Go Binance API

go-binance is Binance public API implementation in golang

Installation

go get github.com/bloc4ain/go-binance

Examples

REST API

Test connectivity to the Rest API.

err := binance.Ping()

Test connectivity to the Rest API and get the current server time.

time, err := binance.GetServerTime()

Get current exchange trading rules and symbol information

info, err := binance.GetExchangeInfo()

Get order book

book, err := binance.GetOrderBook("TRXBTC", "1000")

Get recent trade list

trades, err := binance.GetRecentTrades("TRXBTC", "500")

Old trade lookup

trades, err := binance.GetRecentTrades("TRXBTC", "500")

Get compressed, aggregate trades

trades, err := binance.GetAggregateTrades("TRXBTC", "100", "", "", "")

Query order status

Orders are assigned with order ID when issued and can later be queried using it

trades, err := binance.GetKlines("TRXBTC", "100", "", "", "")

Streams examples

Aggregate Trade Streams

// The Aggregate Trade Streams push trade information that is aggregated for a single taker order.
stream, err := binance.OpenAggregateTradeStream("TRXBTC")
if err != nil {
	fmt.Printf("Stream open error: %s\n", err)
	return
}
defer stream.Close()
for {
	update, err := stream.Read()
	if err != nil {
		fmt.Printf("Stream read error: %s\n", err)
		return
	}
	fmt.Printf("%+v\n", update)
}

Trade Streams

// The Trade Streams push raw trade information; each trade has a unique buyer and seller.
stream, err := binance.OpenTradeStream("TRXBTC")
if err != nil {
	fmt.Printf("Stream open error: %s\n", err)
	return
}
defer stream.Close()
for {
	update, err := stream.Read()
	if err != nil {
		fmt.Printf("Stream read error: %s\n", err)
		return
	}
	fmt.Printf("%+v\n", update)
}

Kline/Candlestick Streams

// The Kline/Candlestick Stream push updates to the current klines/candlestick every second.
stream, err := binance.OpenChartStream("TRXBTC", binance.ChartIntervalOneMin)
if err != nil {
	fmt.Printf("Stream open error: %s\n", err)
	return
}
defer stream.Close()
for {
	update, err := stream.Read()
	if err != nil {
		fmt.Printf("Stream read error: %s\n", err)
		return
	}
	fmt.Printf("%+v\n", update)
}

Individual Symbol Ticker Streams

// 24hr Ticker statistics for a single symbol pushed every second
stream, err := binance.OpenTickerStream("TRXBTC")
if err != nil {
	fmt.Printf("Stream open error: %s\n", err)
	return
}
defer stream.Close()
for {
	update, err := stream.Read()
	if err != nil {
		fmt.Printf("Stream read error: %s\n", err)
		return
	}
	fmt.Printf("%+v\n", update)
}

All Market Tickers Stream

// 24hr Ticker statistics for all symbols in an array pushed every second
stream, err := binance.OpenTickersStream()
if err != nil {
	fmt.Printf("Stream open error: %s\n", err)
	return
}
defer stream.Close()
for {
	update, err := stream.Read()
	if err != nil {
		fmt.Printf("Stream read error: %s\n", err)
		return
	}
	fmt.Printf("%+v\n", update)
}

Partial Book Depth Streams

// Top <levels> bids and asks, pushed every second. Valid <levels> are 5, 10, or 20.
stream, err := binance.OpenPartialBookStream("TRXBTC", "20")
if err != nil {
	fmt.Printf("Stream open error: %s\n", err)
	return
}
defer stream.Close()
for {
	update, err := stream.Read()
	if err != nil {
		fmt.Printf("Stream read error: %s\n", err)
		return
	}
	fmt.Printf("%+v\n", update)
}

Diff. Depth Stream

// Order book price and quantity depth updates used to locally manage an order book pushed every second.
stream, err := binance.OpenDiffDepthStream("TRXBTC")
if err != nil {
	fmt.Printf("Stream open error: %s\n", err)
	return
}
defer stream.Close()
for {
	update, err := stream.Read()
	if err != nil {
		fmt.Printf("Stream read error: %s\n", err)
		return
	}
	fmt.Printf("%+v\n", update)
}

How to manage a local order book correctly

1. Open a stream using binance.OpenDiffDepthStream
2. Buffer the events you receive from the stream
3. Get a depth snapshot using binance.GetOrderBook
4. Drop any event where FinalUpdateID is <= LastUpdateID in the snapshot
5. The first processed should have FirstUpdateID <= LastUpdateID+1 AND FinalUpdateID >= LastUpdateID+1
6. While listening to the stream, each new event's FirstUpdateID should be equal to the previous event's FinalUpdateID+1
7. The data in each event is the absolute quantity for a price level
8. If the quantity is 0, remove the price level
9. Receiving an event that removes a price level that is not in your local order book can happen and is normal.

License

This project is licensed under the MIT License. See the LICENSE file for more info.