Add support for WebSocket API (allows placing orders, canceling orders, etc. through a WebSocket connection)

[anymos]

Hi there, just saw it

it is accessible as wss://ws-api.binance.com:443/ws-api/v3 from this doc page : https://binance-docs.github.io/apidocs/websocket_api/en/#spot-testnet

My question is do you have any timeline in mind regarding the implementation for it ? just to have an idea :) thank you in advance @tiagosiebler !

[tiagosiebler]

Very cool to see commands & queries over WS on binance, was not expecting them to implement this any time soon. No specific ETA yet while this is in testnet, would love to see it mature and maybe also reach futures. If you want to take a stab at it, I'll gladly review a pull request proposing a way of doing this.

[anymos]

Hi there, I m testing it with a quick dirty fix. I am not sure I will be able to create a PR for it - to let you know

[tiagosiebler]

While it's not supported in this SDK for binance yet, I will be adding support for it soon. My gate.io SDK is actually the first one to see an implementation of a WS API and I'm likely to bring the same design over to the binance SDK (as well as my other SDKs for exchanges that have a WS API). So if you'd like to see how that can work in practice, take a look at the gate SDK. Some docs here:
https://github.com/tiagosiebler/gateio-api/blob/master/README.md#websocket-api

Also an example here where you can see a minimal implementation in action:
https://github.com/tiagosiebler/gateio-api/blob/master/examples/ws-private-spot-wsapi.ts#L88-L95

It's a great time for feedback/concerns, if you'd like to influence how the final implementation will look/work, so if this is something you will use in future please do take a look and ideally try it out.

[anymos]

Hi there, PR is not the issue my limited amount of time per day is ;)