def launch():
while True:
to_general_log('wsBinance1', 'start websocket Binance')
DATABASE.set(RUN_MONITOR_FLAG1, 'False')
time.sleep(1)
try:
subs = ''
count = 0
for symbol in SYMBOLS[:100]:
subs += symbol.lower() + '@kline_1h/'
subs += symbol.lower() + '@kline_5m/'
subs += symbol.lower() + '@ticker/'
count += 1
if subs != '':
to_general_log('wsBinance1', f'{count} pairs')
ws = websocket.WebSocketApp(
"wss://stream.binance.com:9443/stream?streams={}".format(
subs.strip('/')),
on_open=on_open,
on_message=on_message,
on_error=on_error,
on_close=on_close)
ws.run_forever()
except:
print('wsBinance1 Error: websocket failed')
print(traceback.format_exc())
def push_bxin_tick(symbol):
while True:
try:
r = requests.get(
f"https://bx.in.th/api/orderbook/?pairing={convert_symbol(symbol)}"
)
if r is not None:
r = json.loads(r.text)
bid = round(float(r['bids'][0][0]), 2)
ask = round(float(r['asks'][0][0]), 2)
bid_amount = float(r['bids'][0][1])
ask_amount = float(r['asks'][0][1])
# print(symbol, ' ', bid, bid_amount, ' ', ask, ask_amount)
DATABASE.set(
'bxin_' + symbol,
json.dumps({
'ask': ask,
'bid': bid,
'ask_amount': ask_amount,
'bid_amount': bid_amount
}))
# print(DATABASE.get('bxin_' + symbol))
time.sleep(TIMEOUT_PUSH)
except ConnectionError:
log('Too many requests', 'BXIN')
err_log(traceback.format_exc())
time.sleep(4)
def on_message(ws, message):
try:
message = json.loads(message)
stream = message['stream']
data = message['data']
if '@kline' in stream:
symbol = data['s']
kline = data['k']
if bool(kline['x']):
update_history(symbol, kline['i'], kline)
if '@ticker' in stream:
symbol = stream.split('@')[0].upper()
DATABASE.set(symbol,
json.dumps({
'bid': data['b'],
'ask': data['a']
}))
update_price_change_percent(symbol, data['P'])
# if symbol == 'BNBBTC':
# print(symbol, json.dumps({'bid': data['b'], 'ask': data['a']}))
except KeyboardInterrupt:
pass
except:
print(traceback.format_exc())
def on_open(ws):
print('### opened ###')
mem_cache_init_pusher()
for symbol in SYMBOLS[:100]:
init_price_change_percent(symbol)
mem_cache_init(symbol)
DATABASE.set(RUN_MONITOR_FLAG1, 'True')
print('### monitor is allowed ###')
def to_general_log(symbol, text):
log = DATABASE.get(GENERAL_LOG)
if log is None:
log = '[]'
log = json.loads(log)
if len(log) > LOG_LENGTH:
log = log[-(len(log) - 1):]
dt = datetime.now().replace(microsecond=0).isoformat().replace('T', ' ')
log.append(dt + ' ' + symbol + ': ' + text)
DATABASE.set(GENERAL_LOG, json.dumps(log))
print(dt + ' ' + symbol + ': ' + text)
def mem_cache_init_pusher():
exchange_info = BINANCE.get_exchange_info()
if exchange_info is not None:
DATABASE.set(EXCHANGE_INFO, json.dumps(exchange_info))
print('exchange_info', len(exchange_info), exchange_info)
tickers = BINANCE.get_ticker()
if tickers is not None:
DATABASE.set(TICKERS, json.dumps(tickers))
print('tickers', len(tickers), tickers)
time.sleep(1)
def mem_cache_init(symbol):
time_now = datetime.datetime.utcfromtimestamp(time.time()).strftime('%H:%M:%S')
history5m = BINANCE.get_klines(symbol=symbol, interval=BINANCE.KLINE_INTERVAL_5MINUTE)
history1h = BINANCE.get_klines(symbol=symbol, interval=BINANCE.KLINE_INTERVAL_1HOUR)
print(symbol, time_now, '5M')
DATABASE.set(symbol + '5M', json.dumps(history5m))
print(symbol, time_now, '1H')
DATABASE.set(symbol + '1H', json.dumps(history1h))
time.sleep(0.5)
def push_market_info():
try:
global t_mi
if time.time() - t_mi > to_mi:
exchange_info = BINANCE.get_exchange_info()
if exchange_info is not None:
DATABASE.set(EXCHANGE_INFO, json.dumps(exchange_info))
# print('exchange_info', len(exchange_info), exchange_info)
t_mi = time.time()
time.sleep(0.5)
except requests.exceptions.ConnectionError as e:
print(type(e))
print(traceback.format_exc())
def push_volume():
try:
global t_volume
if time.time() - t_volume > VOLUME_UPDATE:
tickers = BINANCE.get_ticker()
if tickers is not None:
DATABASE.set(TICKERS, json.dumps(tickers))
# print('tickers', len(tickers), tickers)
t_volume = time.time()
time.sleep(0.5)
except requests.exceptions.ConnectionError as e:
print(type(e))
print(traceback.format_exc())
def update_orders_info(exchange, order_id, symbol, side, status, price, amount,
date, timestamp):
orders = get_orders_info(exchange)
orders.update({
order_id: {
'symbol': symbol,
'side': side,
'status': status,
'price': price,
'amount': amount,
'date': date,
'timestamp': timestamp
}
})
DATABASE.set(exchange + ':' + ORDERS_INFO, json.dumps(orders))
def push_bank_rate():
while True:
try:
r = requests.get(
'https://www.krungsri.com/bank/en/Other/ExchangeRate/Todayrates.html'
)
if r is not None:
bank_rate = \
r.text.split("</td></tr><tr style='background-color:transparent !important'>")[0].split('>')[-1]
DATABASE.set(BANK_RATE, bank_rate)
# print(bank_rate)
time.sleep(TIMEOUT_PUSH)
except ConnectionError:
log('Too many requests', 'BankRate')
err_log(traceback.format_exc())
time.sleep(4)
def on_message(ws, message):
# print(type(message), message)
message = json.loads(message)
if 'e' in message:
if message['e'] == 'outboundAccountInfo':
balances = message['B']
xd = []
for balance in balances:
xd.append({'asset': balance['a'], 'free': balance['f']})
DATABASE.set(BALANCE, json.dumps(xd))
print('WS: balances updated', len(xd))
print(xd)
if message['e'] == 'executionReport':
update_orders_info('Binance', message['i'],
message['s'], message['S'],
format_status(message['X']), message['p'],
message['q'], message['O'],
int(time.time() * 1000))
print('Update orders', format_status(message['X']), message)
def update_history(symbol, time_frame, kline):
try:
time_now = datetime.datetime.utcfromtimestamp(time.time()).strftime('%H:%M:%S')
history = DATABASE.get(symbol + time_frame.upper())
if history is not None:
history = json.loads(history)
history.pop(0)
kline = [kline['t'], kline['o'], kline['h'],
kline['l'], kline['c'], kline['v'],
kline['T'], kline['q'], kline['n'],
kline['V'], kline['Q'], kline['B']]
history.append(kline)
print(symbol, time_now, time_frame.upper())
DATABASE.set(symbol + time_frame.upper(), json.dumps(history))
except:
to_general_log(symbol, 'Connect timeout. Reconnection...')
def push_itbit_tick(symbol):
while True:
try:
r = requests.get(
f"https://api.itbit.com/v1/markets/{symbol.replace('_', '')}/ticker"
)
if r is not None:
r = json.loads(r.text)
DATABASE.set(
'itbit_' + symbol,
json.dumps({
'ask': float(r['ask']),
'bid': float(r['bid']),
'ask_amount': float(r['askAmt']),
'bid_amount': float(r['bidAmt'])
}))
# print(DATABASE.get('itbit_' + symbol))
time.sleep(TIMEOUT_PUSH)
except ConnectionError:
log('Too many requests', 'ITBIT')
err_log(traceback.format_exc())
time.sleep(4)
def on_close(ws):
print("### closed ###")
DATABASE.set(RUN_MONITOR_FLAG1, 'False')
def remove_orders_info(exchange, order_id):
orders = get_orders_info(exchange)
orders.pop(order_id, None)
DATABASE.set(exchange + ':' + ORDERS_INFO, json.dumps(orders))
def clear_general_log():
DATABASE.set(GENERAL_LOG, '[]')
def set_orders_info(exchange):
DATABASE.set(exchange + ':' + ORDERS_INFO, json.dumps({}))
def init_price_change_percent(symbol):
DATABASE.set(symbol + ':' + PRICE_CHANGE_PERCENT, json.dumps({}))
def set_price_change_percent(symbol, values):
DATABASE.set(symbol + ':' + PRICE_CHANGE_PERCENT, json.dumps(values))
time.sleep(30 * 60)
else:
time.sleep(30)
th = threading.Thread(target=keep_alive)
th.start()
if __name__ == "__main__":
try:
while True:
balances = BINANCE.get_account()['balances']
set_orders_info('Binance')
if balances is not None:
DATABASE.set(BALANCE, json.dumps(balances))
print('balances', len(balances), balances)
else:
print('websocket bibox error balances')
continue
DATABASE.set(BALANCE, json.dumps(balances))
print('REST: balances updated', len(balances))
listen_key = get_listen_key()
print(listen_key)
ws = websocket.WebSocketApp(
f"wss://stream.binance.com:9443/ws/{listen_key}",
on_open=on_open,
on_message=on_message,