example_binance_coin_futures.py

#!/usr/bin/env python3
# -*- coding: utf-8 -*-
#
# File: example_binance_futures.py
#
# Part of ‘UNICORN Binance WebSocket API’
# Project website: https://github.com/oliver-zehentleitner/unicorn-binance-websocket-api
# Documentation: https://oliver-zehentleitner.github.io/unicorn-binance-websocket-api
# PyPI: https://pypi.org/project/unicorn-binance-websocket-api/
#
# Author: Oliver Zehentleitner
#         https://about.me/oliver-zehentleitner
#
# Copyright (c) 2019-2021, Oliver Zehentleitner
# All rights reserved.
#
# Permission is hereby granted, free of charge, to any person obtaining a
# copy of this software and associated documentation files (the
# "Software"), to deal in the Software without restriction, including
# without limitation the rights to use, copy, modify, merge, publish, dis-
# tribute, sublicense, and/or sell copies of the Software, and to permit
# persons to whom the Software is furnished to do so, subject to the fol-
# lowing conditions:
#
# The above copyright notice and this permission notice shall be included
# in all copies or substantial portions of the Software.
#
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS
# OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABIL-
# ITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT
# SHALL THE AUTHOR BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
# WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS
# IN THE SOFTWARE.

# Thanks to M3tz3l https://github.com/M3tz3l for sharing this example!


from unicorn_binance_websocket_api.unicorn_binance_websocket_api_manager import BinanceWebSocketApiManager
import logging
import time
import threading
import os

# https://docs.python.org/3/library/logging.html#logging-levels
logging.basicConfig(level=logging.DEBUG,
                    filename=os.path.basename(__file__) + '.log',
                    format="{asctime} [{levelname:8}] {process} {thread} {module}: {message}",
                    style="{")


def print_stream_data_from_stream_buffer(binance_websocket_api_manager):
    while True:
        if binance_websocket_api_manager.is_manager_stopping():
            exit(0)
        oldest_stream_data_from_stream_buffer = binance_websocket_api_manager.pop_stream_data_from_stream_buffer()
        if oldest_stream_data_from_stream_buffer is False:
            time.sleep(0.01)

# create instance of BinanceWebSocketApiManager for Binance.com Futures
binance_websocket_api_manager = BinanceWebSocketApiManager(exchange="binance.com-coin-futures")

# set api key and secret for userData stream
binance_je_api_key = ""
binance_je_api_secret = ""
userdata_stream_id = binance_websocket_api_manager.create_stream(["arr"],
                                                                 ["!userData"],
                                                                 api_key=binance_je_api_key,
                                                                 api_secret=binance_je_api_secret)

bookticker_all_stream_id = binance_websocket_api_manager.create_stream(["arr"], ["!bookTicker"])

# https://binance-docs.github.io/apidocs/delivery/en/#mark-price-of-all-symbols-of-a-pair
stream_id = binance_websocket_api_manager.create_stream(["markPrice@1s"], "btcusd", stream_label="BTCUSD@arr@1s")

symbols = {'btcusd_perp', 'ethusd_perp', 'bnbusd_perp'}
pairs = {'btcusd', 'ethusd', 'bnbusd'}
binance_websocket_api_manager.create_stream(["aggTrade"], symbols)
binance_websocket_api_manager.create_stream(["markPrice"], pairs)
binance_websocket_api_manager.create_stream(["markPriceKline_1m"], symbols)
binance_websocket_api_manager.create_stream(["indexPriceKline_5m"], symbols)
binance_websocket_api_manager.create_stream(["depth5@100ms"], symbols)
binance_websocket_api_manager.create_stream(["depth10"], symbols)

# start a worker process to move the received stream_data from the stream_buffer to a print function
worker_thread = threading.Thread(target=print_stream_data_from_stream_buffer, args=(binance_websocket_api_manager,))
worker_thread.start()

# show an overview
while True:
    binance_websocket_api_manager.print_summary()
    time.sleep(1)