Add TRADE_LITE for USD-M Futures websocket (#1419)

https://www.binance.com/en/support/announcement/introducing-trade-lite-for-usd%E2%93%A2-m-futures-websocket-2024-09-03-f2809259702b46f7abdc9c97b977908f https://developers.binance.com/docs/derivatives/usds-margined-futures/user-data-streams/Event-Trade-Lite
JKorf · Sep 11, 2024 · d96e932 · d96e932
1 parent 504604b
commit d96e932
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Showing 7 changed files with 180 additions and 4 deletions.
diff --git a/Binance.Net.UnitTests/SocketSubscriptionTests.cs b/Binance.Net.UnitTests/SocketSubscriptionTests.cs
@@ -70,6 +70,7 @@ public async Task ValidateUsdFuturesSubscriptions()
             await tester.ValidateAsync<BinanceFuturesStreamMarginUpdate>((client, handler) => client.UsdFuturesApi.SubscribeToUserDataUpdatesAsync("123", onMarginUpdate: handler), "MarginUpdate");
             await tester.ValidateAsync<BinanceFuturesStreamAccountUpdate>((client, handler) => client.UsdFuturesApi.SubscribeToUserDataUpdatesAsync("123", onAccountUpdate: handler), "AccountUpdate");
             await tester.ValidateAsync<BinanceFuturesStreamOrderUpdate>((client, handler) => client.UsdFuturesApi.SubscribeToUserDataUpdatesAsync("123", onOrderUpdate : handler), "OrderUpdate", ignoreProperties: new List<string> { "si", "ss" });
+            await tester.ValidateAsync<BinanceFuturesStreamTradeUpdate>((client, handler) => client.UsdFuturesApi.SubscribeToUserDataUpdatesAsync("123", onTradeUpdate: handler), "TradeUpdate");
             await tester.ValidateAsync<BinanceStrategyUpdate>((client, handler) => client.UsdFuturesApi.SubscribeToUserDataUpdatesAsync("123", onStrategyUpdate : handler), "StrategyUpdate");
             await tester.ValidateAsync<BinanceConditionOrderTriggerRejectUpdate>((client, handler) => client.UsdFuturesApi.SubscribeToUserDataUpdatesAsync("123", onConditionalOrderTriggerRejectUpdate: handler), "ConditionalTrigger");
         }

diff --git a/Binance.Net.UnitTests/Subscriptions/UsdFutures/TradeUpdate.txt b/Binance.Net.UnitTests/Subscriptions/UsdFutures/TradeUpdate.txt
@@ -0,0 +1,22 @@
+> { "method": "SUBSCRIBE", "params": [ "123" ], "id": "|1|" }
+< { "result": null, "id": |1| }
+= 
+{ 
+	"stream": "123",
+	"data": 
+        {
+      "e":"TRADE_LITE",
+      "E":1721895408092,
+      "T":1721895408214,                      
+      "s":"BTCUSDT",
+      "q":"0.001",
+      "p":"0",
+      "m":false,
+      "c":"z8hcUoOsqEdKMeKPSABslD",
+      "S":"BUY",
+      "L":"64089.20",
+      "l":"0.040",
+      "t":109100866,
+      "i":8886774
+       }
+}
diff --git a/Binance.Net/Binance.Net.xml b/Binance.Net/Binance.Net.xml
@@ -2320,7 +2320,7 @@
         <member name="M:Binance.Net.Clients.UsdFuturesApi.BinanceSocketClientUsdFuturesApi.SubscribeToAssetIndexUpdatesAsync(System.String,System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamAssetIndexUpdate}},System.Threading.CancellationToken)">
             <inheritdoc />
         </member>
-        <member name="M:Binance.Net.Clients.UsdFuturesApi.BinanceSocketClientUsdFuturesApi.SubscribeToUserDataUpdatesAsync(System.String,System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamConfigUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamMarginUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamAccountUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamOrderUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.BinanceStreamEvent}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceStrategyUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceGridUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceConditionOrderTriggerRejectUpdate}},System.Threading.CancellationToken)">
+        <member name="M:Binance.Net.Clients.UsdFuturesApi.BinanceSocketClientUsdFuturesApi.SubscribeToUserDataUpdatesAsync(System.String,System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamConfigUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamMarginUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamAccountUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamOrderUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamTradeUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.BinanceStreamEvent}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceStrategyUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceGridUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceConditionOrderTriggerRejectUpdate}},System.Threading.CancellationToken)">
             <inheritdoc />
         </member>
         <member name="M:Binance.Net.Clients.UsdFuturesApi.BinanceSocketClientUsdFuturesApi.GetListenerIdentifier(CryptoExchange.Net.Interfaces.IMessageAccessor)">
@@ -12493,7 +12493,7 @@
             <param name="ct">Cancellation token for closing this subscription</param>
             <returns></returns>
         </member>
-        <member name="M:Binance.Net.Interfaces.Clients.UsdFuturesApi.IBinanceSocketClientUsdFuturesApi.SubscribeToUserDataUpdatesAsync(System.String,System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamConfigUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamMarginUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamAccountUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamOrderUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.BinanceStreamEvent}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceStrategyUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceGridUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceConditionOrderTriggerRejectUpdate}},System.Threading.CancellationToken)">
+        <member name="M:Binance.Net.Interfaces.Clients.UsdFuturesApi.IBinanceSocketClientUsdFuturesApi.SubscribeToUserDataUpdatesAsync(System.String,System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamConfigUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamMarginUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamAccountUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamOrderUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamTradeUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.BinanceStreamEvent}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceStrategyUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceGridUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceConditionOrderTriggerRejectUpdate}},System.Threading.CancellationToken)">
             <summary>
             Subscribes to the account update stream. Prior to using this, the <see cref="M:Binance.Net.Interfaces.Clients.UsdFuturesApi.IBinanceRestClientUsdFuturesApiAccount.StartUserStreamAsync(System.Threading.CancellationToken)">restClient.UsdFuturesApi.Account.StartUserStreamAsync</see> method should be called to start the stream and obtaining a listen key.
             <para><a href="https://binance-docs.github.io/apidocs/futures/en/#user-data-streams" /></para>
@@ -12503,6 +12503,7 @@
             <param name="onMarginUpdate">The event handler for whenever a margin has changed</param>
             <param name="onAccountUpdate">The event handler for whenever an account update is received</param>
             <param name="onOrderUpdate">The event handler for whenever an order status update is received</param>
+            <param name="onTradeUpdate">The event handler for whenever an trade status update is received</param>
             <param name="onListenKeyExpired">Responds when the listen key for the stream has expired. Initiate a new instance of the stream here</param>
             <param name="onStrategyUpdate">The event handler for whenever a strategy update is received</param>
             <param name="onGridUpdate">The event handler for whenever a grid update is received</param>
@@ -28685,6 +28686,72 @@
             Auxiliary number for quick calculation
             </summary>
         </member>
+        <member name="T:Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamTradeUpdate">
+            <summary>
+            Update data about a trade
+            </summary>
+        </member>
+        <member name="P:Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamTradeUpdate.TransactionTime">
+            <summary>
+            Transaction time
+            </summary>
+        </member>
+        <member name="P:Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamTradeUpdate.Symbol">
+            <summary>
+            The symbol the order is for
+            </summary>
+        </member>
+        <member name="P:Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamTradeUpdate.Quantity">
+            <summary>
+            The quantity of the order
+            </summary>
+        </member>
+        <member name="P:Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamTradeUpdate.Price">
+            <summary>
+            The price of the order
+            </summary>
+        </member>
+        <member name="P:Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamTradeUpdate.BuyerIsMaker">
+            <summary>
+            Whether the buyer is the maker
+            </summary>
+        </member>
+        <member name="P:Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamTradeUpdate.ClientOrderId">
+            <summary>
+            The new client order id
+            </summary>
+            <remarks>
+            special client order id:
+                starts with "autoclose-": liquidation order
+                "adl_autoclose": ADL auto close order
+                "settlement_autoclose-": settlement order for delisting or delivery
+            </remarks>
+        </member>
+        <member name="P:Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamTradeUpdate.Side">
+            <summary>
+            The side of the order
+            </summary>
+        </member>
+        <member name="P:Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamTradeUpdate.PriceLastFilledTrade">
+            <summary>
+            The price of the last filled trade
+            </summary>
+        </member>
+        <member name="P:Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamTradeUpdate.QuantityOfLastFilledTrade">
+            <summary>
+            The quantity of the last filled trade of this order
+            </summary>
+        </member>
+        <member name="P:Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamTradeUpdate.TradeId">
+            <summary>
+            The trade id
+            </summary>
+        </member>
+        <member name="P:Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamTradeUpdate.OrderId">
+            <summary>
+            The id of the order as assigned by Binance
+            </summary>
+        </member>
         <member name="T:Binance.Net.Objects.Models.Futures.Socket.BinanceGridUpdate">
             <summary>
             Strategy update
@@ -29019,13 +29086,14 @@
         <member name="M:Binance.Net.Objects.Sockets.BinanceUsdFuturesUserDataSubscription.GetMessageType(CryptoExchange.Net.Interfaces.IMessageAccessor)">
             <inheritdoc />
         </member>
-        <member name="M:Binance.Net.Objects.Sockets.BinanceUsdFuturesUserDataSubscription.#ctor(Microsoft.Extensions.Logging.ILogger,System.Collections.Generic.List{System.String},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamOrderUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamConfigUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamMarginUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamAccountUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.BinanceStreamEvent}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceStrategyUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceGridUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceConditionOrderTriggerRejectUpdate}})">
+        <member name="M:Binance.Net.Objects.Sockets.BinanceUsdFuturesUserDataSubscription.#ctor(Microsoft.Extensions.Logging.ILogger,System.Collections.Generic.List{System.String},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamOrderUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamTradeUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamConfigUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamMarginUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamAccountUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.BinanceStreamEvent}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceStrategyUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceGridUpdate}},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceConditionOrderTriggerRejectUpdate}})">
             <summary>
             ctor
             </summary>
             <param name="logger"></param>
             <param name="topics"></param>
             <param name="orderHandler"></param>
+            <param name="tradeHandler"></param>
             <param name="configHandler"></param>
             <param name="marginHandler"></param>
             <param name="accountHandler"></param>

diff --git a/Binance.Net/Clients/UsdFuturesApi/BinanceSocketClientUsdFuturesApi.cs b/Binance.Net/Clients/UsdFuturesApi/BinanceSocketClientUsdFuturesApi.cs
@@ -393,6 +393,7 @@ public async Task<CallResult<UpdateSubscription>> SubscribeToUserDataUpdatesAsyn
             Action<DataEvent<BinanceFuturesStreamMarginUpdate>>? onMarginUpdate = null,
             Action<DataEvent<BinanceFuturesStreamAccountUpdate>>? onAccountUpdate = null,
             Action<DataEvent<BinanceFuturesStreamOrderUpdate>>? onOrderUpdate = null,
+            Action<DataEvent<BinanceFuturesStreamTradeUpdate>>? onTradeUpdate = null,
             Action<DataEvent<BinanceStreamEvent>>? onListenKeyExpired = null,
             Action<DataEvent<BinanceStrategyUpdate>>? onStrategyUpdate = null,
             Action<DataEvent<BinanceGridUpdate>>? onGridUpdate = null,
@@ -401,7 +402,7 @@ public async Task<CallResult<UpdateSubscription>> SubscribeToUserDataUpdatesAsyn
         {
             listenKey.ValidateNotNull(nameof(listenKey));
 
-            var subscription = new BinanceUsdFuturesUserDataSubscription(_logger, new List<string> { listenKey }, onOrderUpdate, onConfigUpdate, onMarginUpdate, onAccountUpdate, onListenKeyExpired, onStrategyUpdate, onGridUpdate, onConditionalOrderTriggerRejectUpdate);
+            var subscription = new BinanceUsdFuturesUserDataSubscription(_logger, new List<string> { listenKey }, onOrderUpdate, onTradeUpdate, onConfigUpdate, onMarginUpdate, onAccountUpdate, onListenKeyExpired, onStrategyUpdate, onGridUpdate, onConditionalOrderTriggerRejectUpdate);
             return await SubscribeAsync(BaseAddress.AppendPath("stream"), subscription, ct).ConfigureAwait(false);
         }
 

diff --git a/Binance.Net/Interfaces/Clients/UsdFuturesApi/IBinanceSocketClientUsdFuturesApi.cs b/Binance.Net/Interfaces/Clients/UsdFuturesApi/IBinanceSocketClientUsdFuturesApi.cs
@@ -322,6 +322,7 @@ Task<CallResult<UpdateSubscription>> SubscribeToTradeUpdatesAsync(IEnumerable<st
         /// <param name="onMarginUpdate">The event handler for whenever a margin has changed</param>
         /// <param name="onAccountUpdate">The event handler for whenever an account update is received</param>
         /// <param name="onOrderUpdate">The event handler for whenever an order status update is received</param>
+        /// <param name="onTradeUpdate">The event handler for whenever an trade status update is received</param>
         /// <param name="onListenKeyExpired">Responds when the listen key for the stream has expired. Initiate a new instance of the stream here</param>
         /// <param name="onStrategyUpdate">The event handler for whenever a strategy update is received</param>
         /// <param name="onGridUpdate">The event handler for whenever a grid update is received</param>
@@ -334,6 +335,7 @@ Task<CallResult<UpdateSubscription>> SubscribeToUserDataUpdatesAsync(
             Action<DataEvent<BinanceFuturesStreamMarginUpdate>>? onMarginUpdate = null,
             Action<DataEvent<BinanceFuturesStreamAccountUpdate>>? onAccountUpdate = null,
             Action<DataEvent<BinanceFuturesStreamOrderUpdate>>? onOrderUpdate = null,
+            Action<DataEvent<BinanceFuturesStreamTradeUpdate>>? onTradeUpdate = null,
             Action<DataEvent<BinanceStreamEvent>>? onListenKeyExpired = null,
             Action<DataEvent<BinanceStrategyUpdate>>? onStrategyUpdate = null,
             Action<DataEvent<BinanceGridUpdate>>? onGridUpdate = null,