Binance.jl

Binance API with julia
Author DennisRutjes
Popularity
6 Stars
Updated Last
5 Months Ago
Started In
September 2018

Binance.jl a pure Julia implementation

Binance (referral link) API with Julialang

Work In Progress!

usage :

using Pkg;
Pkg.add(PackageSpec(url="https://github.com/DennisRutjes/Binance.jl",rev="master"))

packages=["Dates","DataFrames","Plots","GR"]

for package in packages
    if get(Pkg.installed(),package,-1) == -1
        println(" getting package : ", package)
        Pkg.add(package)
    end
end

using Binance,Dates, DataFrames, Plots

hr24 = Binance.get24HR()
hr24ETHBTC = Binance.get24HR("ETHBTC")

market = Binance.getMarket()
market_BNBBTC = Binance.getMarket("BNBBTC")

function getBinanceKlineDataframe(symbol; startDateTime = nothing, endDateTime = nothing, interval="1m")
    klines = Binance.getKlines(symbol; startDateTime = startDateTime, endDateTime = endDateTime, interval = interval)
    result = hcat(map(z -> map(x -> typeof(x) == String ? parse(Float64, x) : x, z), klines)...)';

    if size(result,2) == 0
        return nothing
    end

    symbolColumnData = map(x -> symbol, collect(1:size(result, 1)));
    df = DataFrame([symbolColumnData, Dates.unix2datetime.(result[:,1]/1000) ,result[:,2],result[:,3],result[:,4],result[:,5],result[:,6],result[:,8],Dates.unix2datetime.(result[:,7] / 1000),result[:,9],result[:,10],result[:,11]], [:symbol,:startDate,:open,:high,:low,:close,:volume,:quoteAVolume, :endDate, :trades, :tbBaseAVolume,:tbQuoteAVolume]);
end

dfKlines = getBinanceKlineDataframe("ETHBTC");

plot(dfKlines[:close];label="ETHBTC interval = '1m'")

plot

Websockets streaming klines

tickersChannel = Channel(5)
symbolsBTC=["BNBBTC","SNTBTC","DNTBTC","TRXBTC","FUNBTC","XVGBTC"]

@async Binance.wsKlineStreams(tickersChannel, symbolsBTC)

counter = 0
@sync while counter < 10
    global counter
    kline = take!(tickersChannel)
    if kline["E"] > kline["k"]["T"]
        counter = counter + 1
        println(string("counter : ", counter," kline => ", kline["k"]))
    end
end