I see you want me to write an article on the topic of receiving multiple market feeds (e.g. user data feeds and Websocket market feeds) from the Binance Futures API in a single stream.
Here is the article:
Receiving Multiple Market Feeds in a Single Stream
The Binance Futures API allows developers to access various types of market data, including user-defined data feeds and Websocket-based market feeds. However, accessing multiple data feeds at once can be difficult due to limitations imposed by the API design.
In this article, we will explore whether it is possible to receive both user data feeds and Websocket market feeds in a single stream using the Binance Futures API.
Accessing User Data Feeds
User data feeds allow users to collect specific data points from the market. These streams are typically used for advanced trading strategies that require real-time data feeds. To access user data feeds, you need to send a GET /trades/user-data request with your API key and token.
Accessing Websocket Market Feeds
Websocket market feeds provide a real-time market data feed via Websocket connections. These feeds are also used for advanced trading strategies that require real-time data feeds. To access Websocket market feeds, you need to send a GET /trades/websocket request with your API key and token.
Combining User Data Feeds and Websocket Market Feeds
While it is technically possible to combine both User Data Feeds and Websocket Market Feeds into a single feed using the Binance Futures API, this approach has some limitations. According to the documentation, you can only subscribe to separate feeds for each data source, which means you need to send two separate requests: one for the User Data Feed and another for the Websocket Market Feed.
Here’s an example of how you might combine the two into a single flow:
GET /trades/user-data?ids=1&fields=id,name,price,open,high,low,close,volume HTTP/1.1
Host: binnace.futures-api.com
Content-Type: application/json
{
"ids": [
1
],
"fields": [
"id",
"name",
"price",
"open",
“high”,
“low”,
"close",
"volume"
]
}
GET /trades/websocket?ids=1&fields=id,name,price,open,high,low,close,volume HTTP/1.1
Host: binnace.futures-api.com
Content Type: application/json
{
"ids": [
1
],
"fields": [
"id",
"name",
"price",
"open",
“high”,
“low”,
"close",
"volume"
]
}
However, this approach would result in receiving two separate streams: one for user data streams and another for Websocket market streams. You can then combine these streams using the union function provided by the Binance Futures API.
Using the Union Function
To combine the two streams, you need to use the union function, which allows you to concatenate multiple streams into a single stream. However, this function is only supported for a limited set of data sources and requires sending multiple requests with the same ids parameter.
Here’s an example of how you could combine both User Data Streams and Websocket Market Streams using the union function:
GET /trades/user-data?ids=1&fields=id,name,price,open,high,low,close,volume HTTP/1.1
Host: binnace.futures-api.com
{
"ids": [
1
],
"fields": [
"id",
"name",
"price",
"open",
“high”,
“low”,
"close",
"volume"
]
}
GET /trades/websocket?ids=1&fields=id,name,price,open,high,low,close,volume HTTP/1.1
Host: binnace.futures-api.com
{
"ids": [
1
],
"fields": [
"id",
"name",
"price",
"open",
“high”,
“low”,
"close",
"volume"
]
}
“`bash
POST /trades/union HTTP/1.