https://github.com/marfusios/binance-client-websocket
🛠️ C# client for Binance websocket API
https://github.com/marfusios/binance-client-websocket
api-client binance binance-api bitcoin cryptocurrency dotnet-core exchange websockets
Last synced: about 1 year ago
JSON representation
🛠️ C# client for Binance websocket API
- Host: GitHub
- URL: https://github.com/marfusios/binance-client-websocket
- Owner: Marfusios
- License: apache-2.0
- Created: 2019-03-25T19:59:21.000Z (about 7 years ago)
- Default Branch: master
- Last Pushed: 2024-02-20T09:01:59.000Z (over 2 years ago)
- Last Synced: 2025-04-09T22:11:20.941Z (about 1 year ago)
- Topics: api-client, binance, binance-api, bitcoin, cryptocurrency, dotnet-core, exchange, websockets
- Language: C#
- Homepage:
- Size: 265 KB
- Stars: 53
- Watchers: 5
- Forks: 31
- Open Issues: 2
-
Metadata Files:
- Readme: README.md
- License: LICENSE
Awesome Lists containing this project
README
# Binance websocket API client [](https://travis-ci.org/Marfusios/binance-client-websocket) [](https://badge.fury.io/nu/Binance.Client.Websocket)
This is a C# implementation of the Binance websocket API found here:
https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md
[Releases and breaking changes](https://github.com/Marfusios/binance-client-websocket/releases)
### License:
Apache License 2.0
### Features
* installation via NuGet ([Binance.Client.Websocket](https://www.nuget.org/packages/Binance.Client.Websocket))
* public and authenticated API
* targeting .NET Standard 2.0 (.NET Core, Linux/MacOS compatible)
* reactive extensions ([Rx.NET](https://github.com/Reactive-Extensions/Rx.NET))
* integrated logging abstraction ([LibLog](https://github.com/damianh/LibLog))
### Usage
```csharp
var exitEvent = new ManualResetEvent(false);
var url = BinanceValues.ApiWebsocketUrl;
using (var communicator = new BinanceWebsocketCommunicator(url))
{
using (var client = new BinanceWebsocketClient(communicator))
{
client.Streams.TradesStream.Subscribe(response =>
{
var trade = response.Data;
Console.WriteLine($"Trade executed [{trade.Symbol}] price: {trade.Price}");
});
client.SetSubscriptions(
new TradeSubscription("btcusdt"),
new TradeSubscription("ethbtc"),
new TradeSubscription("bnbbtc"),
);
await communicator.Start();
exitEvent.WaitOne(TimeSpan.FromSeconds(30));
}
}
```
More usage examples:
* console sample ([link](test_integration/Binance.Client.Websocket.Sample/Program.cs))
* integration tests ([link](test_integration/Binance.Client.Websocket.Tests.Integration))
* desktop sample ([link](test_integration/Binance.Client.Websocket.Sample.WinForms))
### API coverage
| PUBLIC | Covered |
|-------------------------|:-------:|
| Aggregate trades | ✔ |
| Trades | ✔ |
| Kline/Candlesticks | |
| Individual mini tickers | |
| All mini tickers | |
| Individual tickers | |
| All tickers | |
| Partial orderbook | ✔ |
| Diff. orderbook | ✔ |
| PRIVATE | Covered |
|-------------------------|:----------:|
| Account update | |
| Balance update | |
| Order update | ✔ |
**Pull Requests are welcome!**
### Other websocket libraries
Extensions
All order books together, etc.
### Reconnecting
There is a built-in reconnection which invokes after 1 minute (default) of not receiving any messages from the server. It is possible to configure that timeout via `communicator.ReconnectTimeoutMs`. Also, there is a stream `ReconnectionHappened` which sends information about a type of reconnection. However, if you are subscribed to low rate channels, it is very likely that you will encounter that timeout - higher the timeout to a few minutes or call `PingRequest` by your own every few seconds.
In the case of Binance outage, there is a built-in functionality which slows down reconnection requests (could be configured via `communicator.ErrorReconnectTimeoutMs`, the default is 1 minute).
### Backtesting
The library is prepared for backtesting. The dependency between `Client` and `Communicator` is via abstraction `IBinanceCommunicator`. There are two communicator implementations:
* `BinanceWebsocketCommunicator` - a realtime communication with Binance via websocket API.
* `BinanceFileCommunicator` - a simulated communication, raw data are loaded from files and streamed. If you are **interested in buying historical raw data** (trades, order book events), contact me.
Feel free to implement `IBinanceCommunicator` on your own, for example, load raw data from database, cache, etc.
Usage:
```csharp
var communicator = new BinanceFileCommunicator();
communicator.FileNames = new[]
{
"data/binance_raw_btcusdt_2018-11-13.txt"
};
communicator.Delimiter = ";;";
var client = new BinanceWebsocketClient(communicator);
client.Streams.TradesStream.Subscribe(response =>
{
// do something with trade
});
await communicator.Start();
```
### Multi-threading
Observables from Reactive Extensions are single threaded by default. It means that your code inside subscriptions is called synchronously and as soon as the message comes from websocket API. It brings a great advantage of not to worry about synchronization, but if your code takes a longer time to execute it will block the receiving method, buffer the messages and may end up losing messages. For that reason consider to handle messages on the other thread and unblock receiving thread as soon as possible. I've prepared a few examples for you:
#### Default behavior
Every subscription code is called on a main websocket thread. Every subscription is synchronized together. No parallel execution. It will block the receiving thread.
```csharp
client
.Streams
.TradesStream
.Subscribe(trade => { code1 });
client
.Streams
.BookStream
.Subscribe(book => { code2 });
// 'code1' and 'code2' are called in a correct order, according to websocket flow
// ----- code1 ----- code1 ----- ----- code1
// ----- ----- code2 ----- code2 code2 -----
```
#### Parallel subscriptions
Every single subscription code is called on a separate thread. Every single subscription is synchronized, but different subscriptions are called in parallel.
```csharp
client
.Streams
.TradesStream
.ObserveOn(TaskPoolScheduler.Default)
.Subscribe(trade => { code1 });
client
.Streams
.BookStream
.ObserveOn(TaskPoolScheduler.Default)
.Subscribe(book => { code2 });
// 'code1' and 'code2' are called in parallel, do not follow websocket flow
// ----- code1 ----- code1 ----- code1 -----
// ----- code2 code2 ----- code2 code2 code2
```
#### Parallel subscriptions with synchronization
In case you want to run your subscription code on the separate thread but still want to follow websocket flow through every subscription, use synchronization with gates:
```csharp
private static readonly object GATE1 = new object();
client
.Streams
.TradesStream
.ObserveOn(TaskPoolScheduler.Default)
.Synchronize(GATE1)
.Subscribe(trade => { code1 });
client
.Streams
.BookStream
.ObserveOn(TaskPoolScheduler.Default)
.Synchronize(GATE1)
.Subscribe(book => { code2 });
// 'code1' and 'code2' are called concurrently and follow websocket flow
// ----- code1 ----- code1 ----- ----- code1
// ----- ----- code2 ----- code2 code2 ----
```
### Async/Await integration
Using `async/await` in your subscribe methods is a bit tricky. Subscribe from Rx.NET doesn't `await` tasks,
so it won't block stream execution and cause sometimes undesired concurrency. For example:
```csharp
client
.Streams
.TradesStream
.Subscribe(async trade => {
// do smth 1
await Task.Delay(5000); // waits 5 sec, could be HTTP call or something else
// do smth 2
});
```
That `await Task.Delay` won't block stream and subscribe method will be called multiple times concurrently.
If you want to buffer messages and process them one-by-one, then use this:
```csharp
client
.Streams
.TradesStream
.Select(trade => Observable.FromAsync(async () => {
// do smth 1
await Task.Delay(5000); // waits 5 sec, could be HTTP call or something else
// do smth 2
}))
.Concat() // executes sequentially
.Subscribe();
```
If you want to process them concurrently (avoid synchronization), then use this
```csharp
client
.Streams
.TradesStream
.Select(trade => Observable.FromAsync(async () => {
// do smth 1
await Task.Delay(5000); // waits 5 sec, could be HTTP call or something else
// do smth 2
}))
.Merge() // executes concurrently
// .Merge(4) you can limit concurrency with a parameter
// .Merge(1) is same as .Concat()
// .Merge(0) is invalid (throws exception)
.Subscribe();
```
More info on [Github issue](https://github.com/dotnet/reactive/issues/459).
Don't worry about websocket connection, those sequential execution via `.Concat()` or `.Merge(1)` has no effect on receiving messages.
It won't affect receiving thread, only buffers messages inside `TradesStream`.
But beware of [producer-consumer problem](https://en.wikipedia.org/wiki/Producer%E2%80%93consumer_problem) when the consumer will be too slow. Here is a [StackOverflow issue](https://stackoverflow.com/questions/11010602/with-rx-how-do-i-ignore-all-except-the-latest-value-when-my-subscribe-method-is)
with an example how to ignore/discard buffered messages and always process only the last one.
### Desktop application (WinForms or WPF)
Due to the large amount of questions about integration of this library into a desktop application (old full .NET Framework), I've prepared WinForms example ([link](test_integration/Binance.Client.Websocket.Sample.WinForms)).
### Available for help
I do consulting, please don't hesitate to contact me if you need a paid help
([web](http://mkotas.cz/), [nostr](https://snort.social/p/npub1dd668dyr9un9nzf9fjjkpdcqmge584c86gceu7j97nsp4lj2pscs0xk075), )
