Binance FIX API Connector in Python

This is a simple Python library that provides access to Binance Financial Information eXchange (FIX) SPOT messages using the FIX protocol. It allows you to perform key operations such as placing orders, canceling orders, and querying current limit usage.

Prerequisites

Before using or testing the library, ensure that the necessary dependencies are installed. You can do this by running the following command:

pip install binance-fix-connector

Notes:

• FIX API only support Ed25519 keys. Please refer to this tutorial for setting up an Ed25519 key pair on the mainnet, and this one for the testnet.
• Ensure that your API key has the appropriate Fix API permissions for the Testnet environment before you begin testing.

Example

All the FIX messages can be created with the BinanceFixConnector class. The following example demonstrates how to create a simple order using the FIX API:

import time
import os
from pathlib import Path

from binance_fix_connector.fix_connector import create_order_entry_session
from binance_fix_connector.utils import get_api_key, get_private_key

# Credentials
path = config_path = os.path.join(
    Path(__file__).parent.resolve(), "..", "config.ini"
)
API_KEY, PATH_TO_PRIVATE_KEY_PEM_FILE = get_api_key(path)

# FIX URL
FIX_OE_URL = "tcp+tls://fix-oe.testnet.binance.vision:9000"

# Response types
ORD_STATUS = {
    "0": "NEW",
    "1": "PARTIALLY_FILLED",
    "2": "FILLED",
    "4": "CANCELED",
    "6": "PENDING_CANCEL",
    "8": "REJECTED",
    "A": "PENDING_NEW",
    "C": "EXPIRED",
}
ORD_TYPES = {"1": "MARKET", "2": "LIMIT", "3": "STOP", "4": "STOP_LIMIT"}
SIDES = {"1": "BUY", "2": "SELL"}
TIME_IN_FORCE = {
    "1": "GOOD_TILL_CANCEL",
    "3": "IMMEDIATE_OR_CANCEL",
    "4": "FILL_OR_KILL",
}
ORD_REJECT_REASON = {"99": "OTHER"}

# Parameter
INSTRUMENT = "BNBUSDT"

client_oe = create_order_entry_session(
    api_key=API_KEY,
    private_key=get_private_key(PATH_TO_PRIVATE_KEY_PEM_FILE),
    endpoint=FIX_OE_URL,
)
client_oe.retrieve_messages_until(message_type="A")

example = "This example shows how to place a single order. Order type LIMIT.\nCheck https://github.com/binance/binance-spot-api-docs/blob/master/fix-api.md#newordersingled for additional types."
client_oe.logger.info(example)

# PLACING SIMPLE ORDER
msg = client_oe.create_fix_message_with_basic_header("D")
msg.append_pair(38, 1)  # ORD QTY
msg.append_pair(40, 2)  # ORD TYPE
msg.append_pair(11, str(time.time_ns()))  # CL ORD ID
msg.append_pair(44, 730)  # PRICE
msg.append_pair(54, 2)  # SIDE
msg.append_pair(55, INSTRUMENT)  # SYMBOL
msg.append_pair(59, 1)  # TIME IN FORCE
client_oe.send_message(msg)


responses = client_oe.retrieve_messages_until(message_type="8")
resp = next(
    (x for x in responses if x.message_type.decode("utf-8") == "8"),
    None,
)
client_oe.logger.info("Parsing response Execution Report (8) for an order LIMIT type.")

cl_ord_id = None if not resp.get(11) else resp.get(11).decode("utf-8")
order_qty = None if not resp.get(38) else resp.get(38).decode("utf-8")
ord_type = None if not resp.get(40) else resp.get(40).decode("utf-8")
side = None if not resp.get(54) else resp.get(54).decode("utf-8")
symbol = None if not resp.get(55) else resp.get(55).decode("utf-8")
price = None if not resp.get(44) else resp.get(44).decode("utf-8")
time_in_force = None if not resp.get(59) else resp.get(59).decode("utf-8")
cum_qty = None if not resp.get(14) else resp.get(14).decode("utf-8")
last_qty = None if not resp.get(32) else resp.get(32).decode("utf-8")
ord_status = None if not resp.get(39) else resp.get(39).decode("utf-8")
ord_rej_reason = None if not resp.get(103) else resp.get(103).decode("utf-8")
error_code = None if not resp.get(25016) else resp.get(25016).decode("utf-8")
text = None if not resp.get(58) else resp.get(58).decode("utf-8")


client_oe.logger.info(f"Client order ID: {cl_ord_id}")
client_oe.logger.info(f"Symbol: {symbol}")
client_oe.logger.info(
    f"Order -> Type: {ORD_TYPES.get(ord_type, ord_type)} | Side: {SIDES.get(side, side)} | TimeInForce: {TIME_IN_FORCE.get(time_in_force,time_in_force)}",
)
client_oe.logger.info(
    f"Price: {price} | Quantity: {order_qty} | cum qty: {cum_qty} | last qty: {last_qty}"
)
client_oe.logger.info(
    f"Status: {ORD_STATUS.get(ord_status,ord_status)} | Msg: {ORD_REJECT_REASON.get(ord_rej_reason,ord_rej_reason)}",
)
client_oe.logger.info(f"Error code: {error_code} | Reason: {text}")


# LOGOUT
client_oe.logger.info("LOGOUT (5)")
client_oe.logout()
client_oe.retrieve_messages_until(message_type="5")
client_oe.logger.info(
    "Closing the connection with server as we already sent the logout message"
)
client_oe.disconnect()

Please look at examples folder to test the examples. To try the examples, follow the indications written on the examples/config.ini.example file.

Documentation

For more information, have a look at the Binance documentation on Fix API.

License

MIT