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Module futures

Module futures 

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Binance Futures adapter components.

This module provides HTTP and WebSocket clients for Binance Futures:

  • USD-M Futures (fapi.binance.com) - USDT-margined perpetual contracts
  • COIN-M Futures (dapi.binance.com) - Coin-margined perpetual contracts

§WebSocket Streams

Unlike Spot which uses SBE binary encoding, Futures uses standard JSON WebSocket streams:

  • <symbol>@trade - Real-time trade data
  • <symbol>@depth - Order book updates (diff)
  • <symbol>@depth@100ms - Order book updates (100ms frequency)
  • <symbol>@markPrice - Mark price updates
  • <symbol>@kline_<interval> - Kline/candlestick updates

§Authentication

  • Public streams: No authentication required
  • User data streams: Requires listen key (obtained via REST API)

Re-exports§

pub use data::BinanceFuturesDataClient;
pub use execution::BinanceFuturesExecutionClient;
pub use http::client::BinanceFuturesHttpClient;
pub use websocket::streams::client::BinanceFuturesWebSocketClient;
pub use websocket::trading::BinanceFuturesWsTradingClient;

Modules§

conversions
Value conversions between Nautilus domain types and Binance Futures venue types.
data
Live market data client implementation for the Binance Futures adapter.
execution
Live execution client implementation for the Binance Futures adapter.
http
Binance Futures HTTP client with JSON encoding.
websocket
Binance Futures WebSocket clients.