Merge pull request #623 from ttamg/feature/websockets-for-isolated-ma…

…rgin Added websockets functionality for isolated margin accounts
sammchardy · Dec 6, 2020 · 387b151 · 387b151
2 parents cc28523 + fa6dfb8
commit 387b151
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Showing 4 changed files with 170 additions and 26 deletions.
diff --git a/Endpoints.md b/Endpoints.md
@@ -475,12 +475,17 @@
     client.margin_stream_close(listenKey)
     ```
   - **POST /sapi/v1/userDataStream/isolated** (Create a ListenKey (Isolated).)
-
-    > :warning: Not yet implemented
+    ```python 
+    client.isolated_margin_stream_get_listen_key(symbol)
+    ```
   - **PUT /sapi/v1/userDataStream/isolated** (Ping/Keep-alive a ListenKey (Isolated).)
-
-    > :warning: Not yet implemented
+    ```python 
+    client.isolated_margin_stream_keepalive(symbol, listenKey)
+    ```
   - **DELETE /sapi/v1/userDataStream/isolated** (Close a ListenKey (Isolated).)
+    ```python 
+    client.isolated_margin_stream_close(symbol, listenKey)
+    ```
 - *Savings Endpoints*
   - **GET /sapi/v1/lending/daily/product/list (HMAC SHA256)** (Get Flexible Product List (USER_DATA).)
     ```python 

diff --git a/binance/client.py b/binance/client.py
@@ -3424,12 +3424,14 @@ def get_max_margin_transfer(self, **params):
         """
         return self._request_margin_api('get', 'margin/maxTransferable', signed=True, data=params)
 
+    # Cross-margin 
+
     def margin_stream_get_listen_key(self):
-        """Start a new margin data stream and return the listen key
+        """Start a new cross-margin data stream and return the listen key
         If a stream already exists it should return the same key.
         If the stream becomes invalid a new key is returned.
 
-        Can be used to keep the user stream alive.
+        Can be used to keep the stream alive.
 
         https://github.com/binance-exchange/binance-official-api-docs/blob/master/margin-api.md#start-user-data-stream-for-margin-account-user_stream
 
@@ -3444,11 +3446,11 @@ def margin_stream_get_listen_key(self):
         :raises: BinanceRequestException, BinanceAPIException
 
         """
-        res = self._request_margin_api('post', 'userDataStream', signed=True, data={})
+        res = self._request_margin_api('post', 'userDataStream', signed=False, data={})
         return res['listenKey']
 
     def margin_stream_keepalive(self, listenKey):
-        """PING a margin data stream to prevent a time out.
+        """PING a cross-margin data stream to prevent a time out.
 
         https://github.com/binance-exchange/binance-official-api-docs/blob/master/margin-api.md#ping-user-data-stream-for-margin-account--user_stream
 
@@ -3467,10 +3469,10 @@ def margin_stream_keepalive(self, listenKey):
         params = {
             'listenKey': listenKey
         }
-        return self._request_margin_api('put', 'userDataStream', signed=True, data=params)
+        return self._request_margin_api('put', 'userDataStream', signed=False, data=params)
 
     def margin_stream_close(self, listenKey):
-        """Close out a margin data stream.
+        """Close out a cross-margin data stream.
 
         https://github.com/binance-exchange/binance-official-api-docs/blob/master/margin-api.md#delete-user-data-stream-for-margin-account--user_stream
 
@@ -3489,7 +3491,88 @@ def margin_stream_close(self, listenKey):
         params = {
             'listenKey': listenKey
         }
-        return self._request_margin_api('delete', 'userDataStream', signed=True, data=params)
+        return self._request_margin_api('delete', 'userDataStream', signed=False, data=params)
+
+    # Isolated margin 
+
+    def isolated_margin_stream_get_listen_key(self, symbol):
+        """Start a new isolated margin data stream and return the listen key
+        If a stream already exists it should return the same key.
+        If the stream becomes invalid a new key is returned.
+
+        Can be used to keep the stream alive.
+
+        https://binance-docs.github.io/apidocs/spot/en/#listen-key-isolated-margin
+
+        :param symbol: required - symbol for the isolated margin account
+        :type symbol: str
+
+        :returns: API response
+
+        .. code-block:: python
+
+            {
+                "listenKey":  "T3ee22BIYuWqmvne0HNq2A2WsFlEtLhvWCtItw6ffhhdmjifQ2tRbuKkTHhr"
+            }
+
+        :raises: BinanceRequestException, BinanceAPIException
+
+        """
+        params = {
+            'symbol': symbol
+        }
+        res = self._request_margin_api('post', 'userDataStream/isolated', signed=False, data=params)
+        return res['listenKey']
+
+    def isolated_margin_stream_keepalive(self, symbol, listenKey):
+        """PING an isolated margin data stream to prevent a time out.
+
+        https://binance-docs.github.io/apidocs/spot/en/#listen-key-isolated-margin
+
+        :param symbol: required - symbol for the isolated margin account
+        :type symbol: str
+        :param listenKey: required
+        :type listenKey: str
+
+        :returns: API response
+
+        .. code-block:: python
+
+            {}
+
+        :raises: BinanceRequestException, BinanceAPIException
+
+        """
+        params = {
+            'symbol': symbol,
+            'listenKey': listenKey
+        }
+        return self._request_margin_api('put', 'userDataStream/isolated', signed=False, data=params)
+
+    def isolated_margin_stream_close(self, symbol, listenKey):
+        """Close out an isolated margin data stream.
+
+        https://binance-docs.github.io/apidocs/spot/en/#listen-key-isolated-margin
+
+        :param symbol: required - symbol for the isolated margin account
+        :type symbol: str
+        :param listenKey: required
+        :type listenKey: str
+
+        :returns: API response
+
+        .. code-block:: python
+
+            {}
+
+        :raises: BinanceRequestException, BinanceAPIException
+
+        """
+        params = {
+            'symbol': symbol,
+            'listenKey': listenKey
+        }
+        return self._request_margin_api('delete', 'userDataStream/isolated', signed=False, data=params)
 
     # Lending Endpoints
 

diff --git a/binance/websockets.py b/binance/websockets.py
@@ -85,9 +85,10 @@ def __init__(self, client, user_timeout=DEFAULT_USER_TIMEOUT):
         self._conns = {}
         self._client = client
         self._user_timeout = user_timeout
-        self._timers = {'user': None, 'margin': None}
+        self._timers = {'user': None, 'margin': None} 
         self._listen_keys = {'user': None, 'margin': None}
         self._account_callbacks = {'user': None, 'margin': None}
+        # Isolated margin sockets will be opened under the 'symbol' name
 
     def _start_socket(self, path, callback, prefix='ws/'):
         if path in self._conns:
@@ -590,6 +591,7 @@ def start_user_socket(self, callback):
         """Start a websocket for user data
 
         https://github.com/binance-exchange/binance-official-api-docs/blob/master/user-data-stream.md
+        https://binance-docs.github.io/apidocs/spot/en/#listen-key-spot
 
         :param callback: callback function to handle messages
         :type callback: function
@@ -604,9 +606,9 @@ def start_user_socket(self, callback):
         return self._start_account_socket('user', user_listen_key, callback)
 
     def start_margin_socket(self, callback):
-        """Start a websocket for margin data
+        """Start a websocket for cross-margin data
 
-        https://github.com/binance-exchange/binance-official-api-docs/blob/master/user-data-stream.md
+        https://binance-docs.github.io/apidocs/spot/en/#listen-key-margin
 
         :param callback: callback function to handle messages
         :type callback: function
@@ -620,6 +622,25 @@ def start_margin_socket(self, callback):
         # and start the socket with this specific key
         return self._start_account_socket('margin', margin_listen_key, callback)
 
+    def start_isolated_margin_socket(self, symbol, callback):
+        """Start a websocket for isolated margin data
+
+        https://binance-docs.github.io/apidocs/spot/en/#listen-key-isolated-margin
+
+        :param symbol: required - symbol for the isolated margin account
+        :type symbol: str
+        :param callback: callback function to handle messages
+        :type callback: function
+
+        :returns: connection key string if successful, False otherwise
+
+        Message Format - see Binance API docs for all types
+        """
+        # Get the isolated margin listen key
+        isolated_margin_listen_key = self._client.isolated_margin_stream_get_listen_key(symbol)
+        # and start the socket with this specific kek
+        return self._start_account_socket(symbol, isolated_margin_listen_key, callback)
+
     def _start_account_socket(self, socket_type, listen_key, callback):
         """Starts one of user or margin socket"""
         self._check_account_socket_open(listen_key)
@@ -650,10 +671,15 @@ def _keepalive_account_socket(self, socket_type):
         if socket_type == 'user':
             listen_key_func = self._client.stream_get_listen_key
             callback = self._account_callbacks[socket_type]
-        else:
+            listen_key = listen_key_func()
+        elif socket_type == 'margin':  # cross-margin
             listen_key_func = self._client.margin_stream_get_listen_key
             callback = self._account_callbacks[socket_type]
-        listen_key = listen_key_func()
+            listen_key = listen_key_func()
+        else:  # isolated margin
+            listen_key_func = self._client.isolated_margin_stream_get_listen_key
+            callback = self._account_callbacks.get(socket_type, None)       
+            listen_key = listen_key_func(socket_type)  # Passing symbol for islation margin
         if listen_key != self._listen_keys[socket_type]:
             self._start_account_socket(socket_type, listen_key, callback)
 
@@ -673,18 +699,26 @@ def stop_socket(self, conn_key):
         self._conns[conn_key].disconnect()
         del(self._conns[conn_key])
 
-        # check if we have a user stream socket
-        if len(conn_key) >= 60 and conn_key[:60] == self._listen_keys['user']:
-            self._stop_account_socket('user')
+        # OBSOLETE - removed when adding isolated margin.  Loop over keys instead
+        # # check if we have a user stream socket
+        # if len(conn_key) >= 60 and conn_key[:60] == self._listen_keys['user']:
+        #     self._stop_account_socket('user')
+
+        # # or a margin stream socket
+        # if len(conn_key) >= 60 and conn_key[:60] == self._listen_keys['margin']:
+        #     self._stop_account_socket('margin')
+
+        # NEW - Loop over keys in _listen_keys dictionary to find a match on 
+        # user, cross-margin and isolated margin:
+        for key, value in self._listen_keys.items():
+            if len(conn_key) >= 60 and conn_key[:60] == value:
+                self._stop_account_socket(key)
 
-        # or a margin stream socket
-        if len(conn_key) >= 60 and conn_key[:60] == self._listen_keys['margin']:
-            self._stop_account_socket('margin')
 
     def _stop_account_socket(self, socket_type):
-        if not self._listen_keys[socket_type]:
+        if not self._listen_keys.get(socket_type, None):
             return
-        if self._timers[socket_type]:
+        if self._timers.get(socket_type, None):
             self._timers[socket_type].cancel()
             self._timers[socket_type] = None
         self._listen_keys[socket_type] = None

diff --git a/docs/websockets.rst b/docs/websockets.rst
@@ -153,8 +153,8 @@ Valid interval values are `defined as enums <enums.html>`_.
     # set as 5000 to receive updates every 5 seconds
     conn_key = bm.start_miniticker_socket(process_message, 5000)
 
-`User Socket <binance.html#binance.websockets.BinanceSocketManager.start_user_socket>`_
-+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
+User Socket
++++++++++++
 
 This watches for 3 different user events
 
@@ -164,11 +164,33 @@ This watches for 3 different user events
 
 The Manager handles keeping the socket alive.
 
+There are separate sockets for Spot, Cross-margin and separate Isolated margin accounts.
+
+`Spot trading <binance.html#binance.websockets.BinanceSocketManager.start_user_socket>`_
+~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
 .. code:: python
 
     bm.start_user_socket(process_message)
 
 
+`Cross-margin <binance.html#binance.websockets.BinanceSocketManager.start_margin_socket>`_
+~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+.. code:: python
+
+    bm.start_margin_socket(process_message)
+
+
+`Isolated margin <binance.html#binance.websockets.BinanceSocketManager.start_isolated_margin_socket>`_
+~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+.. code:: python
+
+    bm.start_isolated_margin_socket(symbol, process_message)
+
+
+
 `Close a Socket <binance.html#binance.websockets.BinanceSocketManager.stop_socket>`_
 ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++