Binance Edge Subscriber Connection

By connecting to DoubleZero I agree to the DoubleZero Terms of Use. Please note that the data is for your internal purposes only and may not be retransmitted (see Section 2(e)).

The Binance feeds deliver Binance top-of-book market data over the DoubleZero Edge network as UDP multicast. The data is ingested from Binance in Tokyo and carried over DoubleZero's dedicated fiber, so it reaches other metros sooner than the public internet delivers it. Binance is where price discovery happens for many spot pairs, so its data is a leading indicator for other markets.

There are two feeds, one per Binance matching engine:

Feed	Instruments	Quote timestamp
Binance Spot	Every trading spot pair, including fiat-quoted pairs	Gateway send time, µs precision
Binance USD-M	USDT- and USDC-quoted perpetuals. Dated futures and TradFi perpetuals are not included	Matching engine time, ms precision

The instrument set follows Binance listings: pairs and contracts are added and removed as they enter and leave trading.

Pricing

Feeds are billed per month:

Feed	Price
Binance Spot	$100 / month
Binance USD-M	$100 / month

Which path should I take?

#	Path	Best for	Effort
1	Edge Connect	Agents and apps that want a simple CLI and decoded JSON over WebSocket	Lowest
2	Native multicast	Building your own decoder against the raw wire	Highest

Before any path: purchase the feeds you need at doublezero.xyz/edge/subscribe. By purchasing, you agree to the DoubleZero Terms of Use.

1. Edge Connect (recommended)

Start here. doublezero-edge-connect is the agent-friendly path: one install command, the host joins DoubleZero, and your app consumes decoded JSON over WebSocket (ws://<host>:8081) instead of decoding binary multicast.

Edge Connect meets the needs of its expanding user base. This is the easiest method of connection, and should be used unless you have a specific technical need.

Short version:

curl -fsSL https://get.doublezero.xyz/connect | bash

The installer asks for your secret: a DZ_… access token or the path to the Solana keypair JSON that owns your access pass / feed purchase.

If a host doublezerod is already running, it and the container’s own daemon both bind UDP port 44880, so the container’s daemon exits right after starting. The installer offers to stop and disable the host daemon, and does it without asking when DZ_ASSUME_YES=1 is set. To do it yourself:

sudo systemctl stop doublezerod
sudo systemctl disable doublezerod

Then verify status inside the container (expect BGP Session Up and your Binance group) and connect a WebSocket client to :8081:

docker exec doublezero-edge-connect doublezero status

Every Binance message on the WebSocket carries "source_name":"BINANCE". The engines share that name, so tell them apart by source_id: 8 is Spot and 6 is USD-M. The same symbol can exist on both — BTCUSDT is a spot pair on one and a perpetual on the other — and instrument IDs are assigned per engine, so key on source_id as well as the symbol or instrument ID.

WebSocket contract: PROTOCOL.md.

2. Native multicast (advanced)

Deeper technical knowledge required

Native multicast means you join the group yourself and decode the raw Edge wire format on your host. Only the most technically capable users should take this path. You will need to read and understand the specs, starting with top-of-book/spec.md and the rest of edge-feed-spec. Prefer Edge Connect unless you have a hard requirement to own the decoder.

DoubleZero client setup

Follow the setup instructions to install and configure the DoubleZero client. Keep the client current:

sudo apt update && sudo apt install doublezero

Buy a feed

With doublezerod running, identify the lowest-latency device before purchasing:

doublezero latency

Purchase at https://doublezero.xyz/edge/subscribe.

Configure the firewall

Allow GRE, BGP, PIM, and the Binance feed traffic. Both feeds publish market data on UDP 30001 and reference data on 30002; they are told apart by multicast group, not by port. See Feed Addresses.

iptables:

sudo iptables -A OUTPUT -p gre -j ACCEPT
sudo iptables -A INPUT -i doublezero1 -s 169.254.0.0/16 -d 169.254.0.0/16 -p tcp --dport 179 -j ACCEPT
sudo iptables -A OUTPUT -o doublezero1 -s 169.254.0.0/16 -d 169.254.0.0/16 -p tcp --dport 179 -j ACCEPT
sudo iptables -A OUTPUT -o doublezero1 -p pim -j ACCEPT
# Binance market / reference (both feeds)
sudo iptables -A INPUT -i doublezero1 -p udp --dport 30001:30002 -j ACCEPT

UFW:

sudo ufw allow proto gre from any to any
sudo ufw allow in on doublezero1 from 169.254.0.0/16 to 169.254.0.0/16 port 179 proto tcp
sudo ufw allow out on doublezero1 from 169.254.0.0/16 to 169.254.0.0/16 port 179 proto tcp
# Binance market / reference (both feeds)
sudo ufw allow in on doublezero1 to any port 30001:30002 proto udp

UFW has no pim protocol. Outbound PIM is allowed by UFW's default outgoing policy; if you deny outgoing traffic, add a raw rule for PIM in /etc/ufw/before.rules.

Join every feed you purchased (client v0.35.0 or later):

doublezero connect multicast

Subscribing by group code with --subscribe fails on a purchased pass.

Expect ✅ User Provisioned. Wait about 60 seconds, then:

doublezero status

Expect BGP Session Up on the correct DoubleZero network.

doublezero user list --client-ip <your ip>

Your feeds appear in the groups column. Inspect group IPs with:

doublezero multicast group list

Decode the wire yourself

Schema version is 3 — discard datagrams whose version your decoder does not implement. Authoritative layouts: edge-feed-spec, including top-of-book/spec.md, the Source ID Registry, and the GLOSSARY.

Every datagram opens with a 24-byte datagram header, followed by one or more application messages packed up to the MTU. Datagrams are little-endian and fixed-layout.

Field	Notes
Magic	`u16` at offset 0: `0x445A`. Validate it.
Schema version	`3`
Channel ID	Spot uses channel `1`, USD-M channel `0`
Sequence	Monotonic per source IP address, Channel ID, and destination port — each port has its own series. Use for gap detection.
Send timestamp	Nanoseconds since the Unix epoch
Message count	Messages packed into this datagram
Reset count	Any change (including the `255` → `0` wrap) is a reset; discard that publisher's channel state.
Datagram length	Total bytes

Application messages

Type	ID	Size	Port	Carries
Heartbeat	`0x01`	16 B	market	Liveness while the market is quiet
InstrumentDefinition	`0x02`	130 B	reference	Symbol, exponents, tick and lot, expiry
Quote	`0x03`	60 B	market	Best bid and ask, price and size, update flags
Trade	`0x04`	52 B	market	Price, size, aggressor side, trade ID
EndOfSession	`0x06`	12 B	market	Clean shutdown
ManifestSummary	`0x07`	24 B	reference	Valid flag, Manifest Seq change counter, instrument count, timestamp

Source ID is the engine key. Both feeds use the venue code BINANCE, but each engine has its own Source ID in the edge-feed-spec registry: 8 Binance Spot, 6 Binance USD-Margined Futures. The engines list overlapping symbols (BTCUSDT is both a spot pair and a USD-M perpetual), and each engine assigns instrument IDs independently, so the same instrument ID can appear on both feeds for different instruments. Key instruments and books on (Source ID, instrument ID), never on the symbol or instrument ID alone. Read price_exponent and qty_exponent from each InstrumentDefinition — do not hardcode them. The exponent is the price precision, not the tick: the tradable increment is tick_size × 10^price_exponent.

Delivery is fire-and-forget UDP with no retransmit, and the reference-data port does not repair market data: it only repeats InstrumentDefinition (at least once every 30 s on both feeds) and ManifestSummary (at least once every 1 s on USD-M, every 5 s on Spot). A lost Quote stays lost until that instrument's best bid or ask changes. Deduplicate trades on (Source ID, instrument ID, trade ID), never trade ID alone.

Binance conflates best bid and ask updates before they reach the feed: under load, a superseded update for a symbol is dropped in favor of the newer one. Fewer quotes than book changes is normal venue behavior, not loss — use the datagram sequence number to detect loss.

Reference-data details that differ from what a decoder might assume:

Timestamps. USD-M Quote and Trade carry the matching engine time, at millisecond precision. Spot Quote carries the gateway send time and Spot Trade the execution time, both at microsecond precision. All are expressed in nanoseconds on the wire.
Leg1 is 8 bytes. Longer base assets (for example 1000FLOKI or BROCCOLI714) are truncated; the full name is always in Symbol.
Not every symbol is ASCII. A few USD-M perpetuals have Chinese names, and their Symbol and Leg1 carry UTF-8 bytes. Do not assume ASCII when decoding these fields.
Expiry is 0 on every USD-M instrument, since all are perpetuals.
Bid Source Count and Ask Source Count are always 0. Binance does not publish order counts at the touch.
USD-M excludes Retail Price Improvement (RPI) orders from the best bid and ask, so it can differ from a depth snapshot that includes them.

Feed Addresses

Group code	Engine	Source ID	Channel ID	Multicast group	Market data	Reference data
`edge-binance-spot-tob`	Spot	`8`	`1`	`233.84.178.31`	`30001`	`30002`
`edge-binance-usdsm-tob`	USD-M perpetuals	`6`	`0`	`233.84.178.23`	`30001`	`30002`

doublezero status and multicast group list show the group code.

The group selects the feed; the port selects market data or reference data within it. Multicast replication happens per source IP address and group, and the fabric never inspects the UDP port, so joining a group delivers everything on that group across your DoubleZero tunnel. The port is a socket filter applied on your own host after the bytes arrive. Because the feeds share ports, a socket bound to 30001 on a host joined to both Binance groups receives both; filter on the destination group or on Source ID.

Troubleshooting

If you run into an issue not covered here, please reach out over your existing channel before working around it. If you do not have a channel, see Support.

Ensure your client is up to date

Run: sudo apt update && sudo apt install doublezero

No datagrams arriving

Confirm the feed was purchased at https://doublezero.xyz/edge/subscribe. An unpurchased feed delivers no traffic.
Confirm BGP is up: doublezero status should show BGP Session Up on the correct DoubleZero network.
Confirm the subscription is active: doublezero user list --client-ip <your ip> should list the feed under groups.
Confirm the group is joined on the right interface. Multicast arrives on doublezero1, not doublezero0.
Confirm the firewall permits UDP 30001–30002 inbound on doublezero1.

Two engines mixed together

Spot and USD-M both list symbols such as BTCUSDT, assign instrument IDs independently, and share ports. A decoder that keys books on the symbol or instrument ID alone, or binds one socket for every group without checking the destination group, merges two different instruments into one book. Key on Source ID (or the destination group) as well as the instrument ID.

Sequence gaps

Track sequence per source IP address, Channel ID, and destination port; a decoder keyed on Channel ID alone sees false gaps. A real gap means dropped datagrams. There is no repair: an instrument's quote is current again once its best bid or ask next changes.

Reset count changes

Any change in the reset count means that publisher restarted or re-seeded the channel. Discard state for that source IP address and channel, and collect definitions from the reference-data port again.

Tunnel not coming up

Edge Connect: run status in the container — docker exec doublezero-edge-connect doublezero status. Host doublezero status often fails while the feed is fine (container owns the daemon). Confirm host doublezerod is stopped.
Native: verify the host daemon is running: sudo systemctl status doublezerod
Verify firewall rules are in place (GRE, BGP, PIM, and the feed ports on doublezero1)
Check connection status from the same place you connected (container or host) — expect BGP Session Up on the correct DoubleZero network

The client IP is auto-discovered from your host's public IP. Verify it matches the IP you used when purchasing the feed.

Research reference design

Optional. If you already have a DoubleZero tunnel and subscription on the host and want to record and chart feed data, the research reference design runs multicast → parser → topofbook-bot → ClickHouse → Grafana with Docker Compose:

github.com/malbeclabs/edge-multicast-ref/tree/main/demo

This points the demo at Binance Spot. For another feed, use its group from Feed Addresses:

cd demo
cp .env.example .env
sed -i -e 's/^DZ_MULTICAST_GROUP=.*/DZ_MULTICAST_GROUP=233.84.178.31/' \
       -e 's/^DZ_MARKETDATA_PORT=.*/DZ_MARKETDATA_PORT=30001/' \
       -e 's/^DZ_REFDATA_PORT=.*/DZ_REFDATA_PORT=30002/' \
       -e 's/^DZ_INTERFACE=.*/DZ_INTERFACE=doublezero1/' .env
docker compose up -d --build

Grafana is typically at http://localhost:3000 on the host. Details and dashboards: the demo README.

This visualizes data you are already receiving. It does not replace feed purchase, subscription, or either connection path above.