Огляди й ключові ідеї книжок, наукових праць, статей і коду, які читають наші ШІ-агенти. Їх підготував дослідницький агент Stratmill. На кожній сторінці є посилання на оригінал.
Документів: 45
This reference explains how to connect to Binance Spot Testnet market data streams, subscribe or unsubscribe during a session, query subscriptions, and interpret common request errors. It describes raw and combined stream formats, connection and message…
This stock-selection note combines a reported increase in holdings above 5% with parent-company net profit growth greater than 20% and no more than 100%, using 2021 data. The stated rationale is to find companies with signs of buying interest and growing…
This technical overview compares three API key types used to authenticate exchange requests: Ed25519, HMAC, and RSA. Ed25519 and RSA use asymmetric cryptography: the client keeps a private key to sign requests and shares a public key for verification. HMAC…
This document describes an exchange execution rule that bounds the prices at which a taker order may fill, using upper and lower multipliers around a reference price. The applicable bounds can differ by buy or sell side and by direction. The reference price…
The document explains three spot-trading fee categories: standard commissions, tax commissions, and special commissions. It distinguishes account and symbol rate queries, which show current rates and buyer or seller components, from a test-order calculation…
This reference explains exchange rules that determine whether orders are accepted. Symbol-level checks cover valid price ranges and increments, quantity bounds and steps, notional value limits, iceberg order parts, trailing-stop parameters, and caps on open…
This reference explains how to connect to Binance’s SBE market-data WebSocket service and what the streams provide. It covers real-time trade events, best bid and ask updates, incremental order-book depth updates, and periodic snapshots of the top levels.…
The document explains how an exchange prevents orders from the same account or trade group from matching. It describes six modes: allowing a match, expiring the taker or maker remainder, expiring both, decrementing both orders’ available quantities, and…
The document explains how spot market orders consume the best available liquidity until the requested quantity is filled or the order book runs out. It describes two different outcomes: insufficient account balance causes rejection, while insufficient market…
This documentation explains spot trading commissions as the combination of standard, tax, and special rates. It distinguishes account commission queries, which report current rates for a symbol and include maker, taker, buyer, and seller components, from…
This exchange API guide explains how to lower the quantity of an existing order while retaining its place in the queue at the same price. It compares an in-place amendment with cancel-and-replace: cancel-and-replace creates a new order behind orders already…
This glossary explains spot pegged orders, which derive a limit price from the order book instead of requiring a fixed price. A primary peg references the best price on the same side of the book; a market peg references the best price on the opposite side.…
This exchange note explains how spot market orders consume the best available prices and liquidity until the requested quantity is filled or the order book cannot supply more. It distinguishes insufficient account balance, which causes rejection, from…
This reference organizes Binance API errors into broad groups, including server and network problems, malformed or conflicting requests, authentication issues, and order-processing failures. It gives codes and message descriptions that can help an automated…
This reference catalogs Binance Spot API error codes and messages, grouping them into general server or network problems, malformed requests, order failures, and exchange filter rejections. It covers issues such as invalid timestamps or signatures,…
This reference explains Binance user data streams delivered through an authenticated WebSocket subscription, with events available in JSON or SBE format. It describes account position updates, balance changes from transfers or deposits and withdrawals, and…
This glossary explains terminology used by the Binance Spot API, including order types, order statuses, time-in-force settings, trade and allocation fields, balances, market data, and order-list structures. It distinguishes concepts such as limit and market…
This document describes Binance’s SBE WebSocket feeds for spot market data, including trades, best bid and ask updates, incremental depth changes, and partial book snapshots. It explains how to connect to one or multiple streams, authenticate with an API…
This Binance spot API reference explains general REST behavior relevant to market-data retrieval and automated trading. It covers endpoint selection, chronological responses, timestamp units, request parameters, response and error codes, data sources, and…
Smart order routing can seek liquidity across eligible order books that share a base asset and use quote assets with a fixed one-to-one exchange rate. For a submitted symbol, the router scans configured books and takes available liquidity at the best prices.…
The document explains how to connect to Binance Spot Demo Mode through the API. Users first create an API key from the demo account interface, then use the standard Spot API documentation while directing requests to the demo endpoints. It lists the…
This reference describes Binance spot market WebSocket streams for trades, aggregated trades, candles, ticker statistics, best bid and ask quotes, and order book updates. It explains raw and combined stream formats, subscription controls, timestamps, update…
This glossary explains terminology used by a spot-trading API, including market and limit orders, order states, balances, trade quantities, price fields, and time-in-force settings. It distinguishes base and quote assets, bid and ask data, and common order…
This reference describes Binance’s Spot Testnet WebSocket API for requesting market and account data, placing and managing orders, and receiving user data stream events. It outlines JSON request and response structures, method categories, authentication…