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Open source Python libraries for automated trading on Binance — WebSocket streams, REST API, local order books, trailing stop loss, and Kubernetes-scale depth caching. Engineering decisions, real-world findings, and lessons from production.
A step-by-step guide to running your own Binance order book service on Kubernetes — live, always-in-sync market data served to any app, in any programming language, over a simple REST API. Works on any Kubernetes provider, including Vultr, OVHcloud, Google Cloud and others.
REST, WebSocket, order books, trailing stops, and cluster-scale infrastructure — the production-grade Python stack for Binance.
A 25-hour forensic benchmark showing why Binance Spot DepthCaches need an explicit retention policy — not just correct synchronization.
How a stack of small Python pieces — UBWA, UBLDC, UBDCC, the Dashboard — turns a Binance order book from "I have data" into "I have a trusted data source", and where gRPC fits in next.
A practical quickstart for correctly synchronized, replicated Binance DepthCaches with browser management and multi-language access.
Buy an Asset and instantly create a Take Profit and Stop Loss OCO Sell Order using Python in Binance Isolated Margin
