Binance¶

class BinanceBar¶

Bases: object

Represents a Binance bar (kline/candlestick) with additional Binance-specific fields.

Extends the core Bar fields with quote_volume, count, taker_buy_base_volume, and taker_buy_quote_volume.

bar_type¶

close¶

count¶

static from_dict(values)¶

high¶

low¶

open¶

quote_volume¶

taker_buy_base_volume¶

taker_buy_quote_volume¶

to_dict()¶

# Errors

Returns a PyErr if generating the Python dictionary fails.

ts_event¶

ts_init¶

volume¶

class BinanceDataClientConfig¶

Bases: object

Configuration for Binance data client.

Ed25519 API keys are required for SBE WebSocket streams.

base_url_http¶

base_url_ws¶

environment¶

has_proxy_url¶

instrument_provider¶

instrument_refresh_interval_secs¶

instrument_status_poll_secs¶

product_type¶

recv_window_ms¶

spot_market_data_mode¶

transport_backend¶

us¶

class BinanceDataClientFactory¶

Bases: object

Factory for creating Binance data clients.

name()¶

class BinanceEnvironment¶

Bases: object

Binance environment type.

DEMO = BinanceEnvironment.DEMO¶

LIVE = BinanceEnvironment.LIVE¶

TESTNET = BinanceEnvironment.TESTNET¶

class BinanceExecClientConfig¶

Bases: object

Configuration for Binance execution client.

Global execution uses WebSocket API authentication with Ed25519 credentials. Binance US uses HMAC-signed HTTP requests and listen-key user data streams.

account_id¶

base_url_http¶

base_url_ws¶

base_url_ws_trading¶

bnfcr_currency¶

default_taker_fee¶

environment¶

futures_leverages¶

futures_margin_types¶

has_proxy_url¶

instrument_provider¶

instrument_refresh_interval_secs¶

oms_type¶

product_type¶

recv_window_ms¶

trader_id¶

transport_backend¶

treat_expired_as_canceled¶

us¶

use_gtd¶

use_position_ids¶

use_trade_lite¶

use_ws_trading¶

ws_trading_setup_timeout_ms¶

class BinanceExecutionClientFactory¶

Bases: object

Factory for creating Binance Spot execution clients.

name()¶

class BinanceFuturesLiquidation¶

Bases: object

Binance Futures liquidation update from the forceOrder stream.

accumulated_qty¶

average_price¶

instrument_id¶

last_filled_qty¶

price¶

side¶

ts_event¶

ts_init¶

class BinanceFuturesMarkPriceUpdate¶

Bases: object

Binance Futures mark-price stream update with venue-specific fields.

estimated_settle_price¶

funding_rate¶

index_price¶

instrument_id¶

mark_price¶

next_funding_time¶

ts_event¶

ts_init¶

class BinanceFuturesOpenInterest¶

Bases: object

Binance Futures current open interest snapshot.

instrument_id¶

open_interest¶

ts_event¶

ts_init¶

class BinanceFuturesOpenInterestHist¶

Bases: object

Binance Futures historical open interest batch.

COIN-M requests are keyed by pair and contract type rather than by symbol. Perpetuals derive both from the _PERP symbol suffix, while delivery contracts resolve them from the cached instrument definition.

instrument_id¶

period¶

points¶

ts_event¶

ts_init¶

class BinanceFuturesOpenInterestHistPoint¶

Bases: object

Binance Futures historical open interest point.

sum_open_interest¶

sum_open_interest_value¶

ts_event¶

class BinanceFuturesTicker¶

Bases: object

Binance Futures 24-hour ticker statistics from the ticker stream.

close_time¶

first_trade_id¶

high_price¶

instrument_id¶

last_price¶

last_qty¶

last_trade_id¶

low_price¶

num_trades¶

open_price¶

open_time¶

price_change¶

price_change_percent¶

quote_volume¶

ts_event¶

ts_init¶

volume¶

weighted_avg_price¶

class BinanceInstrumentProviderConfig¶

Bases: object

Configuration for Binance instrument loading.

filter_callable¶

filters¶

load_all¶

load_ids¶

log_warnings¶

query_commission_rates¶

class BinanceMarginType¶

Bases: object

Margin type applied to a position.

Serializes to the POST format (CROSSED/ISOLATED) expected by /fapi/v1/marginType. Deserializes from both POST and GET/WS formats (cross/isolated) via serde aliases.

CROSS = BinanceMarginType.CROSS¶

ISOLATED = BinanceMarginType.ISOLATED¶

UNKNOWN = BinanceMarginType.UNKNOWN¶

class BinancePositionSide¶

Bases: object

Position side for dual-side position mode.

Both = BinancePositionSide.Both¶

Long = BinancePositionSide.Long¶

Short = BinancePositionSide.Short¶

Unknown = BinancePositionSide.Unknown¶

class BinanceProductType¶

Bases: object

Binance product type identifier.

Each product type corresponds to a different Binance API domain and has distinct trading rules and instrument specifications.

COIN_M = BinanceProductType.COIN_M¶

MARGIN = BinanceProductType.MARGIN¶

OPTIONS = BinanceProductType.OPTIONS¶

SPOT = BinanceProductType.SPOT¶

USD_M = BinanceProductType.USD_M¶

class BinanceSpotMarketDataMode¶

Bases: object

Spot market-data transport mode.

Json = BinanceSpotMarketDataMode.Json¶

Sbe = BinanceSpotMarketDataMode.Sbe¶

class BinanceSpotTicker¶

Bases: object

Binance Spot 24-hour ticker statistics from the ticker stream.

ask_price¶

ask_qty¶

bid_price¶

bid_qty¶

close_time¶

first_trade_id¶

high_price¶

instrument_id¶

last_price¶

last_qty¶

last_trade_id¶

low_price¶

num_trades¶

open_price¶

open_time¶

prev_close_price¶

price_change¶

price_change_percent¶

quote_volume¶

ts_event¶

ts_init¶

volume¶

weighted_avg_price¶

decode_binance_futures_client_order_id(encoded)¶

Decodes a Binance Futures encoded clientOrderId back to the original value.

Binance Futures orders placed through the Rust execution client have their ClientOrderId encoded with a broker ID prefix for Link and Trade attribution. This function reverses that encoding.

Strings without the broker prefix are returned unchanged.

decode_binance_spot_client_order_id(encoded)¶

Decodes a Binance Spot encoded clientOrderId back to the original value.

Binance Spot orders placed through the Rust execution client have their ClientOrderId encoded with a broker ID prefix for Link and Trade attribution. This function reverses that encoding.

Strings without the broker prefix are returned unchanged.

get_binance_arrow_schema_map(cls)¶

Returns a mapping from field names to Arrow data types for the BinanceBar class.

# Errors

Returns a PyErr if the class name is not recognized.

async load_binance_instruments(config: BinanceDataClientConfig) → list[object]¶

Load the configured Binance instrument catalogue.

This is the Python v2 replacement for constructing a cached low-level HTTP client and a product-specific v1 instrument provider. The embedded instrument_provider config controls selection, filters, parser warnings, and commission queries.

load_binance_order_book_deltas(file_path, nrows=None)¶

Loads Binance order book CSV data for wrangling into Nautilus deltas.

# Errors

Returns an error if the file cannot be read, a row cannot be parsed, or a side is invalid.