Binance Market Data Connector
Binance Data Connector based on WebSocket/REST.
Features
binanceConnector Key✓
Level 1
✓
Level 2
✗
Level 3
✓
Trades
✗
Funding Rates
Configuration
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| WebSocket URL | wss://stream.binance.com:9443/stream | WebSocket root URL. To start the connector in "Binance Global" mode use the following URL: wss://stream.binance.com:9443/stream To start the connector in "Binance US" mode use the following URL: wss://stream.binance.us:9443/stream Alternative market data URLs are also supported: wss://data-stream.binance.vision/stream By default URL for "Binance Global" mode is chosen. |
| REST URL | https://api.binance.com/api/ | REST root URL. To start the connector in "Binance Global" mode use the following URL: https://api.binance.com/api/ To start the connector in "Binance US" mode use the following URL: https://api.binance.us/api/ Alternative market data URLs are also supported: https://data-api.binance.vision/api/ By default URL for "Binance Global" mode is chosen. |
| Max Instruments Per Connection | 80 | Maximum number of instruments per WebSocket connection. The maximum tested value is 120. Default value is 80. |
| Use Real-Time L1 Stream | false | Use real-time 'bookTicker' stream for getting L1 (BBO) updates instead of order book based 'depth' stream. |
| Use Real-Time Trades Stream | true | Use real-time 'trade' stream for getting trade updates instead of aggregated 'aggTrade' stream. |
| Exchange Name | BINANCE | Exchange name for this session. |
| Output Book Size | 20 | Size of the output book. You may override this value using specific instrument naming notation. The greater book size you set, the less requests per second you will be allowed to execute. Max book size value is 5000. |
| Snapshot Interval | 10S | This property sets an interval in seconds between periodical Level2 snapshots which sent to Aggregator. Snapshots will be generated as soon as this threshold is exceeded AND the next increment message arrives. Conversely, snapshots are NOT generated every period if no data is coming in. Default value is 10 seconds. |
Symbology
Supported symbol notations:
| Symbol Notation | Examples |
|---|---|
| CRYPTOCURRENCY CRYPTOCURRENCY#OUTPUT_BOOK_SIZE | BTCUSDT LTCUSDT SOLUSDT#400 LPTBTC#25 |
Binance instrument’s meta-info can be found here: https://api.binance.com/api/v3/exchangeInfo
Logging
To enable detailed logging, use these lines in the <QSHOME>/config/gflog.xml file:
<logger name="deltix.qsrv.hf.plugins.data.binance" level="DEBUG">
<appender-ref ref="safeAppender"/>
</logger>