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LUCIT-Systems-and-Development / unicorn-binance-websocket-api

A Python SDK by LUCIT to use the Binance Websocket API`s (com+testnet, com-margin+testnet, com-isolated_margin+testnet, com-futures+testnet, com-coin_futures, us, tr, dex/chain+testnet) in a simple, fast, flexible, robust and fully-featured way.
https://unicorn-binance-websocket-api.docs.lucit.tech/
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don't know howto heandle the receive data from binance #77

Closed xiaods closed 4 years ago

xiaods commented 4 years ago

hi, guy I came from python-biannce client user, i like current unicorn-binance socket client. but i found there is missing some sample case to examine the usage case.

such as: I want to handle KDJ kline. i can reference this repo's sample code:

oldest_stream_data_from_stream_buffer = UnicornFy.binance_com_websocket(oldest_stream_data_from_stream_buffer)

but the oldest_stream_data_from_stream_buffer is not easy to use to feed pandas framedata.

below is my python-binance code

    candles = client.get_klines(symbol=symbol, interval=Client.KLINE_INTERVAL_5MINUTE)
    df = pd.DataFrame(candles)
    df.columns=['timestart','open','high','low','close','?','timeend','?','?','?','?','?']
    df.timestart = [datetime.fromtimestamp(i/1000) for i in df.timestart.values]
    df.timeend = [datetime.fromtimestamp(i/1000) for i in df.timeend.values]

in unicorn-binance. howto do that. please give some example. thanks.

xiaods commented 4 years ago

any update?

oliver-zehentleitner commented 4 years ago

Hi! 

oldest_stream_data_from_stream_buffer = UnicornFy.binance_com_websocket(oldest_stream_data_from_stream_buffer)

Is modifying the receives.

Just use oldest_stream_data_from_stream_buffer without using it with UnicornFy and you will have the original format from binance - then it should be in the same structure as delivered with python-binance.

Best regards, Oliver

xiaods commented 4 years ago

@oliver-zehentleitner let me try. thanks for your help.

xiaods commented 4 years ago

@oliver-zehentleitner I compare the output, I found the difference:

candles = client.get_klines(symbol=symbol, interval=Client.KLINE_INTERVAL_5MINUTE)
print(candels)

output:

[[1590257100000, '9188.01000000', '9205.29000000', '9185.18000000', '9198.03000000', '243.51605100', 1590257399999, '2239844.13856946', 2355, '122.53250600', '1126988.94884229', '0'], [1590257400000, '9197.89000000', '9198.40000000', '9160.00000000', '9165.78000000', '150.79025600', 1590257699999, '1383946.00929355', 2088, '72.95666000', '669585.54217086', '0'], [1590257700000, '9166.18000000', '9172.28000000', '9150.49000000', '9164.96000000', '127.65395400', 1590257999999, '1169493.99310323', 1752, '50.32995700', '461138.79993816', '0'], [1590258000000, '9164.96000000', '9179.92000000', '9157.52000000', '9160.55000000', '89.85997100', 1590258299999, '823857.18053261', 1365, '45.35235300', '415809.80847858', '0'], [1590258300000, '9160.02000000', '9169.30000000', '9158.51000000', '9159.90000000', '77.43193000', 1590258599999, '709614.76590055', 1077, '37.29979600', '341842.13920850', '0'], [1590258600000, '9159.90000000', '9168.98000000', '9150.00000000', '9164.89000000', '119.11528100', 1590258899999, '1090795.72250996', 1684, '49.80372400', '456084.26611788', '0'], [1590258900000, '9165.10000000', '9170.08000000', '9163.76000000', '9170.08000000', '27.28910700', 1590259199999, '250177.10883980', 598, '13.47153400', '123503.75044038', '0'], [1590259200000, '9170.09000000', '9172.46000000', '9163.57000000', '9166.53000000', '34.21088600', 1590259499999, '313662.60859985', 792, '17.14073700', '157155.52098650', '0'], [1590259500000, '9166.53000000', '9167.30000000', '9151.03000000', '9158.70000000', '76.87569100', 1590259799999, '704014.82607776', 1169, '41.14266700', '376789.11126986', '0'], [1590259800000, '9158.70000000', '9169.80000000', '9155.90000000', '9159.94000000', '57.59395200', 1590260099999, '527798.23701142', 1050, '29.98971600', '274821.14727902', '0'], [1590260100000, '9159.94000000', '9166.04000000', '9155.00000000', '9163.98000000', '58.86086100', 1590260399999, '539013.70373875', 949, '25.26202000', '231338.29926136', '0'], [1590260400000, '9163.98000000', '9166.43000000', '9125.00000000', '9135.67000000', '255.70425200', 1590260699999, '2337936.46446571', 2744, '69.24220800', '633146.55311578', '0'], [1590260700000, '9135.67000000', '9149.01000000', '9134.59000000', '9135.58000000', '158.91481300', 1590260999999, '1452847.54030659', 1921, '42.21825700', '385954.70984635', '0'], [1590261000000, '9135.85000000', '9190.00000000', '9135.00000000', '9177.96000000', '255.70882700', 1590261299999, '2345356.34200943', 2734, '123.61698100', '1133798.76786804', '0'], [1590261300000, '9178.45000000', '9192.55000000', '9171.02000000', '9173.99000000', '168.99104900', 1590261599999, '1551923.32621143', 1834, '105.59174400', '969874.98365140', '0'], [1590261600000, '9173.99000000', '9193.87000000', '9171.51000000', '9181.19000000', '78.07950900', 1590261899999, '716986.52997244', 1201, '35.44989600', '325536.49032579', '0'], [1590261900000, '9181.20000000', '9197.00000000', '9180.89000000', '9189.37000000', '105.88994900', 1590262199999, '972960.85448541', 1324, '58.53830600', '537916.46738432', '0'], [1590262200000, '9189.37000000', '9189.39000000', '9181.32000000', '9184.01000000', '75.03176400', 1590262499999, '689156.38268141', 1345, '41.17267900', '378171.13224300', '0'], [1590262500000, '9184.01000000', '9190.00000000', '9176.12000000', '9189.99000000', '76.17374700', 1590262799999, '699506.62928214', 1192, '24.32535600', '223377.83566128', '0'], [1590262800000, '9189.99000000', '9195.00000000', '9184.17000000', '9190.00000000', '74.28344500', 1590263099999, '682624.93372934', 1171, '38.93225700', '357727.80159310', '0'], [1590263100000, '9190.00000000', '9190.01000000', '9181.33000000', '9183.26000000', '51.34010600', 1590263399999, '471522.40041622', 1481, '23.27257300', '213739.65261047', '0'], [1590263400000, '9183.20000000', '9191.51000000', '9179.88000000', '9186.66000000', '55.43545800', 1590263699999, '509152.02240326', 1038, '28.42884000', '261106.85587079', '0'], 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1590265499999, '506577.56111382', 953, '23.06949600', '211941.37097031', '0'], [1590265500000, '9183.42000000', '9196.70000000', '9183.41000000', '9190.56000000', '136.86099100', 1590265799999, '1257947.69006302', 1552, '88.53243700', '813770.05618694', '0'], [1590265800000, '9190.88000000', '9208.00000000', '9190.59000000', '9208.00000000', '248.49183800', 1590266099999, '2286238.14642731', 2420, '161.39538600', '1484892.94943699', '0'], [1590266100000, '9207.53000000', '9214.00000000', '9201.16000000', '9210.17000000', '183.21667600', 1590266399999, '1686887.45078753', 2455, '99.54259200', '916526.56455981', '0'], [1590266400000, '9210.18000000', '9244.00000000', '9202.42000000', '9225.58000000', '530.45930000', 1590266699999, '4892933.96892390', 5821, '373.49743100', '3445295.15119743', '0'], [1590266700000, '9227.24000000', '9247.63000000', '9225.00000000', '9229.01000000', '299.47912700', 1590266999999, '2766254.39777818', 3153, '159.71319200', '1475272.37160560', '0'], [1590267000000, '9229.01000000', '9243.92000000', '9225.83000000', '9237.73000000', '143.67960400', 1590267299999, '1327106.83378610', 1901, '74.66126400', '689589.73685662', '0'], [1590267300000, '9237.73000000', '9240.00000000', '9226.04000000', '9229.58000000', '92.10477200', 1590267599999, '850360.81922873', 1491, '49.36096500', '455719.95446819', '0'], [1590267600000, '9229.58000000', '9239.00000000', '9227.01000000', '9232.78000000', '101.39090700', 1590267899999, '936300.17051894', 1484, '57.75036000', '533307.53548650', '0'], [1590267900000, '9233.17000000', '9233.19000000', '9210.09000000', '9217.75000000', '138.20724500', 1590268199999, '1274387.65737908', 2128, '60.19859500', '555032.26600216', '0'], [1590268200000, '9219.79000000', '9225.92000000', '9217.17000000', '9218.15000000', '87.82925600', 1590268499999, '810006.60974208', 2033, '57.69661000', '532123.57316845', '0'], [1590268500000, '9218.15000000', '9239.48000000', '9218.15000000', '9238.65000000', '99.79728000', 1590268799999, '921027.34665947', 1911, '67.01286100', '618459.85227709', '0'], [1590268800000, '9237.81000000', '9239.92000000', '9218.00000000', '9219.57000000', '96.16157600', 1590269099999, '887696.45465011', 1896, '37.95196600', '350420.82751837', '0'], [1590269100000, '9219.98000000', '9221.77000000', '9209.50000000', '9218.62000000', '77.96183300', 1590269399999, '718418.00966411', 1787, '43.88818600', '404448.38539116', '0'], [1590269400000, '9218.62000000', '9230.00000000', '9216.82000000', '9227.84000000', '61.64117900', 1590269699999, '568653.97359244', 1236, '31.57578900', '291247.96510260', '0'], [1590269700000, '9227.83000000', '9227.83000000', '9210.11000000', '9210.72000000', '50.55300700', 1590269999999, '466079.10831794', 1365, '19.93165800', '183749.31523503', '0'], [1590270000000, '9210.71000000', '9221.17000000', '9210.41000000', '9220.72000000', '74.05674300', 1590270299999, '682624.44617022', 1743, '41.76143600', '384965.57793829', '0'], [1590270300000, 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'9165.37000000', '9171.18000000', '173.40185700', 1590277199999, '1591117.27488745', 2359, '74.52440400', '683706.01585862', '0'], [1590277200000, '9170.84000000', '9171.63000000', '9152.44000000', '9167.89000000', '212.65154100', 1590277499999, '1948569.27982346', 2719, '75.80211900', '694518.83785992', '0'], [1590277500000, '9168.57000000', '9182.31000000', '9166.78000000', '9168.11000000', '165.21977800', 1590277799999, '1515943.57523708', 2183, '70.52605700', '647013.32709841', '0'], [1590277800000, '9169.02000000', '9183.33000000', '9168.66000000', '9178.66000000', '88.71974800', 1590278099999, '814286.44602363', 1569, '37.94517000', '348282.06782208', '0'], [1590278100000, '9178.67000000', '9180.94000000', '9170.00000000', '9179.15000000', '83.13801600', 1590278399999, '762801.15690934', 1407, '42.97821500', '394331.08256735', '0'], [1590278400000, '9179.01000000', '9180.84000000', '9155.10000000', '9164.12000000', '159.76480500', 1590278699999, '1464283.65252813', 2512, 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'437530.16259726', 907, '25.34085700', '221477.19503747', '0']]

and 

 binance_get_kline_1m_bnbbtc = binance_websocket_api_manager.create_stream('kline_5m', markets=markets)
 oldest_stream_data_from_stream_buffer = binance_websocket_api_manager.pop_stream_data_from_stream_buffer()
print(oldest_stream_data_from_stream_buffer)

output:

{"stream":"btcusdt@kline_5m","data":{"e":"kline","E":1590406118165,"s":"BTCUSDT","k":{"t":1590405900000,"T":1590406199999,"s":"BTCUSDT","i":"5m","f":327937931,"L":327939777,"o":"8721.72000000","c":"8737.20000000","h":"8740.73000000","l":"8721.61000000","v":"160.07843500","n":1847,"x":false,"q":"1398014.06181080","V":"77.99050700","Q":"681137.56961985","B":"0"}}}

could you please provide some sample code for integrating with ta-lib, it will use case for every bot programming.

oliver-zehentleitner commented 4 years ago

I have very less time this days so I cant prepare an example file atm.

The first request from python binance is a REST API request for ONE symbol!

The websocket is able to deliver klines for any symbol via one single connection. So they add some more infos to enable you to recognize what you got.

the output you get is:

{
  "stream": "btcusdt@kline_5m",
  "data": {
    "e": "kline",
    "E": 1590406118165,
    "s": "BTCUSDT",
    "k": {
      "t": 1590405900000,
      "T": 1590406199999,
      "s": "BTCUSDT",
      "i": "5m",
      "f": 327937931,
      "L": 327939777,
      "o": "8721.72000000",
      "c": "8737.20000000",
      "h": "8740.73000000",
      "l": "8721.61000000",
      "v": "160.07843500",
      "n": 1847,
      "x": false,
      "q": "1398014.06181080",
      "V": "77.99050700",
      "Q": "681137.56961985",
      "B": "0"
    }
  }
}

This is a string variable with json content, now convert the json to a python dict with: your_dict = json.loads(stream_data_json)

https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#klinecandlestick-streams

What you need is o c h l (open, close, highest and lowest price).

I hope this helps you!

xiaods commented 4 years ago

@oliver-zehentleitner thanks for your patient reply. I got it. Thanks a lot