Binance Futures Plugin

Binance is a Shanghai founded digital currency exchange that supports all major crypto currencies and crypto futures. The Binance Futures plugin can be used to trade cryptocurency futures. For trading plain coins (spot market), use the Binance plugin.

If you already have a Binance account for the spot market, you can extend it to futures. You will need a new API key and secret for trading futures. This key will then also work for logging in to the spot market.

There are two Binance Futures plugins. One was developed by a Zorro user and is available on Github. The other one is included in the Zorro setup and described here. It requires Zorro S and an account list. It uses the Websocket API for streaming market data and the REST API for all other fuctions. Real mode uses the Binance production server, demo mode the test server. 4 different endpoints are available that can be set in the Server field of the account list:

USDT futures production endpoint: wss://fstream.binance.com
COIN futures production endpoint: wss://dstream.binance.com
USDT futures test endpoint: wss://stream.binancefuture.com
COIN futures test endpoint: wss://dstream.binancefuture.com

Zorro login fields for Binance Futures:

Accounts.csv example entries:

Binance Futures symbols

Binance Fututures has inconsistent symbols across all endpoints, but the plugin takes care of this. It uses the below symbology:

Perpetual Futures: AAABBB, e.g. "BTCUSDT"
Futures: AAABBB-FUT-YYYYMMDD, e.g. "BTCUSDT-FUT-20210326"
Alternatively, use the contract functions for futures, using the currency pair "BTCUSDT" as the underlying.

Supported broker commands

The plugin supports the brokerCommand f function with the following commands:

• SET_PATCH
• GET_COMPLIANCE
• SET_AMOUNT
• GET_MAXTICKS
• GET_HEARTBEAT
• GET_POSITION
• SET_SYMBOL
• GET_DELAY
• SET_DELAY
• GET_WAIT
• SET_WAIT
• GET_BOOK
• SET_ORDERTYPE (0:IOC, 1:FOK, 2:GTC)
• GET_FUTURES
• DO_CANCEL
• SET_SERVER

Remarks

• SET_DELAY affects all client requests, but no websocket subscription streams.
   
• Minimum price request rate. The Binance server can time out when no price requests are received for a certain time. On scripts with long bar periods, make sure to set TickTime so that a price request is sent every 5..10 seconds.
   
• Asset parameters. All data besides spread and price must be manually entered in the asset list. Example USDT asset list entries:

  Name,Price,Spread,RollLong,RollShort,PIP,PIPCost,MarginCost,Leverage,LotAmount,Commission,Symbol
  BTCUSDT,57125,3.5,0,0,0.01,0.00001000,0.00002000,0,0.001,-0.25,BTCUSDT
  BTCUSDT-210326,57125,3.5,0,0,0.01,0.00001000,0.00002000,0,0.001,-0.25,BTCUSDT-FUT-20210326
  ETHUSDT,1991,0.05,0,0,0.01,0.00001000,0.00002000,0,0.001,-0.25,ETHUSDT
  ETHUSDT-210626,1991,0.05,0,0,0.01,0.00001000,0.00002000,0,0.001,-0.25,ETHUSDT-FUT-20210326

  Example COIN asset list entries:
  

  Name,Price,Spread,RollLong,RollShort,PIP,PIPCost,MarginCost,Leverage,LotAmount,Commission,Symbol
  BTCUSD,57125,3.5,0,0,0.1,0.00017505,0.00003501,0,1,-0.25,BTCUSD
  BTCUSD-210326,57125,3.5,0,0,0.1,0.00017505,0.00003501,0,1,-0.25,BTCUSD-FUT-20210326
  ETHUSD,1991,0.05,0,0,0.01,0.00005023,0.00010045,0,1,-0.25,ETHUSD
  ETHUSD-210326,1991,0.05,0,0,0.01,0.00005023,0.00010045,0,1,-0.25,ETHUSD-FUT-20210326

  In the above examples, the Name column uses a shortened version of the futures contract name. The Symbol column must follow the above nomenclature.
   
• Contract specifications. For USDT Futures the order volume is in units of base currency. LotAmount can be less than or greater than 1. For COIN Futures the order volume is per contract. A contract is worth a multiple of the quote currency, such as 10 USD, 100 USD, depending on the contract. LotAmount should be 1.
   
• Funding. On the USDT exchange, you must have the quoted currency to trade; on the COIN exchange, you must have the base currency to trade.
   
• Compliance. Binance Futures requires the NFA flag.
  
  

See also:

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