d"efd/Z.d0Z/d1Z0d2Z1d^d"ed4efd5Z2d3ejJfd"ed4edefd6Z3d3ejJfd4edefd7Z4ejJfd"edefd8Z5ejJfd"edefd9Z6d:ejJfd;edefd<Z7d"efd=Z8d>Z9d?e:efd@Z;d?e:efdAZdDZ?dEZ@dFZAdGZBdHZCdIZDd"efdJZEd"efdKZFd"edLefdMZGd"efdNZHejFfd"efdOZId_d"ed#efdPZJd ejJfd"ed#efdQZKejJfd"efdRZLdSZMd"edLefdTZNd"efdUZOd"efdVZPdWZQy)`BinanceSocketManagerzwss://stream.binance.{}:9443/z$wss://stream.testnet.binance.vision/zwss://demo-stream.binance.com/zwss://fstream.binance.{}/zwss://stream.binancefuture.com/z wss://fstream.binancefuture.com/zwss://dstream.binance.{}/z wss://dstream.binancefuture.com/z#wss://nbstream.binance.{}/eoptions/51020dFclientmax_queue_sizeverbosec|jj|j|_|jj|j|_|jj|j|_|j j|j|_i|_t|_||_ ||_ |jj|_ |jj|_ ||_ ||_i|_|r3t!j"dj%t j&yy)aInitialise the BinanceSocketManager :param client: Binance API client :type client: binance.AsyncClient :param user_timeout: Timeout for user socket in seconds :param max_queue_size: Max size of the websocket queue, defaults to 100 :type max_queue_size: int :param verbose: Enable verbose logging for WebSocket connections :type verbose: bool z binance.wsN) STREAM_URLformattld FSTREAM_URL DSTREAM_URL OPTIONS_URL_connsr_loop_client _user_timeouttestnetdemo_max_queue_sizer+ ws_kwargslogging getLoggersetLevelDEBUG)selfr) user_timeoutr*r+s r"__init__zBinanceSocketManager.__init__+s"//00<++226::>++226::>++226::> Z  )||++ LL%% -     l + 4 4W]] C r!N stream_urlc|r|S|j}|jr|j}|S|jr |j}|SN)r-r7STREAM_TESTNET_URLr8STREAM_DEMO_URLr?rBs r"_get_stream_urlz$BinanceSocketManager._get_stream_urlNsH  __ <<00JYY--Jr!ws/pathprefix is_binary socket_typereturnc Dd|}tjdd}|r|d|}|jvr[td|j ||fd|jj j djj|<j|S)N_ TIME_UNITz ?timeUnit=c0jd|S)NrP _exit_socket)pr?rMs r"z2BinanceSocketManager._get_socket..isD$5$5 Qqc6J$Kr!)rJurlrK exit_cororL https_proxyr*r )getattrr5r3r rHrYr9r:)r?rJrBrKrLrMconn_id time_units` ` r" _get_socketz BinanceSocketManager._get_socketXs!M4&)DLL+t< V:i[1D $++ %#8 $((4K# LL44#33 $.. $DKK {{7##r!c Ltjd|jvrqtdjj |||fd|j jjjd jj<jS)NrPc&jSrDrS)rUr[r?s r"rVz:BinanceSocketManager._get_account_socket..sD$5$5g$>r!) r)rWkeepalive_typerKrXrLr@rYr*r ) rrr3r r5rHr6rYr9r:)r?rJrBrKrLr[s` @r"_get_account_socketz(BinanceSocketManager._get_account_socketrs'../q7 $++ %#5 $||((4#>#!// LL44#33 $.. $DKK {{7##r! futures_typechtj}|tjk(r>|j}|j r |j }nV|jrJ|j}n=|j}|j r |j}n|jr |j}|j||||S)N)rM) rrrUSD_Mr0r7FSTREAM_TESTNET_URLr8FSTREAM_DEMO_URLr1DSTREAM_TESTNET_URLDSTREAM_DEMO_URLr])r?rJrbrKrMrBs r"_get_futures_socketz(BinanceSocketManager._get_futures_sockets*;)H)H ;,, ,))J||!55 !22 ))J||!55 !22 j&kRRr!cb|j}|j|||dtjS)NF)rLrM)r2r]rr)r?rJrKrBs r"_get_options_socketz(BinanceSocketManager._get_options_sockets:%%    )11    r!cBK|j|d{y7wrD) _stop_socket)r?rJs r"rTz!BinanceSocketManager._exit_sockets%%%s symboldepthintervalc|jdz}|r |dk7r||}|r|dvr |d|d}n td|j|S)a Start a websocket for symbol market depth returning either a diff or a partial book https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#partial-book-depth-streams :param symbol: required :type symbol: str :param depth: optional Number of depth entries to return, default None. If passed returns a partial book instead of a diff :type depth: str :param interval: optional interval for updates, default None. If not set, updates happen every second. Must be 0, None (1s) or 100 (100ms) :type interval: int :returns: connection key string if successful, False otherwise Partial Message Format .. code-block:: python { "lastUpdateId": 160, # Last update ID "bids": [ # Bids to be updated [ "0.0024", # price level to be updated "10", # quantity [] # ignore ] ], "asks": [ # Asks to be updated [ "0.0026", # price level to be updated "100", # quantity [] # ignore ] ] } Diff Message Format .. code-block:: python { "e": "depthUpdate", # Event type "E": 123456789, # Event time "s": "BNBBTC", # Symbol "U": 157, # First update ID in event "u": 160, # Final update ID in event "b": [ # Bids to be updated [ "0.0024", # price level to be updated "10", # quantity [] # ignore ] ], "a": [ # Asks to be updated [ "0.0026", # price level to be updated "100", # quantity [] # ignore ] ] } @depth1)rr(@mszAWebsocket interval value not allowed. Allowed values are [0, 100])lower ValueErrorr])r?rnrorp socket_names r" depth_socketz!BinanceSocketManager.depth_socketslDllnx/ Uc\(M%1K 8#!, Qxj;  W ,,r!cN|jd|}|j|S)aWStart a websocket for symbol kline data https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#klinecandlestick-streams :param symbol: required :type symbol: str :param interval: Kline interval, default KLINE_INTERVAL_1MINUTE :type interval: str :returns: connection key string if successful, False otherwise Message Format .. code-block:: python { "e": "kline", # event type "E": 1499404907056, # event time "s": "ETHBTC", # symbol "k": { "t": 1499404860000, # start time of this bar "T": 1499404919999, # end time of this bar "s": "ETHBTC", # symbol "i": "1m", # interval "f": 77462, # first trade id "L": 77465, # last trade id "o": "0.10278577", # open "c": "0.10278645", # close "h": "0.10278712", # high "l": "0.10278518", # low "v": "17.47929838", # volume "n": 4, # number of trades "x": false, # whether this bar is final "q": "1.79662878", # quote volume "V": "2.34879839", # volume of active buy "Q": "0.24142166", # quote volume of active buy "B": "13279784.01349473" # can be ignored } } @kline_)rvr])r?rnrprJs r" kline_socketz!BinanceSocketManager.kline_sockets-R,,.! 3%%r! contract_typecn|jd|jd|}|j|d|S)aStart a websocket for symbol kline data for the perpeual futures stream https://binance-docs.github.io/apidocs/futures/en/#continuous-contract-kline-candlestick-streams :param symbol: required :type symbol: str :param interval: Kline interval, default KLINE_INTERVAL_1MINUTE :type interval: str :param futures_type: use USD-M or COIN-M futures default USD-M :param contract_type: use PERPETUAL or CURRENT_QUARTER or NEXT_QUARTER default PERPETUAL :returns: connection key string if successful, False otherwise Message Format .. code-block:: python { "e":"continuous_kline", // Event type "E":1607443058651, // Event time "ps":"BTCUSDT", // Pair "ct":"PERPETUAL" // Contract type "k":{ "t":1607443020000, // Kline start time "T":1607443079999, // Kline close time "i":"1m", // Interval "f":116467658886, // First trade ID "L":116468012423, // Last trade ID "o":"18787.00", // Open price "c":"18804.04", // Close price "h":"18804.04", // High price "l":"18786.54", // Low price "v":"197.664", // volume "n": 543, // Number of trades "x":false, // Is this kline closed? "q":"3715253.19494", // Quote asset volume "V":"184.769", // Taker buy volume "Q":"3472925.84746", //Taker buy quote asset volume "B":"0" // Ignore } } _@continuousKline_ rPz@continuousKline_rIrKrb)rvvalueri)r?rnrprbr}rJs r"kline_futures_socketz)BinanceSocketManager.kline_futures_socket#sBf,,.!=#6#6"77H S''U'VVr! update_timec,|jd|dS)aStart a miniticker websocket for all trades This is not in the official Binance api docs, but this is what feeds the right column on a ticker page on Binance. :param update_time: time between callbacks in milliseconds, must be 1000 or greater :type update_time: int :returns: connection key string if successful, False otherwise Message Format .. code-block:: python [ { 'e': '24hrMiniTicker', # Event type 'E': 1515906156273, # Event time 's': 'QTUMETH', # Symbol 'c': '0.03836900', # close 'o': '0.03953500', # open 'h': '0.04400000', # high 'l': '0.03756000', # low 'v': '147435.80000000', # volume 'q': '5903.84338533' # quote volume } ] z!miniTicker@arr@rur])r?rs r"miniticker_socketz&BinanceSocketManager.miniticker_socketYs<"2;-r BCCr!cF|j|jdzS)aStart a websocket for symbol trade data https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#trade-streams :param symbol: required :type symbol: str :returns: connection key string if successful, False otherwise Message Format .. code-block:: python { "e": "trade", # Event type "E": 123456789, # Event time "s": "BNBBTC", # Symbol "t": 12345, # Trade ID "p": "0.001", # Price "q": "100", # Quantity "b": 88, # Buyer order Id "a": 50, # Seller order Id "T": 123456785, # Trade time "m": true, # Is the buyer the market maker? "M": true # Ignore. } @trader]rvr?rns r" trade_socketz!BinanceSocketManager.trade_socketys <  9::r!cF|j|jdzS)aStart a websocket for symbol trade data https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#aggregate-trade-streams :param symbol: required :type symbol: str :returns: connection key string if successful, False otherwise Message Format .. code-block:: python { "e": "aggTrade", # event type "E": 1499405254326, # event time "s": "ETHBTC", # symbol "a": 70232, # aggregated tradeid "p": "0.10281118", # price "q": "8.15632997", # quantity "f": 77489, # first breakdown trade id "l": 77489, # last breakdown trade id "T": 1499405254324, # trade time "m": false, # whether buyer is a maker "M": true # can be ignored } @aggTraderrs r"aggtrade_socketz$BinanceSocketManager.aggtrade_sockets :  <==r!cJ|j|jdz|S)aPStart a websocket for aggregate symbol trade data for the futures stream :param symbol: required :param futures_type: use USD-M or COIN-M futures default USD-M :returns: connection key string if successful, False otherwise Message Format .. code-block:: python { "e": "aggTrade", // Event type "E": 123456789, // Event time "s": "BTCUSDT", // Symbol "a": 5933014, // Aggregate trade ID "p": "0.001", // Price "q": "100", // Quantity "f": 100, // First trade ID "l": 105, // Last trade ID "T": 123456785, // Trade time "m": true, // Is the buyer the market maker? } rrbrirvr?rnrbs r"aggtrade_futures_socketz,BinanceSocketManager.aggtrade_futures_sockets,8'' LLN[ (|(  r!cF|j|jdzS)a{Start a websocket for a symbol's miniTicker data https://binance-docs.github.io/apidocs/spot/en/#individual-symbol-mini-ticker-stream :param symbol: required :type symbol: str :returns: connection key string if successful, False otherwise Message Format .. code-block:: python { "e": "24hrMiniTicker", // Event type "E": 123456789, // Event time "s": "BNBBTC", // Symbol "c": "0.0025", // Close price "o": "0.0010", // Open price "h": "0.0025", // High price "l": "0.0010", // Low price "v": "10000", // Total traded base asset volume "q": "18" // Total traded quote asset volume } z @miniTickerrrs r"symbol_miniticker_socketz-BinanceSocketManager.symbol_miniticker_sockets 6  >??r!cF|j|jdzS)aStart a websocket for a symbol's ticker data https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#individual-symbol-ticker-streams :param symbol: required :type symbol: str :returns: connection key string if successful, False otherwise Message Format .. code-block:: python { "e": "24hrTicker", # Event type "E": 123456789, # Event time "s": "BNBBTC", # Symbol "p": "0.0015", # Price change "P": "250.00", # Price change percent "w": "0.0018", # Weighted average price "x": "0.0009", # Previous day's close price "c": "0.0025", # Current day's close price "Q": "10", # Close trade's quantity "b": "0.0024", # Best bid price "B": "10", # Bid bid quantity "a": "0.0026", # Best ask price "A": "100", # Best ask quantity "o": "0.0010", # Open price "h": "0.0025", # High price "l": "0.0010", # Low price "v": "10000", # Total traded base asset volume "q": "18", # Total traded quote asset volume "O": 0, # Statistics open time "C": 86400000, # Statistics close time "F": 0, # First trade ID "L": 18150, # Last trade Id "n": 18151 # Total number of trades } @tickerrrs r"symbol_ticker_socketz)BinanceSocketManager.symbol_ticker_sockets!R  :;;r!c$|jdS)a"Start a websocket for all ticker data By default all markets are included in an array. https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#all-market-tickers-stream :param coro: callback function to handle messages :type coro: function :returns: connection key string if successful, False otherwise Message Format .. code-block:: python [ { 'F': 278610, 'o': '0.07393000', 's': 'BCCBTC', 'C': 1509622420916, 'b': '0.07800800', 'l': '0.07160300', 'h': '0.08199900', 'L': 287722, 'P': '6.694', 'Q': '0.10000000', 'q': '1202.67106335', 'p': '0.00494900', 'O': 1509536020916, 'a': '0.07887800', 'n': 9113, 'B': '1.00000000', 'c': '0.07887900', 'x': '0.07399600', 'w': '0.07639068', 'A': '2.41900000', 'v': '15743.68900000' } ] !ticker@arrrr?s r" ticker_socketz"BinanceSocketManager.ticker_socket sT ..r!cB|jdtjS)aStart a websocket for all ticker data By default all markets are included in an array. https://binance-docs.github.io/apidocs/futures/en/#all-market-tickers-streams :returns: connection key string if successful, False otherwise Message Format .. code-block:: python [ { "e": "24hrTicker", // Event type "E": 123456789, // Event time "s": "BTCUSDT", // Symbol "p": "0.0015", // Price change "P": "250.00", // Price change percent "w": "0.0018", // Weighted average price "c": "0.0025", // Last price "Q": "10", // Last quantity "o": "0.0010", // Open price "h": "0.0025", // High price "l": "0.0010", // Low price "v": "10000", // Total traded base asset volume "q": "18", // Total traded quote asset volume "O": 0, // Statistics open time "C": 86400000, // Statistics close time "F": 0, // First trade ID "L": 18150, // Last trade Id "n": 18151 // Total number of trades } ] r)rirrdrs r"futures_ticker_socketz*BinanceSocketManager.futures_ticker_socketLsH'' {7H7HIIr!cB|jdtjS)aStart a websocket for all ticker data By default all markets are included in an array. https://binance-docs.github.io/apidocs/delivery/en/#all-market-tickers-streams :returns: connection key string if successful, False otherwise Message Format .. code-block:: python [ { "e": "24hrTicker", // Event type "E": 123456789, // Event time "s": "BTCUSDT", // Symbol "p": "0.0015", // Price change "P": "250.00", // Price change percent "w": "0.0018", // Weighted average price "c": "0.0025", // Last price "Q": "10", // Last quantity "o": "0.0010", // Open price "h": "0.0025", // High price "l": "0.0010", // Low price "v": "10000", // Total traded base asset volume "q": "18", // Total traded quote asset volume "O": 0, // Statistics open time "C": 86400000, // Statistics close time "F": 0, // First trade ID "L": 18150, // Last trade Id "n": 18151 // Total number of trades } ] r)rirCOIN_Mrs r"futures_coin_ticker_socketz/BinanceSocketManager.futures_coin_ticker_socketrsH'' {7I7IJJr!Tfastcr|rdnd}|j|j|ztjS)aPStart a websocket for a symbol's futures mark price https://binance-docs.github.io/apidocs/delivery/en/#index-price-stream :param symbol: required :param fast: use faster or 1s default :returns: connection key string if successful, False otherwise Message Format .. code-block:: python { "e": "indexPriceUpdate", // Event type "E": 1591261236000, // Event time "i": "BTCUSD", // Pair "p": "9636.57860000", // Index Price } z@indexPrice@1sz @indexPricer)rirvrr)r?rnr stream_names r"index_price_socketz'BinanceSocketManager.index_price_sockets< +/&M '' LLN[ ({7I7I(  r!cV|rdnd}|j|j|z|S)aStart a websocket for a symbol's futures mark price https://binance-docs.github.io/apidocs/futures/en/#mark-price-stream :param symbol: required :param fast: use faster or 1s default :param futures_type: use USD-M or COIN-M futures default USD-M :returns: connection key string if successful, False otherwise Message Format .. code-block:: python { "e": "markPriceUpdate", // Event type "E": 1562305380000, // Event time "s": "BTCUSDT", // Symbol "p": "11185.87786614", // Mark price "r": "0.00030000", // Funding rate "T": 1562306400000 // Next funding time } z @markPrice@1s @markPricerr)r?rnrrbrs r"symbol_mark_price_socketz-BinanceSocketManager.symbol_mark_price_sockets5.*.o< '' LLN[ (|(  r!c4|rdnd}|j||S)aiStart a websocket for all futures mark price data By default all symbols are included in an array. https://binance-docs.github.io/apidocs/futures/en/#mark-price-stream-for-all-market :param fast: use faster or 1s default :param futures_type: use USD-M or COIN-M futures default USD-M :returns: connection key string if successful, False otherwise Message Format .. code-block:: python [ { "e": "markPriceUpdate", // Event type "E": 1562305380000, // Event time "s": "BTCUSDT", // Symbol "p": "11185.87786614", // Mark price "r": "0.00030000", // Funding rate "T": 1562306400000 // Next funding time } ] z!markPrice@arr@1sz!markPrice@arrrri)r?rrbrs r"all_mark_price_socketz*BinanceSocketManager.all_mark_price_sockets%..2)7G '' ,'OOr!cJ|j|jdz|S)aStart a websocket for a symbol's ticker data By default all markets are included in an array. https://binance-docs.github.io/apidocs/futures/en/#individual-symbol-book-ticker-streams :param symbol: required :param futures_type: use USD-M or COIN-M futures default USD-M :returns: connection key string if successful, False otherwise .. code-block:: python [ { "u":400900217, // order book updateId "s":"BNBUSDT", // symbol "b":"25.35190000", // best bid price "B":"31.21000000", // best bid qty "a":"25.36520000", // best ask price "A":"40.66000000" // best ask qty } ] @bookTickerrrrs r"symbol_ticker_futures_socketz1BinanceSocketManager.symbol_ticker_futures_sockets,*'' LLN] *(  r!cJ|j|jdz|S)aiStart a futures websocket for a single symbol's ticker data https://binance-docs.github.io/apidocs/futures/en/#individual-symbol-ticker-streams :param symbol: required :type symbol: str :param futures_type: use USD-M or COIN-M futures default USD-M :returns: connection key string if successful, False otherwise .. code-block:: python { "e": "24hrTicker", // Event type "E": 123456789, // Event time "s": "BTCUSDT", // Symbol "p": "0.0015", // Price change } rrrrs r"'individual_symbol_ticker_futures_socketz??r!c$|jdS)aStart a websocket for the best bid or ask's price or quantity for all symbols. https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#all-book-tickers-stream :returns: connection key string if successful, False otherwise Message Format .. code-block:: python { // Same as @bookTicker payload } rrrs r"book_ticker_socketz'BinanceSocketManager.book_ticker_socketJs  ..r!streamscPddj|}|j|dS)atStart a multiplexed socket using a list of socket names. User stream sockets can not be included. Symbols in socket name must be lowercase i.e bnbbtc@aggTrade, neobtc@ticker Combined stream events are wrapped as follows: {"stream":"","data":} https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md :param streams: list of stream names in lower case :type streams: list :returns: connection key string if successful, False otherwise Message Format - see Binance API docs for all types streams=/stream?rK)joinr])r?rrJs r"multiplex_socketz%BinanceSocketManager.multiplex_socket\s0$#((7+,-Y77r!czdj|Dcgc]}|c}}d|}|j|dScc}w)zStart a multiplexed socket using a list of socket names. https://developers.binance.com/docs/derivatives/option/websocket-market-streams rrrr)rrk)r?rsr stream_paths r"options_multiplex_socketz-BinanceSocketManager.options_multiplex_socketqsD hh73a34   . '' I'FF 4s 8cRddj|}|j|d|S)aStart a multiplexed socket using a list of socket names. User stream sockets can not be included. Symbols in socket name must be lowercase i.e bnbbtc@aggTrade, neobtc@ticker Combined stream events are wrapped as follows: {"stream":"","data":} https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md :param streams: list of stream names in lower case :param futures_type: use USD-M or COIN-M futures default USD-M :returns: connection key string if successful, False otherwise Message Format - see Binance API docs for all types rrrr)rri)r?rrbrJs r"futures_multiplex_socketz-BinanceSocketManager.futures_multiplex_socket{s9(#((7+,-'' (  r!c|j}|jr |j}n|jr |j}|j d|S)a\Start a websocket for user data https://github.com/binance-exchange/binance-official-api-docs/blob/master/user-data-stream.md https://binance-docs.github.io/apidocs/spot/en/#listen-key-spot :returns: connection key string if successful, False otherwise Message Format - see Binance API docs for all types userrBr-r7rEr8rFrarGs r" user_socketz BinanceSocketManager.user_socketsG__ <<00J YY--J'':'FFr!c|j}|jr |j}n|jr |j}|j d|S)aStart a websocket for futures user data https://binance-docs.github.io/apidocs/futures/en/#user-data-streams :returns: connection key string if successful, False otherwise Message Format - see Binanace API docs for all types futuresrr0r7rer8rfrarGs r"futures_user_socketz(BinanceSocketManager.futures_user_socketsI%% <<11J YY..J'' j'IIr!c<|jd|jS)a Start a websocket for coin futures user data https://binance-docs.github.io/apidocs/delivery/en/#user-data-streams :returns: connection key string if successful, False otherwise Message Format - see Binanace API docs for all types coin_futuresr)rar1rs r"coin_futures_user_socketz-BinanceSocketManager.coin_futures_user_sockets ''4CSCS'TTr!c|j}|jr |j}n|jr |j}|j d|S)aStart a websocket for cross-margin data https://binance-docs.github.io/apidocs/spot/en/#listen-key-margin :returns: connection key string if successful, False otherwise Message Format - see Binance API docs for all types marginrrrGs r" margin_socketz"BinanceSocketManager.margin_socketsG__ <<00J YY--J''Z'HHr!c|j}|jr |j}n|jr |j}|j d|S)a Start a websocket for futures data https://binance-docs.github.io/apidocs/futures/en/#websocket-market-streams :returns: connection key string if successful, False otherwise Message Format - see Binance API docs for all types rrrrGs r"futures_socketz#BinanceSocketManager.futures_socketsI%% <<11J YY..J'' j'IIr!c|j}|jr |j}n|jr |j}|j d|S)aStart a websocket for coin futures data https://binance-docs.github.io/apidocs/delivery/en/#websocket-market-streams :returns: connection key string if successful, False otherwise Message Format - see Binance API docs for all types rr)r1r7rgr8rhrarGs r"coin_futures_socketz(BinanceSocketManager.coin_futures_socketsI%% <<11J YY..J'':'NNr!c|j}|jr |j}n|jr |j}|dz }|j d|S)aStart a websocket for portfolio margin user data https://developers.binance.com/docs/derivatives/portfolio-margin/user-data-streams :returns: connection key string if successful, False otherwise Message Format - see Binance API docs for all types zpm/portfolio_marginrrrGs r"portfolio_margin_socketz,BinanceSocketManager.portfolio_margin_socketsT%% <<11J YY..Je ''(:z'RRr!c|j}|jr |j}n|jr |j}|j ||S)apStart a websocket for isolated margin data https://binance-docs.github.io/apidocs/spot/en/#listen-key-isolated-margin :param symbol: required - symbol for the isolated margin account :type symbol: str :returns: connection key string if successful, False otherwise Message Format - see Binance API docs for all types rr)r?rnrBs r"isolated_margin_socketz+BinanceSocketManager.isolated_margin_socketsG__ <<00J YY--J'':'FFr!cF|j|jdzS)aSubscribe to a 24-hour ticker info stream for options trading. API Reference: https://developers.binance.com/docs/derivatives/option/websocket-market-streams/24-hour-TICKER Stream provides real-time 24hr ticker information for all symbols. Only symbols whose ticker info changed will be sent. Updates every 1000ms. :param symbol: The option symbol to subscribe to (e.g. "BTC-220930-18000-C") :type symbol: str rrkupperrs r"options_ticker_socketz*BinanceSocketManager.options_ticker_sockets '' (BCCr!expiration_datecL|j|jdz|zS)aSSubscribe to a 24-hour ticker info stream by underlying asset and expiration date. API Reference: https://developers.binance.com/docs/derivatives/option/websocket-market-streams/24-hour-TICKER-by-underlying-asset-and-expiration-data Stream provides real-time 24hr ticker information grouped by underlying asset and expiration date. Updates every 1000ms. :param symbol: The underlying asset (e.g., "ETH") :type symbol: str :param expiration_date: The expiration date (e.g., "220930" for Sept 30, 2022) :type expiration_date: str z@ticker@rr?rnrs r"#options_ticker_by_expiration_socketz8BinanceSocketManager.options_ticker_by_expiration_socket#s%'' (Co(UVVr!cF|j|jdzS)aSubscribe to a real-time trade information stream. API Reference: https://developers.binance.com/docs/derivatives/option/websocket-market-streams/Trade-Streams Stream pushes raw trade information for a specific symbol or underlying asset. Updates every 50ms. :param symbol: The option symbol or underlying asset (e.g., "BTC-200630-9000-P" or "BTC") :type symbol: str rrrs r"options_recent_trades_socketz1BinanceSocketManager.options_recent_trades_socket2s '' (ABBr!cL|j|jdz|zS)aSubscribe to a Kline/Candlestick data stream. API Reference: https://developers.binance.com/docs/derivatives/option/websocket-market-streams/Kline-Candlestick-Streams Stream pushes updates to the current klines/candlestick every 1000ms (if existing). Available intervals: - Minutes: "1m", "3m", "5m", "15m", "30m" - Hours: "1h", "2h", "4h", "6h", "12h" - Days: "1d", "3d" - Weeks: "1w" :param symbol: The option symbol (e.g., "BTC-200630-9000-P") :type symbol: str :param interval: Kline interval, default KLINE_INTERVAL_1MINUTE :type interval: str r{r)r?rnrps r"options_kline_socketz)BinanceSocketManager.options_kline_socket?s%('' (BX(MNNr!c^|j|jdzt|zS)a!Subscribe to partial book depth stream for options trading. API Reference: https://developers.binance.com/docs/derivatives/option/websocket-market-streams/Partial-Book-Depth-Streams Stream provides top N bids and asks from the order book. Default update speed is 500ms if not specified in the stream name. :param symbol: The option symbol (e.g., "BTC-200630-9000-P") :type symbol: str :param depth: Number of price levels. Valid values: "10", "20", "50", "100" :type depth: str rr)rkrstr)r?rnros r"options_depth_socketz)BinanceSocketManager.options_depth_socketUs)'' (ACJ(NOOr!cb|j|jdzt|z|S)aqSubscribe to a futures depth data stream https://binance-docs.github.io/apidocs/futures/en/#partial-book-depth-streams :param symbol: required :type symbol: str :param depth: optional Number of depth entries to return, default 10. :type depth: str :param futures_type: use USD-M or COIN-M futures default USD-M rrr)rirvr)r?rnrorbs r"futures_depth_socketz)BinanceSocketManager.futures_depth_socketds5'' LLNX %E 2(  r!cJ|j|jdz|S)aSubscribe to a futures RPI (Retail Price Improvement) depth data stream RPI orders are included and aggregated in the stream. Crossed price levels are hidden. Updates every 500ms. https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/websocket-market-streams/RPI-Order-Book :param symbol: required :type symbol: str :param futures_type: use USD-M or COIN-M futures default USD-M z@rpiDepth@500msrrrs r"futures_rpi_depth_socketz-BinanceSocketManager.futures_rpi_depth_socketss-'' LLN. .\(  r!c$|jdS)aSubscribe to a new symbol listing information stream. Stream provides real-time notifications when new option symbols are listed. Updates every 50ms. Stream name: option_pair API Reference: https://developers.binance.com/docs/derivatives/option/websocket-market-streams/New-Symbol-Info Response fields include: - Event type and timestamps - Underlying index (e.g., 'BTCUSDT') - Quotation asset (e.g., 'USDT') - Trading pair name (e.g., 'BTC-221116-21000-C') - Conversion ratio and minimum trade volume - Option type (CALL/PUT) - Strike price and expiration time option_pair)rkrs r"options_new_symbol_socketz.BinanceSocketManager.options_new_symbol_sockets&'' 66r!cL|j|jdz|zS)aSubscribe to an options open interest stream. Stream provides open interest information for specific underlying asset on specific expiration date. Updates every 60 seconds. Stream name format: @openInterest@ API Reference: https://developers.binance.com/docs/derivatives/option/websocket-market-streams/Open-Interest Response fields include: - Event type and timestamps - Option symbol (e.g., 'ETH-221125-2700-C') - Open interest in contracts - Open interest in USDT :param symbol: The underlying asset (e.g., "ETH") :type symbol: str :param expiration_date: The expiration date (e.g., "221125" for Nov 25, 2022) :type expiration_date: str z@openInterest@rrs r"options_open_interest_socketz1BinanceSocketManager.options_open_interest_sockets&*'' 9I(IO([\\r!cF|j|jdzS)aMSubscribe to an options mark price stream. Stream provides mark price information for all option symbols on specific underlying asset. Updates every 1000ms. Stream name format: @markPrice API Reference: https://developers.binance.com/docs/derivatives/option/websocket-market-streams/Mark-Price Response fields include: - Event type and timestamps - Option symbol (e.g., 'ETH-220930-1500-C') - Option mark price :param symbol: The underlying asset (e.g., "ETH") :type symbol: str rrrs r"options_mark_price_socketz.BinanceSocketManager.options_mark_price_sockets $'' (EFFr!cF|j|jdzS)a Subscribe to an options index price stream. API Reference: https://developers.binance.com/docs/derivatives/option/websocket-market-streams/Index-Price-Streams Stream provides index price information for underlying assets (e.g., ETHUSDT). Updates every 1000ms. Response fields include: - Event type and timestamps - Underlying symbol (e.g., 'ETHUSDT') - Index price :param symbol: The underlying symbol (e.g., "ETHUSDT") :type symbol: str z@indexrrs r"options_index_price_socketz/BinanceSocketManager.options_index_price_sockets '' (ABBr!cDK||jvry|j|=yw)zStop a websocket given the connection key :param conn_key: Socket connection key :type conn_key: string :returns: None N)r3)r?conn_keys r"rmz!BinanceSocketManager._stop_sockets# 4;; &  KK !s rD)NrIF)zstream?streams=)rINNiTr&)Rrrrr-rErFr0rerfr1rgrhr2WEBSOCKET_DEPTH_5WEBSOCKET_DEPTH_10WEBSOCKET_DEPTH_20r r intboolrArrrHrrr r]r rarrirkrTryKLINE_INTERVAL_1MINUTEr|rdr PERPETUALrrrrrrrrrrrrrrrrrrrrrrrrrrrrrrrrrrrrrrrrrrmr r!r"r$r$s0J?6O-K;9-K<97K '! !D!D !D  !DF(3-%)):)?)? $$SM$ $  $ ' $ $:%) $$SM$ $  $  $2CTSS'2Sc>@8C7H7H  )4 @@s@:)<3)@@4/$8S 8*GS G?J>O>O Cy 0; 2G"J" UI J O S"GSG& DC D W# WPS W C3 C%0$F$FOO, P3 Ps P>BP[PaPa  3  s  BMARAR s 7*]3]].GG(CC$ "r!r$ceZdZ d?deedeedeeeefdededeeeefdeedeejd e ffd Z d Z d@d e d edeeefdeedef dZ dAd e dedeedee def dZej"fd e dedefdZej"ej(ej,fd e dedededef dZ dBd e de defdZd e dedefdZd e dedefdZej(fd e dededefdZd e dedefdZd e dedefd Zd e defd!Z dCd e ded#edefd$Zd"ej(fd e ded#ededef d%Z d"ej(fd e d#ededefd&Z!ej(fd e dededefd'Z"ej(fd e dededefd(Z#ej(fd e dedefd)Z$d e dedefd*Z%d e defd+Z&d e d,e'edefd-Z(d e d,e'edefd.Z)ej(fd e d,e'ededefd/Z*d e defd0Z+d e defd1Z,d e defd2Z-d e defd3Z.d e defd4Z/d e defd5Z0d e dedefd6Z1d e dedefd7Z2d e ded8edefd9Z3d e dedefd:Z4ej"fd e dedefd;Z5 dDd e dededefd=Z6dZ7xZ8S)EThreadedWebsocketManagerapi_key api_secretrequests_paramsr/r7session_paramsrYloopr*c Nt |||||||||d|_| |_yrD)superrA_bsmr9) r?r r r r/r7r rYr r* __class__s r"rAz!ThreadedWebsocketManager.__init__s;          59 -r!ctK|jsJt|j|j|_yw)N)r)r*)r5r$r9rrs r"_before_socket_listener_startz6ThreadedWebsocketManager._before_socket_listener_starts.|||(<<//  s68callbackrxparamsrJrNctj}|jsGtj|z dkDr tdtjd|jsGt |j|di|}|xs |j }d|j |<|jjtj|j||||S)Nz;Binance Socket Manager failed to initialize after 5 secondsg?Tr ) timer RuntimeErrorsleeprZ_path_socket_runningr4call_soon_threadsafeasyncio create_taskstart_listener)r?rrxrrJ start_timesocket socket_paths r"_start_async_socketz,ThreadedWebsocketManager._start_async_socketsYY[ ))yy{Z'!+"#`aa JJsO))1K0:6:/6<< ,0[) ''   !4!4V[(!S r!rnrorpc2|j|d|||dS)Nry)rnrorprrxrr$)r?rrnrorps r"start_depth_socketz+ThreadedWebsocketManager.start_depth_sockets0''& $(  r!c0|j|d||dS)Nr|rnrpr&r'r?rrnrps r"start_kline_socketz+ThreadedWebsocketManager.start_kline_socket)s- ''& $(  r!rbr}c 4|j|d||||dS)Nr)rnrprbr}r&r')r?rrnrprbr}s r"start_kline_futures_socketz3ThreadedWebsocketManager.start_kline_futures_socket8s3''. $ ,!. (  r!rc.|j|dd|iS)Nrrr&r')r?rrs r"start_miniticker_socketz0ThreadedWebsocketManager.start_miniticker_socketKs,''+{(  r!c.|j|dd|iS)Nrrnr&r'r?rrns r"start_trade_socketz+ThreadedWebsocketManager.start_trade_socketVs*''&&(  r!c.|j|dd|iS)Nrrnr&r'r2s r"start_aggtrade_socketz.ThreadedWebsocketManager.start_aggtrade_socket_s*'')&(  r!c0|j|d||dS)Nrrnrbr&r'r?rrnrbs r"start_aggtrade_futures_socketz6ThreadedWebsocketManager.start_aggtrade_futures_sockeths- ''1 ,(  r!c.|j|dd|iS)Nrrnr&r'r2s r"start_symbol_miniticker_socketz7ThreadedWebsocketManager.start_symbol_miniticker_socketws*''2&(  r!c.|j|dd|iS)Nrrnr&r'r2s r"start_symbol_ticker_socketz3ThreadedWebsocketManager.start_symbol_ticker_sockets*''.&(  r!c*|j|diS)Nrr&r'r?rs r"start_ticker_socketz,ThreadedWebsocketManager.start_ticker_socket!''?2(  r!Trc0|j|d||dS)Nr)rnrr&r')r?rrnrs r"start_index_price_socketz1ThreadedWebsocketManager.start_index_price_sockets*'',$d3(  r!c2|j|d|||dS)Nr)rnrrbr&r')r?rrnrrbs r"start_symbol_mark_price_socketz7ThreadedWebsocketManager.start_symbol_mark_price_sockets,''2$dLQ(  r!c0|j|d||dS)Nr)rrbr&r')r?rrrbs r"start_all_mark_price_socketz4ThreadedWebsocketManager.start_all_mark_price_sockets* ''/ ,?(  r!c0|j|d||dS)Nrr7r&r'r8s r""start_symbol_ticker_futures_socketz;ThreadedWebsocketManager.start_symbol_ticker_futures_sockets* ''6$lC(  r!c0|j|d||dS)Nrr7r&r'r8s r"-start_individual_symbol_ticker_futures_socketzFThreadedWebsocketManager.start_individual_symbol_ticker_futures_sockets* ''A$lC(  r!c.|j|dd|iS)Nrrbr&r')r?rrbs r"start_all_ticker_futures_socketz8ThreadedWebsocketManager.start_all_ticker_futures_sockets*''3"L1(  r!c.|j|dd|iS)Nrrnr&r'r2s r"start_symbol_book_ticker_socketz8ThreadedWebsocketManager.start_symbol_book_ticker_sockets(''3f%(  r!c*|j|diS)Nrr&r'r?s r"start_book_ticker_socketz1ThreadedWebsocketManager.start_book_ticker_sockets"''+?(  r!rc.|j|dd|iS)Nrrr&r'r?rrs r"start_multiplex_socketz/ThreadedWebsocketManager.start_multiplex_sockets(''*w'(  r!c.|j|dd|iS)Nrrr&r'rSs r"start_options_multiplex_socketz7ThreadedWebsocketManager.start_options_multiplex_sockets*''2w'(  r!c0|j|d||dS)Nr)rrbr&r')r?rrrbs r"start_futures_multiplex_socketz7ThreadedWebsocketManager.start_futures_multiplex_sockets* ''2& E(  r!c*|j|diS)Nrr&r'r?s r"start_user_socketz*ThreadedWebsocketManager.start_user_sockets!''=(  r!c*|j|diS)Nrr&r'r?s r"start_futures_user_socketz2ThreadedWebsocketManager.start_futures_user_socket"''+@(  r!c*|j|diS)Nrr&r'r?s r"start_coin_futures_user_socketz7ThreadedWebsocketManager.start_coin_futures_user_sockets"''+Eb(  r!c*|j|diS)Nrr&r'r?s r"start_margin_socketz,ThreadedWebsocketManager.start_margin_socketrAr!c*|j|diS)Nrr&r'r?s r"start_futures_socketz-ThreadedWebsocketManager.start_futures_socket s"''+;B(  r!c*|j|diS)Nrr&r'r?s r"start_coin_futures_socketz2ThreadedWebsocketManager.start_coin_futures_socketr]r!c.|j|dd|iS)Nrrnr&r'r2s r"start_isolated_margin_socketz5ThreadedWebsocketManager.start_isolated_margin_sockets(''0f%(  r!c.|j|dd|iS)Nrrnr&r'r2s r"start_options_ticker_socketz4ThreadedWebsocketManager.start_options_ticker_sockets(''/f%(  r!rc0|j|d||dS)Nr)rnrr&r')r?rrnrs r")start_options_ticker_by_expiration_socketzBThreadedWebsocketManager.start_options_ticker_by_expiration_socket%s*''=$I(  r!c.|j|dd|iS)Nrrnr&r'r2s r""start_options_recent_trades_socketz;ThreadedWebsocketManager.start_options_recent_trades_socket.s*''6f%(  r!c0|j|d||dS)Nrr*r&r'r+s r"start_options_kline_socketz3ThreadedWebsocketManager.start_options_kline_socket7s* ''.$(;(  r!r&c0|j|d||dS)Nr)rnror&r')r?rrnros r"start_options_depth_socketz3ThreadedWebsocketManager.start_options_depth_socketCs*''.$u5(  r!c2|j|d|||dS)Nr)rnrorbr&r')r?rrnrorbs r"start_futures_depth_socketz3ThreadedWebsocketManager.start_futures_depth_socketLs,''.$ulS(  r!) NNNcomFNNNr(rDrrrr)9rrrrrrrrrAbstractEventLooprrArrr$r(r rr,rrdrrr.r0r3r5r9r;r=r@rCrErGrIrKrMrOrQrrTrVrXrZr\r_rarcrergrirkrmrorqrs __classcell__)rs@r"rrs"&$(4837%)48!.#.SM."$sCx.1 .  .  .!c3h0.c].w001..2 # S#X  sm  0 $"&    }  3-   *33       &33$/$5$5&2&<&<    "  $    (6:     /2     8 S S  h   %0$5$5      "    x  QT  8 S S  H  =A   *- 59  $/$5$5        "   $/$5$5      "   %0$5$5      "   %0$5$5      "   ?J>O>O   0;    # RU   c  x $s) PS    +/9  %0$5$5    c  "    ( s  ( s  x C  H   X #  ( s  X s s  H c c    *- @C     *-  33       =A   *- 69   &&         r!r)rrenumrtypingrrrrrr;binance.ws.constantsr binance.ws.keepalive_websocketr !binance.ws.reconnecting_websocketr binance.ws.threaded_streamr binance.async_clientr binance.enumsrrbinance.helpersrrrr$rr r!r"rs[ 662=C9-%&$TE"E"P&t 1t r!