FazBrowse GitHub Viewer
|
Trending
|
URL:
|
Home
Tools:
[Download Repo ZIP]
[View Raw Code]
[Original HTTPS Page]
python-binance/binance/websockets.py at master · gitlines/python-binance · GitHub
gitlines
/
python-binance
Public
forked from
sammchardy/python-binance
Notifications
You must be signed in to change notification settings
Fork
0
Star
0
Code
Pull requests
0
Actions
Projects
Security and quality
0
Insights
Additional navigation options
Code
Pull requests
Actions
Projects
Security and quality
Insights
Expand file tree
Breadcrumbs
python-binance
/
binance
/
websockets.py
Copy path
More file actions
More file actions
Latest commit
History
History
History
523 lines (409 loc) · 18.1 KB
Breadcrumbs
python-binance
/
binance
/
websockets.py
Copy path
File metadata and controls
523 lines (409 loc) · 18.1 KB
Raw
Copy raw file
Download raw file
Open symbols panel
Edit and raw actions
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
# coding=utf-8
import
json
import
threading
from
autobahn
.
twisted
.
websocket
import
WebSocketClientFactory
, \
WebSocketClientProtocol
, \
connectWS
from
twisted
.
internet
import
reactor
,
ssl
from
twisted
.
internet
.
protocol
import
ReconnectingClientFactory
from
twisted
.
internet
.
error
import
ReactorAlreadyRunning
from
binance
.
client
import
Client
class
BinanceClientProtocol
(
WebSocketClientProtocol
):
def
onConnect
(
self
,
response
):
# reset the delay after reconnecting
self
.
factory
.
resetDelay
()
def
onMessage
(
self
,
payload
,
isBinary
):
if
not
isBinary
:
try
:
payload_obj
=
json
.
loads
(
payload
.
decode
(
'utf8'
))
except
ValueError
:
pass
else
:
self
.
factory
.
callback
(
payload_obj
)
class
BinanceReconnectingClientFactory
(
ReconnectingClientFactory
):
# set initial delay to a short time
initialDelay
=
0.1
maxDelay
=
10
maxRetries
=
5
class
BinanceClientFactory
(
WebSocketClientFactory
,
BinanceReconnectingClientFactory
):
protocol
=
BinanceClientProtocol
_reconnect_error_payload
=
{
'e'
:
'error'
,
'm'
:
'Max reconnect retries reached'
}
def
clientConnectionFailed
(
self
,
connector
,
reason
):
self
.
retry
(
connector
)
if
self
.
retries
>
self
.
maxRetries
:
self
.
callback
(
self
.
_reconnect_error_payload
)
def
clientConnectionLost
(
self
,
connector
,
reason
):
self
.
retry
(
connector
)
if
self
.
retries
>
self
.
maxRetries
:
self
.
callback
(
self
.
_reconnect_error_payload
)
class
BinanceSocketManager
(
threading
.
Thread
):
STREAM_URL
=
'wss://stream.binance.com:9443/'
WEBSOCKET_DEPTH_5
=
'5'
WEBSOCKET_DEPTH_10
=
'10'
WEBSOCKET_DEPTH_20
=
'20'
_user_timeout
=
30
*
60
# 30 minutes
def
__init__
(
self
,
client
):
"""Initialise the BinanceSocketManager
:param client: Binance API client
:type client: binance.Client
"""
threading
.
Thread
.
__init__
(
self
)
self
.
_conns
=
{}
self
.
_user_timer
=
None
self
.
_user_listen_key
=
None
self
.
_user_callback
=
None
self
.
_client
=
client
def
_start_socket
(
self
,
path
,
callback
,
prefix
=
'ws/'
):
if
path
in
self
.
_conns
:
return
False
factory_url
=
self
.
STREAM_URL
+
prefix
+
path
factory
=
BinanceClientFactory
(
factory_url
)
factory
.
protocol
=
BinanceClientProtocol
factory
.
callback
=
callback
factory
.
reconnect
=
True
context_factory
=
ssl
.
ClientContextFactory
()
self
.
_conns
[
path
]
=
connectWS
(
factory
,
context_factory
)
return
path
def
start_depth_socket
(
self
,
symbol
,
callback
,
depth
=
None
):
"""Start a websocket for symbol market depth returning either a diff or a partial book
https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#partial-book-depth-streams
:param symbol: required
:type symbol: str
:param callback: callback function to handle messages
:type callback: function
:param depth: optional Number of depth entries to return, default None. If passed returns a partial book instead of a diff
:type depth: str
:returns: connection key string if successful, False otherwise
Partial Message Format
.. code-block:: python
{
"lastUpdateId": 160, # Last update ID
"bids": [ # Bids to be updated
[
"0.0024", # price level to be updated
"10", # quantity
[] # ignore
]
],
"asks": [ # Asks to be updated
[
"0.0026", # price level to be updated
"100", # quantity
[] # ignore
]
]
}
Diff Message Format
.. code-block:: python
{
"e": "depthUpdate", # Event type
"E": 123456789, # Event time
"s": "BNBBTC", # Symbol
"U": 157, # First update ID in event
"u": 160, # Final update ID in event
"b": [ # Bids to be updated
[
"0.0024", # price level to be updated
"10", # quantity
[] # ignore
]
],
"a": [ # Asks to be updated
[
"0.0026", # price level to be updated
"100", # quantity
[] # ignore
]
]
}
"""
socket_name
=
symbol
.
lower
()
+
'@depth'
if
depth
and
depth
!=
'1'
:
socket_name
=
'{}{}'
.
format
(
socket_name
,
depth
)
return
self
.
_start_socket
(
socket_name
,
callback
)
def
start_kline_socket
(
self
,
symbol
,
callback
,
interval
=
Client
.
KLINE_INTERVAL_1MINUTE
):
"""Start a websocket for symbol kline data
https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#klinecandlestick-streams
:param symbol: required
:type symbol: str
:param callback: callback function to handle messages
:type callback: function
:param interval: Kline interval, default KLINE_INTERVAL_1MINUTE
:type interval: str
:returns: connection key string if successful, False otherwise
Message Format
.. code-block:: python
{
"e": "kline", # event type
"E": 1499404907056, # event time
"s": "ETHBTC", # symbol
"k": {
"t": 1499404860000, # start time of this bar
"T": 1499404919999, # end time of this bar
"s": "ETHBTC", # symbol
"i": "1m", # interval
"f": 77462, # first trade id
"L": 77465, # last trade id
"o": "0.10278577", # open
"c": "0.10278645", # close
"h": "0.10278712", # high
"l": "0.10278518", # low
"v": "17.47929838", # volume
"n": 4, # number of trades
"x": false, # whether this bar is final
"q": "1.79662878", # quote volume
"V": "2.34879839", # volume of active buy
"Q": "0.24142166", # quote volume of active buy
"B": "13279784.01349473" # can be ignored
}
}
"""
socket_name
=
'{}@kline_{}'
.
format
(
symbol
.
lower
(),
interval
)
return
self
.
_start_socket
(
socket_name
,
callback
)
def
start_miniticker_socket
(
self
,
callback
,
update_time
=
1000
):
"""Start a miniticker websocket for all trades
This is not in the official Binance api docs, but this is what
feeds the right column on a ticker page on Binance.
:param callback: callback function to handle messages
:type callback: function
:param update_time: time between callbacks in milliseconds, must be 1000 or greater
:type update_time: int
:returns: connection key string if successful, False otherwise
Message Format
.. code-block:: python
[
{
'e': '24hrMiniTicker', # Event type
'E': 1515906156273, # Event time
's': 'QTUMETH', # Symbol
'c': '0.03836900', # close
'o': '0.03953500', # open
'h': '0.04400000', # high
'l': '0.03756000', # low
'v': '147435.80000000', # volume
'q': '5903.84338533' # quote volume
}
]
"""
return
self
.
_start_socket
(
'!miniTicker@arr@{}ms'
.
format
(
update_time
),
callback
)
def
start_trade_socket
(
self
,
symbol
,
callback
):
"""Start a websocket for symbol trade data
https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#trade-streams
:param symbol: required
:type symbol: str
:param callback: callback function to handle messages
:type callback: function
:returns: connection key string if successful, False otherwise
Message Format
.. code-block:: python
{
"e": "trade", # Event type
"E": 123456789, # Event time
"s": "BNBBTC", # Symbol
"t": 12345, # Trade ID
"p": "0.001", # Price
"q": "100", # Quantity
"b": 88, # Buyer order Id
"a": 50, # Seller order Id
"T": 123456785, # Trade time
"m": true, # Is the buyer the market maker?
"M": true # Ignore.
}
"""
return
self
.
_start_socket
(
symbol
.
lower
()
+
'@trade'
,
callback
)
def
start_aggtrade_socket
(
self
,
symbol
,
callback
):
"""Start a websocket for symbol trade data
https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#aggregate-trade-streams
:param symbol: required
:type symbol: str
:param callback: callback function to handle messages
:type callback: function
:returns: connection key string if successful, False otherwise
Message Format
.. code-block:: python
{
"e": "aggTrade", # event type
"E": 1499405254326, # event time
"s": "ETHBTC", # symbol
"a": 70232, # aggregated tradeid
"p": "0.10281118", # price
"q": "8.15632997", # quantity
"f": 77489, # first breakdown trade id
"l": 77489, # last breakdown trade id
"T": 1499405254324, # trade time
"m": false, # whether buyer is a maker
"M": true # can be ignored
}
"""
return
self
.
_start_socket
(
symbol
.
lower
()
+
'@aggTrade'
,
callback
)
def
start_symbol_ticker_socket
(
self
,
symbol
,
callback
):
"""Start a websocket for a symbol's ticker data
https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#individual-symbol-ticker-streams
:param symbol: required
:type symbol: str
:param callback: callback function to handle messages
:type callback: function
:returns: connection key string if successful, False otherwise
Message Format
.. code-block:: python
{
"e": "24hrTicker", # Event type
"E": 123456789, # Event time
"s": "BNBBTC", # Symbol
"p": "0.0015", # Price change
"P": "250.00", # Price change percent
"w": "0.0018", # Weighted average price
"x": "0.0009", # Previous day's close price
"c": "0.0025", # Current day's close price
"Q": "10", # Close trade's quantity
"b": "0.0024", # Best bid price
"B": "10", # Bid bid quantity
"a": "0.0026", # Best ask price
"A": "100", # Best ask quantity
"o": "0.0010", # Open price
"h": "0.0025", # High price
"l": "0.0010", # Low price
"v": "10000", # Total traded base asset volume
"q": "18", # Total traded quote asset volume
"O": 0, # Statistics open time
"C": 86400000, # Statistics close time
"F": 0, # First trade ID
"L": 18150, # Last trade Id
"n": 18151 # Total number of trades
}
"""
return
self
.
_start_socket
(
symbol
.
lower
()
+
'@ticker'
,
callback
)
def
start_ticker_socket
(
self
,
callback
):
"""Start a websocket for all ticker data
By default all markets are included in an array.
https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#all-market-tickers-stream
:param callback: callback function to handle messages
:type callback: function
:returns: connection key string if successful, False otherwise
Message Format
.. code-block:: python
[
{
'F': 278610,
'o': '0.07393000',
's': 'BCCBTC',
'C': 1509622420916,
'b': '0.07800800',
'l': '0.07160300',
'h': '0.08199900',
'L': 287722,
'P': '6.694',
'Q': '0.10000000',
'q': '1202.67106335',
'p': '0.00494900',
'O': 1509536020916,
'a': '0.07887800',
'n': 9113,
'B': '1.00000000',
'c': '0.07887900',
'x': '0.07399600',
'w': '0.07639068',
'A': '2.41900000',
'v': '15743.68900000'
}
]
"""
return
self
.
_start_socket
(
'!ticker@arr'
,
callback
)
def
start_multiplex_socket
(
self
,
streams
,
callback
):
"""Start a multiplexed socket using a list of socket names.
User stream sockets can not be included.
Symbols in socket name must be lowercase i.e bnbbtc@aggTrade, neobtc@ticker
Combined stream events are wrapped as follows: {"stream":"<streamName>","data":<rawPayload>}
https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md
:param streams: list of stream names in lower case
:type streams: list
:param callback: callback function to handle messages
:type callback: function
:returns: connection key string if successful, False otherwise
Message Format - see Binance API docs for all types
"""
stream_path
=
'streams={}'
.
format
(
'/'
.
join
(
streams
))
return
self
.
_start_socket
(
stream_path
,
callback
,
'stream?'
)
def
start_user_socket
(
self
,
callback
):
"""Start a websocket for user data
https://www.binance.com/restapipub.html#user-wss-endpoint
:param callback: callback function to handle messages
:type callback: function
:returns: connection key string if successful, False otherwise
Message Format - see Binance API docs for all types
"""
# Get the user listen key
user_listen_key
=
self
.
_client
.
stream_get_listen_key
()
# and start the socket with this specific key
conn_key
=
self
.
_start_user_socket
(
user_listen_key
,
callback
)
return
conn_key
def
_start_user_socket
(
self
,
user_listen_key
,
callback
):
# With this function we can start a user socket with a specific key
if
self
.
_user_listen_key
:
# cleanup any sockets with this key
for
conn_key
in
self
.
_conns
:
if
len
(
conn_key
)
>=
60
and
conn_key
[:
60
]
==
self
.
_user_listen_key
:
self
.
stop_socket
(
conn_key
)
break
self
.
_user_listen_key
=
user_listen_key
self
.
_user_callback
=
callback
conn_key
=
self
.
_start_socket
(
self
.
_user_listen_key
,
callback
)
if
conn_key
:
# start timer to keep socket alive
self
.
_start_user_timer
()
return
conn_key
def
_start_user_timer
(
self
):
self
.
_user_timer
=
threading
.
Timer
(
self
.
_user_timeout
,
self
.
_keepalive_user_socket
)
self
.
_user_timer
.
setDaemon
(
True
)
self
.
_user_timer
.
start
()
def
_keepalive_user_socket
(
self
):
user_listen_key
=
self
.
_client
.
stream_get_listen_key
()
# check if they key changed and
if
user_listen_key
!=
self
.
_user_listen_key
:
# Start a new socket with the key received
# `_start_user_socket` automatically cleanup open sockets
# and starts timer to keep socket alive
self
.
_start_user_socket
(
user_listen_key
,
self
.
_user_callback
)
else
:
# Restart timer only if the user listen key is not changed
self
.
_start_user_timer
()
def
stop_socket
(
self
,
conn_key
):
"""Stop a websocket given the connection key
:param conn_key: Socket connection key
:type conn_key: string
:returns: connection key string if successful, False otherwise
"""
if
conn_key
not
in
self
.
_conns
:
return
# disable reconnecting if we are closing
self
.
_conns
[
conn_key
].
factory
=
WebSocketClientFactory
(
self
.
STREAM_URL
+
'tmp_path'
)
self
.
_conns
[
conn_key
].
disconnect
()
del
(
self
.
_conns
[
conn_key
])
# check if we have a user stream socket
if
len
(
conn_key
)
>=
60
and
conn_key
[:
60
]
==
self
.
_user_listen_key
:
self
.
_stop_user_socket
()
def
_stop_user_socket
(
self
):
if
not
self
.
_user_listen_key
:
return
# stop the timer
self
.
_user_timer
.
cancel
()
self
.
_user_timer
=
None
# close the stream
self
.
_client
.
stream_close
(
listenKey
=
self
.
_user_listen_key
)
self
.
_user_listen_key
=
None
def
run
(
self
):
try
:
reactor
.
run
(
installSignalHandlers
=
False
)
except
ReactorAlreadyRunning
:
# Ignore error about reactor already running
pass
def
close
(
self
):
"""Close all connections
"""
keys
=
set
(
self
.
_conns
.
keys
())
for
key
in
keys
:
self
.
stop_socket
(
key
)
self
.
_conns
=
{}
Back
|
FazBrowse Home
|
New Git URL