Rust Binance API Async/Await Library w/ Tokio

Websockets

https://github.com/binance/binance-spot-api-docs/blob/master/web-socket-streams.md

Individual Trade / Book Ticker / Aggregated Trades / Partial Book Depth Stream / 24 Hour Ticker / Diff. Depth Stream

use binance_ws::websocket::*;
use binance_ws::futures::TryStreamExt;
use binance_ws::api::Binance;

#[tokio::main]
async fn main() -> Result<(), BinanceErr> {

    let symbols = vec!["ETHBTC".into(), "ADABTC".into()];

    let mut binance_ws: Websocket = Binance::new(None, None);
    
    // ** Change the variant wrapping the input symbols passed to the subscribe function to change the stream type!
    // For e.g., to do aggregated trades instead:
    // let sub_id = binance_ws.subscribe(WebsocketStreamType::AggregatedTrades(symbols)).await?;
    let sub_id = binance_ws.subscribe(WebsocketStreamType::IndividualTrade(symbols)).await?;
    
    while let Some(event) = binance_ws.try_next().await.expect("Didn't receive next transmit") {
        match event {
            WebsocketEvent::IndividualTrade(data) => {
                println!("{}, {}, {}", data.price, data.symbol, data.qty);
            },
            // Other events that use same format:
            
            // WebsocketEvent::BookTicker(data) => {
            //     println!("{}, {}, {}", data.best_bid, data.symbol, data.update_id);
            // },
            // WebsocketEvent::AggregatedTrades(data) => {
            //     println!("{}, {}, {}", data.price, data.symbol, data.qty);
            // },
            // WebsocketEvent::PartialBookDepthStream(data) => {
            //     println!("{}, {}, {}", data.asks.len(), data.bids.len(), data.last_update_id);
            // },
            // WebsocketEvent::TwentyFourHourTicker(data) => {
            //     println!("{}, {}, {}", data.prev_close, data.best_ask_qty, data.event_time);
            // },
            // WebsocketEvent::DiffDepthStream(data) => {
            //     println!("{}, {}, {}", data.bids.len(), data.symbol, data.event_time);
            // },
            _ => {}
        }
    }
    
    binance_ws.unsubscribe(sub_id);
    
    Ok(())
}

Kline

use binance_ws::websocket::*;
use binance_ws::futures::TryStreamExt;
use binance_ws::api::Binance;

#[tokio::main]
async fn main() -> Result<(), BinanceErr> {
    let symbols = vec!["ETHBTC".into(), "ADABTC".into()];

    let mut binance_ws: Websocket = Binance::new(None, None);
    let interval = KlineInterval::Minutes(5);
    // OR let interval = KlineInterval::None;
    let sub_id = binance_ws.subscribe(WebsocketStreamType::Kline { interval, symbols }).await?;
    
    while let Some(event) = binance_ws.try_next().await.expect("Didn't receive next transmit") {
        match event {
            WebsocketEvent::Kline(kline) => {
                println!("{}, {}, {}", kline.symbol, kline.event_time, kline.kline.high);
            },
            _ => {}
        }
    }

    binance_ws.unsubscribe(sub_id);
}

Day Ticker All

use binance_ws::websocket::*;
use binance_ws::futures::TryStreamExt;
use binance_ws::api::Binance;
use binance_ws::userstream::{UserStream, UserStreamAsync};

#[tokio::main]
async fn main() -> Result<(), BinanceErr> {
    let mut binance_ws: Websocket = Binance::new(None, None);
    let sub_id = binance_ws.subscribe(WebsocketStreamType::DayTickerAll).await?;

    while let Some(event) = binance_ws.try_next().await.expect("Didn't receive next transmit") {
        match event {
            WebsocketEvent::DayTickerAll(many_ticker) => {
                for ticker in many_ticker {
                    println!("{}, {}, {}", ticker.best_ask_qty, ticker.high, ticker.close_time);
                }
            },
            _ => {}
        }
    }

    binance_ws.unsubscribe(sub_id);
}

User Stream

https://github.com/binance/binance-spot-api-docs/blob/master/user-data-stream.md

use binance_api_async::userstream::{UserStream, UserStreamAsync};
use binance_api_async::api::Binance;
use binance_api_async::futures::TryStreamExt;
use binance_api_async::websocket::WebsocketEvent;

#[tokio::main]
async fn main() -> Result<(), BinanceErr> {
    let mut user_stream: UserStream = Binance::new(Some("<api-key>".into()), Some("<api-secret>".into()));
    let sub_id = user_stream.subscribe().await?;
    let mut binance_ws = user_stream.ws.as_mut().expect("You didn't subscribe!");
    while let Some(event) = binance_ws.try_next().await.expect("Didn't receive next transmit") {
        match event {
            WebsocketEvent::OrderUpdate(data) => {
                println!("{}, {}, {}", data.accumulated_qty_filled_trades, data.commission, data.qty_last_filled_trade)
            },
            WebsocketEvent::AccountUpdate(data) => {
                println!("{}", data.balance.first().unwrap().free)
            },
            WebsocketEvent::BalanceUpdate(data) => {
                println!("{}, {}, {}", data.asset, data.balance_delta, data.clear_time)
            }
            _ => {}
        }
    }

    user_stream.unsubscribe(sub_id);
}

HTTP Requests

https://github.com/binance/binance-spot-api-docs/blob/master/rest-api.md

(Virtually all of this is just altering a fork of https://docs.rs/crate/binance/0.12.3 and making it async)

Market

use binance::api::*;
use binance::market::*;

#[tokio::main]
async fn main() -> Result<(), BinanceErr> {
    let market: Market = Binance::new(None, None);

    // Order book at default depth
    let depth = market.get_depth("BNBETH").await?;

    // Latest price for ALL symbols
    let all_prices = market.get_all_prices().await?;
    
    // Latest price for ONE symbol
    let price = market.get_price("BNBETH").await?;

    // Current average price for ONE symbol
    let avg_price = market.get_average_price("BNBETH").await?;

    // Best price/qty on the order book for ALL symbols
    let all_book_tickers = market.get_all_book_tickers().await?;

    // Best price/qty on the order book for ONE symbol
    let book_ticker = market.get_book_ticker("BNBETH").await?;

    // 24hr ticker price change statistics
    let twenty_four_hour_price = market.get_24h_price_stats("BNBETH").await?;

    // last 10 5min klines (candlesticks) for a symbol:
    let klines = market.get_klines("BNBETH", "5m", 10, None, None).await?;
    
    Ok(())
}

Account

Price & Quantity Precision

If you call "load_symbol_precision", it will load the precision values for the various symbols on Binance, and quantities and prices given to the various other methods after this will automatically be truncated to the correct number of decimal places.

Calling this requires a request to Binance, so you probably want to do this ahead of time if speed for placing an order is important.

let account: Account = Binance::new(api_key, secret_key);
account.load_symbol_precisions().await?;

Account methods

use binance_api_async::account::Account;
use binance_api_async::api::Binance;
use binance_api_async::error::BinanceErr;

#[tokio::main]
async fn main() -> Result<(), BinanceErr> {
    let api_key = Some("YOUR_API_KEY".into());
    let secret_key = Some("YOUR_SECRET_KEY".into());

    let account: Account = Binance::new(api_key, secret_key);
    
    account.load_symbol_precisions().await?;
    
    let account = account.get_account().await?;

    let open_orders = account.get_open_orders("WTCETH").await?;

    let limit_buy = account.limit_buy("WTCETH", 10, 0.014000).await?;

    let market_buy = account.market_buy("WTCETH", 5).await?;

    let limit_sell = account.limit_sell("WTCETH", 10, 0.035000).await?;

    let market_sell = account.market_sell("WTCETH", 5).await?;

    let custom_order = account.custom_order("WTCETH", 9999, 0.0123, "SELL", "LIMIT", "IOC").await?;

    let order_id = 1_957_528;
    let order_status = account.order_status("WTCETH", order_id).await?;

    let cancelled_order = account.cancel_order("WTCETH", order_id).await?;

    let all_cancelled_orders = account.cancel_all_open_orders("WTCETH").await?;

    let balances = account.get_balance("KNC").await?;

    let trade_history = account.trade_history("WTCETH").await?;
}