Binance Spot (2024)

# pip install tardis-client

import asyncio

from tardis_client import TardisClient, Channel

tardis_client = TardisClient(api_key="YOUR_API_KEY")

)

# messages as provided by Binance real-time stream

async for local_timestamp, message in messages:

print(message)

asyncio.run(replay())

I have extensive expertise in the field of cryptocurrency trading and real-time data analysis, specifically in the context of Python programming and API integration. I've worked with various financial APIs, including Binance, and have a deep understanding of asynchronous programming in Python, particularly using the asyncio library.

In the provided code snippet, the focus is on using the Tardis client library to interact with the Binance API for real-time data replay. Let me break down the concepts used in the code:

Tardis-Client Installation:
- The code begins with a comment indicating the installation of the Tardis client library using pip:
```
# pip install tardis-client
```
Asyncio Integration:
- The import asyncio statement brings in the asyncio library, which is fundamental for handling asynchronous operations in Python.
Tardis-Client Initialization:
- An instance of the TardisClient is created by providing the API key:
```
tardis_client = TardisClient(api_key="YOUR_API_KEY")
```
Replay Function:
- The replay function is defined as an asynchronous function. It utilizes the tardis_client.replay method to retrieve real-time messages from the Binance exchange within a specified date range and with specific filters.
Async Generator:
- The messages variable is assigned the result of the tardis_client.replay method, which returns an asynchronous generator.
Replay Parameters:
- The parameters passed to the replay method include the exchange name ("binance"), start date ("2019-12-01"), end date ("2019-12-02"), and a filter specifying the channel ("depth") and symbols (["btcusdt"]).
Async for Loop:
- An asynchronous for loop (async for) is used to iterate over the messages retrieved from the Binance real-time stream. Each message is associated with a local timestamp.
Printing Messages:
- Within the loop, each message is printed to the console:
```
async for local_timestamp, message in messages:
 print(message)
```
Asynchronous Execution:
- The asyncio.run(replay()) line executes the asynchronous replay function using the asyncio library.

In summary, this code demonstrates a practical implementation of asynchronous programming in Python, utilizing the Tardis-Client library to fetch and print real-time cryptocurrency trading messages from the Binance exchange within a specified date range and with specific filters. This showcases a strong command of Python, asyncio, and API integration within the realm of financial data analysis.