All Projects → sammchardy → Python Binance

sammchardy / Python Binance

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Binance Exchange API python implementation for automated trading

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Welcome to python-binance v1.0.15

Updated 27th Sept 2021

This is an unofficial Python wrapper for the Binance exchange REST API v3. I am in no way affiliated with Binance, use at your own risk.

If you came here looking for the Binance exchange to purchase cryptocurrencies, then go here. If you want to automate interactions with Binance stick around.

If you're interested in Binance's new DEX Binance Chain see my python-binance-chain library

Source code
https://github.com/sammchardy/python-binance
Documentation
https://python-binance.readthedocs.io/en/latest/
Binance API Telegram
https://t.me/binance_api_english
Blog with examples including async
https://sammchardy.github.io

Make sure you update often and check the Changelog for new features and bug fixes.

Features

  • Implementation of all General, Market Data and Account endpoints.
  • Asyncio implementation
  • Testnet support for Spot, Futures and Vanilla Options
  • Simple handling of authentication
  • No need to generate timestamps yourself, the wrapper does it for you
  • Response exception handling
  • Websocket handling with reconnection and multiplexed connections
  • Symbol Depth Cache
  • Historical Kline/Candle fetching function
  • Withdraw functionality
  • Deposit addresses
  • Margin Trading
  • Futures Trading
  • Vanilla Options
  • Support other domains (.us, .jp, etc)

Upgrading to v1.0.0+

The breaking changes include the migration from wapi to sapi endpoints which related to the wallet endpoints detailed in the Binance Docs

The other breaking change is for websocket streams and the Depth Cache Manager which have been converted to use Asynchronous Context Managers. See examples in the Async section below or view the websockets and depth cache docs.

Quick Start

Register an account with Binance.

Generate an API Key and assign relevant permissions.

If you are using an exchange from the US, Japan or other TLD then make sure pass tld='us' when creating the client.

To use the Spot or Vanilla Options Testnet, pass testnet=True when creating the client.

pip install python-binance
from binance import Client, ThreadedWebsocketManager, ThreadedDepthCacheManager
client = Client(api_key, api_secret)

# get market depth
depth = client.get_order_book(symbol='BNBBTC')

# place a test market buy order, to place an actual order use the create_order function
order = client.create_test_order(
    symbol='BNBBTC',
    side=Client.SIDE_BUY,
    type=Client.ORDER_TYPE_MARKET,
    quantity=100)

# get all symbol prices
prices = client.get_all_tickers()

# withdraw 100 ETH
# check docs for assumptions around withdrawals
from binance.exceptions import BinanceAPIException
try:
    result = client.withdraw(
        asset='ETH',
        address='<eth_address>',
        amount=100)
except BinanceAPIException as e:
    print(e)
else:
    print("Success")

# fetch list of withdrawals
withdraws = client.get_withdraw_history()

# fetch list of ETH withdrawals
eth_withdraws = client.get_withdraw_history(coin='ETH')

# get a deposit address for BTC
address = client.get_deposit_address(coin='BTC')

# get historical kline data from any date range

# fetch 1 minute klines for the last day up until now
klines = client.get_historical_klines("BNBBTC", Client.KLINE_INTERVAL_1MINUTE, "1 day ago UTC")

# fetch 30 minute klines for the last month of 2017
klines = client.get_historical_klines("ETHBTC", Client.KLINE_INTERVAL_30MINUTE, "1 Dec, 2017", "1 Jan, 2018")

# fetch weekly klines since it listed
klines = client.get_historical_klines("NEOBTC", Client.KLINE_INTERVAL_1WEEK, "1 Jan, 2017")

# socket manager using threads
twm = ThreadedWebsocketManager()
twm.start()

# depth cache manager using threads
dcm = ThreadedDepthCacheManager()
dcm.start()

def handle_socket_message(msg):
    print(f"message type: {msg['e']}")
    print(msg)

def handle_dcm_message(depth_cache):
    print(f"symbol {depth_cache.symbol}")
    print("top 5 bids")
    print(depth_cache.get_bids()[:5])
    print("top 5 asks")
    print(depth_cache.get_asks()[:5])
    print("last update time {}".format(depth_cache.update_time))

twm.start_kline_socket(callback=handle_socket_message, symbol='BNBBTC')

dcm.start_depth_cache(callback=handle_dcm_message, symbol='ETHBTC')

# replace with a current options symbol
options_symbol = 'BTC-210430-36000-C'
dcm.start_options_depth_cache(callback=handle_dcm_message, symbol=options_symbol)

# join the threaded managers to the main thread
twm.join()
dcm.join()

For more check out the documentation.

Async Example

Read Async basics for Binance for more information.

import asyncio
import json

from binance import AsyncClient, DepthCacheManager, BinanceSocketManager

async def main():

    # initialise the client
    client = await AsyncClient.create()

    # run some simple requests
    print(json.dumps(await client.get_exchange_info(), indent=2))

    print(json.dumps(await client.get_symbol_ticker(symbol="BTCUSDT"), indent=2))

    # initialise websocket factory manager
    bsm = BinanceSocketManager(client)

    # create listener using async with
    # this will exit and close the connection after 5 messages
    async with bsm.trade_socket('ETHBTC') as ts:
        for _ in range(5):
            res = await ts.recv()
            print(f'recv {res}')

    # get historical kline data from any date range

    # fetch 1 minute klines for the last day up until now
    klines = client.get_historical_klines("BNBBTC", AsyncClient.KLINE_INTERVAL_1MINUTE, "1 day ago UTC")

    # use generator to fetch 1 minute klines for the last day up until now
    async for kline in await client.get_historical_klines_generator("BNBBTC", AsyncClient.KLINE_INTERVAL_1MINUTE, "1 day ago UTC"):
        print(kline)

    # fetch 30 minute klines for the last month of 2017
    klines = client.get_historical_klines("ETHBTC", Client.KLINE_INTERVAL_30MINUTE, "1 Dec, 2017", "1 Jan, 2018")

    # fetch weekly klines since it listed
    klines = client.get_historical_klines("NEOBTC", Client.KLINE_INTERVAL_1WEEK, "1 Jan, 2017")

    # setup an async context the Depth Cache and exit after 5 messages
    async with DepthCacheManager(client, symbol='ETHBTC') as dcm_socket:
        for _ in range(5):
            depth_cache = await dcm_socket.recv()
            print(f"symbol {depth_cache.symbol} updated:{depth_cache.update_time}")
            print("Top 5 asks:")
            print(depth_cache.get_asks()[:5])
            print("Top 5 bids:")
            print(depth_cache.get_bids()[:5])

    # Vanilla options Depth Cache works the same, update the symbol to a current one
    options_symbol = 'BTC-210430-36000-C'
    async with OptionsDepthCacheManager(client, symbol=options_symbol) as dcm_socket:
        for _ in range(5):
            depth_cache = await dcm_socket.recv()
            count += 1
            print(f"symbol {depth_cache.symbol} updated:{depth_cache.update_time}")
            print("Top 5 asks:")
            print(depth_cache.get_asks()[:5])
            print("Top 5 bids:")
            print(depth_cache.get_bids()[:5])

    await client.close_connection()

if __name__ == "__main__":

    loop = asyncio.get_event_loop()
    loop.run_until_complete(main())

Donate

If this library helped you out feel free to donate.

  • ETH: 0xD7a7fDdCfA687073d7cC93E9E51829a727f9fE70
  • LTC: LPC5vw9ajR1YndE1hYVeo3kJ9LdHjcRCUZ
  • NEO: AVJB4ZgN7VgSUtArCt94y7ZYT6d5NDfpBo
  • BTC: 1Dknp6L6oRZrHDECRedihPzx2sSfmvEBys

Other Exchanges

If you use Binance Chain check out my python-binance-chain library.

If you use Kucoin check out my python-kucoin library.

If you use IDEX check out my python-idex library.

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