Binance support

[banteg]

I made a rough prototype that works with websockets, let's try to integrate it.

import websockets
import asyncio
import json
import requests
import sys


def get_listen_key(api_key):
    print('getting listen key')
    url = 'https://api.binance.com/api/v1/userDataStream'
    resp = requests.post(url, headers={'X-MBX-APIKEY': api_key})
    return resp.json()['listenKey']


async def binance_notify(listen_key):
    async with websockets.connect(f'wss://stream.binance.com:9443/ws/{listen_key}') as ws:
        print('connected to websocket')
        while True:
            msg = await ws.recv()
            data = json.loads(msg)
            if data['e'] == 'executionReport':
                pair = data['s']
                kind = data['S'].lower()
                price = data['p']
                amount = data['q']
                state = data['X'].lower()
                print(kind, amount, pair, price, state)


if __name__ == '__main__':
    listen_key = get_listen_key(sys.argv[1])
    loop = asyncio.get_event_loop()
    loop.run_until_complete(binance_notify(listen_key))