I need to listen to User Data Stream, whenever there's an Order Event - order execution, cancelation, and so on - I'd like to be able to listen to those events and create notifications. So I got my "listenKey" and I'm not sure if it was done the right way but I executed this code and it gave me something like listenKey. Code to get listenKey: def get_listen_key_by_REST(binance_api_key): url = 'https://api.binance.com/api/v1/userDataStream' response = requests.post(url, headers={'X-MBX-APIKEY': binance_api_key}) json = response.json() return json['listenKey'] print(get_listen_key_by_REST(API_KEY)) And the code to listen to User Data Stream - which doesn't work, I get no json response. socket = f"wss://fstream-auth.binance.com/ws/btcusdt@markPrice?listenKey=<listenKeyhere>" def on_message(ws, message): json_message = json.loads(message) print(json_message) def on_close(ws): print(f"Connection Closed") # restart() def on_error(ws, error): print(f"Error") print(error) ws = websocket.WebSocketApp(socket, on_message=on_message, on_close=on_close, on_error=on_error) I have read the docs to no avail. I'd appreciate it if someone could point me in the right direction. Continue reading...