Binance Futures Market Data Connector
Binance Futures Data Connector based on WebSocket/REST.
Configuration
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| WebSocket URL | wss://fstream.binance.com/ | WebSocket root URL. To start the connector in "USDS-M Futures" mode use the following URL: wss://fstream.binance.com/ To start the connector in "COIN-M Futures" mode use the following URL: wss://dstream.binance.com/ By default URL for "USDS-M Futures" mode is chosen. |
| REST URL | https://fapi.binance.com/fapi/v1/ | REST root URL. To start the connector in "USDS-M Futures" mode use the following URL: https://fapi.binance.com/fapi/v1/ To start the connector in "COIN-M Futures" mode use the following URL: https://dapi.binance.com/dapi/v1/ By default URL for "USDS-M Futures" mode is chosen. |
| Read Timeout | 15000 | Read timeout (in milliseconds). |
| Reconnect Timeout | 15000 | Reconnect timeout (in milliseconds). |
| Use Real-Time L2 Stream | false | Use real-time '@depth@0ms' diff depth stream for getting L2 updates instead of standard '@depth@100ms' diff depth stream. Note from Binance: In order to provide users with more secure and stable services, the update time of '@depth@0ms' stream is dynamically adjusted according to the total amount of data traffic and other objective conditions. Default value for this option is false. |
| 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 | false | Use undocumented real-time 'trade' stream for getting trade updates instead of standard 'aggTrade' stream. Note: This parameter can only be used when the data connector is running in "COIN-M Futures" mode. Default value for this option is false. |
| Exchange Name | BINANCEFUT | Exchange name for this session. |
| Output Book Size | 20 | Size of the output book. |
| 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. |
| Max Saved Depth Updates Count | 1000 | Limit of saved depth updates count. After it is exceeded initialization of the local depth book will be started from scratch. Usually you don't have to change the default value. |
Symbology
Supported symbol notations:
| Mode | Symbol Notation | Examples |
|---|---|---|
| Futures | SYMBOLNAME (upper case) SYMBOLNAME#OUTPUT_BOOK_SIZE | BTCUSDT ETHUSDT ETHUSDT#40 |
| Delivery | SYMBOLNAME (upper case) SYMBOLNAME#OUTPUT_BOOK_SIZE | BTCUSD_200925 BTCUSD_PERP BTCUSD_PERP#110 |
Full symbol list for “Futures” mode: https://fapi.binance.com/fapi/v1/exchangeInfo
Full symbol list for “Delivery” mode: https://dapi.binance.com/dapi/v1/exchangeInfo