Binance websocket public spot orderbook JavaScript example for the Siebly Binance SDK, covering exchange REST API and WebSocket integration, setup, and production SDK docs.
We use environment variables in our examples for API keys. It is your responsibility to manage and secure your keys appropriately.
binance instead of hand-written WebSocket plumbing.Binance/WebSockets/Public/ws-public-spot-orderbook.ts.DefaultLogger, WebsocketClient.on(), subscribePartialBookDepths(), subscribe()./* eslint-disable @typescript-eslint/no-unused-vars *//* eslint-disable no-unused-vars */import { DefaultLogger, isWsPartialBookDepthEventFormatted, WebsocketClient, WsMessagePartialBookDepthEventFormatted,} from 'binance'; (async () => { const logger = { ...DefaultLogger, // trace: () => {}, }; const wsClient = new WebsocketClient( { beautify: true, }, logger, ); const topicsPartialBookDepths: string[] = []; /** * Simple example for receiving depth snapshots from spot orderbooks */ wsClient.on('formattedMessage', (data) => { if (isWsPartialBookDepthEventFormatted(data)) { const [symbol] = data.streamName.split('@'); if (!symbol) { throw new Error('Failed to extract context from event?'); } console.log(`ws book event for "${symbol.toUpperCase()}"`, data); return; } console.log('log formattedMessage: ', data); }); wsClient.on('open', (data) => { console.log('connection opened open:', data.wsKey, data.wsUrl); }); wsClient.on('response', (data) => { console.log('log response: ', JSON.stringify(data, null, 2)); }); wsClient.on('reconnecting', (data) => { console.log('ws automatically reconnecting.... ', data?.wsKey); }); wsClient.on('reconnected', (data) => { console.log('ws has reconnected ', data?.wsKey); }); wsClient.on('exception', (data) => { console.error('ws exception: ', data?.wsKey, data); }); // Request subscription to the following symbol events: const symbols = ['BTCUSDT']; // const symbols = ['BTCUSDT', 'ETHUSDT', 'BNBUSDT']; // Loop through symbols for (const symbol of symbols) { console.log('subscribing to trades for: ', symbol); // The old way, convenient but unnecessary: // wsClient.subscribePartialBookDepths(symbol, levels, 1000, 'spot'); // Manually build a topic matching the structure expected by binance: // btcusdt@depth20@1000ms const streamName = 'depth'; const levels = 20; const updateMs = '@' + 1000 + 'ms'; const topic = `${symbol.toLowerCase()}@${streamName}${levels}${updateMs}`; topicsPartialBookDepths.push(topic); } // Request subscribe for these topics in the main product group (spot markets are under "main") wsClient.subscribe(topicsPartialBookDepths, 'main');})(); We use essential cookies and optional analytics. Read the Privacy Policy.
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