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Blockchain & Trading • Project

RATU REST API

Comprehensive Market Analytics Using Binance Public REST API

Binance REST API httpx Dataclasses Multi-Timeframe Connection Pooling
2024 - 2025
Python 3.10
System Prototyping (REST API)

Overview

RATU REST API is a comprehensive market analytics tool using Binance public REST API. Part of RATUProject, it demonstrates REST API integration with dataclass-based response parsing and market analytics. No authentication required - uses only public endpoints.

The system provides comprehensive market snapshots including price data (current, 24h statistics, weighted average), order book depth analysis with bid/ask ratios, recent trade analysis with buy/sell breakdown, and multi-timeframe kline data (1h, 4h, 1d intervals).

Built for system prototyping focus, it uses httpx connection pooling for multiple API calls, dataclass-based response parsing for type safety, and saves snapshots as timestamped JSON files for analysis and comparison.

Key Achievement: Built comprehensive market analytics tool with multi-endpoint integration, dataclass-based parsing, connection pooling, and multi-timeframe analysis

Key Metrics & Results

7
API Endpoints
Multi Timeframe
Analysis
Dataclass
Parsing
Connection
Pooling

Problem Statement

Traders need comprehensive market analytics combining price data, order book depth, trade flow, and historical trends. Multiple API endpoints must be called efficiently. Response parsing needs type safety. Market snapshots should be saved for analysis.

Business Context

Market analysis requires combining multiple data sources: current price, 24h statistics, order book depth, trade flow, historical trends. Manual API calls are slow and error-prone. Type-safe parsing prevents data errors.

Technical Challenges

Solution Architecture

A snapshot-based architecture: (1) Binance REST client with connection pooling, (2) Multiple endpoint integration (ticker, depth, trades, klines), (3) Dataclass-based response parsing, (4) Market analytics combining all data sources, (5) JSON snapshot saving.

System Components

Binance REST Client

httpx-based client with connection pooling for multiple API calls. Handles 7 public endpoints: ticker/price, ticker/24hr, depth, trades, klines, avgPrice, bookTicker.

Dataclass Response Parsing

Type-safe response parsing using dataclasses. Ensures data consistency and prevents parsing errors. Structured output for all endpoints.

Market Analytics Engine

Combines price data, order book depth, trade analysis, and multi-timeframe klines. Calculates bid/ask ratios, buy/sell ratios, spread analysis.

Snapshot System

Saves comprehensive market snapshots as timestamped JSON files. Includes summary, depth analysis, trade analysis, and kline data. Enables comparison over time.

Technology Stack Rationale

Binance REST API provides comprehensive market data via public endpoints. httpx connection pooling reduces latency. Dataclasses ensure type safety. Multi-timeframe analysis provides trend context. JSON snapshots enable programmatic analysis.

Implementation Highlights

Key Features

Detailed Code Documentation

Deep dive into the technical implementation with annotated code examples

View Technical Details

Challenges & Solutions

Challenge 1

Combining multiple API endpoints efficiently

Solution

Implemented httpx connection pooling for concurrent API calls. Reuses connections across requests. Combines all endpoints in single snapshot call.

Challenge 2

Ensuring type safety in response parsing

Solution

Created dataclass models for all API responses. Ensures data consistency and prevents parsing errors. Provides structured output.

Challenge 3

Providing comprehensive market analysis

Solution

Combines price data (current, 24h stats), order book depth (bid/ask ratios), trade analysis (buy/sell breakdown), and multi-timeframe klines. Calculates derived metrics.

Challenge 4

Saving snapshots for comparison

Solution

Saves comprehensive snapshots as timestamped JSON files. Includes all market data and derived metrics. Enables programmatic comparison over time.

Results & Impact

Built comprehensive market analytics tool using 7 Binance public endpoints. Dataclass-based parsing ensures type safety. Connection pooling optimizes performance. Multi-timeframe analysis provides trend context. JSON snapshots enable comparison.

Production Performance

  • Integrates 7 Binance public API endpoints
  • Type-safe dataclass response parsing
  • Connection pooling reduces API latency
  • Multi-timeframe kline analysis (1h, 4h, 1d)
  • Comprehensive market snapshot in single call

Lessons Learned

What Worked Well

What I'd Do Differently

Future Enhancements

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