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unicornbinancelocaldepthcache 2.1.1

UNICORN Binance Local Depth Cache
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A Python SDK by LUCIT for accessing and managing multiple local Binance
order books with Python in a simple, fast, flexible, robust
and fully functional way.
The organization of the DepthCache takes place in the same asyncio loop as the reception of the websocket data. The
full stack of the UBS modules (REST, WebSocket and DepthCache) can be downloaded and installed by PyPi and Anaconda
as a Python C extension for maximum performance.
Part of 'UNICORN Binance Suite'.
Get help with the integration of the UNICORN Binance Suite modules!
Get a UNICORN Binance Suite License
To run modules of the UNICORN Binance Suite you need a valid license!
Using a DepthCache
Create a local depth_cache for Binance with just 3 lines of code
from unicorn_binance_local_depth_cache import BinanceLocalDepthCacheManager, DepthCacheOutOfSync

ubldc = BinanceLocalDepthCacheManager(exchange="binance.com", depth_cache_update_interval=100)
ubldc.create_depth_cache("BTCUSDT")

Get the asks and bids
To obtain the complete order book
asks = ubldc.get_asks("BTCUSDT")
bids = ubldc.get_bids("BTCUSDT")

Get the first X elements
asks = ubldc.get_asks("BTCUSDT", limit_count=10)
bids = ubldc.get_bids("BTCUSDT", limit_count=10)

Retain the elements until volume X has been exceeded
asks = ubldc.get_asks("BTCUSDT", threshold_volume=300000)
bids = ubldc.get_bids("BTCUSDT", threshold_volume=300000)

Catch an exception, if the depth_cache is out of sync while accessing its data
try:
asks = ubldc.get_asks(market="BTCUSDT", limit_count=5, threshold_volume=300000)
bids = ubldc.get_bids(market="BTCUSDT", limit_count=5, threshold_volume=300000)
except DepthCacheOutOfSync:
asks = "Out of sync!"
bids = "Out of sync!"

Stop and delete a depth_cache:
ubldc.stop_depth_cache("BTCUSDT")

Stop ubldc after usage to avoid memory leaks
When you instantiate UBLDC with with, ubldc.stop_manager() is automatically executed upon exiting the with-block.
with BinanceWebSocketApiManager() as ubldc:
ubldc.create_depth_cache("BTCUSDT")

Without with, you must explicitly execute ubldc.stop_manager() yourself.
ubldc.stop_manager()

Discover more possibilities.
Description
The Python package UNICORN Binance Local Depth Cache
provides local order books for the Binance Exchanges
Binance (+Testnet),
Binance Futures
(+Testnet) and Binance US.
The algorithm of the depth_cache management was designed according to these instructions:

Binance Spot: "How to manage a local order book correctly"
Binance Futures: "How to manage a local order book correctly"
Binance US: "Managing a Local Order Book"

With Create_depth_cache()`
the depth_cache is started and initialized, i.e. for each depth_cache that is to be created, a separate
asyncio coroutine is inserted into the event loop of the stream. As soon as at least one depth update is received via
websocket is received, a REST snapshot is downloaded and the depth updates are applied to it so that it is synchronized
in real time. As soon as Once this is done, the status of the cache is set to "synchronous".
Data in the depth_cache can be accessed with 'get_asks()'
and 'get_bids()'.
If the state of the depth_cache is not synchronous during access, the exception
'DepthCacheOutOfSync'
is thrown.
The depth_cache will immediately start an automatic re-initialization if a gap in the UpdateID`s is detected (missing
update event) or if the websocket connection is interrupted. As soon as this happens the state of the depth_cache is set
to "out of sync" and when accessing the cache the exception 'DepthCacheOutOfSync' is thrown.
Why a local depth_cache?
A local depth_cache is the fastest way to access the current order book depth at any time while transferring as little data as necessary. A REST snapshot takes a lot of time and the amount of data that is transferred is relatively large. Continuous full transmission of the order book via websocket is faster, but the amount of data is huge. A local depth_cache is initialized once with a REST snapshot and then handles Diff. Depth updates applied by the websocket connection. By transferring a small amount of data (only the changes), a local depth_cache is kept in sync in real time and also allows extremely fast (local) access to the data without exceeding the Binance request weight limits.
What are the benefits of the UNICORN Binance Local Depth Cache?

Always know if the cache is in sync! If the depth_cache is out of sync, the exception 'DepthCacheOutOfSync'
is thrown or ask with is_depth_cache_synchronized().

If a depth cache is out of sync it gets refreshed automatically within a few seconds.

100% Websocket auto-reconnect!

Supported Exchanges

Exchange
Exchange string

Binance
binance.com

Binance Testnet
binance.com-testnet

Binance USD-M Futures
binance.com-futures

Binance USD-M Futures Testnet
binance.com-futures-testnet

Binance US
binance.us

Create multiple depth caches within a single object instance.

Each depth_cache is managed in an asyncio coroutine.

Start or stop multiple caches with just one command
create_depth_cache()
or stop_depth_cache().

Control websocket out of sync detection with websocket_ping_interval, websocket_ping_timeout and websocket_close_timeout

Powered by UNICORN Binance REST API and
UNICORN Binance WebSocket API.

Available as a package via pip and conda as precompiled C extension with stub files for improved Intellisense
functions and source code for easier debugging of the source code. To the installation.

If you like the project, please
it on
GitHub!
Live Demo
This live demo script runs DepthCaches from binance.com-futures and runs on a CCX13 virtual
machine of HETZNER CLOUD.
Open live monitor!

(Refresh update once a minute!)
Installation and Upgrade
The module requires Python 3.7 and runs smoothly up to and including Python 3.12.
For the PyPy interpreter we offer packages only from Python version 3.9 and higher.
Anaconda packages are available from Python version 3.8 and higher, but only in the latest version!
The current dependencies are listed here.
If you run into errors during the installation take a look here.
Packages are created automatically with GitHub Actions
When a new release is to be created, we start two GitHubActions:

Build and Publish Anaconda
Build and Publish GH+PyPi

Both start virtual Windows/Linux/Mac servers provided by GitHub in the cloud with preconfigured environments and
create the respective compilations and stub files, pack them into wheels and conda packages and then publish them on
GitHub, PYPI and Anaconda. This is a transparent method that makes it possible to trace the source code behind a
compilation.
A Cython binary, PyPy or source code based CPython wheel of the latest version with pip from PyPI
Our Cython and PyPy Wheels are available on PyPI,
these wheels offer significant advantages for Python developers:

Performance Boost with Cython Wheels: Cython is a programming language that supplements Python with static typing and C-level performance. By compiling
Python code into C, Cython Wheels can significantly enhance the execution speed of Python code, especially in
computationally intensive tasks. This means faster runtimes and more efficient processing for users of our package.

PyPy Wheels for Enhanced Efficiency: PyPy is an alternative Python interpreter known for its speed and efficiency. It uses Just-In-Time (JIT) compilation,
which can dramatically improve the performance of Python code. Our PyPy Wheels are tailored for compatibility with
PyPy, allowing users to leverage this speed advantage seamlessly.

Both Cython and PyPy Wheels on PyPI make the installation process simpler and more straightforward. They ensure that
you get the optimized version of our package with minimal setup, allowing you to focus on development rather than
configuration.
Installation
pip install unicorn-binance-local-depth-cache
Update
pip install unicorn-binance-local-depth-cache --upgrade
A Conda Package of the latest version with conda from Anaconda
The unicorn-binance-local-depth-cache package is also available as a Cython version for the linux-64, osx-64
and win-64 architectures with Conda through the
lucit channel.
For optimal compatibility and performance, it is recommended to source the necessary dependencies from the
conda-forge channel.
Installation
conda config --add channels conda-forge
conda config --add channels lucit
conda install -c lucit unicorn-binance-local-depth-cache

Update
conda update -c lucit unicorn-binance-local-depth-cache
From source of the latest release with PIP from GitHub
Linux, macOS, ...
Run in bash:
pip install https://github.com/LUCIT-Systems-and-Development/unicorn-binance-local-depth-cache/archive/$(curl -s https://api.github.com/repos/LUCIT-Systems-and-Development/unicorn-binance-local-depth-cache/releases/latest | grep -oP '"tag_name": "\K(.*)(?=")').tar.gz --upgrade
Windows
Use the below command with the version (such as 2.1.1) you determined
here:
pip install https://github.com/LUCIT-Systems-and-Development/unicorn-binance-local-depth-cache/archive/2.1.1.tar.gz --upgrade
From the latest source (dev-stage) with PIP from GitHub
This is not a release version and can not be considered to be stable!
pip install https://github.com/LUCIT-Systems-and-Development/unicorn-binance-local-depth-cache/tarball/master --upgrade
Change Log
https://lucit-systems-and-development.github.io/unicorn-binance-local-depth-cache/changelog.html
Documentation

General
Modules

Examples

Look here!

Howto

How to Obtain and Use a Unicorn Binance Suite License Key and Run the UBS Module According to Best Practice

Project Homepage
https://www.lucit.tech/unicorn-binance-local-depth-cache.html
Wiki
https://github.com/LUCIT-Systems-and-Development/unicorn-binance-local-depth-cache/wiki
Social

Discussions
Gitter
https://t.me/unicorndevs
https://dev.binance.vision
https://community.binance.org

Receive Notifications
To receive notifications on available updates you can

the repository on GitHub, write your
own script
with using
is_update_available().
Follow us on LinkedIn,
X or Facebook!
To receive news (like inspection windows/maintenance) about the Binance API`s subscribe to their telegram groups:

https://t.me/binance_api_announcements
https://t.me/binance_api_english
https://t.me/Binance_JEX_EN
https://t.me/Binance_USA
https://t.me/TRBinanceTR
https://t.me/BinanceExchange

How to report Bugs or suggest Improvements?
List of planned features - click if you need one of them or suggest a new feature!
Before you report a bug, try the latest release. If the issue still exists, provide the error trace, OS
and Python version and explain how to reproduce the error. A demo script is appreciated.
If you dont find an issue related to your topic, please open a new issue!
Report a security bug!
Contributing
UNICORN Binance Local Depth Cache is an open
source project which welcomes contributions which can be anything from simple documentation fixes and reporting dead links to new features. To
contribute follow
this guide.
Contributors

We open source!
Disclaimer
This project is for informational purposes only. You should not construe this information or any other material as
legal, tax, investment, financial or other advice. Nothing contained herein constitutes a solicitation, recommendation,
endorsement or offer by us or any third party provider to buy or sell any securities or other financial instruments in
this or any other jurisdiction in which such solicitation or offer would be unlawful under the securities laws of such
jurisdiction.
If you intend to use real money, use it at your own risk!
Under no circumstances will we be responsible or liable for any claims, damages, losses, expenses, costs or liabilities
of any kind, including but not limited to direct or indirect damages for loss of profits.
Commercial Support

Do you need a developer, operator or consultant? Contact us for a non-binding initial consultation!