Added Futures Prices Websocket

binance/websockets.py

@@ -64,6 +64,7 @@ def clientConnectionLost(self, connector, reason):
 class BinanceSocketManager(threading.Thread):
 
     STREAM_URL = 'wss://stream.binance.com:9443/'
+    FSTREAM_URL = 'wss://fstream.binance.com/'
 
     WEBSOCKET_DEPTH_5 = '5'
     WEBSOCKET_DEPTH_10 = '10'
@@ -102,6 +103,20 @@ def _start_socket(self, path, callback, prefix='ws/'):
         self._conns[path] = connectWS(factory, context_factory)
         return path
 
+    def _start_futures_socket(self, path, callback, prefix='stream?streams='):
+        if path in self._conns:
+            return False
+
+        factory_url = self.FSTREAM_URL + prefix + path
+        factory = BinanceClientFactory(factory_url)
+        factory.protocol = BinanceClientProtocol
+        factory.callback = callback
+        factory.reconnect = True
+        context_factory = ssl.ClientContextFactory()
+
+        self._conns[path] = connectWS(factory, context_factory)
+        return path
+
     def start_depth_socket(self, symbol, callback, depth=None):
         """Start a websocket for symbol market depth returning either a diff or a partial book
 
@@ -406,6 +421,99 @@ def start_ticker_socket(self, callback):
         """
         return self._start_socket('!ticker@arr', callback)
 
+    def start_symbol_mark_price_socket(self, symbol, callback, fast=True):
+        """Start a websocket for a symbol's futures mark price
+        https://binance-docs.github.io/apidocs/futures/en/#mark-price-stream
+        :param symbol: required
+        :type symbol: str
+        :param callback: callback function to handle messages
+        :type callback: function
+        :returns: connection key string if successful, False otherwise
+        Message Format
+        .. code-block:: python
+            {
+                "e": "markPriceUpdate",  // Event type
+                "E": 1562305380000,      // Event time
+                "s": "BTCUSDT",          // Symbol
+                "p": "11185.87786614",   // Mark price
+                "r": "0.00030000",       // Funding rate
+                "T": 1562306400000       // Next funding time
+            }
+        """
+        stream_name = '@markPrice@1s' if fast else '@markPrice'
+        return self._start_futures_socket(symbol.lower() + stream_name, callback)
+
+    def start_all_mark_price_socket(self, callback, fast=True):
+        """Start a websocket for all futures mark price data
+        By default all symbols are included in an array.
+        https://binance-docs.github.io/apidocs/futures/en/#mark-price-stream-for-all-market
+        :param callback: callback function to handle messages
+        :type callback: function
+        :returns: connection key string if successful, False otherwise
+        Message Format
+        .. code-block:: python
+
+            [
+                {
+                    "e": "markPriceUpdate",  // Event type
+                    "E": 1562305380000,      // Event time
+                    "s": "BTCUSDT",          // Symbol
+                    "p": "11185.87786614",   // Mark price
+                    "r": "0.00030000",       // Funding rate
+                    "T": 1562306400000       // Next funding time
+                }
+            ]
+        """
+        stream_name = '!markPrice@arr@1s' if fast else '!markPrice@arr'
+        return self._start_futures_socket(stream_name, callback)
+
+    def start_symbol_ticker_futures_socket(self, symbol, callback):
+        """Start a websocket for a symbol's ticker data
+        By default all markets are included in an array.
+        https://binance-docs.github.io/apidocs/futures/en/#individual-symbol-book-ticker-streams
+        :param symbol: required
+        :type symbol: str
+        :param callback: callback function to handle messages
+        :type callback: function
+        :returns: connection key string if successful, False otherwise
+        .. code-block:: python
+            [
+                {
+                  "u":400900217,     // order book updateId
+                  "s":"BNBUSDT",     // symbol
+                  "b":"25.35190000", // best bid price
+                  "B":"31.21000000", // best bid qty
+                  "a":"25.36520000", // best ask price
+                  "A":"40.66000000"  // best ask qty
+                }
+            ]
+        """
+        return self._start_futures_socket(symbol.lower() + '@bookTicker', callback)
+
+    def start_all_ticker_futures_socket(self, callback):
+        """Start a websocket for all ticker data
+        By default all markets are included in an array.
+        https://binance-docs.github.io/apidocs/futures/en/#all-book-tickers-stream
+        :param callback: callback function to handle messages
+        :type callback: function
+        :returns: connection key string if successful, False otherwise
+        Message Format
+        .. code-block:: python
+            [
+                {
+                  "u":400900217,     // order book updateId
+                  "s":"BNBUSDT",     // symbol
+                  "b":"25.35190000", // best bid price
+                  "B":"31.21000000", // best bid qty
+                  "a":"25.36520000", // best ask price
+                  "A":"40.66000000"  // best ask qty
+                }
+            ]
+        """
+
+
+        return self._start_futures_socket('!bookTicker', callback)
+
     def start_symbol_book_ticker_socket(self, symbol, callback):
         """Start a websocket for the best bid or ask's price or quantity for a specified symbol.