• Yes, requires OpenSSL
  • No, only Blocking mode
  • Yes, Requires Win8.+

Binance WebSocket API

 sgcWebSockets API Binance components

From sgcWebSockets 4.1.8 BinanceWebSocket API is supported.

Binance is an international multi-language cryptocurrency exchange.

 

Properties

  Streams: contains list of streams.

 

Methods

  AddAggregateTrades

    The Aggregate Trade Streams push trade information that is aggregated for a single taker order.

{

  "e": "aggTrade",  // Event type

  "E": 123456789,   // Event time

  "s": "BNBBTC",    // Symbol

  "a": 12345,       // Aggregate trade ID

  "p": "0.001",     // Price

  "q": "100",       // Quantity

  "f": 100,         // First trade ID

  "l": 105,         // Last trade ID

  "T": 123456785,   // Trade time

  "m": true,        // Is the buyer the market maker?

  "M": true         // Ignore.

}

 

  AddTrades

    The Trade Streams push raw trade information; each trade has a unique buyer and seller.

{

  "e": "trade",     // Event type

  "E": 123456789,   // Event time

  "s": "BNBBTC",    // Symbol

  "t": 12345,       // Trade ID

  "p": "0.001",     // Price

  "q": "100",       // Quantity

  "b": 88,          // Buyer order Id

  "a": 50,          // Seller order Id

  "T": 123456785,   // Trade time

  "m": true,        // Is the buyer the market maker?

  "M": true         // Ignore.

}

 

  AddKline

    The Kline/Candlestick Stream push updates to the current klines/candlestick every second.

{

  "e": "kline",     // Event type

  "E": 123456789,   // Event time

  "s": "BNBBTC",    // Symbol

  "k": {

    "t": 123400000, // Kline start time

    "T": 123460000, // Kline close time

    "s": "BNBBTC",  // Symbol

    "i": "1m",      // Interval

    "f": 100,       // First trade ID

    "L": 200,       // Last trade ID

    "o": "0.0010",  // Open price

    "c": "0.0020",  // Close price

    "h": "0.0025",  // High price

    "l": "0.0015",  // Low price

    "v": "1000",    // Base asset volume

    "n": 100,       // Number of trades

    "x": false,     // Is this kline closed?

    "q": "1.0000",  // Quote asset volume

    "V": "500",     // Taker buy base asset volume

    "Q": "0.500",   // Taker buy quote asset volume

    "B": "123456"   // Ignore

  }

}

 

  AddTicker

    24hr Ticker statistics for a single symbol pushed every second

{

  "e": "24hrTicker",  // Event type

  "E": 123456789,     // Event time

  "s": "BNBBTC",      // Symbol

  "p": "0.0015",      // Price change

  "P": "250.00",      // Price change percent

  "w": "0.0018",      // Weighted average price

  "x": "0.0009",      // Previous day's close price

  "c": "0.0025",      // Current day's close price

  "Q": "10",          // Close trade's quantity

  "b": "0.0024",      // Best bid price

  "B": "10",          // Best bid quantity

  "a": "0.0026",      // Best ask price

  "A": "100",         // Best ask quantity

  "o": "0.0010",      // Open price

  "h": "0.0025",      // High price

  "l": "0.0010",      // Low price

  "v": "10000",       // Total traded base asset volume

  "q": "18",          // Total traded quote asset volume

  "O": 0,             // Statistics open time

  "C": 86400000,      // Statistics close time

  "F": 0,             // First trade ID

  "L": 18150,         // Last trade Id

  "n": 18151          // Total number of trades

}

 

 

  AddAllMarketTickers

    24hr Ticker statistics for all symbols in an array pushed every second

[

  {

    // Same as <symbol>@ticker payload

  }

]

 

  AddPartialBookDepth

    Top <levels> bids and asks, pushed every second. Valid <levels> are 5, 10, or 20.

{

  "lastUpdateId": 160,  // Last update ID

  "bids": [             // Bids to be updated

    [

      "0.0024",         // price level to be updated

      "10",             // quantity

      []                // ignore

    ]

  ],

  "asks": [             // Asks to be updated

    [

      "0.0026",         // price level to be updated

      "100",            // quantity

      []                // ignore

    ]

  ]

}

 

  AddDiffDepth

    Order book price and quantity depth updates used to locally manage an order book pushed every second.

{

  "e": "depthUpdate", // Event type

  "E": 123456789,     // Event time

  "s": "BNBBTC",      // Symbol

  "U": 157,           // First update ID in event

  "u": 160,           // Final update ID in event

  "b": [              // Bids to be updated

    [

      "0.0024",       // price level to be updated

      "10",

      []              // ignore

    ]

  ],

  "a": [              // Asks to be updated

    [

      "0.0026",       // price level to be updated

      "100",          // quantity

      []              // ignore

    ]

  ]

}