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Add support for Binance's mark price stream across all markets #2670

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Merged
merged 1 commit into from
May 26, 2025

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sunlei
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@sunlei sunlei commented May 26, 2025

Pull Request

Summary

Add support for Binance's Mark Price Stream across all markets.

# Subscribe to the mark price of a specific instrument_id
self.subscribe_data(
    data_type=DataType(
        BinanceFuturesMarkPriceUpdate,
        metadata={"instrument_id": self.instrument_id},
    ),
    client_id=ClientId("BINANCE"),
)

# Subscribe to the mark price of all market
self.subscribe_data(
    data_type=DataType(BinanceFuturesMarkPriceUpdate),
    client_id=ClientId("BINANCE"),
)

Type of change

  • Bug fix (non-breaking)
  • New feature (non-breaking)
  • Breaking change (impacts existing behavior)
  • Documentation update
  • Maintenance / chore

Testing

Tested in the live environment.

@sunlei sunlei changed the title Add support for Binance's Mark Price Stream across all markets Add support for Binance's mark price stream across all markets May 26, 2025
stream = f"{BinanceSymbol(symbol).lower()}@markPrice"

if speed:
stream += f"@{int(speed / 1000)}s"
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@cjdsellers cjdsellers May 26, 2025

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@cjdsellers cjdsellers merged commit 49e0da9 into develop May 26, 2025
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@cjdsellers cjdsellers deleted the sunlei/binance_mark_price branch May 26, 2025 22:29
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2 participants