class TestBinanceUsWebsocket(unittest.TestCase):
def setUp(self):
self.unicorn_fy = UnicornFy()
self.unicorn_fy_version = str(self.unicorn_fy.get_version())
def test_template(self):
data = ''
asserted_result = ""
self.assertEqual(str(self.unicorn_fy.binance_us_websocket(data)), asserted_result)
def tearDown(self):
del self.unicorn_fy
def process_stream_data(received_stream_data_json, stream_buffer_name="False"):
#
# START HERE!
#
# `received_stream_data_json` contains one record of raw data from the stream
# print it and you see the data like its given from Binance, its hard to work with them, because keys of
# parameters are changing from stream to stream and they are not self explaining.
#
# So if you want, you can use the class `UnicornFy`, it converts the json to a dict and prepares the values.
# `depth5` for example doesnt include the symbol, but the unicornfied set includes them, because the class
# extracts it from the channel name, makes it upper size and adds it to the returned values.. just print both
# to see the difference.
# Github: https://github.com/LUCIT-Systems-and-Development/unicorn-fy
# PyPI: https://pypi.org/project/unicorn-fy/
exchange = "binance.com"
if exchange == "binance.com" or exchange == "binance.com-testnet":
unicorn_fied_stream_data = UnicornFy.binance_com_websocket(received_stream_data_json)
elif exchange == "binance.com-futures" or exchange == "binance.com-futures-testnet":
unicorn_fied_stream_data = UnicornFy.binance_com_futures_websocket(received_stream_data_json)
elif exchange == "binance.com-margin" or exchange == "binance.com-margin-testnet":
unicorn_fied_stream_data = UnicornFy.binance_com_margin_websocket(received_stream_data_json)
elif exchange == "binance.com-isolated_margin" or exchange == "binance.com-isolated_margin-testnet":
unicorn_fied_stream_data = UnicornFy.binance_com_margin_websocket(received_stream_data_json)
elif exchange == "binance.je":
unicorn_fied_stream_data = UnicornFy.binance_je_websocket(received_stream_data_json)
elif exchange == "binance.us":
unicorn_fied_stream_data = UnicornFy.binance_us_websocket(received_stream_data_json)
else:
logging.error("Not a valid exchange: " + str(exchange))
# Now you can call different methods for different `channels`, here called `event_types`.
# Its up to you if you call the methods in the bottom of this file or to call other classes which do what
# ever you want to be done.
try:
if unicorn_fied_stream_data['event_type'] == "aggTrade":
BinanceWebSocketApiProcessStreams.aggtrade(unicorn_fied_stream_data)
elif unicorn_fied_stream_data['event_type'] == "trade":
BinanceWebSocketApiProcessStreams.trade(unicorn_fied_stream_data)
elif unicorn_fied_stream_data['event_type'] == "kline":
BinanceWebSocketApiProcessStreams.kline(unicorn_fied_stream_data)
elif unicorn_fied_stream_data['event_type'] == "24hrMiniTicker":
BinanceWebSocketApiProcessStreams.miniticker(unicorn_fied_stream_data)
elif unicorn_fied_stream_data['event_type'] == "24hrTicker":
BinanceWebSocketApiProcessStreams.ticker(unicorn_fied_stream_data)
elif unicorn_fied_stream_data['event_type'] == "depth":
BinanceWebSocketApiProcessStreams.miniticker(unicorn_fied_stream_data)
else:
BinanceWebSocketApiProcessStreams.anything_else(unicorn_fied_stream_data)
except KeyError:
BinanceWebSocketApiProcessStreams.anything_else(unicorn_fied_stream_data)
except TypeError:
pass
class BinanceWebSocketApiSocket(object):
def __init__(self, manager, stream_id, channels, markets):
self.manager = manager
self.stream_id = stream_id
self.channels = channels
self.markets = markets
self.socket_id = uuid.uuid4()
self.manager.stream_list[
self.stream_id]['recent_socket_id'] = self.socket_id
self.symbols = self.manager.stream_list[self.stream_id]['symbols']
self.output = self.manager.stream_list[self.stream_id]['output']
self.unicorn_fy = UnicornFy()
self.exchange = manager.get_exchange()
async def start_socket(self):
logging.info(
f"BinanceWebSocketApiSocket.start_socket({str(self.stream_id)}, {str(self.channels)}, "
f"{str(self.markets)}) socket_id={str(self.socket_id)} recent_socket_id={str(self.socket_id)}"
)
async with BinanceWebSocketApiConnection(
self.manager,
self.stream_id,
self.socket_id,
self.channels,
self.markets,
symbols=self.symbols) as websocket:
while True:
if self.manager.is_stop_request(self.stream_id):
self.manager.stream_is_stopping(self.stream_id)
await websocket.close()
sys.exit(0)
elif self.manager.is_stop_as_crash_request(self.stream_id):
await websocket.close()
sys.exit(1)
try:
if self.manager.stream_list[self.stream_id][
'recent_socket_id'] != self.socket_id:
logging.error(
f"BinanceWebSocketApiSocket.start_socket({str(self.stream_id)}, "
f"{str(self.channels)}, {str(self.markets)} socket_id={str(self.socket_id)} "
f"recent_socket_id={str(self.socket_id)} - Sending payload - exit because its "
f"not the recent socket id! stream_id={str(self.stream_id)}, recent_socket_id="
f"{str(self.manager.stream_list[self.stream_id]['recent_socket_id'])}"
)
sys.exit(0)
except KeyError:
sys.exit(1)
while self.manager.stream_list[self.stream_id]['payload']:
logging.info(
f"BinanceWebSocketApiSocket.start_socket({str(self.stream_id)}, "
f"{str(self.channels)}, {str(self.markets)} socket_id={str(self.socket_id)} "
f"recent_socket_id={str(self.socket_id)} - Sending payload started ..."
)
if self.manager.stream_list[self.stream_id][
'recent_socket_id'] != self.socket_id:
logging.error(
f"BinanceWebSocketApiSocket.start_socket({str(self.stream_id)}, "
f"{str(self.channels)}, {str(self.markets)} socket_id={str(self.socket_id)} "
f"recent_socket_id={str(self.socket_id)} - Sending payload - exit because its "
f"not the recent socket id! stream_id={str(self.stream_id)}, recent_socket_id="
f"{str(self.manager.stream_list[self.stream_id]['recent_socket_id'])}"
)
sys.exit(0)
payload = self.manager.stream_list[
self.stream_id]['payload'].pop(0)
logging.info(
f"BinanceWebSocketApiSocket.start_socket({str(self.stream_id)}, "
f"{str(self.channels)}, {str(self.markets)} - Sending payload: {str(payload)}"
)
await websocket.send(
json.dumps(payload, ensure_ascii=False))
# To avoid a ban we respect the limits of binance:
# https://github.com/binance-exchange/binance-official-api-docs/blob/5fccfd572db2f530e25e302c02be5dec12759cf9/CHANGELOG.md#2020-04-23
# Limit: max 5 messages per second inclusive pings/pong
max_subscriptions_per_second = self.manager.max_send_messages_per_second - \
self.manager.max_send_messages_per_second_reserve
idle_time = 1 / max_subscriptions_per_second
time.sleep(idle_time)
try:
received_stream_data_json = await websocket.receive()
if received_stream_data_json is not None:
if self.output == "UnicornFy":
if self.exchange == "binance.com":
received_stream_data = self.unicorn_fy.binance_com_websocket(
received_stream_data_json)
elif self.exchange == "binance.com-testnet":
received_stream_data = self.unicorn_fy.binance_com_websocket(
received_stream_data_json)
elif self.exchange == "binance.com-margin":
received_stream_data = self.unicorn_fy.binance_com_margin_websocket(
received_stream_data_json)
elif self.exchange == "binance.com-margin-testnet":
received_stream_data = self.unicorn_fy.binance_com_margin_websocket(
received_stream_data_json)
elif self.exchange == "binance.com-isolated_margin":
received_stream_data = self.unicorn_fy.binance_com_isolated_margin_websocket(
received_stream_data_json)
elif self.exchange == "binance.com-isolated_margin-testnet":
received_stream_data = self.unicorn_fy.binance_com_isolated_margin_websocket(
received_stream_data_json)
elif self.exchange == "binance.com-futures":
received_stream_data = self.unicorn_fy.binance_com_futures_websocket(
received_stream_data_json)
elif self.exchange == "binance.com-futures-testnet":
received_stream_data = self.unicorn_fy.binance_com_futures_websocket(
received_stream_data_json)
elif self.exchange == "binance.je":
received_stream_data = self.unicorn_fy.binance_je_websocket(
received_stream_data_json)
elif self.exchange == "binance.us":
received_stream_data = self.unicorn_fy.binance_us_websocket(
received_stream_data_json)
elif self.exchange == "jex.com":
received_stream_data = self.unicorn_fy.jex_com_websocket(
received_stream_data_json)
elif self.exchange == "binance.org":
received_stream_data = self.unicorn_fy.binance_org_websocket(
received_stream_data_json)
elif self.exchange == "binance.org-testnet":
received_stream_data = self.unicorn_fy.binance_org_websocket(
received_stream_data_json)
else:
received_stream_data = received_stream_data_json
elif self.output == "dict":
received_stream_data = json.loads(
received_stream_data_json)
else:
received_stream_data = received_stream_data_json
try:
stream_buffer_name = self.manager.stream_list[
self.stream_id]['stream_buffer_name']
except KeyError:
stream_buffer_name = False
self.manager.process_stream_data(
received_stream_data,
stream_buffer_name=stream_buffer_name)
if "error" in received_stream_data_json:
logging.error(
"BinanceWebSocketApiSocket.start_socket(" +
str(self.stream_id) + ") "
"- Received error message: " +
str(received_stream_data_json))
self.manager.add_to_ringbuffer_error(
received_stream_data_json)
elif "result" in received_stream_data_json:
logging.info(
"BinanceWebSocketApiSocket.start_socket(" +
str(self.stream_id) + ") "
"- Received result message: " +
str(received_stream_data_json))
self.manager.add_to_ringbuffer_result(
received_stream_data_json)
except websockets.exceptions.ConnectionClosed as error_msg:
logging.critical(
"BinanceWebSocketApiSocket.start_socket(" +
str(self.stream_id) + ", " + str(self.channels) +
", " + str(self.markets) +
") - Exception ConnectionClosed "
"- error_msg: " + str(error_msg))
if "WebSocket connection is closed: code = 1008" in str(
error_msg):
websocket.close()
self.manager.stream_is_crashing(
self.stream_id, error_msg)
self.manager.set_restart_request(self.stream_id)
sys.exit(1)
elif "WebSocket connection is closed: code = 1006" in str(
error_msg):
self.manager.stream_is_crashing(
self.stream_id, error_msg)
self.manager.set_restart_request(self.stream_id)
sys.exit(1)
else:
self.manager.stream_is_crashing(
self.stream_id, str(error_msg))
self.manager.set_restart_request(self.stream_id)
sys.exit(1)
except AttributeError as error_msg:
logging.error("BinanceWebSocketApiSocket.start_socket(" +
str(self.stream_id) + ", " +
str(self.channels) + ", " +
str(self.markets) +
") - Exception AttributeError - "
"error_msg: " + str(error_msg))
self.manager.stream_is_crashing(self.stream_id,
str(error_msg))
self.manager.set_restart_request(self.stream_id)
sys.exit(1)
class BinanceWebSocketApiSocket(object):
def __init__(self, manager, stream_id, channels, markets):
self.manager = manager
self.stream_id = stream_id
self.channels = channels
self.markets = markets
self.socket_id = uuid.uuid4()
self.manager.stream_list[
self.stream_id]['recent_socket_id'] = self.socket_id
self.symbols = self.manager.stream_list[self.stream_id]['symbols']
self.output = self.manager.stream_list[self.stream_id]['output']
self.unicorn_fy = UnicornFy()
self.exchange = manager.get_exchange()
async def start_socket(self):
logger.info(
f"BinanceWebSocketApiSocket.start_socket({str(self.stream_id)}, {str(self.channels)}, "
f"{str(self.markets)}) socket_id={str(self.socket_id)} recent_socket_id={str(self.socket_id)}"
)
try:
async with BinanceWebSocketApiConnection(
self.manager,
self.stream_id,
self.socket_id,
self.channels,
self.markets,
symbols=self.symbols) as websocket:
self.manager.socket_is_ready[self.stream_id] = True
while True:
if self.manager.is_stop_request(self.stream_id):
self.manager.stream_is_stopping(self.stream_id)
await websocket.close()
sys.exit(0)
elif self.manager.is_stop_as_crash_request(self.stream_id):
await websocket.close()
sys.exit(1)
try:
if self.manager.stream_list[self.stream_id][
'recent_socket_id'] != self.socket_id:
logger.error(
f"BinanceWebSocketApiSocket.start_socket({str(self.stream_id)}, "
f"{str(self.channels)}, {str(self.markets)} socket_id={str(self.socket_id)} "
f"recent_socket_id={str(self.socket_id)} - Sending payload - exit because its "
f"not the recent socket id! stream_id={str(self.stream_id)}, recent_socket_id="
f"{str(self.manager.stream_list[self.stream_id]['recent_socket_id'])}"
)
sys.exit(0)
except KeyError:
sys.exit(1)
while self.manager.stream_list[self.stream_id]['payload']:
logger.info(
f"BinanceWebSocketApiSocket.start_socket({str(self.stream_id)}, "
f"{str(self.channels)}, {str(self.markets)} socket_id={str(self.socket_id)} "
f"recent_socket_id={str(self.socket_id)} - Sending payload started ..."
)
if self.manager.stream_list[self.stream_id][
'recent_socket_id'] != self.socket_id:
logger.error(
f"BinanceWebSocketApiSocket.start_socket({str(self.stream_id)}, "
f"{str(self.channels)}, {str(self.markets)} socket_id={str(self.socket_id)} "
f"recent_socket_id={str(self.socket_id)} - Sending payload - exit because its "
f"not the recent socket id! stream_id={str(self.stream_id)}, recent_socket_id="
f"{str(self.manager.stream_list[self.stream_id]['recent_socket_id'])}"
)
sys.exit(0)
payload = self.manager.stream_list[
self.stream_id]['payload'].pop(0)
logger.info(
f"BinanceWebSocketApiSocket.start_socket({str(self.stream_id)}, "
f"{str(self.channels)}, {str(self.markets)} - Sending payload: {str(payload)}"
)
await websocket.send(
json.dumps(payload, ensure_ascii=False))
# To avoid a ban we respect the limits of binance:
# https://github.com/binance-exchange/binance-official-api-docs/blob/5fccfd572db2f530e25e302c02be5dec12759cf9/CHANGELOG.md#2020-04-23
# Limit: max 5 messages per second inclusive pings/pong
max_subscriptions_per_second = self.manager.max_send_messages_per_second - \
self.manager.max_send_messages_per_second_reserve
idle_time = 1 / max_subscriptions_per_second
await asyncio.sleep(idle_time)
try:
try:
received_stream_data_json = await websocket.receive(
)
except asyncio.TimeoutError:
# Timeout from `asyncio.wait_for()` which we use to keep the loop running even if we dont
# receive new records via websocket.
logger.debug(
f"BinanceWebSocketApiSocket.start_socket({str(self.stream_id)}, "
f"{str(self.channels)}, {str(self.markets)} - Received inner "
f"asyncio.TimeoutError")
continue
if received_stream_data_json is not None:
if self.output == "UnicornFy":
if self.exchange == "binance.com":
received_stream_data = self.unicorn_fy.binance_com_websocket(
received_stream_data_json)
elif self.exchange == "binance.com-testnet":
received_stream_data = self.unicorn_fy.binance_com_websocket(
received_stream_data_json)
elif self.exchange == "binance.com-margin":
received_stream_data = self.unicorn_fy.binance_com_margin_websocket(
received_stream_data_json)
elif self.exchange == "binance.com-margin-testnet":
received_stream_data = self.unicorn_fy.binance_com_margin_websocket(
received_stream_data_json)
elif self.exchange == "binance.com-isolated_margin":
received_stream_data = self.unicorn_fy.binance_com_isolated_margin_websocket(
received_stream_data_json)
elif self.exchange == "binance.com-isolated_margin-testnet":
received_stream_data = self.unicorn_fy.binance_com_isolated_margin_websocket(
received_stream_data_json)
elif self.exchange == "binance.com-futures":
received_stream_data = self.unicorn_fy.binance_com_futures_websocket(
received_stream_data_json)
elif self.exchange == "binance.com-futures-testnet":
received_stream_data = self.unicorn_fy.binance_com_futures_websocket(
received_stream_data_json)
elif self.exchange == "binance.com-coin-futures" or self.exchange == "binance.com-coin_futures":
received_stream_data = self.unicorn_fy.binance_com_coin_futures_websocket(
received_stream_data_json)
elif self.exchange == "binance.je":
received_stream_data = self.unicorn_fy.binance_je_websocket(
received_stream_data_json)
elif self.exchange == "binance.us":
received_stream_data = self.unicorn_fy.binance_us_websocket(
received_stream_data_json)
elif self.exchange == "trbinance.com":
received_stream_data = self.unicorn_fy.trbinance_com_websocket(
received_stream_data_json)
elif self.exchange == "jex.com":
received_stream_data = self.unicorn_fy.jex_com_websocket(
received_stream_data_json)
elif self.exchange == "binance.org":
received_stream_data = self.unicorn_fy.binance_org_websocket(
received_stream_data_json)
elif self.exchange == "binance.org-testnet":
received_stream_data = self.unicorn_fy.binance_org_websocket(
received_stream_data_json)
else:
received_stream_data = received_stream_data_json
elif self.output == "dict":
received_stream_data = json.loads(
received_stream_data_json)
else:
received_stream_data = received_stream_data_json
try:
stream_buffer_name = self.manager.stream_list[
self.stream_id]['stream_buffer_name']
except KeyError:
stream_buffer_name = False
if stream_buffer_name:
# if create_stream() got a stram_buffer_name -> use it
self.manager.add_to_stream_buffer(
received_stream_data,
stream_buffer_name=stream_buffer_name)
elif self.manager.specific_process_stream_data[
self.stream_id] is not None:
# if create_stream() got a callback function -> use it
self.manager.specific_process_stream_data[
self.stream_id](received_stream_data)
else:
# Use the default process_stream_data function provided to/by the manager class
self.manager.process_stream_data(
received_stream_data,
stream_buffer_name=stream_buffer_name)
if "error" in received_stream_data_json:
logger.error(
"BinanceWebSocketApiSocket.start_socket(" +
str(self.stream_id) + ") "
"- Received error message: " +
str(received_stream_data_json))
self.manager.add_to_ringbuffer_error(
received_stream_data_json)
elif "result" in received_stream_data_json:
logger.info(
"BinanceWebSocketApiSocket.start_socket(" +
str(self.stream_id) + ") "
"- Received result message: " +
str(received_stream_data_json))
self.manager.add_to_ringbuffer_result(
received_stream_data_json)
else:
if self.manager.stream_list[self.stream_id][
'last_received_data_record'] is None:
self.manager.process_stream_signals(
"FIRST_RECEIVED_DATA", self.stream_id,
received_stream_data)
self.manager.stream_list[self.stream_id][
'last_received_data_record'] = received_stream_data
except websockets.exceptions.ConnectionClosed as error_msg:
logger.critical(
"BinanceWebSocketApiSocket.start_socket(" +
str(self.stream_id) + ", " + str(self.channels) +
", " + str(self.markets) +
") - Exception ConnectionClosed "
"- error_msg: " + str(error_msg))
if "WebSocket connection is closed: code = 1008" in str(
error_msg):
websocket.close()
self.manager.stream_is_crashing(
self.stream_id, error_msg)
self.manager.set_restart_request(self.stream_id)
sys.exit(1)
elif "WebSocket connection is closed: code = 1006" in str(
error_msg):
self.manager.stream_is_crashing(
self.stream_id, error_msg)
self.manager.set_restart_request(self.stream_id)
sys.exit(1)
else:
self.manager.stream_is_crashing(
self.stream_id, str(error_msg))
self.manager.set_restart_request(self.stream_id)
sys.exit(1)
except AttributeError as error_msg:
logger.error(
"BinanceWebSocketApiSocket.start_socket(" +
str(self.stream_id) + ", " + str(self.channels) +
", " + str(self.markets) +
") - Exception AttributeError - "
"error_msg: " + str(error_msg))
self.manager.stream_is_crashing(
self.stream_id, str(error_msg))
self.manager.set_restart_request(self.stream_id)
sys.exit(1)
except asyncio.TimeoutError as error_msg:
# Catching https://github.com/LUCIT-Systems-and-Development/unicorn-binance-websocket-api/issues/221
self.manager.stream_is_crashing(self.stream_id, error_msg)
self.manager.set_restart_request(self.stream_id)
sys.exit(1)
