Merge branch 'master' into master

Author: kimchirichie

Endpoints.md

@@ -28,7 +28,7 @@ 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.
 

README.rst

@@ -274,3 +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/client.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:
@@ -102,6 +104,20 @@ def _start_socket(self, path, callback, prefix='ws/'):
         self._conns[path] = connectWS(factory, context_factory)
         return path
 
+    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
 
@@ -413,6 +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.
 
@@ -489,6 +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
@@ -503,9 +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
@@ -519,6 +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)
@@ -549,10 +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)
 
@@ -572,18 +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

binance/depthcache.py

@@ -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