sgcWebSockets API Binance components
From sgcWebSockets 4.1.8 BinanceWebSocket API is supported.
Binance is an international multi-language cryptocurrency exchange.
Properties
Streams: contains list of streams.
Methods
AddAggregateTrades
The Aggregate Trade Streams push trade information that is aggregated for a single taker order.
{
"e": "aggTrade", // Event type
"E": 123456789, // Event time
"s": "BNBBTC", // Symbol
"a": 12345, // Aggregate trade ID
"p": "0.001", // Price
"q": "100", // Quantity
"f": 100, // First trade ID
"l": 105, // Last trade ID
"T": 123456785, // Trade time
"m": true, // Is the buyer the market maker?
"M": true // Ignore.
}
AddTrades
The Trade Streams push raw trade information; each trade has a unique buyer and seller.
{
"e": "trade", // Event type
"E": 123456789, // Event time
"s": "BNBBTC", // Symbol
"t": 12345, // Trade ID
"p": "0.001", // Price
"q": "100", // Quantity
"b": 88, // Buyer order Id
"a": 50, // Seller order Id
"T": 123456785, // Trade time
"m": true, // Is the buyer the market maker?
"M": true // Ignore.
}
AddKline
The Kline/Candlestick Stream push updates to the current klines/candlestick every second.
{
"e": "kline", // Event type
"E": 123456789, // Event time
"s": "BNBBTC", // Symbol
"k": {
"t": 123400000, // Kline start time
"T": 123460000, // Kline close time
"s": "BNBBTC", // Symbol
"i": "1m", // Interval
"f": 100, // First trade ID
"L": 200, // Last trade ID
"o": "0.0010", // Open price
"c": "0.0020", // Close price
"h": "0.0025", // High price
"l": "0.0015", // Low price
"v": "1000", // Base asset volume
"n": 100, // Number of trades
"x": false, // Is this kline closed?
"q": "1.0000", // Quote asset volume
"V": "500", // Taker buy base asset volume
"Q": "0.500", // Taker buy quote asset volume
"B": "123456" // Ignore
}
}
AddTicker
24hr Ticker statistics for a single symbol pushed every second
{
"e": "24hrTicker", // Event type
"E": 123456789, // Event time
"s": "BNBBTC", // Symbol
"p": "0.0015", // Price change
"P": "250.00", // Price change percent
"w": "0.0018", // Weighted average price
"x": "0.0009", // Previous day's close price
"c": "0.0025", // Current day's close price
"Q": "10", // Close trade's quantity
"b": "0.0024", // Best bid price
"B": "10", // Best bid quantity
"a": "0.0026", // Best ask price
"A": "100", // Best ask quantity
"o": "0.0010", // Open price
"h": "0.0025", // High price
"l": "0.0010", // Low price
"v": "10000", // Total traded base asset volume
"q": "18", // Total traded quote asset volume
"O": 0, // Statistics open time
"C": 86400000, // Statistics close time
"F": 0, // First trade ID
"L": 18150, // Last trade Id
"n": 18151 // Total number of trades
}
AddAllMarketTickers
24hr Ticker statistics for all symbols in an array pushed every second
[
{
// Same as <symbol>@ticker payload
}
]
AddPartialBookDepth
Top <levels> bids and asks, pushed every second. Valid <levels> are 5, 10, or 20.
{
"lastUpdateId": 160, // Last update ID
"bids": [ // Bids to be updated
[
"0.0024", // price level to be updated
"10", // quantity
[] // ignore
]
],
"asks": [ // Asks to be updated
[
"0.0026", // price level to be updated
"100", // quantity
[] // ignore
]
]
}
AddDiffDepth
Order book price and quantity depth updates used to locally manage an order book pushed every second.
{
"e": "depthUpdate", // Event type
"E": 123456789, // Event time
"s": "BNBBTC", // Symbol
"U": 157, // First update ID in event
"u": 160, // Final update ID in event
"b": [ // Bids to be updated
[
"0.0024", // price level to be updated
"10",
[] // ignore
]
],
"a": [ // Asks to be updated
[
"0.0026", // price level to be updated
"100", // quantity
[] // ignore
]
]
}