Merge pull request #210 from binance/rc-v4.1.0

v4.1.0 release

Author: alplabin

CHANGELOG.md

@@ -1,5 +1,51 @@
 # Changelog
 
+## 4.1.0 - 2024-10-31
+
+### Added
+- UM_Futures:
+  - `GET /fapi/v1/fundingInfo`
+  - `GET /futures/data/delivery-price`
+  - `GET /fapi/v1/constituents`
+  - `GET /fapi/v1/accountConfig`
+  - `GET /fapi/v1/symbolConfig`
+  - `GET /fapi/v1/rateLimit/order`
+  - `GET /fapi/v1/order/asyn`
+  - `GET /fapi/v1/order/asyn/id`
+  - `GET /fapi/v1/trade/asyn`
+  - `GET /fapi/v1/trade/asyn/id`
+  - `POST /fapi/v1/feeBurn`
+  - `GET /fapi/v1/feeBurn`
+  - `GET /fapi/v1/convert/exchangeInfo`
+  - `POST /fapi/v1/convert/getQuote`
+  - `POST /fapi/v1/convert/acceptQuote`
+  - `GET /fapi/v1/convert/orderStatus`
+  - Websocket Stream `mark_price_all_market`
+
+- CM_Futures:
+  - `GET /dapi/v1/income/asyn`
+  - `GET /dapi/v1/constituents`
+
+### Changed
+- UM_Futures:
+  - `GET /fapi/v1/income`: Add parameter `page` for pagination
+  - `POST /fapi/v1/order`: Add parameters `selfTradePreventionMode`, `priceMatch` and `goodTillDate`
+  - `POST /fapi/v1/batchOrders`: Add parameters `priceMatch`, `selfTradePreventionMode` and `goodTillDate`
+  - `GET /fapi/v1/ticker/price`: deprecated, replaced by `GET /fapi/v2/ticker/price`
+  - `GET /fapi/v2/balance`: deprecated, replaced by `GET /fapi/v3/balance`
+  - `GET /fapi/v2/account`: deprecated, replaced by `GET /fapi/v3/account`
+  - `GET /fapi/v2/positionRisk`: deprecated, replaced by `GET /fapi/v3/positionRisk`
+
+- CM_Futures:
+  - `GET /dapi/v1/income`: Add parameter `page` for pagination
+  - `POST /dapi/v1/order`: Add parameters `priceMatch` and `selfTradePreventionMode`
+
+- Update Websocket connection exceptions: Add `_handle_exception` method to handle exceptions
+
+### Removed
+- CM_Futures:
+  - `/dapi/v1/pmExchangeInfo`
+
 ## 4.0.1 - 2024-10-03
 
 ### Removed

binance/__version__.py

@@ -1 +1 @@
-__version__ = "4.0.1"
+__version__ = "4.1.0"

binance/cm_futures/__init__.py

@@ -24,6 +24,7 @@ def __init__(self, key=None, secret=None, **kwargs):
     from binance.cm_futures.market import ticker_24hr_price_change
     from binance.cm_futures.market import ticker_price
     from binance.cm_futures.market import book_ticker
+    from binance.cm_futures.market import query_index_price_constituents
     from binance.cm_futures.market import open_interest
     from binance.cm_futures.market import open_interest_hist
     from binance.cm_futures.market import top_long_short_account_ratio
@@ -57,6 +58,7 @@ def __init__(self, key=None, secret=None, **kwargs):
     from binance.cm_futures.account import get_position_risk
     from binance.cm_futures.account import get_account_trades
     from binance.cm_futures.account import get_income_history
+    from binance.cm_futures.account import get_download_id_transaction_history
     from binance.cm_futures.account import leverage_brackets
     from binance.cm_futures.account import adl_quantile
     from binance.cm_futures.account import force_orders
@@ -66,6 +68,3 @@ def __init__(self, key=None, secret=None, **kwargs):
     from binance.cm_futures.data_stream import new_listen_key
     from binance.cm_futures.data_stream import renew_listen_key
     from binance.cm_futures.data_stream import close_listen_key
-
-    # PORTFOLIO MARGIN
-    from binance.cm_futures.portfolio_margin import pm_exchange_info

binance/cm_futures/account.py

@@ -64,7 +64,9 @@ def new_order(self, symbol: str, side: str, type: str, **kwargs):
     :parameter callbackRate: optional float. Use with TRAILING_STOP_MARKET orders, min 0.1, max 5 where 1 for 1%.
     :parameter workingType: optional string. stopPrice triggered by: "MARK_PRICE", "CONTRACT_PRICE". Default "CONTRACT_PRICE".
     :parameter priceProtect: optional string. "TRUE" or "FALSE", default "FALSE". Use with STOP/STOP_MARKET or TAKE_PROFIT/TAKE_PROFIT_MARKET orders.
-    :parameter newOrderRespType: optional float. "ACK" or "RESULT", default "ACK".
+    :parameter newOrderRespType: optional string. "ACK" or "RESULT", default "ACK".
+    :parameter priceMatch: optional string. only avaliable for "LIMIT"/"STOP"/"TAKE_PROFIT" order; can be set to "OPPONENT"/"OPPONENT_5"/"OPPONENT_10"/"OPPONENT_20": /"QUEUE"/"QUEUE_5"/"QUEUE_10"/"QUEUE_20"; Can't be passed together with price.
+    :parameter selfTradePreventionMode: optional string. "NONE":No STP /"EXPIRE_TAKER":expire taker order when STP triggers/"EXPIRE_MAKER":expire taker order when STP triggers/"EXPIRE_BOTH":expire both orders when STP triggers; default "NONE".
     :parameter recvWindow: optional int
     |
     """
@@ -88,7 +90,7 @@ def modify_order(
     | **Modify Order (TRADE)**
     | *Order modify function, currently only LIMIT order modification is supported, modified orders will be reordered in the match queue.*
 
-    :API endpoint: ``POST /dapi/v1/order``
+    :API endpoint: ``PUT /dapi/v1/order``
     :API doc: https://developers.binance.com/docs/derivatives/coin-margined-futures/trade/Modify-Order
 
     :parameter symbol: string
@@ -673,6 +675,7 @@ def get_income_history(self, **kwargs):
     :parameter incomeType: optional string; "TRANSFER", "WELCOME_BONUS", "REALIZED_PNL", "FUNDING_FEE", "COMMISSION" and "INSURANCE_CLEAR"
     :parameter startTime: optional string; timestamp in ms to get funding from INCLUSIVE.
     :parameter endTime: optional string; timestamp in ms to get funding from INCLUSIVE.
+    :parameter page: optional int
     :parameter limit: optional int; default 50, max 100
     :parameter recvWindow: optional int
 
@@ -688,6 +691,31 @@ def get_income_history(self, **kwargs):
     return self.sign_request("GET", url_path, params)
 
 
+def get_download_id_transaction_history(self, startTime: int, endTime: int, **kwargs):
+    """
+    |
+    | **Get Download Id For Futures Transaction History (USER_DATA)**
+    | *Get download ID transaction history.*
+    | *Request Limitation is 5 times per month, shared by front end download page and rest api*
+    | *The time between startTime and endTime can not be longer than 1 year*
+
+    :API endpoint: ``GET /dapi/v1/income/asyn``
+    :API doc: https://developers.binance.com/docs/derivatives/coin-margined-futures/account/Get-Download-Id-For-Futures-Transaction-History
+
+    :parameter startTime: int
+    :parameter endTime: int
+    :parameter recvWindow: optional int
+    |
+    """
+
+    check_required_parameter(startTime, "startTime")
+    check_required_parameter(endTime, "endTime")
+    url_path = "/dapi/v1/income/asyn"
+    params = {"startTime": startTime, "endTime": endTime, **kwargs}
+
+    return self.sign_request("GET", url_path, params)
+
+
 def leverage_brackets(self, symbol: str = None, pair: str = None, **kwargs):
     """
     |

binance/cm_futures/market.py

@@ -352,6 +352,23 @@ def book_ticker(self, symbol: str = None, pair: str = None):
     return self.query("/dapi/v1/ticker/bookTicker", params)
 
 
+def query_index_price_constituents(self, symbol: str):
+    """
+    |
+    | **Query Index Price Constituents**
+
+    :API endpoint: ``GET /dapi/v1/constituents``
+    :API doc: https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/Index-Constituents
+
+    :parameter symbol: string; symbol underlying e.g BTCUSD
+    |
+    """
+
+    check_required_parameter(symbol, "symbol")
+    params = {"symbol": symbol}
+    return self.query("/dapi/v1/constituents", params)
+
+
 def open_interest(self, symbol: str):
     """
     |

binance/cm_futures/portfolio_margin.py

@@ -21,9 +21,11 @@ def __init__(self, key=None, secret=None, **kwargs):
     from binance.um_futures.market import mark_price_klines
     from binance.um_futures.market import mark_price
     from binance.um_futures.market import funding_rate
+    from binance.um_futures.market import funding_info
     from binance.um_futures.market import ticker_24hr_price_change
     from binance.um_futures.market import ticker_price
     from binance.um_futures.market import book_ticker
+    from binance.um_futures.market import quarterly_contract_settlement_price
     from binance.um_futures.market import open_interest
     from binance.um_futures.market import open_interest_hist
     from binance.um_futures.market import top_long_short_position_ratio
@@ -33,6 +35,7 @@ def __init__(self, key=None, secret=None, **kwargs):
     from binance.um_futures.market import blvt_kline
     from binance.um_futures.market import index_info
     from binance.um_futures.market import asset_Index
+    from binance.um_futures.market import index_price_constituents
 
     # ACCOUNT(including orders and trades)
     from binance.um_futures.account import change_position_mode
@@ -65,8 +68,23 @@ def __init__(self, key=None, secret=None, **kwargs):
     from binance.um_futures.account import force_orders
     from binance.um_futures.account import api_trading_status
     from binance.um_futures.account import commission_rate
+    from binance.um_futures.account import futures_account_configuration
+    from binance.um_futures.account import symbol_configuration
+    from binance.um_futures.account import query_user_rate_limit
     from binance.um_futures.account import download_transactions_asyn
     from binance.um_futures.account import aysnc_download_info
+    from binance.um_futures.account import download_order_asyn
+    from binance.um_futures.account import async_download_order_id
+    from binance.um_futures.account import download_trade_asyn
+    from binance.um_futures.account import async_download_trade_id
+    from binance.um_futures.account import toggle_bnb_burn
+    from binance.um_futures.account import get_bnb_burn
+
+    # CONVERT
+    from binance.um_futures.convert import list_all_convert_pairs
+    from binance.um_futures.convert import send_quote_request
+    from binance.um_futures.convert import accept_offered_quote
+    from binance.um_futures.convert import order_status
 
     # STREAMS
     from binance.um_futures.data_stream import new_listen_key