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JKorf / Binance.Net

A C# .netstandard client library for the Binance REST and Websocket Spot and Futures API focusing on clear usage and models
https://jkorf.github.io/Binance.Net/
MIT License
1.03k stars 425 forks source link

User data updates for coin-margined futures not being received despite successful subscription. #545

Closed deadheadblues closed 3 years ago

deadheadblues commented 3 years ago

Describe the bug User data updates are not received when streaming coin-margined futures despite successfully subscribing to updates. Works fine when subscribing to usdt-margined user data updates though.

To Reproduce

        // Set the default options of the Binance rest client.
        BinanceClient.SetDefaultOptions(new BinanceClientOptions()
        {
            ApiCredentials = apiCredentials,
            BaseAddress = "https://api.binance.us",
            BaseAddressUsdtFutures = "https://testnet.binancefuture.com",
            BaseAddressCoinFutures = "https://testnet.binancefuture.com",
            LogVerbosity = LogVerbosity.Debug
        });

        // Set the default options of the Binance web socket client.
        BinanceSocketClient.SetDefaultOptions(new BinanceSocketClientOptions()
        {
            ApiCredentials = apiCredentials,
            BaseAddress = "wss://stream.binance.us:9443",
            BaseAddressUsdtFutures = "wss://stream.binancefuture.com/",
            BaseAddressCoinFutures = "wss://stream.binancefuture.com/",
            LogVerbosity = LogVerbosity.Debug,
        });

        // Create a BinanceClient to make rest api requests.
        BinanceClient = new BinanceClient();
        // Create a BinanceSocketClient to make web socket requests.
        BinanceSocketClient = new BinanceSocketClient();

        // Subscripbe to usdt futures updates.
        WebCallResult<string> futuresUsdtStartStreamResult = BinanceClient.FuturesUsdt.UserStream.StartUserStream();
        if (futuresUsdtStartStreamResult.Success)
        {
            BinanceSocketClient.FuturesUsdt.SubscribeToUserDataUpdates(futuresUsdtStartStreamResult.Data,
                      null,
                      null,
                      onOrderUpdate => { Debug.Write("USDT FUTURE ORDER UPDATE RECEIVED" + Environment.NewLine); },
                      null);
        }

        // Subscribe to coin futures updates.
        WebCallResult<string> futuresCoinStartStreamResult = BinanceClient.FuturesCoin.UserStream.StartUserStream();
        if (futuresCoinStartStreamResult.Success)
        {
            BinanceSocketClient.FuturesCoin.SubscribeToUserDataUpdates(futuresCoinStartStreamResult.Data, 
                      null,
                      null,
                      onOrderUpdate => { Debug.Write("COIN FUTURE ORDER UPDATE RECEIVED" + Environment.NewLine); },
                      null);
        }

        // Send usdt future order.
        if (BinanceClient.FuturesUsdt.Order.PlaceOrder("BTCUSDT", OrderSide.Buy, OrderType.Market, 1).Success)
        {
            Debug.Write("USDT FUTURE ORDER SUCCESSFUL" + Environment.NewLine);
        }

        // Send coin future order.
        if (BinanceClient.FuturesCoin.Order.PlaceOrder("BTCUSD_210326", OrderSide.Buy, OrderType.Market, 1).Success)
        {
            Debug.Write("COIN FUTURE ORDER SUCCESSFUL"+Environment.NewLine);
        }

Expected behavior The expected behavior is for user updates to be received through the user data stream subscription like how it happens for USDT futures.

Debug logging 2021/01/14 10:30:03:505 | Binance | Debug | Client configuration: LogVerbosity: Debug, Writers: 1, Credentials: Set, BaseAddress: https://api.binance.us/, Proxy: -, RateLimiters: 0, RateLimitBehaviour: Wait, RequestTimeout: 00:00:30 2021/01/14 10:30:03:568 | Binance | Debug | Client configuration: LogVerbosity: Debug, Writers: 1, Credentials: Set, BaseAddress: wss://stream.binance.us:9443/, Proxy: -, AutoReconnect: True, ReconnectInterval: 00:00:05, SocketResponseTimeout: 00:00:10, SocketSubscriptionsCombineTarget: 2021/01/14 10:30:03:578 | Binance | Debug | [1] Creating request for https://api.binance.us/api/v3/time 2021/01/14 10:30:03:597 | Binance | Debug | [1] Sending GET request to https://api.binance.us/api/v3/time 2021/01/14 10:30:03:774 | Binance | Debug | [1] Response received in 165ms: {"serverTime":1610638204515} 2021/01/14 10:30:03:912 | Binance | Debug | [2] Creating request for https://api.binance.us/api/v3/time 2021/01/14 10:30:03:913 | Binance | Debug | [2] Sending GET request to https://api.binance.us/api/v3/time 2021/01/14 10:30:03:929 | Binance | Debug | [2] Response received in 15ms: {"serverTime":1610638204675} 2021/01/14 10:30:03:931 | Binance | Info | Time offset set to 762.9376ms 2021/01/14 10:30:03:933 | Binance | Debug | [3] Creating request for https://testnet.binancefuture.com/fapi/v1/listenKey 2021/01/14 10:30:03:935 | Binance | Debug | [3] Sending POST request to https://testnet.binancefuture.com/fapi/v1/listenKey with request body 2021/01/14 10:30:04:522 | Binance | Debug | [3] Response received in 586ms: {"listenKey":"RWnCXTN9iL95pR13TUaOiamT9zxZKbpssaSIpnJ3eDZSDnA7S87Nm4L7gOFOHXyZ"} 2021/01/14 10:30:04:547 | Binance | Debug | Created new socket for wss://stream.binancefuture.com/ws/RWnCXTN9iL95pR13TUaOiamT9zxZKbpssaSIpnJ3eDZSDnA7S87Nm4L7gOFOHXyZ 2021/01/14 10:30:04:570 | Binance | Debug | Socket 1 connecting 2021/01/14 10:30:05:405 | Binance | Debug | Socket 1 connected 2021/01/14 10:30:05:408 | Binance | Debug | [5] Creating request for https://testnet.binancefuture.com/dapi/v1/listenKey 2021/01/14 10:30:05:409 | Binance | Debug | [5] Sending POST request to https://testnet.binancefuture.com/dapi/v1/listenKey with request body 2021/01/14 10:30:06:011 | Binance | Debug | [5] Response received in 601ms: {"listenKey":"xdq6x5FRcuTIZdarFmPj889Ejzj049aAW9uKjoAtNIRG2KFlihqdAi55krMxP6Lk"} 2021/01/14 10:30:06:013 | Binance | Debug | Created new socket for wss://stream.binancefuture.com/ws/xdq6x5FRcuTIZdarFmPj889Ejzj049aAW9uKjoAtNIRG2KFlihqdAi55krMxP6Lk 2021/01/14 10:30:06:014 | Binance | Debug | Socket 2 connecting 2021/01/14 10:30:06:732 | Binance | Debug | Socket 2 connected 2021/01/14 10:30:06:793 | Binance | Debug | [7] Creating request for https://testnet.binancefuture.com/fapi/v1/order 2021/01/14 10:30:06:832 | Binance | Debug | [7] Sending POST signed request to https://testnet.binancefuture.com/fapi/v1/order with request body quantity=1&recvWindow=5000&side=BUY&signature=0853BEE189FF34C5A396BE759A30CA76032C46478F56719E3C1854E4F7C694F2&symbol=BTCUSDT&timestamp=1610638207555&type=MARKET 2021/01/14 10:30:07:632 | Binance | Debug | [7] Response received in 796ms: {"orderId":2611733004,"symbol":"BTCUSDT","status":"NEW","clientOrderId":"6bngw21DJGGemRmdGN9eQe","price":"0","avgPrice":"0.00000","origQty":"1","executedQty":"0","cumQty":"0","cumQuote":"0","timeInForce":"GTC","type":"MARKET","reduceOnly":false,"closePosition":false,"side":"BUY","positionSide":"BOTH","stopPrice":"0","workingType":"CONTRACT_PRICE","priceProtect":false,"origType":"MARKET","updateTime":1610638208309} 2021/01/14 10:30:07:665 | Binance | Debug | Socket 1 received data: {"e":"ORDER_TRADE_UPDATE","T":1610638208309,"E":1610638208312,"o":{"s":"BTCUSDT","c":"6bngw21DJGGemRmdGN9eQe","S":"BUY","o":"MARKET","f":"GTC","q":"1","p":"0","ap":"0","sp":"0","x":"NEW","X":"NEW","i":2611733004,"l":"0","z":"0","L":"0","T":1610638208309,"t":0,"b":"0","a":"0","m":false,"R":false,"wt":"CONTRACT_PRICE","ot":"MARKET","ps":"BOTH","cp":false,"rp":"0","pP":false,"si":0,"ss":0}} USDT FUTURE ORDER SUCCESSFUL 2021/01/14 10:30:07:679 | Binance | Debug | [8] Creating request for https://testnet.binancefuture.com/dapi/v1/order 2021/01/14 10:30:07:680 | Binance | Debug | [8] Sending POST signed request to https://testnet.binancefuture.com/dapi/v1/order with request body quantity=1&recvWindow=5000&side=BUY&signature=336904923664A5B5CC7FBC84B34144B82A915B42D29FCAD50185656239E9FD8C&symbol=BTCUSD_210326&timestamp=1610638208442&type=MARKET 2021/01/14 10:30:07:685 | Binance | Debug | { "e": "ORDER_TRADE_UPDATE", "T": 1610638208309, "E": 1610638208312, "o": { "s": "BTCUSDT", "c": "6bngw21DJGGemRmdGN9eQe", "S": "BUY", "o": "MARKET", "f": "GTC", "q": "1", "p": "0", "ap": "0", "sp": "0", "x": "NEW", "X": "NEW", "i": 2611733004, "l": "0", "z": "0", "L": "0", "T": 1610638208309, "t": 0, "b": "0", "a": "0", "m": false, "R": false, "wt": "CONTRACT_PRICE", "ot": "MARKET", "ps": "BOTH", "cp": false, "rp": "0", "pP": false, "si": 0, "ss": 0 } } USDT FUTURE ORDER UPDATE RECEIVED 2021/01/14 10:30:07:705 | Binance | Debug | Socket 1 received data: {"e":"ACCOUNT_UPDATE","T":1610638208309,"E":1610638208312,"a":{"B":[{"a":"USDT","wb":"41155.75036105","cw":"41155.75036105"}],"P":[{"s":"BTCUSDT","pa":"5","ep":"39560.50000","cr":"41904.65494994","up":"1408.83485865","mt":"cross","iw":"0","ps":"BOTH","ma":"USDT"},{"s":"BTCUSDT","pa":"0","ep":"0.00000","cr":"-9108.66000000","up":"0","mt":"cross","iw":"0","ps":"LONG","ma":"USDT"},{"s":"BTCUSDT","pa":"0","ep":"0.00000","cr":"4421.03000000","up":"0","mt":"cross","iw":"0","ps":"SHORT","ma":"USDT"}],"m":"ORDER"}} 2021/01/14 10:30:07:734 | Binance | Debug | Socket 1 received data: {"e":"ORDER_TRADE_UPDATE","T":1610638208309,"E":1610638208312,"o":{"s":"BTCUSDT","c":"6bngw21DJGGemRmdGN9eQe","S":"BUY","o":"MARKET","f":"GTC","q":"1","p":"0","ap":"39849.93000","sp":"0","x":"TRADE","X":"FILLED","i":2611733004,"l":"1","z":"1","L":"39849.93","n":"15.93997200","N":"USDT","T":1610638208309,"t":154402974,"b":"0","a":"0","m":false,"R":false,"wt":"CONTRACT_PRICE","ot":"MARKET","ps":"BOTH","cp":false,"rp":"0","pP":false,"si":0,"ss":0}} 2021/01/14 10:30:07:736 | Binance | Debug | { "e": "ORDER_TRADE_UPDATE", "T": 1610638208309, "E": 1610638208312, "o": { "s": "BTCUSDT", "c": "6bngw21DJGGemRmdGN9eQe", "S": "BUY", "o": "MARKET", "f": "GTC", "q": "1", "p": "0", "ap": "39849.93000", "sp": "0", "x": "TRADE", "X": "FILLED", "i": 2611733004, "l": "1", "z": "1", "L": "39849.93", "n": "15.93997200", "N": "USDT", "T": 1610638208309, "t": 154402974, "b": "0", "a": "0", "m": false, "R": false, "wt": "CONTRACT_PRICE", "ot": "MARKET", "ps": "BOTH", "cp": false, "rp": "0", "pP": false, "si": 0, "ss": 0 } } USDT FUTURE ORDER UPDATE RECEIVED 2021/01/14 10:30:08:293 | Binance | Debug | [8] Response received in 611ms: {"orderId":14702153,"symbol":"BTCUSD_210326","pair":"BTCUSD","status":"NEW","clientOrderId":"p1MIkOR8gRUjLUKWIwhAaO","price":"0","avgPrice":"0.0","origQty":"1","executedQty":"0","cumQty":"0","cumBase":"0","timeInForce":"GTC","type":"MARKET","reduceOnly":false,"closePosition":false,"side":"BUY","positionSide":"BOTH","stopPrice":"0","workingType":"CONTRACT_PRICE","priceProtect":false,"origType":"MARKET","updateTime":1610638208959} COIN FUTURE ORDER SUCCESSFUL

deadheadblues commented 3 years ago

Pardon the double post - I received a 404 page not found when submitting both times. Please remove one.

ltoni90 commented 3 years ago

Change the BaseAddress of BinanceSocketClientOptions to BaseAddress = "wss://stream.binancefuture.com", as you're using the Binance Testnet.

deadheadblues commented 3 years ago

Thanks for the suggestion. I implemented it but am still not receiving updates from the web socket after successfully submitting a coin-m futures order.

ltoni90 commented 3 years ago

Hmm that's strange... I had the same issue with the Binance Testnet. I got it running by passing the following options to the clients:

var clientOptions = new BinanceClientOptions
{
    BaseAddressUsdtFutures = "https://testnet.binancefuture.com",
    BaseAddressCoinFutures = "https://testnet.binancefuture.com"
};

var socketClientOptions = new BinanceSocketClientOptions
{
    BaseAddress = "wss://stream.binancefuture.com",
    BaseAddressUsdtFutures = "wss://stream.binancefuture.com",
    BaseAddressCoinFutures = "wss://stream.binancefuture.com",
};

Maybe this helps you.

EDIT: If this settings still not working for you, I suggest that you clone the whole Binance.Net repo and replace the NuGet reference with the cloned repo. After that open BinanceSocketClientFutures (Binance.Net.Objects.SocketSubClients) and set a breakpoint on the Subscribe<T>(string url, bool combined, Action<T> onData) method. Run your app again and as soon as the debugger hits the breakpoint take a look at the BaseAddress property. In my case I forgot to add BaseAddress = "wss://stream.binancefuture.com". That's why I suggested to change the BaseAddress.

JKorf commented 3 years ago

@deadheadblues Is this still relevant?