WebSocket Trading Infrastructure for OKX and Binance

Summary

This document describes a multi-symbol WebSocket template for trading on OKX and Binance. It combines public trade and order-book feeds with private account streams, maintaining local order, position, and balance state so a strategy can react while exchange updates are delayed. It also describes reconnection handling, event callbacks, bulk order placement, amendment and cancellation, and an event loop that waits across connections rather than polling.

The example subscribes to depth and trades, logs account and order updates, and sketches how a strategy could submit or amend orders. The template supports OKX and Binance futures and Binance spot and margin; OKX spot is stated to be unsupported. It provides trading infrastructure and an illustrative market-making use case, but no measured latency, profitability, or performance evaluation. The local state and timeout handling are implementation features, not evidence of execution quality or strategy returns.

Key ideas

• Public streams provide trade and order-book updates, while private streams supply account and order events.
• Local order state can help a strategy act when private exchange acknowledgments arrive late.
• The template supports bulk order actions, including OKX order amendments, and reconnect handling.
• Its stated market coverage includes both exchanges’ futures and Binance spot and margin, but not OKX spot.
• The document describes infrastructure and an example rather than presenting performance evidence.

Tags

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