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free-quote/example/python/websocket_python_example.py at master · alltick/free-quote · GitHub
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example
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python
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websocket_python_example.py
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example
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python
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websocket_python_example.py
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import
json
import
websocket
# pip install websocket-client
'''
token申请：https://github.com/CTradeExchange/free-quote/blob/master/token%E7%94%B3%E8%AF%B7.md
官网：https://alltick.co
'''
class
Feed
(
object
):
def
__init__
(
self
):
self
.
url
=
'wss://quote.alltick.io/quote-stock-b-ws-api?token=e945d7d9-9e6e-4721-922a-7251a9d311d0-1678159756806'
# 这里输入websocket的url
self
.
ws
=
None
def
on_open
(
self
,
ws
):
"""
Callback object which is called at opening websocket.
1 argument:
@ ws: the WebSocketApp object
"""
print
(
'A new WebSocketApp is opened!'
)
# 开始订阅（举个例子）
sub_param
=
{
"cmd_id"
:
22002
,
"seq_id"
:
123
,
"trace"
:
"3baaa938-f92c-4a74-a228-fd49d5e2f8bc-1678419657806"
,
"data"
:{
"symbol_list"
:[
{
"code"
:
"700.HK"
,
"depth_level"
:
5
,
},
{
"code"
:
"UNH.US"
,
"depth_level"
:
5
,
}
]
}
}
#如果希望长时间运行，除了需要发送订阅之外，还需要修改代码，定时发送心跳，避免连接断开，具体查看接口文档
sub_str
=
json
.
dumps
(
sub_param
)
ws
.
send
(
sub_str
)
print
(
"depth quote are subscribed!"
)
def
on_data
(
self
,
ws
,
string
,
type
,
continue_flag
):
"""
4 argument.
The 1st argument is this class object.
The 2nd argument is utf-8 string which we get from the server.
The 3rd argument is data type. ABNF.OPCODE_TEXT or ABNF.OPCODE_BINARY will be came.
The 4th argument is continue flag. If 0, the data continue
"""
def
on_message
(
self
,
ws
,
message
):
"""
Callback object which is called when received data.
2 arguments:
@ ws: the WebSocketApp object
@ message: utf-8 data received from the server
"""
# 对收到的message进行解析
result
=
eval
(
message
)
print
(
result
)
def
on_error
(
self
,
ws
,
error
):
"""
Callback object which is called when got an error.
2 arguments:
@ ws: the WebSocketApp object
@ error: exception object
"""
print
(
error
)
def
on_close
(
self
,
ws
,
close_status_code
,
close_msg
):
"""
Callback object which is called when the connection is closed.
2 arguments:
@ ws: the WebSocketApp object
@ close_status_code
@ close_msg
"""
print
(
'The connection is closed!'
)
def
start
(
self
):
self
.
ws
=
websocket
.
WebSocketApp
(
self
.
url
,
on_open
=
self
.
on_open
,
on_message
=
self
.
on_message
,
on_data
=
self
.
on_data
,
on_error
=
self
.
on_error
,
on_close
=
self
.
on_close
,
)
self
.
ws
.
run_forever
()
if
__name__
==
"__main__"
:
feed
=
Feed
()
feed
.
start
()
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