BinanceDotNet

C# Wrapper for the official Binance exchange API

Compatible with .NET 4.5.1, .NET 4.5.2, .NET 4.6.1, .NETSTANDARD2.0

This repository provides a C# wrapper for the official Binance API, and provides rate limiting features (set to 10 by 10 out the box), a IAPICacheManager interface to allow users to provide their own cache implementations, all REST endpoints covered, and a best practice solution coupled with strongly typed responses and requests. It is built on the latest .NET Framework and in .NET Core

Feel free to raise issues and Pull Request to help improve the library. If you found this API useful, and you wanted to give back feel free to sign up to Binance via my referral link here.

Documentation

Installation

The package is available in NuGet, or feel free to download: https://www.nuget.org/packages/BinanceDotNet/

Nuget PM

Install-Package BinanceDotNet

dotnet cli

dotnet add package BinanceDotNet

Donations and Contribution

Upkeep of this API takes a lot of time from answering issues and PR's on the Repository, as well as tweets and direct emails. You can donate cryptocurrency of any amount to the following wallets:

ETH: 0xd5775e2dee4b9fa9a3be5222970c04ac574e8412

Want to send something else? Just tweet me! @Glitch100

Or you can help maintain the repository! Donations of time are welcome, just hit me up and we can work on it. From answering issues, to contributing code anyone can assist.

git clone git@github.com:glitch100/BinanceDotNet.git

Navigate to ExampleProgram.cs
Add your own Private and Secret keys
Play around with the API

Features

Simple, Configurable, Extendable
Rate limiting, with 10 requests in 10 seconds (disabled by default)
log4net Interfaces supported
dotnet standard, dotnet core, 4.5.1, 4.6.1 support
Binance WebSockets
Unit test coverage (in progress)
IAPICacheManager abstraction for providing your own cache or using the build in concrete implementation. (Currently only one endpoint has caching)
Console app with examples ready to launch (provide API keys)

Examples

More examples are available to play around with within the repositorys Console application which can be found here. Otherwise there are some examples around utilising both WebSockets and REST API in the Usage section below.

Roadmap

Work will continue on this API wrapper over the coming months adding and extending out the number of features that the BinanceDotNet library has. Please raise issues for new features desired

Start building out Unit Test support - >~2.1.0
Provide Builder support for queries - 2.5.0~
Abstract out the HttpClient - 3.0.0~

Usage

Code examples below, or clone the repository and run the BinanceExchange.Console project. This repository is built off dotnet core, and runs against C# 7.1

Creating a Client

General usage just requires setting up the client with your credentials, and then calling the Client as necessary.

// Build out a client, provide a logger, and more configuration options, or even your own APIProcessor implementation
var client = new BinanceClient(new ClientConfiguration()
{
    ApiKey = "YOUR_API_KEY",
    SecretKey = "YOUR_SECRET_KEY",
});

//You an also specify symbols like this.
var desiredSymbol = TradingPairSymbols.BNBPairs.BNB_BTC,

IReponse response = await client.GetCompressedAggregateTrades(new GetCompressedAggregateTradesRequest(){
  Symbol = "BNBBTC",
  StartTime = DateTime.UtcNow().AddDays(-1),
  EndTime = Date.UtcNow(),
});

Creating a WebSocket Client

For WebSocket endpoints, just instantiate the BinanceClient, and provide it into the BinanceWebSocketClient You can use a using block or manual management.

var client = new BinanceClient(new ClientConfiguration()
{
    ApiKey = "YOUR_API_KEY",
    SecretKey = "YOUR_SECRET_KEY",
});

// Manual management
var manualWebSocketClient = new InstanceBinanceWebSocketClient(client);
var socketId = binanceWebSocketClient.ConnectToDepthWebSocket("ETHBTC", data =>
{
    System.Console.WriteLine($"DepthCall: {JsonConvert.SerializeObject(data)}");
});
manualWebSocketClient.CloseWebSocketInstance(socketId);

// Disposable and managed
using (var binanceWebSocketClient = new DisposableBinanceWebSocketClient(client))
{
    binanceWebSocketClient.ConnectToDepthWebSocket("ETHBTC", data =>
    {
        System.Console.WriteLine($"DepthCall: {JsonConvert.SerializeObject(data)}");
    });

    Thread.Sleep(180000);
}

Error Handling

The Binance API provides rich exceptions based on different error types. You can decorate calls like this if you would like to handle the various exceptions.

// Firing off a request and catching all the different exception types.
try
{
    accountTrades = await client.GetAccountTrades(new AllTradesRequest()
    {
        FromId = 352262,
        Symbol = "ETHBTC",
    });
}
catch (BinanceBadRequestException badRequestException)
{

}
catch (BinanceServerException serverException)
{

}
catch (BinanceTimeoutException timeoutException)
{

}
catch (BinanceException unknownException)
{
}

Building out a local cache per symbol from the depth WebSocket

The example is mainly 'all in one' so you can see a full runthrough of how it works. In your own implementations you may want to have a cache of only the most recent bids/asks, or perhaps will want the empty quanity/price trades.

You can also calculate volume and more from this cache. The following code is partial from the ExampleProgram.cs.

private static async Task<Dictionary<string, DepthCacheObject>> BuildLocalDepthCache(IBinanceClient client)
{
    // Code example of building out a Dictionary local cache for a symbol using deltas from the WebSocket
    var localDepthCache = new Dictionary<string, DepthCacheObject> {{ "BNBBTC", new DepthCacheObject()
    {
        Asks = new Dictionary<decimal, decimal>(),
        Bids = new Dictionary<decimal, decimal>(),
    }}};
    var bnbBtcDepthCache = localDepthCache["BNBBTC"];

    // Get Order Book, and use Cache
    var depthResults = await client.GetOrderBook("BNBBTC", true, 100);
    //Populate our depth cache
    depthResults.Asks.ForEach(a =>
    {
        if (a.Quantity != 0.00000000M)
        {
            bnbBtcDepthCache.Asks.Add(a.Price, a.Quantity);
        }
    });
    depthResults.Bids.ForEach(a =>
    {
        if (a.Quantity != 0.00000000M)
        {
            bnbBtcDepthCache.Bids.Add(a.Price, a.Quantity);
        }
    });

    // Store the last update from our result set;
    long lastUpdateId = depthResults.LastUpdateId;
    using (var binanceWebSocketClient = new DisposableBinanceWebSocketClient(client))
    {
        binanceWebSocketClient.ConnectToDepthWebSocket("BNBBTC", data =>
        {
            if (lastUpdateId < data.UpdateId)
            {
                data.BidDepthDeltas.ForEach((bd) =>
                {
                    CorrectlyUpdateDepthCache(bd, bnbBtcDepthCache.Bids);
                });
                data.AskDepthDeltas.ForEach((ad) =>
                {
                    CorrectlyUpdateDepthCache(ad, bnbBtcDepthCache.Asks);
                });
            }
            lastUpdateId = data.UpdateId;
            System.Console.Clear();
            System.Console.WriteLine($"{JsonConvert.SerializeObject(bnbBtcDepthCache, Formatting.Indented)}");
            System.Console.SetWindowPosition(0, 0);
        });

        Thread.Sleep(8000);
    }
    return localDepthCache;
}

Result Transformations

You can use the data returned from above to utilise the ResultTransformations static class, to transform data returned from the API into more meaningful, known shapes, such as Volume etc.

// This builds a local depth cache from an initial call to the API and then continues to fill
// the cache with data from the WebSocket
var localDepthCache = await BuildLocalDepthCache(client);
// Build the Buy Sell volume from the results
var volume = ResultTransformations.CalculateTradeVolumeFromDepth("BNBBTC", localDepthCache);

glitch100 / BinanceDotNet

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