Release Clients 2026-06-29

README.md

@@ -44,6 +44,7 @@ Before using the SDK, ensure you have:
 - [binance-sdk-sub-account](./clients/sub_account/) - Sub Account connector (Pypi package: [`binance-sdk-sub-account`](https://pypi.org/project/binance-sdk-sub-account/))
 - [binance-sdk-vip-loan](./clients/vip_loan/) - VIP Loan connector (Pypi package: [`binance-sdk-vip-loan`](https://pypi.org/project/binance-sdk-vip-loan/))
 - [binance-sdk-wallet](./clients/wallet/) - Wallet connector (Pypi package: [`binance-sdk-wallet`](https://pypi.org/project/binance-sdk-wallet/))
+- [binance-sdk-w3w-prediction](./clients/w3w_prediction/) - W3W Prediction connector (Pypi package: [`binance-sdk-w3w-prediction`](https://pypi.org/project/binance-sdk-wallet/))
 
 ## Documentation
 

clients/derivatives_trading_coin_futures/CHANGELOG.md

@@ -1,5 +1,53 @@
 # Changelog
 
+## 6.0.0 - 2026-06-29
+
+### Changed (13)
+
+#### WebSocket Streams
+
+- Modified response for `all_book_tickers_stream()` (`!bookTicker` stream):
+  - property `st` added
+
+- Modified response for `contract_info_stream()` (`!contractInfo` stream):
+  - property `st` added
+
+- Modified response for `all_market_liquidation_order_streams()` (`!forceOrder@arr` stream):
+  - property `st` added
+
+- Modified response for `all_market_mini_tickers_stream()` (`!miniTicker@arr` stream):
+  - items: property `st` added
+  - items: item property `st` added
+
+- Modified response for `all_market_tickers_streams()` (`!ticker@arr` stream):
+  - items: property `st` added
+  - items: item property `st` added
+
+- Modified response for `aggregate_trade_streams()` (`<symbol>@aggTrade` stream):
+  - property `st` added
+
+- Modified response for `individual_symbol_book_ticker_streams()` (`<symbol>@bookTicker` stream):
+  - property `st` added
+
+- Modified response for `partial_book_depth_streams()` (`<symbol>@depth<levels>@<updateSpeed>` stream):
+  - property `st` added
+
+- Modified response for `diff_book_depth_streams()` (`<symbol>@depth@<updateSpeed>` stream):
+  - property `st` added
+
+- Modified response for `mark_price_stream()` (`<symbol>@markPrice@<updateSpeed>` stream):
+  - property `st` added
+
+- Modified response for `individual_symbol_mini_ticker_stream()` (`<symbol>@miniTicker` stream):
+  - property `st` added
+
+- Modified response for `individual_symbol_ticker_streams()` (`<symbol>@ticker` stream):
+  - property `st` added
+
+- Modified response for `mark_price_of_all_symbols_of_a_pair()` (`<pair>@markPrice@<updateSpeed>` stream):
+  - items: property `st` added
+  - items: item property `st` added
+
 ## 5.7.0 - 2026-06-09
 
 ### Changed (2)

clients/derivatives_trading_coin_futures/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "binance-sdk-derivatives-trading-coin-futures"
-version = "5.7.0"
+version = "6.0.0"
 description = "Official Binance Derivatives Trading Coin Futures SDK - A lightweight library that provides a convenient interface to Binance's DerivativesTradingCoinFutures REST API, WebSocket API and WebSocket Streams."
 authors = ["Binance"]
 license = "MIT"

clients/derivatives_trading_coin_futures/src/binance_sdk_derivatives_trading_coin_futures/rest_api/api/account_api.py

@@ -180,10 +180,11 @@ def get_download_id_for_futures_order_history(
 
                 Get Download Id For Futures Order History
 
-        * Request Limitation is 10 times per month, shared by front end download page and rest api
+        * Request Limitation is 8 times per month, shared by front end download page and rest api
+        * This endpoint uses the IP rate limit bucket and costs 1000 weight per call. The maximum is 2 calls per minute; the 3rd call within the same minute will trigger a ban.
         * The time between `startTime` and `endTime` can not be longer than 1 year
 
-        Weight: 5
+        Weight: 1000
 
                 Args:
                     start_time (Union[int, None]): Timestamp in ms
@@ -241,10 +242,11 @@ def get_download_id_for_futures_trade_history(
 
                 Get download id for futures trade history
 
-        * Request Limitation is 5 times per month, shared by front end download page and rest api
+        * Request Limitation is 8 times per month, shared by front end download page and rest api
+        * This endpoint uses the IP rate limit bucket and costs 1000 weight per call. The maximum is 2 calls per minute; the 3rd call within the same minute will trigger a ban.
         * The time between `startTime` and `endTime` can not be longer than 1 year
 
-        Weight: 5
+        Weight: 1000
 
                 Args:
                     start_time (Union[int, None]): Timestamp in ms
@@ -302,10 +304,11 @@ def get_download_id_for_futures_transaction_history(
 
                 Get download id for futures transaction history
 
-        * Request Limitation is 5 times per month, shared by front end download page and rest api
+        * Request Limitation is 8 times per month, shared by front end download page and rest api
+        * This endpoint uses the IP rate limit bucket and costs 1000 weight per call. The maximum is 2 calls per minute; the 3rd call within the same minute will trigger a ban.
         * The time between `startTime` and `endTime` can not be longer than 1 year
 
-        Weight: 5
+        Weight: 1000
 
                 Args:
                     start_time (Union[int, None]): Timestamp in ms
@@ -362,7 +365,7 @@ def get_futures_order_history_download_link_by_id(
 
                 Get futures order history download link by Id
 
-        * Download link expiration: 24h
+        * Download link expiration: 7 days
 
         Weight: 5
 
@@ -412,7 +415,7 @@ def get_futures_trade_download_link_by_id(
 
                 Get futures trade download link by Id
 
-        * Download link expiration: 24h
+        * Download link expiration: 7 days
 
         Weight: 5
 
@@ -462,7 +465,7 @@ def get_futures_transaction_history_download_link_by_id(
 
                 Get futures transaction history download link by Id
 
-        * Download link expiration: 24h
+        * Download link expiration: 7 days
 
         Weight: 5
 
@@ -620,7 +623,7 @@ def notional_bracket_for_symbol(
 
                 Get the symbol's notional bracket list.
 
-        Weight: 1
+        Weight: 1 (after CM migration: 1 with symbol / 2 without symbol)
 
                 Args:
                     symbol (Optional[str] = None):

clients/derivatives_trading_coin_futures/src/binance_sdk_derivatives_trading_coin_futures/rest_api/api/market_data_api.py

@@ -197,7 +197,7 @@ def compressed_aggregate_trades_list(
 
                 Get compressed, aggregate trades. Market trades that fill in 100ms with the same price and the same taking side will have the quantity aggregated.
 
-        * support querying futures trade histories that are not older than one year
+        * support querying futures trade histories that are not older than 24 hours
         * If both `startTime` and `endTime` are sent, time between `startTime` and `endTime` must be less than 1 hour.
         * If `fromId`, `startTime`, and `endTime` are not sent, the most recent aggregate trades will be returned.
         * Only market trades will be aggregated and returned, which means the insurance fund trades and ADL trades won't be aggregated.
@@ -269,7 +269,6 @@ def continuous_contract_kline_candlestick_data(
         * CURRENT_QUARTER
         * NEXT_QUARTER
 
-
         1000 | 10
         * The difference between `startTime` and `endTime` can only be up to 200 days
         * Between `startTime` and `endTime`, the most recent `limit` data from `endTime` will be returned:
@@ -519,7 +518,6 @@ def index_price_kline_candlestick_data(
 
                 Kline/candlestick bars for the index price of a pair. Klines are uniquely identified by their open time.
 
-
         1000 | 10
         * The difference between `startTime` and `endTime` can only be up to 200 days
         * Between `startTime` and `endTime`, the most recent `limit` data from `endTime` will be returned:
@@ -734,7 +732,6 @@ def mark_price_kline_candlestick_data(
                 Kline/candlestick bars for the mark price of a symbol.
         Klines are uniquely identified by their open time.
 
-
         1000 | 10
         * The difference between `startTime` and `endTime` can only be up to 200 days
         * Between `startTime` and `endTime`, the most recent `limit` data from `endTime` will be returned:
@@ -808,6 +805,7 @@ def old_trades_lookup(
                 Get older market historical trades.
 
         * Market trades means trades filled in the order book. Only market trades will be returned, which means the insurance fund trades and ADL trades won't be returned.
+        * Only supports data from within the last one month
 
         Weight: 20
 

clients/derivatives_trading_coin_futures/src/binance_sdk_derivatives_trading_coin_futures/rest_api/api/trade_api.py

@@ -101,7 +101,7 @@ def account_trade_list(
         * If startTime and endTime are both not sent, then the last 7 days' data will be returned.
         * The time between startTime and endTime cannot be longer than 7 days.
 
-        Weight: 20 with symbol，40 with pair
+        Weight: 20 with symbol，40 with pair (after CM migration: 5 flat)
 
                 Args:
                     symbol (Optional[str] = None):
@@ -174,7 +174,7 @@ def all_orders(
         * If orderId is set, it will get orders >= that orderId. Otherwise most recent orders are returned.
         * The query time period must be less then 7 days( default as the recent 7 days).
 
-        Weight: 20 with symbol, 40 with pair
+        Weight: 20 with symbol, 40 with pair (after CM migration: 5 flat)
 
                 Args:
                     symbol (Optional[str] = None):
@@ -399,7 +399,6 @@ def cancel_order(
 
                 Cancel an active order.
 
-
         * Either `orderId` or `origClientOrderId` must be sent.
 
         Weight: 1
@@ -567,7 +566,11 @@ def change_position_mode(
                 POST /dapi/v1/positionSide/dual
                 https://developers.binance.com/docs/derivatives/coin-margined-futures/trade/rest-api/Change-Position-Mode
 
-                Change user's position mode (Hedge Mode or One-way Mode ) on ***EVERY symbol***
+                Change user's position mode (Hedge Mode or One-way Mode ) on ***EVERY symbol***.
+
+        **After CM migration**, UM and CM share the **same** `dualSidePosition` setting. Calling this endpoint flips both UM and CM at once. If either side has any open order or open position, the change is rejected:
+        - `-4067` (open orders exist)
+        - `-4068` (open position exists)
 
         Weight: 1
 
@@ -802,7 +805,7 @@ def modify_isolated_position_margin(
                 Args:
                     symbol (Union[str, None]):
                     amount (Union[float, None]):
-                    type (Union[ModifyIsolatedPositionMarginTypeEnum, None]):
+                    type (Union[ModifyIsolatedPositionMarginTypeEnum, None]): **After CM migration, stop-type values (`STOP`, `STOP_MARKET`, `TAKE_PROFIT`, `TAKE_PROFIT_MARKET`, `TRAILING_STOP_MARKET`) are no longer accepted by this endpoint and will return `-4120`. Use the new `/dapi/v1/algoOrder` endpoint instead.**
                     position_side (Optional[ModifyIsolatedPositionMarginPositionSideEnum] = None): Default `BOTH` for One-way Mode ; `LONG` or `SHORT` for Hedge Mode. It must be sent with Hedge Mode.
                     recv_window (Optional[int] = None):
 
@@ -921,7 +924,7 @@ def modify_order(
                 Order modify function, currently only LIMIT order modification is supported, modified orders will be reordered in the match queue
 
         * Either `orderId` or `origClientOrderId` must be sent, and the `orderId` will prevail if both are sent.
-        * Either `quantity` or `price` must be sent.
+        * Either `quantity` or `price` must be sent. *(After CM migration, both `quantity` and `price` are required.)*
         * When the new `quantity` or `price` doesn't satisfy PRICE_FILTER / PERCENT_FILTER / LOT_SIZE, amendment will be rejected and the order will stay as it is.
         * However the order will be cancelled by the amendment in the following situations:
         * when the order is in partially filled status and the new `quantity` <= `executedQty`
@@ -1013,7 +1016,6 @@ def new_order(
 
                 Send in a new order.
 
-
         * Order with type `STOP`,  parameter `timeInForce` can be sent ( default `GTC`).
         * Order with type `TAKE_PROFIT`,  parameter `timeInForce` can be sent ( default `GTC`).
         * Condition orders will be triggered when:
@@ -1056,7 +1058,7 @@ def new_order(
                 Args:
                     symbol (Union[str, None]):
                     side (Union[NewOrderSideEnum, None]): `SELL`, `BUY`
-                    type (Union[NewOrderTypeEnum, None]):
+                    type (Union[NewOrderTypeEnum, None]): **After CM migration, stop-type values (`STOP`, `STOP_MARKET`, `TAKE_PROFIT`, `TAKE_PROFIT_MARKET`, `TRAILING_STOP_MARKET`) are no longer accepted by this endpoint and will return `-4120`. Use the new `/dapi/v1/algoOrder` endpoint instead.**
                     position_side (Optional[NewOrderPositionSideEnum] = None): Default `BOTH` for One-way Mode ; `LONG` or `SHORT` for Hedge Mode. It must be sent with Hedge Mode.
                     time_in_force (Optional[NewOrderTimeInForceEnum] = None):
                     quantity (Optional[float] = None): quantity measured by contract number, Cannot be sent with `closePosition`=`true`
@@ -1068,7 +1070,7 @@ def new_order(
                     activation_price (Optional[float] = None): Used with `TRAILING_STOP_MARKET` orders, default as the latest price(supporting different `workingType`)
                     callback_rate (Optional[float] = None): Used with `TRAILING_STOP_MARKET` orders, min 0.1, max 10 where 1 for 1%
                     working_type (Optional[NewOrderWorkingTypeEnum] = None): stopPrice triggered by: "MARK_PRICE", "CONTRACT_PRICE". Default "CONTRACT_PRICE"
-                    price_protect (Optional[str] = None): "TRUE" or "FALSE", default "FALSE". Used with `STOP/STOP_MARKET` or `TAKE_PROFIT/TAKE_PROFIT_MARKET` orders.
+                    price_protect (Optional[str] = None): "true" or "false", default "false". Used with `STOP/STOP_MARKET` or `TAKE_PROFIT/TAKE_PROFIT_MARKET` orders.
                     new_order_resp_type (Optional[NewOrderNewOrderRespTypeEnum] = None): "ACK", "RESULT", default "ACK"
                     price_match (Optional[NewOrderPriceMatchEnum] = None): only avaliable for `LIMIT`/`STOP`/`TAKE_PROFIT` order; can be set to `OPPONENT`/ `OPPONENT_5`/ `OPPONENT_10`/ `OPPONENT_20`: /`QUEUE`/ `QUEUE_5`/ `QUEUE_10`/ `QUEUE_20`; Can't be passed together with `price`
                     self_trade_prevention_mode (Optional[NewOrderSelfTradePreventionModeEnum] = None): `EXPIRE_TAKER`:expire taker order when STP triggers/ `EXPIRE_MAKER`:expire taker order when STP triggers/ `EXPIRE_BOTH`:expire both orders when STP triggers; default `EXPIRE_MAKER`
@@ -1424,9 +1426,9 @@ def users_force_orders(
                 User's Force Orders
 
         * If "autoCloseType" is not sent, orders with both of the types will be returned
-        * If "startTime" is not sent, data within 200 days before "endTime" can be queried
+        * Only support querying data in the past 90 days
 
-        Weight: 20 with symbol, 50 without symbol
+        Weight: 20 (after CM migration: 20 with symbol / 50 without symbol)
 
                 Args:
                     symbol (Optional[str] = None):

clients/derivatives_trading_coin_futures/src/binance_sdk_derivatives_trading_coin_futures/rest_api/models/__init__.py

@@ -160,9 +160,6 @@
 from .kline_candlestick_data_response import (
     KlineCandlestickDataResponse as KlineCandlestickDataResponse,
 )
-from .kline_candlestick_data_response_item import (
-    KlineCandlestickDataResponseItem as KlineCandlestickDataResponseItem,
-)
 from .long_short_ratio_response import LongShortRatioResponse as LongShortRatioResponse
 from .long_short_ratio_response_inner import (
     LongShortRatioResponseInner as LongShortRatioResponseInner,

clients/derivatives_trading_coin_futures/src/binance_sdk_derivatives_trading_coin_futures/rest_api/models/kline_candlestick_data_response.py

@@ -16,16 +16,13 @@
 import re  # noqa: F401
 import json
 
-from pydantic import ConfigDict
+from pydantic import BaseModel, ConfigDict
 from typing import Any, ClassVar, Dict
-from binance_sdk_derivatives_trading_coin_futures.rest_api.models.kline_candlestick_data_response_item import (
-    KlineCandlestickDataResponseItem,
-)
 from typing import Optional, Set, List
 from typing_extensions import Self
 
 
-class KlineCandlestickDataResponse(KlineCandlestickDataResponseItem):
+class KlineCandlestickDataResponse(BaseModel):
     """
     KlineCandlestickDataResponse
     """  # noqa: E501