binapi

Binance API implemented in C++ for both synchronous and asynchronous way.

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BTC: 3BJKvx6LyKB2J5KgRBqst415KKmwQE5eQX

Motivation

This implementation has been developed as a consequence of the lack of suitable alternatives as part of my multiuser trading platform project.

REST API

• Test connectivity -> api::ping()
• Check server time -> api::time()
• Exchange information -> api::exchange_info()
• Account information -> api::account_info()
• Order book -> api::depth()
• Recent trades list -> api::trades()
• Aggregate trades list -> api::agg_trades()
• 24hr ticker price change statistics -> api::_24hrs_ticker()
• Symbol price ticker -> api::price()
• New order -> api::new_order()
• Query order -> api::order_info()
• Test new order -> api::new_test_order()
• Cancel order -> api::cancel_order()
• Current open orders -> api::open_orders()
• All orders -> api::all_orders()
• Account trade list -> api::my_trades()
• Start user data stream -> api::start_user_data_stream()
• Keepalive user data stream -> api::ping_user_data_stream()
• Close user data stream -> api::close_user_data_stream()

WebSocket API

• Partial Book Depth Streams -> websockets::part_depth()
• Diff. Depth Stream -> websockets::diff_depth()
• Kline/Candlestick Streams -> websockets::klines()
• Trade Streams -> websockets::trade()
• Aggregate Trade Streams -> websockets::agg_trade()
• Individual Symbol Mini Ticker Stream -> websockets::mini_ticker()
• All Market Mini Tickers Stream -> websockets::mini_tickers()
• Individual Symbol Ticker Streams -> websockets::market()
• All Market Tickers Stream -> websockets::markets()
• Individual Symbol Book Ticker Streams -> websockets::book()
• All Book Tickers Stream -> websockets::books()
• User Data Streams -> websockets::userdata()

Implementation details

The project is written using C++14 and boost (at least version 1.70). boost.beast is used to interact with the network.

Synchronous example

#include "binapi/api.hpp"

#include <boost/asio/io_context.hpp>

#include <iostream>

int main() {
    const std::string pk = "...";
    const std::string sk = "...";

    boost::asio::io_context ioctx;
    binapi::rest::api api(
        ioctx
        ,"api.binance.com"
        ,"443"
        ,pk
        ,sk
        ,10000 // recvWindow
    );

    auto account = api.account_info();
    if ( !account ) {
        std::cerr << "account info error: " << account.errmsg << std::endl;
        return EXIT_FAILURE;
    }

    std::cout << "account info: " << account.v << std::endl << std::endl;

    return EXIT_SUCCESS;
}

Asynchronous example

#include "binapi/api.hpp"

#include <boost/asio/io_context.hpp>

#include <iostream>

int main() {
    const std::string pk = "...";
    const std::string sk = "...";

    boost::asio::io_context ioctx;
    binapi::rest::api api(
        ioctx
        ,"api.binance.com"
        ,"443"
        ,pk
        ,sk
        ,10000 // recvWindow
    );

    api.account_info([](const char *fl, int ec, std::string errmsg, binapi::rest::account_info_t res) {
        if ( ec ) {
            std::cerr << "account info error: fl=" << fl << ", ec=" << ec << ", emsg=" << errmsg << std::endl;
            return false;
        }

        std::cout << "account info: " << res << std::endl;

        return true;
    });

    ioctx.run();

    return EXIT_SUCCESS;
}

WebSocket example

#include <binapi/api.hpp>
#include <binapi/websocket.hpp>

#include <boost/asio/io_context.hpp>

#include <iostream>

int main() {
    boost::asio::io_context ioctx;

    binapi::ws::websockets ws{
         ioctx
        ,"stream.binance.com"
        ,"9443"
    };

    ws.part_depth("BTCUSDT",
        [](const char *fl, int ec, std::string emsg, auto depths) {
            if ( ec ) {
                std::cerr << "subscribe depth error: fl=" << fl << ", ec=" << ec << ", emsg=" << emsg << std::endl;

                return false;
            }

            std::cout << "depths: " << depths << std::endl;

            return true;
        }
    );

    ws.trade("BTCUSDT",
        [](const char *fl, int ec, std::string emsg, auto trades) {
            if ( ec ) {
                std::cerr << "subscribe trades error: fl=" << fl << ", ec=" << ec << ", emsg=" << emsg << std::endl;

                return false;
            }

            std::cout << "trades: " << trades << std::endl;

            return true;
        }
    );

    ioctx.run();

    return EXIT_SUCCESS;
}

Tools (will write later...)

• filters
• report generators