Up next in 10
Step-by-step guide to using the Binance API for Python beginners (REST & WebSockets)
499 views
Dec 11, 2024
In this video, we're going to show you how to use the Binance API with Python. We'll be using the REST and WebSockets APIs, so that you can easily access Binance's trading features from your own Python applications. If you're new to the Binance API, or if you want to learn more about how to use the Binance API with Python, then this video is for you. We'll be walking you through each step of the process, so that you can start trading on Binance right away! š Subscribe for more: https://bit.ly/3lLybeP š Follow along: https://analyzingalpha.com/binance-api-python-tutorial ā±ļø Video Chapters 0:00 Introduction 0:22 What We're Covering 1:02 Binance REST API vs. WebSockets 2:14 Getting Started with the Binance API 2:38 Installing Python-Binance 3:26 Importing Libraries & API Keys 4:10 Binance REST API Tutorial 4:33 Example Using the Python-Binance Library 7:12 Example Using Requests Library to Binance API 10:19 Binance REST API Endpoints Overview 10:40 Binance General API Endpoint 10:49 Get Binance Server Status
View Video Transcript
0:01
are you tired of struggling with the binance API in python or perhaps you're just looking for Clear concrete examples
0:06
of how to use the web sockets or rest apis well you've come to the right place
0:11
my name is Leo Smiggle and I'm an algorithmic Trader and today you can say goodbye to confusing tutorials and
0:18
documentation and hello to an easy to understand tutorial walkthr let's get started but before we dive into the code
0:25
there's one critical question you have to ask yourself and you might not know the answer and that is is where do you
0:31
live are you a US citizen well US citizens and should use the binance.us I
0:37
should back up there's both a binance.us and a binance.com if you're a US citizen and
0:43
live in the US use you know the binance.us otherwise use binance.com don't get cute and use a VPN
0:51
to try to access.com because when you make tons of gains and try to withdraw
0:56
your crypto and you don't you know and they ask for kyc you might run into some problems so uh be for warned so what are
1:03
we covering today well we're going to cover both the rest API and the websockets apis if you you know I'm
1:10
going I'll put the time stamps uh below if you want to skip right to each section uh and within the rest API we're
1:16
going to cover python binance which is the most popular library but we'll also cover request too just because sometimes
1:23
you might want to do something that is outside of the library and for websockets uh you know we're going to
1:29
cover everything everything you need there you might ask yourself what's the difference between the rest API or
1:34
websockets and what should I use if I'm an algorithmic Trader well the key is to understand the difference rest stands
1:40
for representative State transfer and all you really need to know is that with the rest you're making the request
1:46
you're saying hey binance give me this right or give me that with websockets you open up a connection that has lower
1:53
overhead and it essentially or binance essentially sends you data so you know just think of it uh drinking from a hose
2:00
versus well that's a terrible analogy but basically get the point rest you ask for something and with websockets you
2:07
just open up a connection and you get it and have to handle it but we'll see this in the example so now let's open up that
2:13
Jupiter notebook now if you want to follow along you can go to this link right here
2:19
binance API Python tutorial and learn how to do some of the stuff I'm not going to cover like how to get an API
2:25
key right if you need assistance with that go to that link and also uh in the future I will place this Jupiter
2:30
notebook so you can follow along on this link okay so we'll skip getting an API key we're going to assume that you
2:36
already have that we're going to go right to installing the libraries the first thing we'll do is we'll pip
2:41
install python binance which is the primary or most popular uh python
2:47
Library we'll install python. so we can get our API keys out of a EnV file if
2:53
you don't know how to do that I'll provide a link on exactly how to do that uh on this channel we're use. M for
2:59
pretty much anything it just makes it conventional easy and we'll also install pandas which you probably already have so we'll do pip install python binance
3:09
pip install python. MV and pip install
3:14
pandas now I'm going to actually comment this out because I have this pretty outline here and I don't want to have a
3:20
bunch of uh you know requirements fulfilled already uh messages so we'll go ahead and skip that but if you're
3:25
missing any one of these definitely install it so the next thing we'll do is we'll import pandas and we'll load our
3:31
API keys from that EMV file so import pandas as PD which is conventional and
3:38
Fromm import load. MV which again just loads thatv file load. M uh this assumes
3:47
that the uh read file the file is local so read file from local. EMV right so
3:55
this will load all of our um you know uh system uh variables into here
4:03
right okay so let's see here now what we'll do is um go through some basic
4:09
examples but before we do let's just take a step back and understand uh what
4:14
rest requests are so basically all we're doing is we're you know creating a get request to these different URLs to get
4:22
information right um so that's if you're wondering where I'm getting the URL it's from right here and if you're interested
4:28
you read more about that right here but let's just test to make sure that uh everything is working okay so we'll
4:34
first do a simple example with python binance that's that third party uh you know library that wraps you know all of
4:41
these calls and then we'll actually use the request library to call that directly sometimes you want to use the
4:47
request Library if for some reason there's some new functionality out that might not be already in the python binance or you want to do something uh
4:54
unique so first we'll import OS then we'll from binance client import
5:02
client which is that you know again that client that I just talked about we'll get our environment variables API key
5:10
equals OS Enon now I've named it binance API key
5:16
test copy that and then I'll do API secret bance API key this is
5:25
secret right and now we need to create the client so client equals client API
5:33
key API secret and testet equals true
5:38
right because we're going to use that test net if you're a US user you want to um you know make sure that you use the
5:46
top level domain as the US so we'll do client equals client API key API secret
5:55
TLD equals us and that reminds me I have to to have my VPN go through a different
6:02
country cuz I actually am in the US but for these examples since most of the audience is actually non us I'm going to
6:08
use instead of us so
6:15
okay perfect all right so now I'm on I'm actually going through Switzerland all right so now um I'm going to remove this
6:21
but if you are in the US make sure you have the tldd US and you probably want the test net is true too right okay let
6:27
me enter okay no problems and now let's just see if that did indeed work by we
6:33
using the client get all tickers method which gets all of the tickers latest prices so tickers equal client get all
6:42
tickers tickers perfect so that did indeed work
6:47
you might say you know what this is a little uh hard on the eyes right um you know if you're like me
6:54
and probably stare at a computer too much you might want to make it a little easier on the eyes we'll make it a data
7:00
frame tickers DF head and then enter so uh now we can see our symbol and our
7:07
price in a pretty data frame fantastic okay so the next thing we're going to do is we're going to do the same thing only
7:14
we're going to use the uh request library right so import requests import Json and again if for
7:20
some reason you want to do something special or have some unique requirements this is you know it's what we're doing
7:26
right now is essentially what the request library is is doing I'm sorry what the um you know library that we
7:33
just used uh you know binance client up above uh it's just wrapping you know the
7:39
same thing so if you want to actually look at requests how the request should be done you can actually just go ahead
7:44
and open that on GitHub and see exactly um how they're doing it but anyways
7:50
we'll do the URL htps api1 binance.com right and if you're us I'll
7:58
just do right it should be api. binance it spell. us right so just
8:06
be aware of that right um but we're going to use so the API call will actually go to
8:13
uh the API version 3 ticker price and then the
8:19
headers right um go ahead and pass content type is
8:26
application gson and and we will say the X mbx API key which so API key we got to
8:37
pass our API key is API key right so I'm just going
8:45
to remove this to make I'll put it up here to make it a little easier to see okay so again all we're doing is we're
8:50
creating a you know get request to this URL with this AP I call it passing the
8:56
headers in um and then we'll get a response response equals requests again
9:02
that Library imported up here uh. get because we're making a get request URL
9:08
plus API call plus nope headers equal
9:15
headers and if we do it right uh we should get a response uh back um going
9:21
actually just go ahead and load this turn that into Json and now um we
9:29
can print this response and you see oh we got a response but again hard on the eyes so
9:37
let me put that into a data frame so DF equals PD data
9:44
frame from records response and we'll just do DF
9:49
head so this will get it again should be obviously the price will be different but it's the same exact thing for the
9:56
most part up here interesting the last one's different but again um
10:02
you know might not always be in alphabetical order depending upon yep so you get the
10:08
idea so we get uh we get that response and that gives us the prices and instead
10:13
of using that thirdparty Library we just made a request directly to the binance
10:19
API so now there's a few different end points that we are going to cover we're going to cover the general the market
10:25
data and the account for the sub account accounts and margin Trading um I'm just going to have that on the website for
10:31
interest in time um so just be aware of that so now let's go ahead and get
10:38
started with some basic requests by checking out the server status now we do
10:44
that with what's called an echo or a ping request okay so we'll go down here
10:49
get binance server status and we will uh use the uh client object and use the
10:56
Ping method so we'll just do client ping and we'll notice uh an empty response
11:02
and that is correct um a success is actually an empty response so just be
11:08
aware of that and then actually I'll just say empty response means no errors
11:14
for those of you following in the future and now so the let do let's do something a little bit more uh interesting let's
11:22
get the current binance server time so I want to import date time so we can use
11:27
the from time stamp method so import date time we'll do res equals client get
11:36
server time and you know just before we I'll just print out the rest so um so we
11:43
can see here that this will give us a dictionary uh of you know some integer uh from an Epoch now I already know that
11:50
this is not going to work for our date time because it expects a 10 digit uh
11:55
This binance Server rightfully so does offer additional precision because it is an exchange and one second in in certain
12:03
trades can be an eternity uh so let's go ahead and get this into our um you know
12:09
timestamp format that we're used to seeing so TS equals uh we'll get the value out of this dictionary so server
12:17
time and then we'll divide by th000 okay then we'll say your DT equals
12:24
date time date time from timestamp TS right and what we'll do is we'll just
12:30
format that so your DT stf time for format and then we'll
12:38
pass the uh format
12:44
string if we did it right we'll get something that is more human readable which is is the 4th of January um almost
12:52
uh you know 1:00 so that is indeed correct this is in eastern so perfect
12:58
okay so that Works um now what we'll do is we'll just get all of the tickers
13:04
right now we've done this before but let's just say that you're not exactly sure you know what we can pass to this
13:10
method right so we can do help client get all tickers and you'll see here it
13:17
actually gives you um you know what you know our inputs in this case there
13:23
aren't any uh but what it returns it returns a list of dictionaries right so and then some examples and what you know
13:31
how errors are raised so that's very useful I we'll use this again likely if
13:36
because I'm sure I won't remember everything off the top of my head but let's go ahead and um you know do this
13:41
one more time because it's such an important method client get all tickers we'll do DF equal PD data frame
13:51
coin info DF head right so we did that
13:56
previously again we know that this is a uh list of dictionary so we can just put
14:02
it right in data frame and get it out easy enough okay so now we might want to get a little bit more detailed
14:09
information on the exchange or symbol uh we'll go ahead and exchange
14:15
info let's see actually you know what before we do that we'll just get the do the exchange info so exchange info
14:22
equals client get exchange info
14:29
this will get us some basic exchange info we can like to see what keys are available to us and we can see
14:38
ex what did I do here get EXC H and
14:44
G oh here it is get exchange info all right so now we
14:50
can see the various Keys we can drill down into uh one of these keys so let's drill down into symbols and that'll give
14:58
us some information about those symbols so do DF PD data frame exchange info
15:05
which is what we just grabbed up here and then we're going to drill down into the uh symbols value by passing it the
15:12
symbols key right so symbols DF and now we can see we've got
15:18
all this information regarding our various assets such as quote Precision
15:24
um let me scroll down here you know and some filters which we're
15:30
going to cover in a second because it's really important when uh placing orders but basically any information that you
15:36
need about one of those keys you can um I'm sorry one of those symbols you can
15:41
grab and now if we want to we can get individual symbol information so um
15:48
symbol info equals client get symbol info btcb USD and then
15:57
symbol info and now you can see uh we essentially
16:02
just took one of these rows and and requested this directly and you can see um things like minimum notional value
16:10
which we'll cover in a little bit right so become very apparent to you uh once
16:16
we start placing orders so now that we're done with some of the general stuff let's dig into some of the market
16:22
data so we'll recreate the btcb USD order book using a panda data frame
16:29
right uh so that kind of the order book is essentially the volume of bids and asks at a certain um the certain price
16:37
right so it kind of give you an idea of where potential support and resistance might be although you can place orders
16:43
and cancel them to trick other people but anyways we're not going to get into that right now so we'll do Market depth
16:49
client get order book passet symbol and that will be btcb USD and then let's see
16:58
what the keys are are Mark well you know what I can just do mark it y there and
17:03
what we'll see is uh last ID uh the bids and asks right and um that's pretty much
17:09
it but again one of those things where it's not real easy on your eyes so what we can do is we can create a data frame
17:14
by passing you know creating a data frame of the bids creating a data frame of the asks and then concatenating them
17:21
all together so do bids PD data frame Market depth
17:30
oh my goodness if I could type bids then we'll rename these columns that's the price right and then
17:38
the bids and we'll do the same thing for the asks asks equal PD data frame Market
17:45
depth asks ask. columns equal price and asks and now
17:55
we'll concatenate them all together DF equals PD con cat pass the bids and the
18:01
asks and then we'll fill the nans because there will be uh Nan values as
18:06
zeros and print DF so you can see here um you know uh below the market price
18:13
you know when bitcoin's below the market price there's lots of bids because people want to buy it at that level and
18:19
then above the market price there's lots of asks so people want to sell it you know for uh at that level so that's
18:26
essentially building it the um you know the order book within pandas so the next
18:31
thing we might want to do is get uh the latest uh 500 trades easy to do we just
18:37
do use the get recent trades method so recent trades equals client get recent
18:44
trades and the symbol is btcb USD which is just the St the binance's stable coin
18:52
and then say DF equals PD data frame we're just going to
18:58
put it in a data frame right recent trades and
19:04
dfad perfect okay so you can see here here's the price the quantity the quote amount the time um and is the buyer the
19:11
maker is best match right now pretty easy but what happens if we want to get historical trades well we can
19:17
essentially you know what this is a good time to use the help method right our
19:24
client get historical trades
19:30
help client get his store eal
19:38
oops all right so now we can see um you know we pass in pams it returns a dictionary uh the symbols required uh so
19:46
we need to pass in a symbol we just can't get all the trades we have a limit and we also need to um pass an ID to
19:55
fetch from if we don't it will just pass the most recent trades which would be
20:00
the exact same as above so now that we know what we need to do uh by using you
20:05
know that help uh we can then go ahead and grab the ID of this right to then
20:14
pass into our historical trades so we'll do ID equals DF lock we'll just do I
20:20
don't know 450 ID then
20:26
historical trades equal client get historical trades pass it that symbol
20:34
btcb USD we'll say the limit is 1,000 although there's unlikely it' have been
20:40
that well who knows there probably wouldn't be that many trades from here but from ID equals
20:45
ID DF create put in a data frame PD data frame
20:51
historical trades and then we'll just go ahead and print out the DF and now we
20:58
see all of the trades we've got about 196 of them from that ID so that's how
21:05
you can do that so um pretty easy there you just it's the same as the get recent
21:11
trades only you have to pass it an ID okay all right so the next thing you might want to do is get the average
21:17
price over a certain period really easy to do you just use the get average price
21:22
method so AVG price equals client get average price symbol
21:29
equals btcb USD and ABG price and you'll notice it gives you uh you know the
21:35
minute so over the last minute the price has been uh this
21:40
so um if you're doing something like you know time weighted um you know execution
21:46
or anything like that um you can use that right so there's like vwap and tww
21:53
and stuff but all right so what do we want to cover next we can get all of the tickers you know same type of
22:00
thing we'll just say uh tickers equals client get
22:06
ticker DF equals PD data frame tickers DF really easy so
22:15
now we have um you know all of these ticker prices again with uh percent
22:22
change uh percent change and things like that and if you're interested use that
22:27
help to get more information so now that we're done with that now we move on to the account endpoints we're going to
22:33
learn how to you know query you know our account balances and our account type and place orders so let's go ahead and
22:39
grab some basic account information pretty easy to do all we need to do is
22:45
use the get account method so we'll go ahead and do info equals client get
22:52
account and print this to the screen and it will give us some basic count information such as you know what are
22:58
our permissions we're on the spot Network here's our assets uh commissions and things like that but maybe we want
23:04
to get uh an individual asset balance that's easy to do using the get asset
23:10
balance method so asset balance equals client get asset balance and we'll pass
23:16
it in an asset this time we'll use ethereum and print it out and we'll essentially get uh this dictionary right
23:24
here right so and which we do so right now um looks like about 100 uh
23:31
ethereum okay so that's all interesting but maybe we want to start uh talking about uh getting our trades so uh let's
23:38
see what trades we've got open using the get my trades method client get
23:45
my trades symbol equals BTC
23:51
BSD and then print that out and we see we do indeed have one btcb USD trade
23:57
right and maybe we want to actually fetch all of our open orders right maybe we have some um you know orders that are
24:05
open that haven't executed yet so they wouldn't be trades uh so we'll do orders equals
24:10
client get all orders again we pass it a symbol ptcb
24:16
USD and I don't have anything open at the moment so we have that one order um you
24:24
know which is essentially the same as that trade right and this should be buy and and filled right so order turns into
24:30
a trade uh we likely already know that but you can have orders that are not you
24:36
know executed on so they wouldn't show up in the trades okay so speaking of orders why
24:41
don't we learn how to place some orders right so orders can be a little bit trickier because you have to make sure that they meet the filter requirements
24:48
as I'll show you in one second so we'll use the create test order method because we don't actually want to place an order
24:54
right away we want to make sure that uh we meet all the criteria and nothing really keeps up so we'll do client
25:00
create test order do symbol equals btcb USD side equals
25:07
[Music] buy uh type equals
25:13
market and quantity equals 0.005 and then we'll say buy order and
25:21
we should get an error an error here which we do and we can scroll down it says minimum Min notion
25:29
now what that means is you know there's different requirements on different each cryptocurrency about various things such
25:35
as the um you know step size or you know how much you know the the most amount
25:40
that you can buy at once uh you know things like that and minimum notional just means that our order didn't meet uh
25:47
you know the price times quantity value um which we can query right here to see
25:52
exactly what that is so we can get that by grabbing the get symbol info information so client get symbol info
26:02
btcb USD and we'll print that out we can see here uh where is
26:11
it I'll just search oh no there it is so it's minimum notional we need it to be
26:16
$10 I know it's $10 because B uh USD is the binance stable coin um so roughly
26:23
$10 although it might not be $10 with all the market turmoil that's going on recently uh but let's just validate um
26:30
well actually before we validate it let's go ahead and put it into uh easy to see uh data frame uh so that way uh
26:38
you can see exactly what I mean by all the different requirements newd uh data
26:45
frame from dict info filters and then we'll just print out
26:51
that data frame and you can see here um now we can see all of the different filters that we need we can see that the
26:57
minimum no is 10 you know we need to bet by this amount the max quantity is 900
27:03
uh Etc so those are the filters that we have to meet so let's create a test
27:08
order uh that will actually pass right um actually before we do that let's just see if um you know see if that minimum
27:16
notional was indeed true so we'll say coin info uh we've already covered this one but we're going to get the latest
27:22
price for btcb USD using the get all tickers method
27:28
Mouse in the way there and then um we'll put it into a data frame we'll filter out btcb USD turn it into a float and
27:36
multiply it uh by the quantity so say DF equals PD data frame coin info now we
27:45
filter out uh the symbol symbol
27:50
equals btcb USD turn that price into a float so we can work work with it
27:59
equals DF price as type float and then we'll grab
28:05
the price itself equals DF price values zero and print out the
28:12
price just to see if we got that correct so it looks like BTC is you know
28:18
16,99 uh relative to buusd again that's their stable coin so let's just multiply
28:25
that by our original quantity and the assumption is that we will be under um
28:32
under $10 which I think is a fairly safe assumption otherwise binance we need to
28:38
have a chat so $845 uh you know cents essentially so we
28:45
uh in order to make this work we need to increase our um quantity so let's do
28:51
that and create an uh another test order that will meet our requirements so buy order equals client create test Order
29:00
symbol actually instead of doing that we'll just copy all this already did it up here so we'll just copy all of this
29:08
and change the quantity so you don't have to sit there watching me type okay
29:14
and then we'll uh increase it by uh by that magnitude of 10 and when we hit
29:20
enter we should get nothing right so when it's a test order again an empty you know response essentially um means
29:28
that it succeeded so let's actually create a real order right so we can do that by using the order um well methods
29:36
you'll see there's various orders but client order and then hit tab you can
29:41
see that we have a bunch of different order methods where we do limit limit buy limit sell Market uh on Oco and all
29:49
of that so essentially um we're just going to use the market bu symbol equals BTC bud and
30:00
quantity equals copy this
30:06
here and then print out the order and this time we should get some information back which we do so we have an order ID
30:13
um and also it was filled you know Market bu Etc so that did indeed go
30:20
through now we can check to see whether or not our order you know what's happened with our order because if it's
30:25
a limit we might not have hit it yet and that's pretty easy to do by using the get order method so we'll do order
30:33
equals client get Order symbol equals btcb USD order uh order ID
30:44
equals order equals um
30:50
order order ID and then print this out and we should get the exact same thing
30:56
essentially what I do here not all parameters were sent so
31:03
client get Order symbol and then order
31:11
ID there we go all right so now we see essentially the same thing is up here right um you know pretty easy to do you
31:18
can cancel in order two by using the cancel order method we don't have any orders to cancel but just to show you do
31:26
clients uh cancel order try to make more typos I guess I
31:33
need some more coffee btcb USD and then order ID order ID equals you know your order
31:42
ID uh but I'll comment that out because obviously it won't work because that order has already gone through so it's
31:49
no longer an order okay so that's pretty much all you need to know about uh the
31:54
rest API it's very simple to use once you understand and you know you just have to make a get request um you know
32:01
using the third party library and you can hit tab to autop populator helper whatsoever pretty easy to do so next up
32:08
we're on going to uh tackle the binance websocket tutorial uh I think uh it's a
32:14
little bit more interesting but basically when do you want to use either or right so you typically want to use
32:20
websockets whenever you're receiving data from an exchange to make trades on because you don't want to have to wait
32:26
to make that you know get request you actually want binance to send you the data in a low overhead way so
32:33
essentially when you're receiving Market data to make trades you're going to use websockets if you're you know want to
32:38
query an order or you want to um you know check account balances and things like that you'll use the the rest
32:46
API so the first thing we'll do is we'll get the required libraries installed this one's an easy one there's only one
32:52
that we need to worry about and that is uh the websocket client so pip install we socket client and we'll run that you
33:00
can see that the requirements already satisfied um and obviously if yours isn't go ahead and install it into your
33:07
virtual environment so now let's go ahead and load the required libraries we're going to be using uh working with
33:12
Json going to use the websocket that we just uh installed and pandas of
33:20
course as BD okay now just like with uh rest we need to connect to a URL and
33:28
this time it's a socket with a different protocol but uh each one is identified by a socket and a symbol so BTC usdt or
33:37
maybe a better way to say it is you know we can create uh one socket per symbol
33:42
so socket equals and again you know I got this from uh the trade streams up
33:49
here um right here so here's the URL and uh trade stream uh it's at trade for
33:56
that stream and here's the payload right and obviously you know as I mentioned before it's very o low overhead that's
34:01
why it's only a single letter uh cuz there's a lot of data going across the wire and trying to be as efficient as
34:07
possible so WSS stream binance.com that would be us
34:13
for uh people using the US exchange 9443 and then pass the symbol and then
34:21
at trade because we're doing the trade stream now let's see if uh we've got everything working correctly instead of
34:27
typing all this out I'm going to copy and paste the following code because if you think about it we're no longer just
34:32
making a request and getting a response uh we're opening a connection we have to handle the messages we have to handle
34:39
any errors we have to handle you know what happens when we open the connection and what happens on close and then what
34:46
we do is we create this websocket app pass all of those uh into all these
34:51
functions into this here so hit enter and then uh let's go ahead and do WS
34:58
equals run forever and then if I run that you'll see that open connection a
35:04
bunch of messages and then a Clos connection right so we see that there
35:10
cool now this is all wonderful but it's a little hard to see so let's go ahead and uh update this and put all of the
35:18
message data into a data frame and on close make it look prettier so I just
35:25
copy and pasted that and I'll just do d F equal pb. datf frame on message um what we'll
35:34
do is we'll take the message put it in a Json then we'll create uh you know a row
35:40
uh of a record for uh this data frame here to uh concatenate it and then we
35:46
will um close out the on message and then format it with columns making the
35:51
time the index and the price column so let's go ahead and do that now so message equals Json loads
36:00
message then we'll create our row of data so we'll do message T and then we will
36:08
do message P so that's the time and the price now we actually can access the DF
36:14
from here so what we'll need to do is we'll use the global keyword as a shortcut now obviously if we were doing
36:20
something in production you'd want to probably have a more substantial class to handle all of this uh but for this uh
36:26
for demonstration purposes this works perfectly fine and we'll concatenate every uh every message onto the data
36:32
frame so PD concat uh we'll create a this here DF and then pd. dataframe from
36:40
records and then we'll pass in that data so that handles our on message now on
36:46
close what we'll do is we will um you know format it and make it look nice so
36:52
the first thing we'll do say the columns is are time and price and then we'll set
36:59
uh the time to a time uh you know something more readable and format that as the index and drop the time column so
37:05
we'll do DF time equals PD to date time
37:11
and then we'll set that to unit is Ms right so now we have that now we want to
37:18
set that time as the index set index DF time we'll do in place because we can't
37:27
create a new new one because we you know we want to use this Global DF and then uh we will drop that cuz now we have two
37:33
you know time column and a Time index so DF do drop columns equals time in place
37:39
equals true and then we will print the DF right now if we did everything
37:46
correctly um we should now see a nicely formatted data frame so WS run forever
37:58
uhoh D obviously I see a typo there from
38:03
records know what I did there okay but
38:09
Rec records try that
38:15
again open connection obviously we don't get any data till I stop it so I'll stop it and now we see here's an index of
38:22
time and here is the closed uh you know that price so fantastic so now let's do
38:29
something uh a little bit even more interesting um you know a lot of times Traders want to trade off a candlesticks
38:36
I actually have on my website if you're interested I back tested every single Candlestick uh using ta lib and
38:43
determined how to trade them and let me tell you it's going to be on my other channel which is about trading um most
38:50
people are trading candle sticks completely wrong but that aside let's go ahead and essentially um you know do the
38:58
same thing only this time we'll trade with ethereum so symbol equals F
39:03
usdt and socket equals uh same thing essentially except
39:09
we're going to use the Kline one minute so WSS stream.
39:15
binance.com 99443 pass in the symbol right and this time we're going
39:21
to use a Kline which is candlesticks one minute and let's just copy and paste
39:28
the boilerplate code again just to see if it's working or if I made a typo on the socket uh which wouldn't surprise me
39:36
in the least and
39:42
WS run
39:48
forever okay so perfect so we do get this Kline information and you'll see
39:53
here's the Candlestick right here so the K is um here's the information X is
39:59
really what we're interested in so if we do the Kline Candlestick
40:04
um payload where's X right here so is the Kline closed so that just means has
40:11
the closing price been met in that K line then we know the Open high low close right um so let's go ahead and now
40:20
uh go ahead and make you know the whole thing we'll do the whole thing at once we'll get all of the Open high l close
40:27
and volume into a a list and then we will then create a data frame from that
40:33
and we will filter based on whether or not the Kline has been closed so so we got the time the open the high the low
40:41
the close the volume is equal to open high low close
40:47
[Music] volume 1 two 3 4 5 6 one two three y I
40:54
forgot the time okay and then um this time we'll grab this stuff
41:00
again put this right here so on the message uh again first things first
41:06
we're going to put it into Json then we need to uh you know have a if statement to determine if the Candlestick has been
41:13
closed or the Kline whatever you want to call it so message equals Json loads
41:19
message and then we'll do bar equals message K right so this is that
41:25
Candlestick information and with this in there if bar right X is equal equal to
41:32
true then we know that the Candlestick uh that's the closing price so we'll do t. append bar T and then one
41:45
two six so we got the time the open the high the low the close and the
41:53
volume same thing over here tie open high low close volume so that's
42:01
essentially Gathering all of that data and then on close what we'll do is we'll put this into a a nice data frame so
42:09
we'll say bars equal cre this new dictionary here time is equal to the T
42:16
list and then open equal to O
42:21
High H low clows
42:28
and volume right so now what we do is we
42:34
create that data frame so DF equals pd. dataframe and this time it'll be from a
42:41
dictionary with bars DF set index
42:47
time uh in place equals true and then we'll print that DF print DF okay so in
42:54
the sake of you know time I'm going to change this the false right so it's going to give us anything that but but
43:00
the closing Candlestick uh values uh but I don't want to have to wait a minute for each one of these to go by so hit
43:06
enter here hopefully I didn't make too many uh errors WS run
43:12
forever and then we run this see an open connection and obviously nothing comes
43:18
uh you know is output until I stop it we're closed and now we see time is the index open high low close and volume
43:26
perfect so that's it for the websockets tutorial um obviously the next step would be to create strategies around uh
43:34
these candles which if you're interested in that type of stuff feel free to check out my website where I back test you
43:39
know and figure out what really works in the markets uh so hopefully you enjoyed this one and hope to see you in the next
43:45
thanks everyone bye
#Programming