Binance fixture sources

This file maps Binance parser surfaces to their primary docs sources.

Use the docs examples first. Fall back to live capture for SBE wire payloads and for cases where a docs example is missing or stale.

Spot HTTP

Surface	Parser functions	Primary source
Market data REST	decode_ping, decode_server_time, decode_depth, decode_trades, decode_klines, decode_exchange_info	Spot REST market data docs
Account REST	decode_account, decode_account_trades, decode_orders	Spot REST account docs
Trading REST	decode_new_order_full, decode_cancel_order, decode_order, decode_cancel_open_orders	Spot REST trading docs

Spot WebSocket

Surface	Parser functions	Primary source
User data stream	parse_spot_exec_report_to_order_status, parse_spot_exec_report_to_fill, parse_spot_account_position	Spot user data stream docs
WS API trading	Spot WebSocket API request and response parsing around trading flows.	Spot WebSocket API trading docs

Spot SBE

Surface	Parser functions	Primary source
HTTP SBE responses	Spot decode_* functions in src/spot/http/parse.rs.	Spot REST docs above for semantic examples, then live SBE capture for raw payloads.
Market data stream SBE	decode_market_data, parse_trades_event, parse_bbo_event, parse_depth_snapshot, parse_depth_diff	Spot SBE market data docs
SBE schema and payload interpretation	Shared SBE decoding and fixture derivation work.	Spot SBE FAQ

Futures

Surface	Parser functions	Primary source
Futures HTTP	HTTP model and response fixtures under src/futures/http.	Official Binance Futures REST docs for each endpoint we cover.
Market data streams	parse_agg_trade, parse_trade, parse_book_ticker, parse_depth_update, parse_mark_price, parse_kline, extract_symbol, extract_event_type	USD-M Futures market stream docs for aggregate trade, book ticker, diff depth, mark price, and klines.
User data streams	parse_futures_order_update_to_order_status, parse_futures_order_update_to_fill, parse_futures_algo_update_to_order_status, parse_futures_account_update, decode_order_client_id, decode_algo_client_id	USD-M Futures user-data docs for balance and position updates, order updates, and algo order updates.

Notes

• As of March 12, 2026, Binance spot REST, user-data stream, and WS API docs publish canonical JSON examples for the major parser surfaces.
• As of March 12, 2026, Binance SBE docs publish schema and transport guidance, but not a complete set of raw binary fixture payloads.
• As of March 12, 2026, the Spot user-data docs examples are wrapped in a subscriptionId and event envelope. The WebSocket handler in this crate now accepts both wrapped docs payloads and legacy top-level event payloads.
• The low-level Spot user-data message structs still deserialize the inner event object directly, so wrapped docs fixtures should use the shared load_event_fixture helper in tests.
• For SBE coverage, the docs define the expected fields. Live capture supplies the canonical wire bytes.
• As of March 12, 2026, Binance does not appear to publish a separate USD-M individual trade stream example on the market-stream docs pages. The fixture futures/market_data_json/trade_stream.json is derived from the published aggregate trade example and should be replaced with a live sample if we capture one.
• The fixtures futures/market_data_json/kline_stream_closed.json, futures/user_data_json/order_update_trade.json, and futures/user_data_json/algo_update_new.json are narrow derived variants of a published docs example so we can test alternate parser branches that the docs do not show directly.