Binance C++ Client

Small C++20 Binance client with Spot, USD-M futures, COIN-M futures, and Options REST coverage in the same practical shape as bybit-cpp-client: reusable HTTP transport, HMAC signing, raw JSON responses, thin typed route helpers, and pass-through methods for unwrapped endpoints.

C++ Exchange Client Suite

This repository is part of a small C++ crypto exchange client suite:

• binance-cpp-client for Binance Spot, USD-M futures, COIN-M futures, and Options REST plus Spot public market WebSocket helpers.
• bybit-cpp-client for Bybit Open API V5 REST, optional WebSockets, and SBE helpers.

Both clients favor reusable transports, OpenSSL signing, raw upstream JSON, and thin route wrappers so trading systems can share the same integration style across exchanges without inheriting hidden strategy logic.

Scope

• Spot REST base URL: https://api.binance.com
• Spot testnet base URL: https://testnet.binance.vision
• USD-M futures REST base URL: https://fapi.binance.com
• USD-M futures testnet base URL: https://demo-fapi.binance.com
• COIN-M futures REST base URL: https://dapi.binance.com
• COIN-M futures testnet base URL: https://testnet.binancefuture.com
• Options REST base URL: https://eapi.binance.com
• Options testnet base URL: https://testnet.binancefuture.com
• Spot public market endpoints: ping, time, exchange info, depth, trades, aggregate trades, historical trades, klines, average price, reference price, execution rules, ticker families, and book ticker.
• Spot signed account/trading endpoints: account info, order lookup, open orders, all orders, account trades, commissions, order lists, allocations, STP prevented matches, amendments, rate-limit usage, order placement, test order, cancellation, cancel-replace, amend-keep-priority, order-list placement, and SOR placement.
• Futures public market endpoints: exchange info, depth, trades, aggregate trades, klines, continuous/index/mark/premium index klines, mark price, funding rates, funding info, tickers, open interest, constituents, basis, long/short ratios, and taker buy/sell volume.
• Futures signed account/trading endpoints: account info, balance, position mode, position risk, income history, leverage brackets, commission rate, order placement, USD-M test order, order lookup, open/all orders, batch orders, modification, cancellation, position margin, leverage/margin-type changes, ADL quantile, force orders, and countdown cancel-all.
• Options public market endpoints: exchange info, exercise history, index price, klines, open interest, mark price, depth, trades, block trades, and ticker.
• Options signed account/trading endpoints: margin account, funding flow, order placement, lookup, history, cancellation, batch orders, open orders, positions, trades, commission, exercise records, market-maker protection, and block-trade flows.
• Public market WebSocket stream URL/topic helpers, with an optional live ixwebsocket implementation for Spot streams.
• Generic request_public, request_api_key, and request_signed helpers for routes that are not yet typed.

Current Binance references checked on 2026-06-22:

• General REST API information
• Request security
• Market data endpoints
• Trading endpoints
• Account endpoints
• WebSocket streams
• USD-M Futures general information
• COIN-M Futures general information
• Options general information
• Official Python connector

The old REST listen-key user data stream endpoints are intentionally not wrapped; current docs point user data subscriptions at the WebSocket API instead.

Build

cmake -S . -B build -G Ninja
cmake --build build
ctest --test-dir build --output-on-failure

Enable the live WebSocket implementation when needed:

cmake -S . -B build-ws -G Ninja -DBINANCE_ENABLE_WEBSOCKET=ON
cmake --build build-ws

Usage

#include <iostream>
#include "binance/binance.hpp"

int main() {
  binance::RestClient client;
  std::cout << client.ticker_price("BTCUSDT") << '\n';
}

Signed test order:

binance::RestClient client(api_key, api_secret);
binance::OrderRequest order;
order.symbol = "BTCUSDT";
order.side = "BUY";
order.type = "MARKET";
order.quote_order_qty = "10";
client.test_order(order);

USD-M futures public market snapshot:

binance::FuturesClient futures(binance::FuturesMarket::UsdM);
std::cout << futures.ticker_price({{"symbol", "BTCUSDT"}}) << '\n';

Options public market data:

binance::OptionsClient options;
std::cout << options.exchange_info() << '\n';

Public combined stream URL:

auto url = binance::WebSocketClient::combined_url({
    binance::WebSocketClient::trade_stream("BTCUSDT"),
    binance::WebSocketClient::book_ticker_stream("ETHUSDT"),
});

Design Notes

• One CURL* easy handle is reused per HttpClient, guarded by a mutex.
• libcurl DNS and TLS session caches are shared across clients by default.
• TCP keepalive and TCP_NODELAY are enabled by default for lower request latency.
• Signed requests percent-encode parameters first, then compute HMAC SHA-256 over the exact query string that is sent.
• Parameters are not sorted; insertion order is preserved so callers can reason about the signed payload.
• HTTP status errors throw binance::HttpError and expose response headers, raw body, and parsed Binance code/msg when present.