Founded in 2017, Binance is one of the largest cryptocurrency exchanges in terms of daily trading volume, and open interest of crypto assets and crypto derivative products. This integration supports live market data ingest and order execution with Binance.


The following documentation assumes a trader is setting up for both live market data feeds, and trade execution. The full Binance integration consists of an assortment of components, which can be used together or separately depending on the users needs.

  • BinanceHttpClient - Low-level HTTP API connectivity

  • BinanceWebSocketClient - Low-level WebSocket API connectivity

  • BinanceInstrumentProvider - Instrument parsing and loading functionality

  • BinanceSpotDataClient / BinanceFuturesDataClient - A market data feed manager

  • BinanceSpotExecutionClient / BinanceFuturesExecutionClient - An account management and trade execution gateway

  • BinanceLiveDataClientFactory - Factory for Binance data clients (used by the trading node builder)

  • BinanceLiveExecClientFactory - Factory for Binance execution clients (used by the trading node builder)


Most users will simply define a configuration for a live trading node (as below), and won’t need to necessarily work with these lower level components directly.

Data types

To provide complete API functionality to traders, the integration includes several custom data types:

  • BinanceTicker returned when subscribing to Binance 24hr tickers (contains many prices and stats).

  • BinanceBar returned when requesting historical, or subscribing to, Binance bars (contains extra volume information).

  • BinanceFuturesMarkPriceUpdate returned when subscribing to Binance Futures mark price updates.

See the Binance API Reference for full definitions.


As per the Nautilus unification policy for symbols, the native Binance symbols are used where possible including for spot assets and futures contracts. However, because NautilusTrader is capable of multi-venue + multi-account trading, it’s necessary to explicitly clarify the difference between BTCUSDT as the spot and margin traded pair, and the BTCUSDT perpetual futures contract (this symbol is used for both natively by Binance). Therefore, NautilusTrader appends -PERP to all native perpetual symbols. E.g. for Binance Futures, the said instruments symbol is BTCUSDT-PERP within the Nautilus system boundary.

Order types








✓ ( post-only not available)

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Trailing stops

Binance use the concept of an activation price for trailing stops ( see docs ). To get trailing stop orders working for Binance we need to use the trigger_price value to set the activation price .

For TRAILING_STOP_MARKET orders to be submitted successfully, you must define the following:

  • Specify a trailing_offet_type of either DEFAULT or BASIS_POINTS

  • Specify the trailing_offset in basis points (% * 100) e.g. for a callback rate of 1% use 100

You must also have at least one of the following:

  • The trigger_price for the order is set (this will act as the Binance activation_price )

  • You have subscribed to quote ticks for the instrument you’re submitting the order for (used to infer activation price)

  • You have subscribed to trade ticks for the instrument you’re submitting the order for (used to infer activation price)


The most common use case is to configure a live TradingNode to include Binance data and execution clients. To achieve this, add a BINANCE section to your client configuration(s):

from import TradingNode

config = TradingNodeConfig(
    ...,  # Omitted
        "BINANCE": {
            "api_key": "YOUR_BINANCE_API_KEY",
            "api_secret": "YOUR_BINANCE_API_SECRET",
            "account_type": "spot",  # {spot, margin, usdt_future, coin_future}
            "base_url_http": None,  # Override with custom endpoint
            "base_url_ws": None,  # Override with custom endpoint
            "us": False,  # If client is for Binance US
        "BINANCE": {
            "api_key": "YOUR_BINANCE_API_KEY",
            "api_secret": "YOUR_BINANCE_API_SECRET",
            "account_type": "spot",  # {spot, margin, usdt_future, coin_future}
            "base_url_http": None,  # Override with custom endpoint
            "base_url_ws": None,  # Override with custom endpoint
            "us": False,  # If client is for Binance US

Then, create a TradingNode and add the client factories:

from nautilus_trader.adapters.binance.factories import BinanceLiveDataClientFactory
from nautilus_trader.adapters.binance.factories import BinanceLiveExecClientFactory
from import TradingNode

# Instantiate the live trading node with a configuration
node = TradingNode(config=config)

# Register the client factories with the node
node.add_data_client_factory("BINANCE", BinanceLiveDataClientFactory)
node.add_exec_client_factory("BINANCE", BinanceLiveExecClientFactory)

# Finally build the node

API credentials

There are two options for supplying your credentials to the Binance clients. Either pass the corresponding api_key and api_secret values to the configuration objects, or set the following environment variables:

For Binance Spot/Margin live clients, you can set:



For Binance Spot/Margin testnet clients, you can set:



For Binance Futures live clients, you can set:



For Binance Futures testnet clients, you can set:



When starting the trading node, you’ll receive immediate confirmation of whether your credentials are valid and have trading permissions.

Account Type

All the Binance account types will be supported for live trading. Set the account_type using the BinanceAccountType enum. The account type options are:

  • SPOT

  • MARGIN (Margin shared between open positions.)

  • ISOLATED_MARGIN (Margin assigned to a single position.)

  • USDT_FUTURE (USDT or BUSD stablecoins as collateral)

  • COIN_FUTURE (other cryptocurrency as collateral)

Base url overrides

It’s possible to override the default base URLs for both HTTP Rest and WebSocket APIs. This is useful for configuring API clusters for performance reasons, or when Binance has provided you with specialized endpoints.

Binance US

There is support for Binance US accounts by setting the us option in the configs to True (this is False by default). All functionality available to US accounts should behave identically to standard Binance.


It’s also possible to configure one or both clients to connect to the Binance testnet. Simply set the testnet option to True (this is False by default):

config = TradingNodeConfig(
    ...,  # Omitted
        "BINANCE": {
            "api_key": "YOUR_BINANCE_TESTNET_API_KEY",
            "api_secret": "YOUR_BINANCE_TESTNET_API_SECRET",
            "account_type": "spot",  # {spot, margin, usdt_future}
            "testnet": True,  # If client uses the testnet
        "BINANCE": {
            "api_key": "YOUR_BINANCE_TESTNET_API_KEY",
            "api_secret": "YOUR_BINANCE_TESTNET_API_SECRET",
            "account_type": "spot",  # {spot, margin, usdt_future}
            "testnet": True,  # If client uses the testnet

Aggregated Trades

Binance provide aggregated trade data endpoints as an alternative source of trade ticks. In comparison to the default trade endpoints, aggregated trade data endpoints can return all ticks between a start_time and end_time .

To use aggregated trades and the endpoint features, set the use_agg_trade_ticks option to True (this is False by default.)

Parser warnings

Some Binance instruments are unable to be parsed into Nautilus objects if they contain enormous field values beyond what can be handled by the platform. In these cases, a warn and continue approach is taken (the instrument will not be available).

These warnings may cause unnecessary log noise, and so it’s possible to configure the provider to not log the warnings, as per the client configuration example below:

from nautilus_trader.config import InstrumentProviderConfig


Order books


The Nautilus team is currently working on this section.

Order books can be maintained at full or partial depths depending on the subscription options. WebSocket stream throttling is different between Spot and Futures exchanges, Nautilus will automatically use the highest streaming rate possible:

  • Spot 100ms

  • Futures 0ms (unthrottled)

There is a limitation of one order book per instrument per trader instance. As stream subscriptions may vary, the latest order book data (deltas or snapshots) subscription will be used by the Binance data client.

Order book snapshot rebuilds will be triggered on:

  • Initial subscription of the order book data

  • Data websocket reconnects

The sequence of events is as follows:

  • Deltas will start buffered

  • Snapshot is requested and awaited

  • Snapshot response is parsed to OrderBookDeltas

  • Snapshot deltas are sent to the DataEngine

  • Buffered deltas are iterated, dropping those where the sequence number is not greater than the last delta in the snapshot

  • Deltas will stop buffering

  • Remaining deltas are sent to the DataEngine

Binance data differences

The ts_event field value for QuoteTick objects will differ between Spot and Futures exchanges, where the former does not provide an event timestamp, so the ts_init is used (which means ts_event and ts_init are identical).

Binance specific data

It’s possible to subscribe to Binance specific data streams as they become available to the adapter over time.


Bars are not considered ‘Binance specific’ and can be subscribed to in the normal way. However, as more adapters are built out which need for example mark price and funding rate updates, then these methods may eventually become first-class (not requiring custom/generic subscriptions as below).


You can subscribe to BinanceFuturesMarkPriceUpdate (included funding rating info) data streams by subscribing in the following way from your actor or strategy:

from nautilus_trader.adapters.binance.futures.types import BinanceFuturesMarkPriceUpdate
from import DataType
from nautilus_trader.model.identifiers import ClientId

# In your `on_start` method
    data_type=DataType(BinanceFuturesMarkPriceUpdate, metadata={"instrument_id":}),

This will result in your actor/strategy passing these received BinanceFuturesMarkPriceUpdate objects to your on_data method. You will need to check the type, as this method acts as a flexible handler for all custom/generic data.

from import Data

def on_data(self, data: Data):
    # First check the type of data
    if isinstance(data, BinanceFuturesMarkPriceUpdate):
        # Do something with the data