FEATURE: according to margin trading change log, we need to use listenToken to replace listenKey

Author: kbearXD

pkg/exchange/binance/binanceapi/create_margin_account_listen_token_request_requestgen.go

@@ -0,0 +1,30 @@
+package binanceapi
+
+import (
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/c9s/requestgen"
+)
+
+// CreateMarginAccountListenTokenResponse represents the response from creating a margin account listen token
+type CreateMarginAccountListenTokenResponse struct {
+	Token          string                     `json:"token"`
+	ExpirationTime types.MillisecondTimestamp `json:"expirationTime"`
+}
+
+//go:generate requestgen -method POST -url "/sapi/v1/userListenToken" -type CreateMarginAccountListenTokenRequest -responseType .CreateMarginAccountListenTokenResponse
+type CreateMarginAccountListenTokenRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	// Trading pair symbol; required when isIsolated is true, e.g., BNBUSDT
+	symbol *string `param:"symbol"`
+
+	// Whether it is isolated margin; true means isolated; default is cross margin
+	isIsolated *bool `param:"isIsolated"`
+
+	// Validity in milliseconds; default 24 hours, maximum 24 hours
+	validity *int64 `param:"validity"`
+}
+
+func (c *RestClient) NewCreateMarginAccountListenTokenRequest() *CreateMarginAccountListenTokenRequest {
+	return &CreateMarginAccountListenTokenRequest{client: c}
+}

pkg/exchange/binance/binanceapi/create_margin_account_listentoken_request.go

@@ -50,7 +50,8 @@ const TestNetWebSocketURL = "wss://testnet.binance.vision"
 const TestNetFuturesBaseURL = "https://testnet.binancefuture.com"
 
 // New WebSocket API Endpoints
-// listenKey will be deprecated. Official recommendation is to use ws-api for user data stream
+// DEPRECATED (2025-10-06): listenKey via wss://stream.binance.com:9443 will be removed
+// Official recommendation is to use ws-api for user data stream or new listenToken subscription method
 const WsSpotWebSocketURL = "wss://ws-api.binance.com:443/ws-api/v3"
 const WsTestNetWebSocketURL = "wss://testnet.binance.vision/ws-api/v3"
 
@@ -120,6 +121,11 @@ type Exchange struct {
 
 	ed25519authentication
 
+	// UseListenKey enables the deprecated listenKey method via wss://stream.binance.com:9443
+	// This method is deprecated as of 2025-10-06 and will be removed by Binance in the future
+	// Default behavior (false) uses the new recommended listenToken method
+	UseListenKey bool
+
 	// client is used for spot & margin
 	client *binance.Client
 
@@ -240,6 +246,13 @@ func (e *Exchange) setServerTimeOffset(ctx context.Context) {
 	}
 }
 
+// EnableListenKey enables the deprecated listenKey method via wss://stream.binance.com:9443
+// This method is deprecated as of 2025-10-06 and will be removed by Binance in the future
+// By default, the new listenToken method is used
+func (e *Exchange) EnableListenKey() {
+	e.UseListenKey = true
+}
+
 func (e *Exchange) Name() types.ExchangeName {
 	return types.ExchangeBinance
 }

pkg/exchange/binance/exchange.go

@@ -0,0 +1,61 @@
+package binance
+
+import (
+	"context"
+	"testing"
+)
+
+func TestExchange_EnableListenKey(t *testing.T) {
+	exchange := &Exchange{}
+
+	// Initially should be false (default uses new method)
+	if exchange.UseListenKey {
+		t.Error("UseListenKey should be false by default")
+	}
+
+	// After enabling, should be true (uses deprecated method)
+	exchange.EnableListenKey()
+	if !exchange.UseListenKey {
+		t.Error("UseListenKey should be true after EnableListenKey()")
+	}
+}
+
+func TestStream_ListenKeyConfiguration(t *testing.T) {
+	// Test default behavior (new listenToken method)
+	exchange1 := &Exchange{}
+	stream1 := NewStream(exchange1, nil, nil)
+	if stream1.useListenKey {
+		t.Error("Stream should use listenToken method by default (useListenKey should be false)")
+	}
+
+	// Test enabling deprecated listenKey method
+	exchange2 := &Exchange{}
+	exchange2.EnableListenKey()
+	stream2 := NewStream(exchange2, nil, nil)
+	if !stream2.useListenKey {
+		t.Error("Stream should have useListenKey enabled when exchange has UseListenKey enabled")
+	}
+}
+
+func TestStream_FetchListenToken_ListenKeyEnabled(t *testing.T) {
+	stream := &Stream{
+		useListenKey: true,
+	}
+
+	// Should return error when deprecated listenKey method is enabled
+	_, _, err := stream.fetchListenToken(context.Background())
+	if err == nil {
+		t.Error("Expected error when listenKey method is enabled")
+	}
+}
+
+func TestStream_FetchListenToken_NewMethodDefault(t *testing.T) {
+	stream := &Stream{
+		useListenKey: false,
+	}
+
+	// This would normally require a real API client, so we just test the logic check
+	if stream.useListenKey {
+		t.Error("useListenKey should be false for new method")
+	}
+}