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Interval update speed added for futures depth cache stream #1425

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Interval update speed added for futures depth cache stream #1425

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12 changes: 10 additions & 2 deletions binance/streams.py
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Original file line number Diff line number Diff line change
Expand Up @@ -820,7 +820,7 @@ def index_price_socket(self, symbol: str, fast: bool = True):
stream_name = '@indexPrice@1s' if fast else '@indexPrice'
return self._get_futures_socket(symbol.lower() + stream_name, futures_type=FuturesType.COIN_M)

def futures_depth_socket(self, symbol: str, depth: str = '10', futures_type=FuturesType.USD_M):
def futures_depth_socket(self, symbol: str, depth: str = '10', interval: Optional[int] = None, futures_type=FuturesType.USD_M):
"""Subscribe to a futures depth data stream

https://binance-docs.github.io/apidocs/futures/en/#partial-book-depth-streams
Expand All @@ -829,9 +829,17 @@ def futures_depth_socket(self, symbol: str, depth: str = '10', futures_type=Futu
:type symbol: str
:param depth: optional Number of depth entries to return, default 10.
:type depth: str
:param interval: optional interval for updates, default None. If not set, updates happen every second. Must be None (1s), 250 (250ms), 500 (500ms) or 100 (100ms)
:type interval: int
:param futures_type: use USD-M or COIN-M futures default USD-M
"""
return self._get_futures_socket(symbol.lower() + '@depth' + str(depth), futures_type=futures_type)
stream_name = symbol.lower() + '@depth' + str(depth)
if interval is not None:
if interval in [250, 500, 100]:
stream_name += f'@{interval}ms'
else:
raise ValueError("Websocket interval value not allowed. Allowed values are [250, 500, 100]")
return self._get_futures_socket(stream_name, futures_type=futures_type)

def symbol_mark_price_socket(self, symbol: str, fast: bool = True, futures_type: FuturesType = FuturesType.USD_M):
"""Start a websocket for a symbol's futures mark price
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