async def listen_for_trades(self, ev_loop: asyncio.BaseEventLoop,
output: asyncio.Queue):
ws = None
while True:
try:
ws = await self._create_websocket_connection()
payload = {
"method":
"SUBSCRIBE",
"params": [
f"{utils.convert_to_exchange_trading_pair(trading_pair).lower()}@aggTrade"
for trading_pair in self._trading_pairs
],
"id":
self.TRADE_STREAM_ID
}
await ws.send_json(payload)
async for json_msg in self._iter_messages(ws):
if "result" in json_msg:
continue
trade_msg: OrderBookMessage = BinancePerpetualOrderBook.trade_message_from_exchange(
json_msg)
output.put_nowait(trade_msg)
except asyncio.CancelledError:
raise
except Exception:
self.logger().error(
"Unexpected error with Websocket connection. Retrying after 30 seconds...",
exc_info=True)
await self._sleep(30.0)
finally:
ws and await ws.close()
async def listen_for_trades(self, ev_loop: asyncio.BaseEventLoop,
output: asyncio.Queue):
while True:
try:
ws_subscription_path: str = "/".join([
f"{convert_to_exchange_trading_pair(trading_pair).lower()}@aggTrade"
for trading_pair in self._trading_pairs
])
stream_url = f"{utils.wss_url(endpoint=CONSTANTS.PUBLIC_WS_ENDPOINT)}?streams={ws_subscription_path}"
ws: websockets.WebSocketClientProtocol = await websockets.connect(
stream_url)
async for raw_msg in self.ws_messages(ws):
msg_json = ujson.loads(raw_msg)
trade_msg: OrderBookMessage = BinancePerpetualOrderBook.trade_message_from_exchange(
msg_json)
output.put_nowait(trade_msg)
except asyncio.CancelledError:
raise
except Exception:
self.logger().error(
"Unexpected error with Websocket connection. Retrying after 30 seconds...",
exc_info=True)
await self._sleep(30.0)
finally:
await ws.close()
async def listen_for_trades(self, ev_loop: asyncio.BaseEventLoop, output: asyncio.Queue):
while True:
msg = await self._message_queue[CONSTANTS.TRADE_STREAM_ID].get()
msg.data["data"]["s"] = await self.convert_from_exchange_trading_pair(
exchange_trading_pair=msg.data["data"]["s"],
domain=self._domain,
throttler=self._throttler)
trade_message: OrderBookMessage = BinancePerpetualOrderBook.trade_message_from_exchange(msg.data)
output.put_nowait(trade_message)
async def listen_for_trades(self, ev_loop: asyncio.BaseEventLoop,
output: asyncio.Queue):
while True:
try:
# trading_pairs: List[str] = await self.get_trading_pairs()
ws_subscription_path: str = "/".join([
f"{convert_to_exchange_trading_pair(trading_pair).lower()}@aggTrade"
for trading_pair in self._trading_pairs
])
stream_url = f"{self._stream_url}?streams={ws_subscription_path}"
async with websockets.connect(stream_url) as ws:
ws: websockets.WebSocketClientProtocol = ws
async for raw_msg in self.ws_messages(ws):
msg_json = ujson.loads(raw_msg)
trade_msg: OrderBookMessage = BinancePerpetualOrderBook.trade_message_from_exchange(
msg_json)
output.put_nowait(trade_msg)
except asyncio.CancelledError:
raise
except Exception:
self.logger().error(
"Unexpected error with WebSocket connection. Retrying after 30 seconds...",
exc_info=True)
await asyncio.sleep(30)