Streaming Binance Trade Fills to WeChat with WebSockets

Summary

This example demonstrates a lightweight account event stream: it requests a Binance user data listen key, opens a WebSocket connection for that stream, and renews the key every 30 minutes. It filters incoming account events for trade execution reports and logs the side, symbol, filled quantity, and execution price, providing the core data needed to forward fills to a messaging service such as WeChat.

The document is primarily an implementation exercise rather than a trading method or performance analysis. It shows the event types and fields to watch, but does not include the WeChat delivery step, reconnection or error handling, or any evidence about reliability or trading outcomes. The approach also depends on authenticated account access and on maintaining the listen key and stream connection correctly.

Key ideas

• A Binance user data stream can deliver account execution events over WebSockets.
• The listen key must be kept alive periodically for the stream to remain usable.
• Trade execution reports can be filtered to identify completed fills and their basic details.
• The example does not implement the actual WeChat notification or robust connection recovery.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.