async def _process_websocket_messages(self,
websocket_assistant: WSAssistant,
queue: asyncio.Queue):
async for ws_response in websocket_assistant.iter_messages():
data: Dict[str, Any] = ws_response.data
decompressed_data = utils.decompress_ws_message(data)
try:
if type(decompressed_data) == str:
json_data = json.loads(decompressed_data)
else:
json_data = decompressed_data
except asyncio.CancelledError:
raise
except Exception:
self.logger().warning(
f"Invalid event message received through the order book data source "
f"connection ({decompressed_data})")
continue
if "errorCode" in json_data or "errorMessage" in json_data:
raise ValueError(
f"Error message received in the order book data source: {json_data}"
)
await self._process_event_message(event_message=json_data,
queue=queue)
async def _inner_messages(
self,
ws: websockets.WebSocketClientProtocol) -> AsyncIterable[str]:
try:
while True:
try:
msg: str = await asyncio.wait_for(
ws.recv(), timeout=self.MESSAGE_TIMEOUT)
msg = bitmart_utils.decompress_ws_message(msg)
yield msg
except asyncio.TimeoutError:
pong_waiter = await ws.ping()
await asyncio.wait_for(pong_waiter,
timeout=self.PING_TIMEOUT)
except asyncio.TimeoutError:
self.logger().warning(
"WebSocket ping timed out. Going to reconnect...")
return
except websockets.exceptions.ConnectionClosed:
return
finally:
await ws.close()
async def listen_for_order_book_diffs(self, ev_loop: asyncio.BaseEventLoop, output: asyncio.Queue):
"""
Listen for orderbook diffs using websocket book channel(all messages are snapshots)
"""
while True:
try:
ws: WSAssistant = await self._api_factory.get_ws_assistant()
await ws.connect(ws_url=CONSTANTS.WSS_URL,
message_timeout=self.MESSAGE_TIMEOUT,
ping_timeout=self.PING_TIMEOUT)
for trading_pair in self._trading_pairs:
ws_message: WSRequest = WSRequest({
"op": "subscribe",
"args": [f"spot/depth400:{convert_to_exchange_trading_pair(trading_pair)}"]
})
await ws.send(ws_message)
while True:
try:
async for raw_msg in ws.iter_messages():
messages = decompress_ws_message(raw_msg.data)
if messages is None:
continue
messages = ujson.loads(messages)
if "errorCode" in messages.keys() or \
"data" not in messages.keys() or \
"table" not in messages.keys():
continue
if messages["table"] != "spot/depth5":
# Not an order book message
continue
for msg in messages["data"]: # data is a list
msg_timestamp: float = float(msg["ms_t"])
t_pair = convert_from_exchange_trading_pair(msg["symbol"])
snapshot_msg: OrderBookMessage = BitmartOrderBook.snapshot_message_from_exchange(
msg=msg,
timestamp=msg_timestamp,
metadata={"trading_pair": t_pair}
)
output.put_nowait(snapshot_msg)
break
except asyncio.exceptions.TimeoutError:
# Check whether connection is really dead
await ws.ping()
except asyncio.CancelledError:
raise
except asyncio.exceptions.TimeoutError:
self.logger().warning("WebSocket ping timed out. Going to reconnect...")
await ws.disconnect()
await asyncio.sleep(30.0)
except Exception:
self.logger().network(
"Unexpected error with WebSocket connection.",
exc_info=True,
app_warning_msg="Unexpected error with WebSocket connection. Retrying in 30 seconds. "
"Check network connection."
)
await ws.disconnect()
await self._sleep(30.0)
finally:
await ws.disconnect()