Expand description
Binance Spot WebSocket API client with SBE (Simple Binary Encoding) support.
This module provides a WebSocket API client for Binance Spot trading using the request/response pattern with SBE-encoded responses. It complements the HTTP client by offering lower-latency order submission via WebSocket.
§Architecture
The client uses a two-tier architecture per the adapter design guidelines:
- Outer client (
BinanceSpotWsTradingClient): Orchestrates connection lifecycle, maintains state for Python access, sends commands via channel. - Inner handler (
BinanceSpotWsTradingHandler): Runs in dedicated Tokio task, owns WebSocket connection, processes commands and responses.
§Features
- Order placement, cancellation, and modification via WebSocket
- SBE-encoded responses for consistency with HTTP client
- Ed25519 and HMAC authentication (auto-detected)
- Request/response correlation by ID
- Inline user data stream (
session.logon+userDataStream.subscribe)
Re-exports§
pub use client::BinanceSpotWsTradingClient;pub use error::BinanceWsApiError;pub use error::BinanceWsApiResult;pub use handler::BinanceSpotWsTradingHandler;pub use messages::BinanceSpotWsTradingCommand;pub use messages::BinanceSpotWsTradingMessage;
Modules§
- client
- Binance Spot WebSocket API client for SBE trading.
- decode_
sbe - SBE decoders for Binance Spot user data stream events.
- error
- Binance Spot WebSocket API error types.
- handler
- Binance Spot WebSocket API message handler.
- messages
- Binance Spot WebSocket API message types.
- parse
- Parse functions for converting Binance Spot venue types to Nautilus reports.
- user_
data - Binance Spot User Data Stream message types.