Add support for new binance futures ws url & mechanism

[tiagosiebler]

https://binance-docs.github.io/apidocs/futures/en/#change-log

New connection method for WEBSOCKET.

• Base Url is wss://fstream-auth.binance.com
• Streams can be access either in a single raw stream or a combined stream
• Raw streams are accessed at /ws/?listenKey=
• Combined streams are accessed at /stream?streams=//&listenKey=
• must be a valid listenKey when you establish a connection.

[ronytesler]

What's the difference between fstream.binance and fstream-auth.binance? The docs are really not clear.

[tiagosiebler]

There's some docs here: https://binance-docs.github.io/apidocs/futures/en/#websocket-market-streams

I'd like to move away from opening one stream per topic, instead following the pattern of my other connectors:

• Open a connection
• Subscribe to topics on the same connection after the connection opened.

It'll take some refactoring though, especially tracking subscribed topics and re-subscribing if the connection drops and is respawned.

[ronytesler]

I read this doc, it doesn't explain the difference. You wanting to follow this pattern has anything to do with the difference between the two streams? According to the docs, you can follow this patter while using both streams.

[tiagosiebler]

True, I don't see a difference either so perhaps this is more of a fallback/alternative domain than a successor.

[ronytesler]

Binance told me it's the same, the one without auth won't be supported in the future.

[tiagosiebler]

That's good to know, so it is the successor but otherwise works the same. Should get it implemented after heavy testing. At least in an optional way where it's configurable which one to use.