Binance API guide

Public market data: klines without a key

Candlesticks come from GET /api/v3/klines?symbol=BTCUSDT&interval=1d&limit=1000. Each row is [openTime, open, high, low, close, volume, closeTime, …] with prices as strings. Intervals run from 1s and 1m to 1M. History for BTCUSDT goes back to August 2017. Because Binance lists USDT pairs rather than USD, a BTC/USD strategy reads BTCUSDT, and the small USDT/USD basis is worth remembering.

Signed endpoints for trading

Account and order endpoints (GET /api/v3/account, POST /api/v3/order) are SIGNED: you append timestamp (milliseconds) and optionally recvWindow, compute an HMAC-SHA256 of the full query string with your secret, and send it as signature, plus the key in the X-MBX-APIKEY header.

import hashlib, hmac, time, urllib.parse
query = urllib.parse.urlencode({"timestamp": int(time.time() * 1000), "recvWindow": 5000})
signature = hmac.new(SECRET.encode(), query.encode(), hashlib.sha256).hexdigest()
url = f"https://api.binance.com/api/v3/account?{query}&signature={signature}"

• Orders must respect each symbol’s filters from GET /api/v3/exchangeInfo: LOT_SIZE (quantity step), PRICE_FILTER and NOTIONAL (minimum order value).
• A clock that drifts more than recvWindow from Binance’s produces error -1021; keep the machine synced with NTP.

The spot testnet

The spot testnet at testnet.binance.vision mirrors the production API with fake balances. Its keys are created there (sign in with GitHub) and do not work on mainnet, and mainnet keys do not work on the testnet. The testnet order book is thin and is reset from time to time, so use it to prove the plumbing, not to measure fills.

Binance vs Binance.US

US residents cannot use Binance.com and use Binance.US instead, a separate company with its own accounts and keys. Its API follows the same shape at https://api.binance.us, with fewer pairs and some USD-quoted markets. Set BINANCE_BASE_URL to that host and the same code works.

Use Binance in AlgoGP

Open a project, go to the APIs & keys tab and, under Platforms, pick Binance as the market data source (market_data.py) and the broker (brokers.py). The choice is saved to config.json as a new strategy version:

{
  "platforms": {
    "data": "binance",
    "broker": "binance"
  }
}

• TRADING_MODE=paper (default): simulated fills on your machine; the broker is never contacted.
• TRADING_MODE=sandbox: orders go to Binance’s spot testnet with test funds.
• TRADING_MODE=live: real orders, and only once LIVE_TRADING_ACKNOWLEDGED=yes is set.

New to Binance? Follow the step-by-step Binance API key guide.