quantpylib.wrappers.binance

Binance

account_balance(**kwargs) async

Retrieve balance details of the user, such as equity, margin (total, maintenance) and pnl.

Returns:

Type	Description
dict	Balance details.

account_fill_subscribe(handler, **kwargs) async

Subscribe to account fill updates - in Binance, this just calls the order_updates_subscribe method.

account_fill_unsubscribe(**kwargs) async

Unsubscribe to account fill updates - in Binance, this just calls the order_updates_unsubscribe method.

cancel_open_orders(ticker=None, **kwargs) async

Cancel open orders on the exchange.

Parameters:

Name	Type	Description	Default
ticker	str	The coin symbol. Defaults to None, which means cancel all open orders.	None
**kwargs		Additional keyword arguments.	{}

Returns:

Name	Type	Description
Any		The result of the cancellation request. Returns None if no open orders are found or no orders are canceled.

cancel_order(ticker, oid=None, cloid=None, **kwargs) async

Cancel an order.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
oid	int	Order ID to cancel.	None
cloid	str	Client Order ID to cancel.	None
**kwargs		Exchange wrapper specific keyword arguments.	{}

cleanup() async

Cleans up open sessions with Binance server

contract_specifications(**kwargs) async

Retrieve the contract's trading rules from the exchange.

Parameters:

Name	Type	Description	Default
**kwargs		Additional keyword arguments.	{}

Returns:

Name	Type	Description
dict		A dictionary containing contract specifications for each asset with key-values: - SYMBOL_PRICE_PRECISION. - SYMBOL_QUANTITY_PRECISION. - SYMBOL_MIN_NOTIONAL - SYMBOL_BASE_ASSET - SYMBOL_QUOTE_ASSET

get_all_marks(**kwargs) async

Retrieve the mark-price for all available tickers.

Parameters:

Name	Type	Description	Default
**kwargs		Additional keyword arguments.	{}

Returns:

Name	Type	Description
dict		A dictionary with contract symbols as keys and their corresponding mark-prices (Decimal) as values.

get_all_mids(ticker=None, **kwargs) async

Retrieve the mid-price for a specific ticker or all available tickers.

Parameters:

Name	Type	Description	Default
ticker	str	The symbol of the specific contract for which to retrieve the mid-price. If not provided, mid-prices for all contracts will be returned. Defaults to None.	None
**kwargs		Additional keyword arguments.	{}

Returns:

Name	Type	Description
Decimal		The mid-price of the specified ticker if ticker is provided.
dict		A dictionary with contract symbols as keys and their corresponding mid-prices (Decimal) as values if ticker is not provided.

get_trade_bars(ticker, start, end, granularity, granularity_multiplier, kline_close=False, **kwargs) async

Retrieve trade bars data.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol for the asset.	required
start	datetime	Start datetime for the data retrieval.	required
end	datetime	End datetime for the data retrieval.	required
granularity	Period	Granularity of the data.	required
granularity_multiplier	int	Multiplier for the granularity.	required
**kwargs		Additional keyword arguments.	{}

Returns:

Type	Description
DataFrame	DataFrame containing the trade bars data.

init_client() async

Initializes the exchange client.

l2_book_get(ticker, depth=1000, standardize_schema=True, **kwargs) async

Retrieve L2 Order Book data.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
depth	int	Depth of order book data to retrieve. Defaults to 1000.	1000
standardize_schema	bool	Whether to standardize the schema of the retrieved data. Defaults to True.	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

Returns:

Name	Type	Description
dict		A dictionary containing the order book data.

l2_book_mirror(ticker, depth=20, buffer_size=100, as_dict=True, on_update=None, refresh_sec=300, speed_ms=500, **kwargs) async

Keep a live, internal L2 Order Book representation using a l2-book subscription.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
depth	int	Depth of order book data to retrieve. Defaults to 20.	20
buffer_size	int	The size of the buffer to store order book history. Defaults to 100.	100
as_dict	(bool, True)	If True, pass state as dictionary, otherwise as a quantpylib.hft.lob.LOB object into handlers.	True
on_update	coroutine	A coroutine handler for the order book updates. Defaults to None.	None
refresh_sec	int	The time interval in seconds to refresh the order book snapshot. Defaults to 300.	300
speed_ms	int	The speed of stream update. Allowed values are [None,100,250,500]. Defaults to 500.	500
**kwargs		Exchange wrapper specific keyword arguments.	{}

l2_book_peek(ticker, as_dict=True, **kwargs)

Retrieve the local mirror copy of the L2 Order Book.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
as_dict	bool	Whether to return the order book data as a dictionary. Defaults to True.	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

l2_book_subscribe(ticker, handler, depth=5, speed_ms=None, fut_type=FuturesType.USD_M, standardize_schema=True, **kwargs) async

Subscribe to L2 Order Book updates.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
handler	coroutine	A coroutine handler for the message received.	required
depth	Optional[int]	Depth of order book data received. Defaults to 5.	5
speed_ms	Optional[int]	Speed of stream update. Allowed values are [None,100,250,500].	None
standardize_schema	(bool, True)	Processes the incoming message to {ts,b,a}	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

l2_book_subscriptions(fut_type=FuturesType.USD_M, **kwargs)

Retrieve the list of perpetuals with open subscription.

l2_book_unsubscribe(ticker, fut_type=FuturesType.USD_M, **kwargs) async

Unsubscribe from L2 Order Book.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
**kwargs		Exchange wrapper specific keyword arguments.	{}

limit_order(ticker, amount, price=None, price_match=None, tif=markets.TIME_IN_FORCE_GTC, reduce_only=False, cloid=None, **kwargs) async

Submit limit order. If both price and price_match is specified, then the price_match is prioritized.

Parameters:

Name	Type	Description	Default
ticker	str	The coin symbol.	required
amount	float or Decimal	The signed quantity of contracts to long/short.	required
price	Optional[float]	The price at which to execute the order. Defaults to None.	None
price_match	Optional[str]	The price matching rule at which to execute the order. Defaults to None. Allowed values are [OPPONENT,OPPONENT_5,OPPONENT_10,OPPONENT_20,QUEUE,QUEUE_5,QUEUE_10]	None
tif	str	The time in force. Defaults to "GTC". Allowed values are [GTC,IOC,FOK,GTX,GTD].	TIME_IN_FORCE_GTC
reduce_only	bool	Whether the order should reduce an existing position only. Defaults to False.	False
cloid	str	Client order ID for order tracking. Defaults to None.	None

Returns:

Name	Type	Description
Any		The result of the order placement.

market_order(ticker, amount, reduce_only=False, cloid=None, **kwargs) async

Submit market order.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
amount	float or Decimal	The positive/negative quantity of contracts to long/short.	required
reduce_only	bool	Whether the order should reduce an existing position. Defaults to False.	False
cloid	str	Client order ID for custom tracking. Defaults to None.	None
**kwargs		Exchange wrapper specific keyword arguments.	{}

Returns:

Name	Type	Description
Any		The result of the order placement.

order_query(ticker, oid=None, cloid=None, as_dict=True, **kwargs) async

Get order details using order ID.

Parameters:

Name	Type	Description	Default
ticker	str	The trading instrument ticker.	required
oid	(str, int)	Order ID in exchange	None
cloid	str	Client Order ID	None
as_dict	bool	If True, return the order details as a dictionary. Defaults to True.	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

order_updates_subscribe(handler, **kwargs) async

Subscribe to order updates.

Parameters:

Name	Type	Description	Default
handler	coroutine	A coroutine handler for the message received.	required
**kwargs		Exchange wrapper specific keyword arguments.	{}

order_updates_unsubscribe(**kwargs) async

Unsubscribe from order updates.

Parameters:

Name	Type	Description	Default
**kwargs		Exchange wrapper specific keyword arguments.	{}

orders_get(**kwargs) async

Get all open order details.

Parameters:

Name	Type	Description	Default
**kwargs		Exchange wrapper specific keyword arguments.	{}

orders_mirror(on_update=None, as_list=True, **kwargs) async

Keeps a local mirror copy of the account open orders.

Parameters:

Name	Type	Description	Default
on_update	coroutine	A coroutine handler for orders dictionary on order event.	None
as_list	bool	If True, pass state as list, otherwise as quantpylib.standards.Orders object into handlers.	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

orders_peek(as_dict=True, **kwargs)

Retrieves the local mirror copy of the account open orders.

Parameters:

Name	Type	Description	Default
as_dict	bool	If True, pass state as dictionary, otherwise as quantpylib.standards.Orders object.	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

positions_get() async

Get all open position details.

Parameters:

Name	Type	Description	Default
**kwargs		Exchange wrapper specific keyword arguments.	required

positions_mirror(on_update=None, as_dict=True, **kwargs) async

Keeps a local mirror copy of the account open orders.

Parameters:

Name	Type	Description	Default
on_update	coroutine	A coroutine handler for positions dictionary on fill.	None
as_dict	bool	If True, the method returns positions as a dictionary, otherwise as a quantpylib.standards.Positions object. Defaults to True.	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

positions_peek(as_dict=True, **kwargs)

Retrieves the local mirror copy of the account open positions.

Parameters:

Name	Type	Description	Default
as_dict	bool	If True, the method returns positions as a dictionary, otherwise as a quantpylib.standards.Positions object. Defaults to True.	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

rand_cloid(start='', end='', **kwargs)

Generate a random string (cloid) consisting of hexadecimal characters.

Parameters:

Name	Type	Description	Default
start	str	A string to prepend to the generated random string. Defaults to ''.	''
end	str	A string to append to the generated random string. Defaults to ''.	''
**kwargs		Additional keyword arguments.	{}

Returns:

Name	Type	Description
str		A random hexadecimal string with a total length of 32 characters, including the optional 'start' and 'end' strings.

trades_subscribe(ticker, handler, standardize_schema=True, **kwargs) async

Subscribe to ticker trades.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
handler	coroutine	A coroutine handler for the message received.	required
standardize_schema	(bool, True)	Processes the incoming message to (ts,price,sz,dir)	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

trades_unsubscribe(ticker, **kwargs) async

Unsubscribe from ticker trades.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
**kwargs		Exchange wrapper specific keyword arguments.	{}