How quantconnect/lean.brokerages.binance works
This repository is a LEAN brokerage plugin for Binance and Binance US. Its main workflow connects a LEAN deployment to an exchange-specific brokerage, routes orders and account/history requests through REST clients, and streams market and account events over WebSockets. The README also documents spot, margin, and futures trading. Source excerpts are limited, so several wiring details are omitted rather than inferred; the exchange-specific variants are represented by their explicit client and brokerage paths.
Main entry points: BinanceWebSocketWrapper.cs WebSocket wrapper · BinanceBaseRestApiClient.cs Base REST client · BinanceFuturesRestApiClient.cs Futures REST client · BinanceBrokerage.cs Spot brokerage
Components 20
Brokerage adapters
- Spot brokerage
QuantConnect.BinanceBrokerage/BinanceBrokerage.cs - US brokerage
QuantConnect.BinanceBrokerage/BinanceUSBrokerage.cs - Futures brokerage
QuantConnect.BinanceBrokerage/BinanceFuturesBrokerage.cs - Coin futures brokerage
QuantConnect.BinanceBrokerage/BinanceCoinFuturesBrokerage.cs - Spot factory
QuantConnect.BinanceBrokerage/BinanceBrokerageFactory.cs - US factory
QuantConnect.BinanceBrokerage/BinanceUSBrokerageFactory.cs - Futures factory
QuantConnect.BinanceBrokerage/BinanceFuturesBrokerageFactory.cs - Coin futures factory
QuantConnect.BinanceBrokerage/BinanceCoinFuturesBrokerageFactory.cs
REST clients
- Base REST client
QuantConnect.BinanceBrokerage/BinanceBaseRestApiClient.cs - Spot REST client
QuantConnect.BinanceBrokerage/BinanceSpotRestApiClient.cs - Cross-margin REST
QuantConnect.BinanceBrokerage/BinanceCrossMarginRestApiClient.cs - Futures REST client
QuantConnect.BinanceBrokerage/BinanceFuturesRestApiClient.cs - Coin futures REST
QuantConnect.BinanceBrokerage/BinanceCoinFuturesRestApiClient.cs
Streaming and events
- WebSocket wrapper
QuantConnect.BinanceBrokerage/BinanceWebSocketWrapper.cs - Execution messages
QuantConnect.BinanceBrokerage/Messages/Execution.cs
Exchange conversion
- Account converters
QuantConnect.BinanceBrokerage/Converters/SpotAccountConverter.cs - Margin converter
QuantConnect.BinanceBrokerage/Converters/MarginAccountConverter.cs - Futures converter
QuantConnect.BinanceBrokerage/Converters/FuturesAccountConverter.cs
Other components
- LEAN deployment
- Binance exchange
Connections 26
- LEAN deployment → Spot factory: requests brokerage
- LEAN deployment → US factory: requests brokerage
- LEAN deployment → Futures factory: requests brokerage
- LEAN deployment → Coin futures factory: requests brokerage
- Spot factory → Spot brokerage: creates
- US factory → US brokerage: creates
- Futures factory → Futures brokerage: creates
- Coin futures factory → Coin futures brokerage: creates
- Spot brokerage → Base REST client: routes requests
- US brokerage → Base REST client: routes requests
- Futures brokerage → Futures REST client: routes requests
- Coin futures brokerage → Coin futures REST: routes requests
- Spot REST client → Base REST client: extends
- Cross-margin REST → Base REST client: extends
- Futures REST client → Base REST client: extends
- Coin futures REST → Futures REST client: extends
- Base REST client → Binance exchange: sends REST requests
- Spot brokerage → WebSocket wrapper: streams events
- US brokerage → WebSocket wrapper: streams events
- Futures brokerage → WebSocket wrapper: streams events
- Coin futures brokerage → WebSocket wrapper: streams events
- WebSocket wrapper → Binance exchange: connects
- WebSocket wrapper → Execution messages: receives updates
- Spot REST client → Account converters: converts account
- Cross-margin REST → Margin converter: converts account
- Futures REST client → Futures converter: converts account