Fix Binance futures L2_BOOK stream name for the default 250ms interval

CHANGES.md

@@ -1,5 +1,8 @@
 ## Changelog
 
+### 3.0.1
+ * Bugfix: Binance Futures and Binance Delivery L2_BOOK with `depth_interval='250ms'` subscribed to `<symbol>@depth@250ms`, which Binance accepts but never sends data on. The default interval now uses the bare `<symbol>@depth` stream.
+
 ### 3.0.0 (2026-09-21)
  * Feature: New asyncio core
  * Update: REST endpoints removed (trading functionality moves to the cryptotrade project)

cryptofeed/exchanges/binance.py

@@ -33,6 +33,9 @@ class BinanceBase(Feed):
     DEFAULT_SNAPSHOT_DEPTH = 1000
     SNAPSHOT_RETRIES = 5
     SNAPSHOT_RETRY_DELAY = 15
+    # Depth interval Binance serves on the bare `<symbol>@depth` stream. The
+    # futures endpoints send nothing on an explicit `@250ms` suffix.
+    default_depth_interval = None
     # m -> minutes; h -> hours; d -> days; w -> weeks; M -> months
     valid_candle_intervals = {'1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h', '6h', '8h', '12h', '1d', '3d', '1w', '1M'}
     websocket_channels = {
@@ -152,7 +155,7 @@ def _stream_names(self) -> list:
             stream = chan
             if normalized_chan == CANDLES:
                 stream = f"{chan}{self.candle_interval}"
-            elif normalized_chan == L2_BOOK:
+            elif normalized_chan == L2_BOOK and self.depth_interval != self.default_depth_interval:
                 stream = f"{chan}@{self.depth_interval}"
 
             for pair in self.subscription[chan]:

cryptofeed/exchanges/binance_delivery.py

@@ -24,6 +24,7 @@ class BinanceDelivery(BinanceBase):
 
     valid_depths = [5, 10, 20, 50, 100, 500, 1000]
     valid_depth_intervals = {'100ms', '250ms', '500ms'}
+    default_depth_interval = '250ms'
     websocket_channels = {
         **BinanceBase.websocket_channels,
         FUNDING: 'markPrice',

cryptofeed/exchanges/binance_futures.py

@@ -25,6 +25,7 @@ class BinanceFutures(BinanceBase):
 
     valid_depths = [5, 10, 20, 50, 100, 500, 1000]
     valid_depth_intervals = {'100ms', '250ms', '500ms'}
+    default_depth_interval = '250ms'
     websocket_channels = {
         **BinanceBase.websocket_channels,
         FUNDING: 'markPrice',

tests/unit/test_binance_depth_stream.py

@@ -0,0 +1,24 @@
+'''
+Copyright (C) 2017-2026 Bryant Moscon - bmoscon@gmail.com
+
+Please see the LICENSE file for the terms and conditions
+associated with this software.
+'''
+import pytest
+
+from cryptofeed.exchanges import Binance, BinanceDelivery, BinanceFutures
+
+
+@pytest.mark.parametrize('feed_cls, symbol, interval, stream', [
+    (BinanceFutures, 'BTCUSDT', '250ms', 'btcusdt@depth'),
+    (BinanceFutures, 'BTCUSDT', '100ms', 'btcusdt@depth@100ms'),
+    (BinanceFutures, 'BTCUSDT', '500ms', 'btcusdt@depth@500ms'),
+    (BinanceDelivery, 'BTCUSD_PERP', '250ms', 'btcusd_perp@depth'),
+    (BinanceDelivery, 'BTCUSD_PERP', '100ms', 'btcusd_perp@depth@100ms'),
+    (Binance, 'BTCUSDT', '1000ms', 'btcusdt@depth@1000ms'),
+    (Binance, 'BTCUSDT', '100ms', 'btcusdt@depth@100ms'),
+])
+def test_depth_stream_name(feed_cls, symbol, interval, stream):
+    feed = feed_cls(depth_interval=interval)
+    feed.subscription = {'depth': [symbol]}
+    assert feed._stream_names() == [stream]