I wrote a long-form guide about building Python applications around a high-volume public API, using Binance as the concrete example.

The focus is less on trading and more on the engineering problems:

- REST vs WebSocket architecture

- reconnect handling

- stream lifecycle observability

- local cache correctness

- order-book synchronization

- avoiding hidden stale-state bugs in long-running services

Disclosure: I maintain one of the Python libraries discussed in the article, so that perspective is included. The guide also compares python-binance, official Binance connectors, and CCXT.

Feedback from Python developers working with WebSockets, APIs, or long-running data services would be useful:

https://blog.technopathy.club/the-complete-binance-python-api-guide-2026