如何通过Binance API获取与仪表盘一致的期货仓位历史数据

Your existing calls don't target the right endpoint:

• futures_account_trades() returns individual trade records, not aggregated position history.
• futures_position_information() only retrieves currently active positions.

The correct method to get historical closed positions (matching the Binance dashboard's "Position History" tab) is futures_position_history() (for USDT-margined futures) or futures_coin_position_history() (for COIN-margined futures).

Implementation Steps #

1. Basic Fetch with Python-Binance #

Use this method to pull historical position data, then export it to a spreadsheet-friendly format like CSV/Excel.

from binance.client import Client
import pandas as pd

# Initialize client (replace with your API keys)
client = Client(api_key="YOUR_API_KEY", api_secret="YOUR_API_SECRET")

# Fetch position history (customize parameters as needed)
position_data = client.futures_position_history(
    symbol="BTCUSDT",  # Optional: filter by specific pair
    startTime=1690000000000,  # Optional: start timestamp (ms)
    limit=1000  # Max results per request (1000 is the cap)
)

# Convert to DataFrame and export to CSV
df = pd.DataFrame(position_data)
df.to_csv("binance_futures_position_history.csv", index=False)

# For Excel export:
# df.to_excel("binance_futures_position_history.xlsx", index=False)

2. Handle Pagination #

Since each request can return a maximum of 1000 records, use pagination to fetch all historical data:

all_positions = []
start_time = 1690000000000  # Starting timestamp (adjust to your needs)
batch_limit = 1000

while True:
    batch = client.futures_position_history(
        startTime=start_time,
        limit=batch_limit
    )
    if not batch:
        break
    all_positions.extend(batch)
    # Update start time to the next millisecond after the last record's update time
    start_time = int(batch[-1]["updateTime"]) + 1

# Export full dataset
pd.DataFrame(all_positions).to_csv("full_position_history.csv", index=False)

3. Key Data Fields (Matching Dashboard) #

The returned data includes fields you'll see in the Binance dashboard:

• symbol: Trading pair (e.g., BTCUSDT)
• positionAmt: Total position size
• entryPrice: Average entry price
• markPrice: Mark price when the position was closed
• realizedProfit: Total realized profit/loss from the position
• updateTime: Timestamp (ms) when the position was closed/updated
• type: Position direction (LONG/SHORT)

Important Notes #

• Ensure your API key has Futures trading permission enabled in Binance's API settings.
• Respect Binance's API rate limits to avoid temporary bans.
• For COIN-margined futures, replace futures_position_history() with futures_coin_position_history().

内容的提问来源于stack exchange，提问作者Jože Strožer