Merge pull request binance-exchange#1 from sammchardy/master

update to latest

README.rst

@@ -1,14 +1,11 @@
 ================================
-Welcome to python-binance v0.7.5
+Welcome to python-binance v0.7.8 
 ================================
 
 Note
 ----
 
-I am working on a python3 version with async support to remove legacy dependencies and their related issues.
-
-I would appreciate if you could try out the `feature/asyncio <https://github.com/sammchardy/python-binance/tree/feature/asyncio>`_ branch and give your feedback.
-
+this library is not under active development by sammchardy. however, the community has been actively contributing lots of PRs. If you find missing features please submit a PR. please keep PRs small and non-breaking.
 
 .. image:: https://img.shields.io/pypi/v/python-binance.svg
     :target: https://pypi.python.org/pypi/python-binance
@@ -28,7 +25,7 @@ I would appreciate if you could try out the `feature/asyncio <https://github.com
 .. image:: https://img.shields.io/pypi/pyversions/python-binance.svg
     :target: https://pypi.python.org/pypi/python-binance
 
-This is an unofficial Python wrapper for the `Binance exchange REST API v1/3 <https://github.com/binance-exchange/binance-official-api-docs>`_. I am in no way affiliated with Binance, use at your own risk.
+This is an unofficial Python wrapper for the `Binance exchange REST API v3 <https://github.com/binance/binance-spot-api-docs>`_. I am in no way affiliated with Binance, use at your own risk.
 
 If you came here looking for the `Binance exchange <https://www.binance.com/?ref=10099792>`_ to purchase cryptocurrencies, then `go here <https://www.binance.com/?ref=10099792>`_. If you want to automate interactions with Binance stick around.
 

binance/depthcache.py

@@ -121,7 +121,7 @@ class DepthCacheManager(object):
 
     _default_refresh = 60 * 30  # 30 minutes
 
-    def __init__(self, client, symbol, callback=None, refresh_interval=_default_refresh, bm=None, limit=500):
+    def __init__(self, client, symbol, callback=None, refresh_interval=_default_refresh, bm=None, limit=500, ws_interval=None):
         """Initialise the DepthCacheManager
 
         :param client: Binance API client
@@ -134,6 +134,8 @@ def __init__(self, client, symbol, callback=None, refresh_interval=_default_refr
         :type refresh_interval: int
         :param limit: Optional number of orders to get from orderbook
         :type limit: int
+        :param ws_interval: Optional interval for updates on websocket, default None. If not set, updates happen every second. Must be 0, None (1s) or 100 (100ms).
+        :type ws_interval: int
 
         """
         self._client = client
@@ -146,6 +148,7 @@ def __init__(self, client, symbol, callback=None, refresh_interval=_default_refr
         self._depth_cache = DepthCache(self._symbol)
         self._refresh_interval = refresh_interval
         self._conn_key = None
+        self._ws_interval = ws_interval
 
         self._start_socket()
         self._init_cache()
@@ -188,7 +191,7 @@ def _start_socket(self):
         if self._bm is None:
             self._bm = BinanceSocketManager(self._client)
 
-        self._conn_key = self._bm.start_depth_socket(self._symbol, self._depth_event)
+        self._conn_key = self._bm.start_depth_socket(self._symbol, self._depth_event, interval=self._ws_interval)
         if not self._bm.is_alive():
             self._bm.start()
 
@@ -271,3 +274,10 @@ def close(self, close_socket=False):
             self._bm.close()
         time.sleep(1)
         self._depth_cache = None
+
+    def get_symbol(self):
+        """Get the symbol
+        
+        :return: symbol
+        """
+        return self._symbol

binance/websockets.py

@@ -64,6 +64,7 @@ def clientConnectionLost(self, connector, reason):
 class BinanceSocketManager(threading.Thread):
 
     STREAM_URL = 'wss://stream.binance.com:9443/'
+    FSTREAM_URL = 'wss://fstream.binance.com/'
 
     WEBSOCKET_DEPTH_5 = '5'
     WEBSOCKET_DEPTH_10 = '10'
@@ -84,9 +85,10 @@ def __init__(self, client, user_timeout=DEFAULT_USER_TIMEOUT):
         self._conns = {}
         self._client = client
         self._user_timeout = user_timeout
-        self._timers = {'user': None, 'margin': None}
+        self._timers = {'user': None, 'margin': None} 
         self._listen_keys = {'user': None, 'margin': None}
         self._account_callbacks = {'user': None, 'margin': None}
+        # Isolated margin sockets will be opened under the 'symbol' name
 
     def _start_socket(self, path, callback, prefix='ws/'):
         if path in self._conns:
@@ -102,7 +104,21 @@ def _start_socket(self, path, callback, prefix='ws/'):
         self._conns[path] = connectWS(factory, context_factory)
         return path
 
-    def start_depth_socket(self, symbol, callback, depth=None):
+    def _start_futures_socket(self, path, callback, prefix='stream?streams='):
+        if path in self._conns:
+            return False
+
+        factory_url = self.FSTREAM_URL + prefix + path
+        factory = BinanceClientFactory(factory_url)
+        factory.protocol = BinanceClientProtocol
+        factory.callback = callback
+        factory.reconnect = True
+        context_factory = ssl.ClientContextFactory()
+
+        self._conns[path] = connectWS(factory, context_factory)
+        return path
+
+    def start_depth_socket(self, symbol, callback, depth=None, interval=None):
         """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
@@ -113,6 +129,8 @@ def start_depth_socket(self, symbol, callback, depth=None):
         :type callback: function
         :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
 
@@ -169,6 +187,11 @@ def start_depth_socket(self, symbol, callback, depth=None):
         socket_name = symbol.lower() + '@depth'
         if depth and depth != '1':
             socket_name = '{}{}'.format(socket_name, depth)
+        if interval:
+            if interval in [0, 100]:
+                socket_name = '{}@{}ms'.format(socket_name, interval)
+            else:
+                raise ValueError("Websocket interval value not allowed. Allowed values are [0, 100]")
         return self._start_socket(socket_name, callback)
 
     def start_kline_socket(self, symbol, callback, interval=Client.KLINE_INTERVAL_1MINUTE):
@@ -406,6 +429,99 @@ def start_ticker_socket(self, callback):
         """
         return self._start_socket('!ticker@arr', callback)
 
+    def start_symbol_mark_price_socket(self, symbol, callback, fast=True):
+        """Start a websocket for a symbol's futures mark price
+        https://binance-docs.github.io/apidocs/futures/en/#mark-price-stream
+        :param symbol: required
+        :type symbol: str
+        :param callback: callback function to handle messages
+        :type callback: function
+        :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
+            }
+        """
+        stream_name = '@markPrice@1s' if fast else '@markPrice'
+        return self._start_futures_socket(symbol.lower() + stream_name, callback)
+
+    def start_all_mark_price_socket(self, callback, fast=True):
+        """Start 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 callback: callback function to handle messages
+        :type callback: function
+        :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
+                }
+            ]
+        """
+        stream_name = '!markPrice@arr@1s' if fast else '!markPrice@arr'
+        return self._start_futures_socket(stream_name, callback)
+
+    def start_symbol_ticker_futures_socket(self, symbol, callback):
+        """Start 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
+        :type symbol: str
+        :param callback: callback function to handle messages
+        :type callback: function
+        :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
+                }
+            ]
+        """
+        return self._start_futures_socket(symbol.lower() + '@bookTicker', callback)
+
+    def start_all_ticker_futures_socket(self, callback):
+        """Start a websocket for all ticker data
+        By default all markets are included in an array.
+        https://binance-docs.github.io/apidocs/futures/en/#all-book-tickers-stream
+        :param callback: callback function to handle messages
+        :type callback: function
+        :returns: connection key string if successful, False otherwise
+        Message Format
+        .. 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
+                }
+            ]
+        """
+
+
+        return self._start_futures_socket('!bookTicker', callback)
+
     def start_symbol_book_ticker_socket(self, symbol, callback):
         """Start a websocket for the best bid or ask's price or quantity for a specified symbol.
 
@@ -482,6 +598,7 @@ def start_user_socket(self, callback):
         """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
 
         :param callback: callback function to handle messages
         :type callback: function
@@ -496,9 +613,9 @@ def start_user_socket(self, callback):
         return self._start_account_socket('user', user_listen_key, callback)
 
     def start_margin_socket(self, callback):
-        """Start a websocket for margin data
+        """Start a websocket for cross-margin 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-margin
 
         :param callback: callback function to handle messages
         :type callback: function
@@ -512,6 +629,25 @@ def start_margin_socket(self, callback):
         # and start the socket with this specific key
         return self._start_account_socket('margin', margin_listen_key, callback)
 
+    def start_isolated_margin_socket(self, symbol, callback):
+        """Start 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
+        :param callback: callback function to handle messages
+        :type callback: function
+
+        :returns: connection key string if successful, False otherwise
+
+        Message Format - see Binance API docs for all types
+        """
+        # Get the isolated margin listen key
+        isolated_margin_listen_key = self._client.isolated_margin_stream_get_listen_key(symbol)
+        # and start the socket with this specific kek
+        return self._start_account_socket(symbol, isolated_margin_listen_key, callback)
+
     def _start_account_socket(self, socket_type, listen_key, callback):
         """Starts one of user or margin socket"""
         self._check_account_socket_open(listen_key)
@@ -542,10 +678,15 @@ def _keepalive_account_socket(self, socket_type):
         if socket_type == 'user':
             listen_key_func = self._client.stream_get_listen_key
             callback = self._account_callbacks[socket_type]
-        else:
+            listen_key = listen_key_func()
+        elif socket_type == 'margin':  # cross-margin
             listen_key_func = self._client.margin_stream_get_listen_key
             callback = self._account_callbacks[socket_type]
-        listen_key = listen_key_func()
+            listen_key = listen_key_func()
+        else:  # isolated margin
+            listen_key_func = self._client.isolated_margin_stream_get_listen_key
+            callback = self._account_callbacks.get(socket_type, None)       
+            listen_key = listen_key_func(socket_type)  # Passing symbol for islation margin
         if listen_key != self._listen_keys[socket_type]:
             self._start_account_socket(socket_type, listen_key, callback)
 
@@ -565,18 +706,26 @@ def stop_socket(self, conn_key):
         self._conns[conn_key].disconnect()
         del(self._conns[conn_key])
 
-        # check if we have a user stream socket
-        if len(conn_key) >= 60 and conn_key[:60] == self._listen_keys['user']:
-            self._stop_account_socket('user')
+        # OBSOLETE - removed when adding isolated margin.  Loop over keys instead
+        # # check if we have a user stream socket
+        # if len(conn_key) >= 60 and conn_key[:60] == self._listen_keys['user']:
+        #     self._stop_account_socket('user')
+
+        # # or a margin stream socket
+        # if len(conn_key) >= 60 and conn_key[:60] == self._listen_keys['margin']:
+        #     self._stop_account_socket('margin')
+
+        # NEW - Loop over keys in _listen_keys dictionary to find a match on 
+        # user, cross-margin and isolated margin:
+        for key, value in self._listen_keys.items():
+            if len(conn_key) >= 60 and conn_key[:60] == value:
+                self._stop_account_socket(key)
 
-        # or a margin stream socket
-        if len(conn_key) >= 60 and conn_key[:60] == self._listen_keys['margin']:
-            self._stop_account_socket('margin')
 
     def _stop_account_socket(self, socket_type):
-        if not self._listen_keys[socket_type]:
+        if not self._listen_keys.get(socket_type, None):
             return
-        if self._timers[socket_type]:
+        if self._timers.get(socket_type, None):
             self._timers[socket_type].cancel()
             self._timers[socket_type] = None
         self._listen_keys[socket_type] = None

docs/account.rst

@@ -9,7 +9,7 @@ Order Validation
 
 Binance has a number of rules around symbol pair orders with validation on minimum price, quantity and total order value.
 
-Read more about their specifics in the `Filters <https://github.com/binance-exchange/binance-official-api-docs/blob/master/rest-api.md#filters>`_
+Read more about their specifics in the `Filters <https://github.com/binance/binance-spot-api-docs/blob/master/rest-api.md#filters>`_
 section of the official API.
 
 It can be helpful to format the output using the following snippet

docs/changelog.rst

@@ -1,6 +1,11 @@
 Changelog
 =========
 
+v0.7.5.dev
+^^^^^^^^^^
+**Changed**
+- Stock json lib to ujson (https://github.com/sammchardy/python-binance/pull/383)
+
 v0.7.5 - 2020-02-06
 ^^^^^^^^^^^^^^^^^^^