feat: upgrade margin socket to use websocket api

[pcriadoperez]

Fix #1668

• Upgrade margin socket
• Add deprecation warnings of old endpoints

Note: awaiting key to perform testing, don't merge yet.

[pcriadoperez]

Test ran

""Test: place a tiny margin order on ETH/USDT and confirm the event arrives on the margin WebSocket.

Set environment variables:
- BINANCE_API_KEY
- BINANCE_API_SECRET
"""
import asyncio
import os

from binance.async_client import AsyncClient
from binance.ws.streams import BinanceSocketManager


async def main():
    api_key = os.getenv(
        "BINANCE_API_KEY",
        "",
    )
    api_secret = os.getenv(
        "BINANCE_API_SECRET",
        "",
    )

    client = await AsyncClient.create(api_key=api_key, api_secret=api_secret)
    bm = BinanceSocketManager(client)

    # --- 0. Show margin account balances ---
    print("Fetching margin account balances ...")
    margin_account = await client.get_margin_account()
    print(f"  Margin level: {margin_account.get('marginLevel', '?')}")
    print(f"  Total asset (BTC): {margin_account.get('totalAssetOfBtc', '?')}")
    print(f"  Total liability (BTC): {margin_account.get('totalLiabilityOfBtc', '?')}")
    for asset in margin_account.get("userAssets", []):
        free = float(asset["free"])
        locked = float(asset["locked"])
        borrowed = float(asset["borrowed"])
        if free > 0 or locked > 0 or borrowed > 0:
            print(f"  {asset['asset']:>6s}  free={asset['free']}  locked={asset['locked']}  borrowed={asset['borrowed']}")
    print()

    # --- 1. Connect margin websocket ---
    print("Connecting margin websocket ...")
    margin_ws = bm.margin_socket()
    await margin_ws.connect()
    print(f"  connected  (subscription_id={margin_ws._subscription_id})")

    # --- 2. Place a small LIMIT BUY far below market so it won't fill ---
    symbol = "ETHUSDT"
    # Ensure notional > $10.  0.007 ETH * 1500 = $10.50
    # Price well below market to avoid a fill.
    quantity = "0.007"
    price = "1500.00"

    print(f"Placing limit buy: {quantity} {symbol} @ {price} ...")
    order = await client.create_margin_order(
        symbol=symbol,
        side="BUY",
        type="LIMIT",
        timeInForce="GTC",
        quantity=quantity,
        price=price,
        sideEffectType="MARGIN_BUY",
    )
    order_id = order["orderId"]
    print(f"  order placed  (orderId={order_id})")

    # --- 3. Wait for the executionReport event on the websocket ---
    print("Waiting for margin websocket event ...")
    try:
        msg = await asyncio.wait_for(margin_ws.recv(), timeout=10)
        print(f"  received event: {msg.get('e', '?')}  status={msg.get('X', '?')}")
        print(f"  full payload:\n  {msg}")
    except asyncio.TimeoutError:
        print("  TIMEOUT: no event received within 10 s")

    # --- 4. Cancel the order ---
    print(f"Cancelling order {order_id} ...")
    await client.cancel_margin_order(symbol=symbol, orderId=order_id)
    print("  cancelled")

    # Try to catch the cancel event too
    try:
        msg = await asyncio.wait_for(margin_ws.recv(), timeout=10)
        print(f"  cancel event: {msg.get('e', '?')}  status={msg.get('X', '?')}")
    except asyncio.TimeoutError:
        print("  no cancel event received (timeout)")

    # --- 5. Clean up ---
    await margin_ws.__aexit__(None, None, None)
    await client.close_connection()
    print("Done.")


if __name__ == "__main__":
    asyncio.run(main())

Result

  Margin level: 999
  Total asset (BTC): 0.00076733
  Total liability (BTC): 0
     SOL  free=0.000832  locked=0  borrowed=0
    USDT  free=1.64539391  locked=48.57252  borrowed=0

Connecting margin websocket ...
  connected  (subscription_id=0)
Placing limit buy: 0.007 ETHUSDT @ 1500.00 ...
  order placed  (orderId=43509602069)
Waiting for margin websocket event ...
  received event: balanceUpdate  status=?
  full payload:
  {'e': 'balanceUpdate', 'E': 1770928545675, 'a': 'USDT', 'd': '8.85460609', 'T': 1770928545675}
Cancelling order 43509602069 ...
  cancelled
  cancel event: outboundAccountPosition  status=?