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[Binance] Support for execution reports / UserTrades / fills #231

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badgerwithagun opened this issue Oct 9, 2018 · 4 comments
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[Binance] Support for execution reports / UserTrades / fills #231

badgerwithagun opened this issue Oct 9, 2018 · 4 comments
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@badgerwithagun
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Just to note that I'm working on this.

It will follow the same pattern as #160 did for GDAX support: that is, there will be a level 1 API which allows you to specifically listen to untransformed Binance execution reports (detailed here) as long as you are happy to write Binance-specific code.

For generic use, it will convert fill reports into UserTrades and merge them with the Trade stream returned by StreamingMarketDataService.getTrades().
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Subject to people's thoughts on #230, this may or may not deduplicate the UserTrades and Trades.

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This is completed and I'm conducting live testing. I'll raise a PR soon.

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Submitted #246

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This has now been merged.

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