async def subscribe(self, conn: AsyncConnection):
self.__reset()
symbol_channels = list(self.get_channel_symbol_combinations())
LOG.info("%s: Got %r combinations of pairs and channels", self.id, len(symbol_channels))
if len(symbol_channels) == 0:
LOG.info("%s: No websocket subscription", self.id)
return False
# Avoid error "Max frame length of 65536 has been exceeded" by limiting requests to some args
for chunk in split.list_by_max_items(symbol_channels, 33):
LOG.info("%s: Subscribe to %s args from %r to %r", self.id, len(chunk), chunk[0], chunk[-1])
request = {"op": "subscribe", "args": chunk}
await conn.send(json.dumps(request))
def connect(self) -> List[Tuple[AsyncConnection, Callable[[None], None], Callable[[str, float], None]]]:
"""
Per Kraken Tech Support, subscribing to more than 20 symbols in a single request can lead
to data loss. Furthermore, too many symbols on a single connection can cause data loss as well.
"""
self.__reset()
ret = []
def build(options: list):
subscribe = partial(self.subscribe, options=options)
conn = WSAsyncConn(self.address, self.id, **self.ws_defaults)
return conn, subscribe, self.message_handler
for chan in set(self.channels or self.subscription):
symbols = list(set(self.symbols or self.subscription[chan]))
for subset in list_by_max_items(symbols, 20):
ret.append(build((chan, subset)))
return ret
