async def main(symbol: str, future: bool):
market_type = "future" if future else "spot"
print(f'Started Collecting Tick Data of {symbol}...({market_type} market)')
client = await AsyncClient.create()
bsm = BinanceSocketManager(client)
if future:
async with bsm.aggtrade_futures_socket(symbol) as socket:
while True:
res = await socket.recv()
process_message(res['data'], future)
else:
async with bsm.trade_socket(symbol) as socket:
while True:
res = await socket.recv()
process_message(res, future)
class BinanceAPI:
def __init__(self,
logger=logging.getLogger(),
api_key=None,
api_secret=None):
self.client = AsyncClient(api_key, api_secret)
self.bm = BinanceSocketManager(self.client)
self.logger = logger
self.callbacks = []
self.event_loop = asyncio.get_event_loop()
self.queue = asyncio.Queue()
def subscribe_futures(self, symbol):
self.event_loop.create_task(self.loop(symbol))
def on_message(self, callback):
self.callbacks.append(callback)
def process_message(self, message):
data = message['data']
asyncio.run_coroutine_threadsafe(self.queue.put(data), self.event_loop)
async def loop(self, symbol):
async with self.bm.aggtrade_futures_socket(symbol) as ts:
while True:
try:
print("wait bin")
# self.logger.info("wait bin")
data = await asyncio.wait_for(ts.recv(), 5)
print("recieved bin")
# self.logger.info("recieved bin")
if data != None:
for callback in self.callbacks:
callback('binance-s', data)
except Exception as e:
print("retry binance")
# self.logger.warning("retry binance")
self.subscribe_futures(symbol)
break