UNICORN DepthCache Cluster for Binance (UBDCC)

A highly scalable Kubernetes application from LUCIT to manage multiple and redundant UNICORN Binance Local Depth Cache Instances on a Kubernetes Cluster for high-frequency access to Binance’s DepthCache data (order books).

The cluster can be accessed from any programming language via a REST API, allowing Asks and Bids to be retrieved in JSON format.

Get help!

If you like the project, please it on GitHub!

Get a UNICORN DepthCache Cluster for Binance License

Licenses will only be publicly available in the store in a few days. If you are interested in a free trial license, please contact us via the chat!

To run the UNICORN DepthCache Cluster for Binance you need a valid license!

What is UBDCC?

The main idea is to deploy the UBDCC on a Kubernetes cluster with, for example, 4 rented servers. After transferring a valid license, you can create and manage DepthCaches within the cluster environment instead of on local servers and access them from multiple clients.

For example, when you configure the system to create 200 DepthCaches with a desired_quantity of 2, UBDCC will deploy 2 DepthCaches for each symbol/market. These DepthCaches are evenly distributed across the nodes of the cluster and can download order book snapshots from the Binance Rest API using their own public IP addresses. On the first run, each server starts 50 DepthCaches, synchronizing the full set of 200 as quickly as possible. Afterward, replicas are initiated, with each node handling 100 DepthCaches.

Key Features

• Asynchronous Operation: The entire cluster code is built to run asynchronously.

• Load Balancing & Failover: All requests for data (Asks/Bids) are handled via a load balancer with built-in failover, ensuring high availability and quick response times.

  • Local requests for Asks/Bids: ~0.01 seconds

  • Requests via the Internet: ~0.06 seconds

• Flexible Data Retrieval: You can trim the amount of transferred data at the cluster level, either by limiting to a specific amount of top Asks/Bids or by setting a threshold.

• HTTP Access: DepthCache values can be retrieved through HTTP using both synchronous and asynchronous methods provided by UBLDC.

• Top Performance: The entire code base is deployed in the Kubernetes cluster as a compiled C-Extension!

• Supported Architectures: CPython 3.12 on 64-bit (x86_64) and 32-bit (i686): musllinux (based on musl libc 1.1+), manylinux (based on glibc 2.5+ and 2.17+) compatible with manylinux1 and manylinux2014

• Manages Binance Weight Costs: If the weight costs become too high, the cluster throttles the initialization.

• Supported Exchanges:

Exchange	Exchange string
Binance	binance.com
Binance Testnet	binance.com-testnet
Binance USD-M Futures	binance.com-futures
Binance USD-M Futures Testnet	binance.com-futures-testnet
Binance US	binance.us

Current State

The first MVP is stable and offers the most critical features for efficient DepthCache management. Future improvements might include switching to websockets instead of REST queries, or implementing simultaneous queries for both Asks and Bids. Vote here for new features!

For more information, check out the GitHub Repository and the Docs.

Watch a Demo Video

Installation

• Get a Kubernetes cluster with powerful CPUs from a provider of your choice and connect kubectl

• Install dependencies

kubectl apply -f https://github.com/kubernetes-sigs/metrics-server/releases/latest/download/components.yaml

Helm Chart

• Install Helm

• Prepare helm

helm repo add lucit-ubdcc https://unicorn-depthcache-cluster-for-binance.docs.lucit.tech/helm
helm repo update

• Install the UNICORN DepthCache Cluster for Binance

helm install lucit-ubdcc lucit-ubdcc/lucit-ubdcc

• Get the “LoadBalancer Ingress” IP, the default Port is TCP 80!

kubectl describe services lucit-ubdcc-restapi

Choose an explizit version

• Find a version to choose

helm search repo lucit-ubdcc

• Then

helm install lucit-ubdcc lucit-ubdcc/lucit-ubdcc --version 0.1.4

Choose a namespace

helm install lucit-ubdcc lucit-ubdcc/lucit-ubdcc --namespace lucit-ubdcc

Choose an alternate public port

helm install lucit-ubdcc lucit-ubdcc/lucit-ubdcc --set publicPort.restapi=8080

Kubernetes Deployment

• Download the deployment files

• Apply the deployment files with kubectl

kubectl apply -f ./setup/01_namespace_lucit-ubdcc.yaml
kubectl apply -f ./setup/02_role_lucit-ubdcc.yaml
kubectl apply -f ./setup/03_rolebinding_lucit-ubdcc.yaml
kubectl apply -f ./lucit-ubdcc-dcn.yaml  
kubectl apply -f ./lucit-ubdcc-mgmt.yaml
kubectl apply -f ./lucit-ubdcc-mgmt_service.yaml
kubectl apply -f ./lucit-ubdcc-restapi.yaml
kubectl apply -f ./lucit-ubdcc-restapi_service.yaml

• Get the “LoadBalancer Ingress” IP, the default Port is TCP 80:

kubectl describe services lucit-ubdcc-restapi

Security

In any case, you should set the firewall in the web interface of the Kubernetes provider so that only your systems have access to UBDCC.

If you want to do this, you can add HTTPS to the LoadBalancer with most providers.

Uninstallation

kubectl delete -f https://github.com/kubernetes-sigs/metrics-server/releases/latest/download/components.yaml

Helm Chart

helm uninstall lucit-ubdcc

Kubernetes Deployment

• Delete the deployment with kubectl

kubectl delete -f ./setup/01_namespace_lucit-ubdcc.yaml
kubectl delete -f ./setup/02_role_lucit-ubdcc.yaml
kubectl delete -f ./setup/03_rolebinding_lucit-ubdcc.yaml
kubectl delete -f ./lucit-ubdcc-dcn.yaml  
kubectl delete -f ./lucit-ubdcc-mgmt.yaml
kubectl delete -f ./lucit-ubdcc-mgmt_service.yaml
kubectl delete -f ./lucit-ubdcc-restapi.yaml
kubectl delete -f ./lucit-ubdcc-restapi_service.yaml

Accessing the DepthCaches

The UNICORN DepthCache Cluster for Binance is accessed with the Python module UNICORN Binance Local Depth Cache.

Just try this examples!

How to report Bugs or suggest Improvements?

List of planned features - click if you need one of them or suggest a new feature!

Before you report a bug, try the latest release. If the issue still exists, provide the error trace, OS and Python version and explain how to reproduce the error. A demo script is appreciated.

If you don’t find an issue related to your topic, please open a new issue!

Report a security bug!

Contributing

UNICORN DepthCache Cluster for Binance is an open source project which welcomes contributions which can be anything from simple documentation fixes and reporting dead links to new features. To contribute follow this guide.

Contributors

We open source!

Disclaimer

This project is for informational purposes only. You should not construe this information or any other material as legal, tax, investment, financial or other advice. Nothing contained herein constitutes a solicitation, recommendation, endorsement or offer by us or any third party provider to buy or sell any securities or other financial instruments in this or any other jurisdiction in which such solicitation or offer would be unlawful under the securities laws of such jurisdiction.

If you intend to use real money, use it at your own risk!

Under no circumstances will we be responsible or liable for any claims, damages, losses, expenses, costs or liabilities of any kind, including but not limited to direct or indirect damages for loss of profits.

Commercial Support

Do you need a developer, operator or consultant? Contact us for a non-binding initial consultation!