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>intmain() {
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;
returnEXIT_FAILURE;
}
std::cout << "account info: " << account.v << std::endl << std::endl;
returnEXIT_SUCCESS;
}

Asynchronous example

#include"binapi/api.hpp"
#include<boost/asio/io_context.hpp>
#include<iostream>intmain() {
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([](constchar *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;
returnfalse;
}
std::cout << "account info: " << res << std::endl;
returntrue;
});
ioctx.run();
returnEXIT_SUCCESS;
}

WebSocket example

#include<binapi/api.hpp>
#include<binapi/websocket.hpp>
#include<boost/asio/io_context.hpp>
#include<iostream>intmain() {
boost::asio::io_context ioctx;
binapi::ws::websockets ws{
ioctx
,"stream.binance.com"
,"9443"
};
ws.part_depth("BTCUSDT",
[](constchar *fl, int ec, std::string emsg, auto depths) {
if ( ec ) {
std::cerr << "subscribe depth error: fl=" << fl << ", ec=" << ec << ", emsg=" << emsg << std::endl;
returnfalse;
}
std::cout << "depths: " << depths << std::endl;
returntrue;
}
);
ws.trade("BTCUSDT",
[](constchar *fl, int ec, std::string emsg, auto trades) {
if ( ec ) {
std::cerr << "subscribe trades error: fl=" << fl << ", ec=" << ec << ", emsg=" << emsg << std::endl;
returnfalse;
}
std::cout << "trades: " << trades << std::endl;
returntrue;
}
);
ioctx.run();
returnEXIT_SUCCESS;
}

Tools (will write later...)

• filters
• report generators