I have written a Websocket client to access the Spot Market Streams and that works fine. I now would like to access the Market Streams for Vanilla Options. The Options streams do not appear to be public like to Spot Streams. I just want to stream the 24-Hour ticker. It is not clear to me what the steps are to successfully connect to the stream? Do I send a message and get a listener key first and then append that key to the url when I subscribe?
yes, it’s similar to spot, get the listenKey and can be appended into the URL to receive user data from the stream.
Thank you for your response. I wish the API documentation was clearer but it is what it is. I am only interested in fields like bid, ask, volume, open, close,… not specific user data. I did get this stream working by establishing a connection
wss://vstream.binance.com/stream?streams=BTC-211105-45000-C@ticker
and then sending {“method”:“BINARY”, “params”:[“false”], “id”:1}
The JSON schema returned is not the JSON schema in the docs.
{
“stream”:“BTC-211105-60000-C@TICKER”,
“data”:{
“e”:“ticker”,
“E”:1635621035431,
“s”:“BTC-211105-60000-C”,
“o”:“3990”,
“h”:“4070”,
“l”:“3669.99”,
“c”:“3669.99”,
“V”:“0.0008”,
“A”:“3.0799”,
“p”:"-0.0802",
“Q”:“0”,
“F”:“41”,
“L”:“43”,
“n”:3,
“bo”:“2822.36”,
“ao”:“3270.15”,
“b”:“0.6655”,
“a”:“0.8213”,
“d”:“0.62358”,
“t”:"-193.06291",
“g”:“0.00007”,
“v”:“28.74835”,
“vo”:“0.74333”,
“mp”:“3045.42”,
“hl”:“4434.32”,
“ll”:“1656.52”,
“eep”:“0”
}
}
I can guess at some of the additional fields but do you know of an up-to-date schema?
I also struggle accessing Vanilla Websocket Market Streams
After establishing connection to ‘wss://vstream.binance.com/ws’
I send a {‘method’: ‘SUBSCRIBE’, **subscription} with subscription= {‘params’: [‘BTC-220701-19000-P@ticker’], ‘id’: 1}
Then after unzipping the message says: {“code”:“10002”,“desc”:"INVALID_SYMBOL BTC-220701-19000-P@ticker invalid "}
What goes wrong here?
Thanks
You are welcome to try later while Vanilla Options is under upgrading.