binance-proxy

Developed based on https://github.com/adshao/go-binance. He is the shoulders of giants.Thanks

local klines ,depth ,exchangeInfo,24hour

Data	Spot Interval	Future Interval
klines	2000ms(or 1000ms?) depend on binance limit	250ms
depth	100ms	100ms
exchangeInfo	60s	60s
24hr.BidPrice/AskPrice	realtime	realtime
24hr.AnotherField	1000ms	500ms

Caution

1. Because the structure of the 24hr data of future is different from that of spot, and the delay of websocket is very large (spot: 1000ms, future: 500ms). Therefore, the BidPrice/AskPrice field of 24hr actually uses the data of bookTicker , it is real-time
2. Due to the depth of binance weboskcet only provides 20-depth push.So proxy maintains a 1000 depth orderbook locally
3. The case where kline automatically converts to a reverse proxy,See the table below for details. They are OR relationship
   1. The startTime parameter is set and is earlier than the first date cached locally
   2. The endTime parameter is set
   3. The limit parameter is less than or equal to 0 or greater than 1000
   4. The symbol or interval parameter is not set
4. kline needs to rely on api data for initialization. And due to the limit and wait the first websocket push data, there may be a certain delay. About a few seconds.

Command

      -f string
            futures bind address. (default ":8091")
      -s string
            spot bind address. (default ":8090")
      -v    print debug log.

Freqtrade config

"exchange": {
        "name": "binance",
        "key": "",
        "secret": "",
        "ccxt_config": {
            "enableRateLimit": false,
            "urls": {
                "api": {
                    "public": "http://127.0.01:8090/api/v3", # spot add this 
                    "fapiPublic": "http://127.0.01:8091/fapi/v1" # futures add this
                }
            }
        },
        "ccxt_async_config": {
            "enableRateLimit": false,
        },
}