class TestBinanceComWebsocketFutures(unittest.TestCase):
def setUp(self):
self.unicorn_fy = UnicornFy()
self.unicorn_fy_version = str(self.unicorn_fy.get_version())
self.unicorn_fy.binance_futures_websocket("data", show_deprecated_warning=True)
def test_with_non_json(self):
self.unicorn_fy.binance_futures_websocket(False)
def test_result(self):
data = '{"result":null,"id":2}'
asserted_result = "{'result': None, 'id': 2, 'unicorn_fied': ['binance.com', '" + self.unicorn_fy_version + "']}"
self.assertEqual(str(self.unicorn_fy.binance_com_websocket(data)), asserted_result)
def test_error(self):
data = '{"error":"blahblah"}'
asserted_result = "{'error': 'blahblah', 'unicorn_fied': ['binance.com', '" + self.unicorn_fy_version + "']}"
self.assertEqual(str(self.unicorn_fy.binance_com_websocket(data)), asserted_result)
def test_aggTrade_single(self):
data = '{"stream":"btcusdt@aggTrade","data":{"e":"aggTrade","E":1592584651517,"s":"BTCUSDT","a":315753210,"p":"9319.00000000","q":"0.01864900","f":343675554,"l":343675554,"T":1592584651516,"m":true,"M":true}}'
asserted_result = "{'stream_type': 'btcusdt@aggTrade', 'event_type': 'aggTrade', 'event_time': 1592584651517, 'symbol': 'BTCUSDT', 'aggregate_trade_id': 315753210, 'price': '9319.00000000', 'quantity': '0.01864900', 'first_trade_id': 343675554, 'last_trade_id': 343675554, 'trade_time': 1592584651516, 'is_market_maker': True, 'unicorn_fied': ['binance.com-futures', '" + self.unicorn_fy_version + "']}"
self.assertEqual(str(self.unicorn_fy.binance_com_futures_websocket(data)), asserted_result)
def tearDown(self):
del self.unicorn_fy
class TestBinanceGeneric(unittest.TestCase):
def setUp(self):
print("\n\rstarting unittests")
self.unicorn_fy = UnicornFy()
self.unicorn_fy_version = str(self.unicorn_fy.get_version())
self.unicorn_fy.get_latest_release_info()
self.unicorn_fy.get_latest_version()
def test_set_to_false_if_not_exist(self):
value = {'key': '',
'blub': 2}
self.assertEqual(str(self.unicorn_fy.set_to_false_if_not_exist(value, "invalid")), "{'key': '', 'blub': 2, 'invalid': False}")
def test_is_json(self):
self.assertFalse(self.unicorn_fy.is_json(False))
def test_result(self):
data = '{"result":null,"id":2}'
asserted_result = "{'result': None, 'id': 2, 'unicorn_fied': ['binance.com', '" + self.unicorn_fy_version + "']}"
self.assertEqual(str(self.unicorn_fy.binance_com_websocket(data)), asserted_result)
def test_error(self):
data = '{"error":"blahblah"}'
asserted_result = "{'error': 'blahblah', 'unicorn_fied': ['binance.com', '" + self.unicorn_fy_version + "']}"
self.assertEqual(str(self.unicorn_fy.binance_com_websocket(data)), asserted_result)
def test_template(self):
data = ''
asserted_result = ""
self.assertEqual(str(self.unicorn_fy.binance_com_margin_websocket(data)), asserted_result)
def tearDown(self):
del self.unicorn_fy
class TestBinanceComWebsocketFutures(unittest.TestCase):
def setUp(self):
self.unicorn_fy = UnicornFy()
self.unicorn_fy_version = str(self.unicorn_fy.get_version())
self.unicorn_fy.binance_futures_websocket("data",
show_deprecated_warning=True)
def test_with_non_json(self):
self.unicorn_fy.binance_futures_websocket(False)
def test_result(self):
data = '{"result":null,"id":2}'
asserted_result = "{'result': None, 'id': 2, 'unicorn_fied': ['binance.com', '" + self.unicorn_fy_version + "']}"
self.assertEqual(str(self.unicorn_fy.binance_com_websocket(data)),
asserted_result)
def test_error(self):
data = '{"error":"blahblah"}'
asserted_result = "{'error': 'blahblah', 'unicorn_fied': ['binance.com', '" + self.unicorn_fy_version + "']}"
self.assertEqual(str(self.unicorn_fy.binance_com_websocket(data)),
asserted_result)
def test_aggTrade_single(self):
data = '{"stream":"btcusdt@aggTrade","data":{"e":"aggTrade","E":1592584651517,"s":"BTCUSDT","a":315753210,"p":"9319.00000000","q":"0.01864900","f":343675554,"l":343675554,"T":1592584651516,"m":true,"M":true}}'
asserted_result = "{'stream_type': 'btcusdt@aggTrade', 'event_type': 'aggTrade', 'event_time': 1592584651517, 'symbol': 'BTCUSDT', 'aggregate_trade_id': 315753210, 'price': '9319.00000000', 'quantity': '0.01864900', 'first_trade_id': 343675554, 'last_trade_id': 343675554, 'trade_time': 1592584651516, 'is_market_maker': True, 'unicorn_fied': ['binance.com-futures', '" + self.unicorn_fy_version + "']}"
self.assertEqual(
str(self.unicorn_fy.binance_com_futures_websocket(data)),
asserted_result)
def test_account_update_futures(self):
data = '{"e":"ACCOUNT_UPDATE","T":1617859763506,"E":1617859763511,"a":{"B":[{"a":"USDT","wb":"1790.86605837","cw":"1790.86605837"}],"P":[{"s":"CHZUSDT","pa":"0","ep":"0.00000","cr":"0","up":"0","mt":"cross","iw":"0","ps":"BOTH","ma":"USDT"},{"s":"CHZUSDT","pa":"2684","ep":"0.45855","cr":"79.89127995","up":"2.03986684","mt":"cross","iw":"0","ps":"LONG","ma":"USDT"}],"m":"ORDER"}}'
asserted_result = "{'stream_type': 'ACCOUNT_UPDATE', 'event_type': 'ACCOUNT_UPDATE', 'event_time': 1617859763511, 'transaction': 1617859763506, 'event_reason': 'ORDER', 'balances': [{'asset': 'USDT', 'wallet_balance': '1790.86605837', 'cross_wallet_balance': '1790.86605837'}], 'positions': [{'symbol': 'CHZUSDT', 'position_amount': '0', 'entry_price': '0.00000', 'accumulated_realized': '0', 'upnl': '0', 'margin_type': 'cross', 'isolated_wallet': '0', 'position_side': 'BOTH'}, {'symbol': 'CHZUSDT', 'position_amount': '2684', 'entry_price': '0.45855', 'accumulated_realized': '79.89127995', 'upnl': '2.03986684', 'margin_type': 'cross', 'isolated_wallet': '0', 'position_side': 'LONG'}], 'unicorn_fied': ['binance.com-futures', '" + self.unicorn_fy_version + "']}"
self.assertEqual(
str(self.unicorn_fy.binance_com_futures_websocket(data)),
asserted_result)
def test_order_trade_update_futures(self):
data = '{"e":"ORDER_TRADE_UPDATE","T":1617859867769,"E":1617859867772,"o":{"s":"SANDUSDT","c":"electron_6LyJZ9KPgmRbhKfFamx3","S":"BUY","o":"LIMIT","f":"GTC","q":"1000","p":"0.63428","ap":"0","sp":"0","x":"NEW","X":"NEW","i":315803079,"l":"0","z":"0","L":"0","T":1617859867769,"t":0,"b":"1262.16000","a":"0","m":false,"R":false,"wt":"CONTRACT_PRICE","ot":"LIMIT","ps":"LONG","cp":false,"rp":"0","pP":false,"si":0,"ss":0}}'
asserted_result = "{'stream_type': 'ORDER_TRADE_UPDATE', 'event_type': 'ORDER_TRADE_UPDATE', 'event_time': 1617859867772, 'symbol': 'SANDUSDT', 'client_order_id': 'electron_6LyJZ9KPgmRbhKfFamx3', 'side': 'BUY', 'order_type': 'LIMIT', 'time_in_force': 'GTC', 'order_quantity': '1000', 'order_price': '0.63428', 'order_avg_price': '0', 'order_stop_price': '0', 'current_execution_type': 'NEW', 'current_order_status': 'NEW', 'order_id': 315803079, 'last_executed_quantity': '0', 'cumulative_filled_quantity': '0', 'last_executed_price': '0', 'transaction_time': 1617859867769, 'trade_id': 0, 'net_pay': '1262.16000', 'net_selling_order_value': '0', 'is_trade_maker_side': False, 'reduce_only': False, 'trigger_price_type': 'CONTRACT_PRICE', 'order_price_type': 'LIMIT', 'position_side': 'LONG', 'order_realized_profit': '0', 'unicorn_fied': ['binance.com-futures', '" + self.unicorn_fy_version + "']}"
self.assertEqual(
str(self.unicorn_fy.binance_com_futures_websocket(data)),
asserted_result)
def test_margin_call_futures(self):
# Todo: MISSING!!!
pass
def test_account_config_update_futures(self):
data = '{"e":"ACCOUNT_CONFIG_UPDATE","T":1617971759717,"E":1617971759721,"ac":{"s":"BTCUSDT","l":19}}'
asserted_result = "{'stream_type': 'ACCOUNT_CONFIG_UPDATE', 'event_type': 'ACCOUNT_CONFIG_UPDATE', 'event_time': 1617971759721, 'symbol': 'BTCUSDT', 'leverage': 19, 'unicorn_fied': ['binance.com-futures', '" + self.unicorn_fy_version + "']}"
self.assertEqual(
str(self.unicorn_fy.binance_com_futures_websocket(data)),
asserted_result)
def tearDown(self):
del self.unicorn_fy
def print_stream_data_from_stream_buffer(binance_websocket_api_manager):
while True:
if binance_websocket_api_manager.is_manager_stopping():
exit(0)
oldest_stream_data_from_stream_buffer = binance_websocket_api_manager.pop_stream_data_from_stream_buffer()
if oldest_stream_data_from_stream_buffer is not False:
unicorn_fied_data = UnicornFy.binance_com_websocket(oldest_stream_data_from_stream_buffer)
#print(str(unicorn_fied_data))
else:
time.sleep(0.01)
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 TestBinanceComWebsocket(unittest.TestCase):
def setUp(self):
self.unicorn_fy = UnicornFy()
self.unicorn_fy_version = str(self.unicorn_fy.get_version())
data = '{"stream":"btcusdt@aggTrade","data":{"e":"aggTrade","E":1592584651517,"s":"BTCUSDT","a":315753210,"p":"9319.00000000","q":"0.01864900","f":343675554,"l":343675554,"T":1592584651516,"m":true,"M":true}}'
self.unicorn_fy.binance_websocket(data, show_deprecated_warning=True)
def test_aggTrade_single(self):
data = '{"stream":"btcusdt@aggTrade","data":{"e":"aggTrade","E":1592584651517,"s":"BTCUSDT","a":315753210,"p":"9319.00000000","q":"0.01864900","f":343675554,"l":343675554,"T":1592584651516,"m":true,"M":true}}'
asserted_result = "{'stream_type': 'btcusdt@aggTrade', 'event_type': 'aggTrade', 'event_time': 1592584651517, 'symbol': 'BTCUSDT', 'aggregate_trade_id': 315753210, 'price': '9319.00000000', 'quantity': '0.01864900', 'first_trade_id': 343675554, 'last_trade_id': 343675554, 'trade_time': 1592584651516, 'is_market_maker': True, 'ignore': True, 'unicorn_fied': ['binance.com', '" + self.unicorn_fy_version + "']}"
self.assertEqual(str(self.unicorn_fy.binance_com_websocket(data)), asserted_result)
def test_trade_single(self):
data = '{"stream":"btcusdt@trade","data":{"e":"trade","E":1592591955766,"s":"BTCUSDT","t":343719861,"p":"9302.00000000","q":"0.00101900","b":2517144287,"a":2517144235,"T":1592591955765,"m":false,"M":true}}'
asserted_result = "{'stream_type': 'btcusdt@trade', 'event_type': 'trade', 'event_time': 1592591955766, 'symbol': 'BTCUSDT', 'trade_id': 343719861, 'price': '9302.00000000', 'quantity': '0.00101900', 'buyer_order_id': 2517144287, 'seller_order_id': 2517144235, 'trade_time': 1592591955765, 'is_market_maker': False, 'ignore': True, 'unicorn_fied': ['binance.com', '" + self.unicorn_fy_version + "']}"
self.assertEqual(str(self.unicorn_fy.binance_com_websocket(data)), asserted_result)
def test_ticker_single(self):
data = '{"stream":"btcusdt@ticker","data":{"e":"24hrTicker","E":1592593727005,"s":"BTCUSDT","p":"-65.00000000","P":"-0.693","w":"9343.29777965","x":"9383.27000000","c":"9318.48000000","Q":"0.00250000","b":"9318.18000000","B":"0.32000000","a":"9318.47000000","A":"0.35414300","o":"9383.48000000","h":"9438.30000000","l":"9215.79000000","v":"48745.36667100","q":"455442476.18534620","O":1592507327001,"C":1592593727001,"F":343178738,"L":343729077,"n":550340}}'
asserted_result = "{'stream_type': 'btcusdt@ticker', 'event_type': '24hrTicker', 'data': [{'stream_type': 'btcusdt@ticker', 'event_type': '24hrTicker', 'event_time': 1592593727005, 'symbol': 'BTCUSDT', 'price_change': '-65.00000000', 'price_change_percent': '-0.693', 'weighted_average_price': '9343.29777965', 'trade_before_24h_window': '9383.27000000', 'last_price': '9318.48000000', 'last_quantity': '0.00250000', 'best_bid_price': '9318.18000000', 'best_bid_quantity': '0.32000000', 'best_ask_price': '9318.47000000', 'best_ask_quantity': '0.35414300', 'open_price': '9383.48000000', 'high_price': '9438.30000000', 'low_price': '9215.79000000', 'total_traded_base_asset_volume': '48745.36667100', 'total_traded_quote_asset_volume': '455442476.18534620', 'statistics_open_time': 1592507327001, 'statistics_close_time': 1592593727001, 'first_trade_id': 343178738, 'last_trade_id': 343729077, 'total_nr_of_trades': 550340}], 'unicorn_fied': ['binance.com', '" + self.unicorn_fy_version + "']}"
self.assertEqual(str(self.unicorn_fy.binance_com_websocket(data)), asserted_result)
def test_miniTicker_arr(self):
data = '[{"e":"24hrMiniTicker","E":1592594715455,"s":"ETHBTC","c":"0.02456700","o":"0.02459800","h":"0.02470900","l":"0.02438100","v":"163116.18600000","q":"4006.04936991"},{"e":"24hrMiniTicker","E":1592594715775,"s":"BTCUSDT","c":"9342.70000000","o":"9393.74000000","h":"9438.30000000","l":"9215.79000000","v":"47798.03832300","q":"446546826.58722200"},{"e":"24hrMiniTicker","E":1592594715488,"s":"ETHUSDT","c":"229.47000000","o":"231.06000000","h":"232.69000000","l":"226.74000000","v":"439855.40218000","q":"100960868.33504020"},{"e":"24hrMiniTicker","E":1592594715714,"s":"LINKBTC","c":"0.00043725","o":"0.00044065","h":"0.00044673","l":"0.00043490","v":"1034299.00000000","q":"456.44873499"},{"e":"24hrMiniTicker","E":1592594715746,"s":"LINKETH","c":"0.01781759","o":"0.01789017","h":"0.01817306","l":"0.01770212","v":"75699.00000000","q":"1359.70614144"},{"e":"24hrMiniTicker","E":1592594715757,"s":"ETCBTC","c":"0.00068510","o":"0.00065590","h":"0.00068720","l":"0.00065400","v":"283704.17000000","q":"190.31163530"},{"e":"24hrMiniTicker","E":1592594715436,"s":"TRXETH","c":"0.00006977","o":"0.00006925","h":"0.00006999","l":"0.00006898","v":"57356284.00000000","q":"3980.89377161"},{"e":"24hrMiniTicker","E":1592594715681,"s":"TNBBTC","c":"0.00000031","o":"0.00000029","h":"0.00000031","l":"0.00000028","v":"334919689.00000000","q":"97.62568721"},{"e":"24hrMiniTicker","E":1592594715454,"s":"ELFBTC","c":"0.00001121","o":"0.00001105","h":"0.00001134","l":"0.00001052","v":"7105620.00000000","q":"78.17667453"},{"e":"24hrMiniTicker","E":1592594715442,"s":"ELFETH","c":"0.00045625","o":"0.00045000","h":"0.00046193","l":"0.00042902","v":"261232.00000000","q":"116.09339754"},{"e":"24hrMiniTicker","E":1592594715696,"s":"RLCBTC","c":"0.00006922","o":"0.00005916","h":"0.00007305","l":"0.00005752","v":"7289087.00000000","q":"493.31904576"},{"e":"24hrMiniTicker","E":1592594714915,"s":"ADAUSDT","c":"0.08013000","o":"0.08099000","h":"0.08239000","l":"0.07844000","v":"297708746.40000000","q":"23902853.53009500"},{"e":"24hrMiniTicker","E":1592594715812,"s":"DATABTC","c":"0.00000585","o":"0.00000584","h":"0.00000618","l":"0.00000570","v":"12724161.00000000","q":"75.51506149"},{"e":"24hrMiniTicker","E":1592594715768,"s":"ETCUSDT","c":"6.40130000","o":"6.16160000","h":"6.42130000","l":"6.09630000","v":"1368917.75000000","q":"8580762.83062200"},{"e":"24hrMiniTicker","E":1592594715388,"s":"FETUSDT","c":"0.03144000","o":"0.03100000","h":"0.03188000","l":"0.02923000","v":"225670248.30000000","q":"6911155.91613500"},{"e":"24hrMiniTicker","E":1592594714974,"s":"BATUSDT","c":"0.21920000","o":"0.21810000","h":"0.22300000","l":"0.21390000","v":"7422701.22000000","q":"1619349.76348900"},{"e":"24hrMiniTicker","E":1592594715293,"s":"IOSTUSDT","c":"0.00578900","o":"0.00568200","h":"0.00605200","l":"0.00557400","v":"1610340020.00000000","q":"9367137.54193700"},{"e":"24hrMiniTicker","E":1592594715370,"s":"ERDBTC","c":"0.00000057","o":"0.00000047","h":"0.00000059","l":"0.00000044","v":"2092244908.00000000","q":"1087.58437768"},{"e":"24hrMiniTicker","E":1592594715719,"s":"TOMOBNB","c":"0.02937000","o":"0.02784000","h":"0.02937000","l":"0.02705000","v":"98503.20000000","q":"2766.91140800"},{"e":"24hrMiniTicker","E":1592594715796,"s":"TOMOBTC","c":"0.00005045","o":"0.00004779","h":"0.00005048","l":"0.00004652","v":"2978511.00000000","q":"144.42861171"},{"e":"24hrMiniTicker","E":1592594715535,"s":"TOMOUSDT","c":"0.46920000","o":"0.44930000","h":"0.47170000","l":"0.43000000","v":"2175928.92000000","q":"983414.94253100"},{"e":"24hrMiniTicker","E":1592594715403,"s":"BEAMUSDT","c":"0.50340000","o":"0.49170000","h":"0.53000000","l":"0.48070000","v":"2266897.49000000","q":"1148328.48354700"},{"e":"24hrMiniTicker","E":1592594715042,"s":"VITEBTC","c":"0.00000190","o":"0.00000184","h":"0.00000195","l":"0.00000173","v":"35965553.00000000","q":"66.24169781"},{"e":"24hrMiniTicker","E":1592594715034,"s":"VITEUSDT","c":"0.01773000","o":"0.01730000","h":"0.01821000","l":"0.01606000","v":"15621038.00000000","q":"268307.71989000"},{"e":"24hrMiniTicker","E":1592594715251,"s":"MBLBNB","c":"0.00011700","o":"0.00011350","h":"0.00011880","l":"0.00010980","v":"83375259.00000000","q":"9505.73917390"},{"e":"24hrMiniTicker","E":1592594715431,"s":"KNCUSDT","c":"1.19900000","o":"1.15600000","h":"1.22400000","l":"1.14000000","v":"939178.01300000","q":"1109490.22233400"}]'
asserted_result = "{'stream_type': '!miniTicker@arr', 'event_type': '24hrMiniTicker', 'data': [{'stream_type': '!miniTicker@arr', 'event_type': '24hrMiniTicker', 'event_time': 1592594715455, 'symbol': 'ETHBTC', 'close_price': '0.02456700', 'open_price': '0.02459800', 'high_price': '0.02470900', 'low_price': '0.02438100', 'taker_by_base_asset_volume': '163116.18600000', 'taker_by_quote_asset_volume': '4006.04936991'}, {'stream_type': '!miniTicker@arr', 'event_type': '24hrMiniTicker', 'event_time': 1592594715775, 'symbol': 'BTCUSDT', 'close_price': '9342.70000000', 'open_price': '9393.74000000', 'high_price': '9438.30000000', 'low_price': '9215.79000000', 'taker_by_base_asset_volume': '47798.03832300', 'taker_by_quote_asset_volume': '446546826.58722200'}, {'stream_type': '!miniTicker@arr', 'event_type': '24hrMiniTicker', 'event_time': 1592594715488, 'symbol': 'ETHUSDT', 'close_price': '229.47000000', 'open_price': '231.06000000', 'high_price': '232.69000000', 'low_price': '226.74000000', 'taker_by_base_asset_volume': '439855.40218000', 'taker_by_quote_asset_volume': '100960868.33504020'}, {'stream_type': '!miniTicker@arr', 'event_type': '24hrMiniTicker', 'event_time': 1592594715714, 'symbol': 'LINKBTC', 'close_price': '0.00043725', 'open_price': '0.00044065', 'high_price': '0.00044673', 'low_price': '0.00043490', 'taker_by_base_asset_volume': '1034299.00000000', 'taker_by_quote_asset_volume': '456.44873499'}, {'stream_type': '!miniTicker@arr', 'event_type': '24hrMiniTicker', 'event_time': 1592594715746, 'symbol': 'LINKETH', 'close_price': '0.01781759', 'open_price': '0.01789017', 'high_price': '0.01817306', 'low_price': '0.01770212', 'taker_by_base_asset_volume': '75699.00000000', 'taker_by_quote_asset_volume': '1359.70614144'}, {'stream_type': '!miniTicker@arr', 'event_type': '24hrMiniTicker', 'event_time': 1592594715757, 'symbol': 'ETCBTC', 'close_price': '0.00068510', 'open_price': '0.00065590', 'high_price': '0.00068720', 'low_price': '0.00065400', 'taker_by_base_asset_volume': '283704.17000000', 'taker_by_quote_asset_volume': '190.31163530'}, {'stream_type': '!miniTicker@arr', 'event_type': '24hrMiniTicker', 'event_time': 1592594715436, 'symbol': 'TRXETH', 'close_price': '0.00006977', 'open_price': '0.00006925', 'high_price': '0.00006999', 'low_price': '0.00006898', 'taker_by_base_asset_volume': '57356284.00000000', 'taker_by_quote_asset_volume': '3980.89377161'}, {'stream_type': '!miniTicker@arr', 'event_type': '24hrMiniTicker', 'event_time': 1592594715681, 'symbol': 'TNBBTC', 'close_price': '0.00000031', 'open_price': '0.00000029', 'high_price': '0.00000031', 'low_price': '0.00000028', 'taker_by_base_asset_volume': '334919689.00000000', 'taker_by_quote_asset_volume': '97.62568721'}, {'stream_type': '!miniTicker@arr', 'event_type': '24hrMiniTicker', 'event_time': 1592594715454, 'symbol': 'ELFBTC', 'close_price': '0.00001121', 'open_price': '0.00001105', 'high_price': '0.00001134', 'low_price': '0.00001052', 'taker_by_base_asset_volume': '7105620.00000000', 'taker_by_quote_asset_volume': '78.17667453'}, {'stream_type': '!miniTicker@arr', 'event_type': '24hrMiniTicker', 'event_time': 1592594715442, 'symbol': 'ELFETH', 'close_price': '0.00045625', 'open_price': '0.00045000', 'high_price': '0.00046193', 'low_price': '0.00042902', 'taker_by_base_asset_volume': '261232.00000000', 'taker_by_quote_asset_volume': '116.09339754'}, {'stream_type': '!miniTicker@arr', 'event_type': '24hrMiniTicker', 'event_time': 1592594715696, 'symbol': 'RLCBTC', 'close_price': '0.00006922', 'open_price': '0.00005916', 'high_price': '0.00007305', 'low_price': '0.00005752', 'taker_by_base_asset_volume': '7289087.00000000', 'taker_by_quote_asset_volume': '493.31904576'}, {'stream_type': '!miniTicker@arr', 'event_type': '24hrMiniTicker', 'event_time': 1592594714915, 'symbol': 'ADAUSDT', 'close_price': '0.08013000', 'open_price': '0.08099000', 'high_price': '0.08239000', 'low_price': '0.07844000', 'taker_by_base_asset_volume': '297708746.40000000', 'taker_by_quote_asset_volume': '23902853.53009500'}, {'stream_type': '!miniTicker@arr', 'event_type': '24hrMiniTicker', 'event_time': 1592594715812, 'symbol': 'DATABTC', 'close_price': '0.00000585', 'open_price': '0.00000584', 'high_price': '0.00000618', 'low_price': '0.00000570', 'taker_by_base_asset_volume': '12724161.00000000', 'taker_by_quote_asset_volume': '75.51506149'}, {'stream_type': '!miniTicker@arr', 'event_type': '24hrMiniTicker', 'event_time': 1592594715768, 'symbol': 'ETCUSDT', 'close_price': '6.40130000', 'open_price': '6.16160000', 'high_price': '6.42130000', 'low_price': '6.09630000', 'taker_by_base_asset_volume': '1368917.75000000', 'taker_by_quote_asset_volume': '8580762.83062200'}, {'stream_type': '!miniTicker@arr', 'event_type': '24hrMiniTicker', 'event_time': 1592594715388, 'symbol': 'FETUSDT', 'close_price': '0.03144000', 'open_price': '0.03100000', 'high_price': '0.03188000', 'low_price': '0.02923000', 'taker_by_base_asset_volume': '225670248.30000000', 'taker_by_quote_asset_volume': '6911155.91613500'}, {'stream_type': '!miniTicker@arr', 'event_type': '24hrMiniTicker', 'event_time': 1592594714974, 'symbol': 'BATUSDT', 'close_price': '0.21920000', 'open_price': '0.21810000', 'high_price': '0.22300000', 'low_price': '0.21390000', 'taker_by_base_asset_volume': '7422701.22000000', 'taker_by_quote_asset_volume': '1619349.76348900'}, {'stream_type': '!miniTicker@arr', 'event_type': '24hrMiniTicker', 'event_time': 1592594715293, 'symbol': 'IOSTUSDT', 'close_price': '0.00578900', 'open_price': '0.00568200', 'high_price': '0.00605200', 'low_price': '0.00557400', 'taker_by_base_asset_volume': '1610340020.00000000', 'taker_by_quote_asset_volume': '9367137.54193700'}, {'stream_type': '!miniTicker@arr', 'event_type': '24hrMiniTicker', 'event_time': 1592594715370, 'symbol': 'ERDBTC', 'close_price': '0.00000057', 'open_price': '0.00000047', 'high_price': '0.00000059', 'low_price': '0.00000044', 'taker_by_base_asset_volume': '2092244908.00000000', 'taker_by_quote_asset_volume': '1087.58437768'}, {'stream_type': '!miniTicker@arr', 'event_type': '24hrMiniTicker', 'event_time': 1592594715719, 'symbol': 'TOMOBNB', 'close_price': '0.02937000', 'open_price': '0.02784000', 'high_price': '0.02937000', 'low_price': '0.02705000', 'taker_by_base_asset_volume': '98503.20000000', 'taker_by_quote_asset_volume': '2766.91140800'}, {'stream_type': '!miniTicker@arr', 'event_type': '24hrMiniTicker', 'event_time': 1592594715796, 'symbol': 'TOMOBTC', 'close_price': '0.00005045', 'open_price': '0.00004779', 'high_price': '0.00005048', 'low_price': '0.00004652', 'taker_by_base_asset_volume': '2978511.00000000', 'taker_by_quote_asset_volume': '144.42861171'}, {'stream_type': '!miniTicker@arr', 'event_type': '24hrMiniTicker', 'event_time': 1592594715535, 'symbol': 'TOMOUSDT', 'close_price': '0.46920000', 'open_price': '0.44930000', 'high_price': '0.47170000', 'low_price': '0.43000000', 'taker_by_base_asset_volume': '2175928.92000000', 'taker_by_quote_asset_volume': '983414.94253100'}, {'stream_type': '!miniTicker@arr', 'event_type': '24hrMiniTicker', 'event_time': 1592594715403, 'symbol': 'BEAMUSDT', 'close_price': '0.50340000', 'open_price': '0.49170000', 'high_price': '0.53000000', 'low_price': '0.48070000', 'taker_by_base_asset_volume': '2266897.49000000', 'taker_by_quote_asset_volume': '1148328.48354700'}, {'stream_type': '!miniTicker@arr', 'event_type': '24hrMiniTicker', 'event_time': 1592594715042, 'symbol': 'VITEBTC', 'close_price': '0.00000190', 'open_price': '0.00000184', 'high_price': '0.00000195', 'low_price': '0.00000173', 'taker_by_base_asset_volume': '35965553.00000000', 'taker_by_quote_asset_volume': '66.24169781'}, {'stream_type': '!miniTicker@arr', 'event_type': '24hrMiniTicker', 'event_time': 1592594715034, 'symbol': 'VITEUSDT', 'close_price': '0.01773000', 'open_price': '0.01730000', 'high_price': '0.01821000', 'low_price': '0.01606000', 'taker_by_base_asset_volume': '15621038.00000000', 'taker_by_quote_asset_volume': '268307.71989000'}, {'stream_type': '!miniTicker@arr', 'event_type': '24hrMiniTicker', 'event_time': 1592594715251, 'symbol': 'MBLBNB', 'close_price': '0.00011700', 'open_price': '0.00011350', 'high_price': '0.00011880', 'low_price': '0.00010980', 'taker_by_base_asset_volume': '83375259.00000000', 'taker_by_quote_asset_volume': '9505.73917390'}, {'stream_type': '!miniTicker@arr', 'event_type': '24hrMiniTicker', 'event_time': 1592594715431, 'symbol': 'KNCUSDT', 'close_price': '1.19900000', 'open_price': '1.15600000', 'high_price': '1.22400000', 'low_price': '1.14000000', 'taker_by_base_asset_volume': '939178.01300000', 'taker_by_quote_asset_volume': '1109490.22233400'}], 'unicorn_fied': ['binance.com', '" + self.unicorn_fy_version + "']}"
self.assertEqual(str(self.unicorn_fy.binance_com_websocket(data)), asserted_result)
def test_miniTicker_single(self):
data = '{"stream":"btcusdt@miniTicker","data":{"e":"24hrMiniTicker","E":1601628771865,"s":"BTCUSDT","c":"10456.56000000","o":"10884.90000000","h":"10912.83000000","l":"10385.02000000","v":"64483.09756200","q":"685180788.34970800"}}'
asserted_result = "{'stream_type': 'btcusdt@miniTicker', 'event_type': '24hrMiniTicker', 'data': [{'stream_type': 'btcusdt@miniTicker', 'event_type': '24hrMiniTicker', 'event_time': 1601628771865, 'symbol': 'BTCUSDT', 'close_price': '10456.56000000', 'open_price': '10884.90000000', 'high_price': '10912.83000000', 'low_price': '10385.02000000', 'taker_by_base_asset_volume': '64483.09756200', 'taker_by_quote_asset_volume': '685180788.34970800'}], 'unicorn_fied': ['binance.com', '" + self.unicorn_fy_version + "']}"
self.assertEqual(str(self.unicorn_fy.binance_com_websocket(data)), asserted_result)
def test_kline_1m(self):
data = '{"stream":"btcusdt@kline_1m","data":{"e":"kline","E":1601630228469,"s":"BTCUSDT","k":{"t":1601630220000,"T":1601630279999,"s":"BTCUSDT","i":"1m","f":427033476,"L":427033658,"o":"10437.32000000","c":"10441.80000000","h":"10441.80000000","l":"10437.32000000","v":"20.63957400","n":183,"x":false,"q":"215452.69236872","V":"19.31210700","Q":"201593.99488069","B":"0"}}}'
asserted_result = "{'stream_type': 'btcusdt@kline_1m', 'event_type': 'kline', 'event_time': 1601630228469, 'symbol': 'BTCUSDT', 'kline': {'kline_start_time': 1601630220000, 'kline_close_time': 1601630279999, 'symbol': 'BTCUSDT', 'interval': '1m', 'first_trade_id': False, 'last_trade_id': False, 'open_price': '10437.32000000', 'close_price': '10441.80000000', 'high_price': '10441.80000000', 'low_price': '10437.32000000', 'base_volume': '20.63957400', 'number_of_trades': 183, 'is_closed': False, 'quote': '215452.69236872', 'taker_by_base_asset_volume': '19.31210700', 'taker_by_quote_asset_volume': '201593.99488069', 'ignore': '0'}, 'unicorn_fied': ['binance.com', '" + self.unicorn_fy_version + "']}"
self.assertEqual(str(self.unicorn_fy.binance_com_websocket(data)), asserted_result)
def test_listStatus(self):
data = '{"e":"listStatus","E":1606946194410,"s":"ETHUSDT","g":10717037,"c":"OCO","l":"ALL_DONE","L":"ALL_DONE","r":"NONE","C":"i8B7NXuB37QkJ2Vy8f5KHh","T":1606946194409,"O":[{"s":"ETHUSDT","i":2175939815,"c":"electron_648187c31bda49b6a2e81d23ae0"},{"s":"ETHUSDT","i":2175939816,"c":"84wruoWCZdkBUqbqlKfpv6"}]}'
asserted_result = "{'stream_type': 'ethusdt@listStatus', 'event_type': 'listStatus', 'event_time': 1606946194410, 'symbol': 'ETHUSDT', 'order_list_id': 10717037, 'contingency_type': 'OCO', 'list_status_type': 'ALL_DONE', 'list_order_status': 'ALL_DONE', 'list_reject_reason': 'NONE', 'list_client_order_id': 'i8B7NXuB37QkJ2Vy8f5KHh', 'transaction_time': 1606946194409, 'objects': [{'symbol': 'ETHUSDT', 'order_id': 2175939815, 'client_order_id': 'electron_648187c31bda49b6a2e81d23ae0'}, {'symbol': 'ETHUSDT', 'order_id': 2175939816, 'client_order_id': '84wruoWCZdkBUqbqlKfpv6'}], 'unicorn_fied': ['binance.com', '" + self.unicorn_fy_version + "']}"
self.assertEqual(str(self.unicorn_fy.binance_com_websocket(data)), asserted_result)
def test_template(self):
data = ''
asserted_result = "" + self.unicorn_fy_version + "']}"
#self.assertEqual(str(self.unicorn_fy.binance_com_websocket(data)), asserted_result)
def tearDown(self):
del self.unicorn_fy
def stream(self): # streams 24hour ticker & Asks Bids
binance_websocket_api_manager = BinanceWebSocketApiManager(
exchange="binance.com") # websocket connection
binance_websocket_api_manager.create_stream(
["ticker", "trade"],
[self.symbol_unicorn]) # TODO we might be able to put this in self
i = 0
while (self.stay_alive):
oldest_stream_data_from_stream_buffer = binance_websocket_api_manager.pop_stream_data_from_stream_buffer(
)
if oldest_stream_data_from_stream_buffer:
stream_data = UnicornFy.binance_com_websocket(
oldest_stream_data_from_stream_buffer)
if (stream_data['event_type'] == "24hrTicker"):
# set 24hr change to the value there
self.change24hr = float(
stream_data['data'][0]['price_change_percent'])
self.bid = float(stream_data["data"][0]["best_bid_price"])
self.ask = float(stream_data["data"][0]["best_ask_price"])
self.ask_quantity = float(
stream_data["data"][0]["best_ask_quantity"])
self.bid_quantity = float(
stream_data["data"][0]["best_bid_quantity"])
if (i == 0): # Will make loading boxes much faster
self.price = float(
stream_data['data'][0]['last_price'])
i += 1
elif (stream_data["event_type"] == "trade"):
self.price = float(stream_data["price"])
while (self.paused):
time.sleep(5)
time.sleep(self.SUPER.a * (1 / 4))
binance_websocket_api_manager.stop_manager_with_all_streams()
self.shut_down_count += 2
if (self.messages):
print(self.symbol_ccxt, "24hr stream succesfully shut down", "\n")
markets = {'bnbbtc', 'ethbtc', 'btcusdt', 'bchabcusdt', 'xrpusdt', 'rvnbtc', 'ltcusdt', 'adausdt', 'eosusdt',
'neousdt', 'bnbusdt', 'adabtc', 'ethusdt', 'trxbtc', 'bchabcbtc', 'ltcbtc', 'xrpbtc',
'ontbtc', 'bttusdt', 'eosbtc', 'xlmbtc', 'bttbtc', 'tusdusdt', 'xlmusdt', 'qkcbtc', 'zrxbtc',
'neobtc', 'adaeth', 'icxusdt', 'btctusd', 'icxbtc', 'btcusdc', 'wanbtc', 'zecbtc', 'wtcbtc',
'batbtc', 'adabnb', 'etcusdt', 'qtumusdt', 'xmrbtc', 'trxeth', 'adatusd', 'trxxrp', 'trxbnb',
'dashbtc', 'rvnbnb', 'bchabctusd', 'etcbtc', 'bnbeth', 'ethpax', 'nanobtc', 'xembtc', 'xrpbnb',
'bchabcpax', 'xrpeth', 'bttbnb', 'ltcbnb', 'agibtc', 'zrxusdt', 'xlmbnb', 'ltceth', 'eoseth',
'ltctusd', 'polybnb', 'scbtc', 'steembtc', 'trxtusd', 'npxseth', 'kmdbtc', 'polybtc', 'gasbtc',
'engbtc', 'zileth', 'xlmeth', 'eosbnb', 'xrppax', 'lskbtc', 'npxsbtc', 'xmrusdt', 'ltcpax',
'ethtusd', 'batusdt', 'mcobtc', 'neoeth', 'bntbtc', 'eostusd', 'lrcbtc', 'funbtc', 'zecusdt',
'bnbpax', 'linkusdt', 'hceth', 'zrxeth', 'icxeth', 'xmreth', 'neobnb', 'etceth', 'zeceth', 'xmrbnb',
'wanbnb', 'zrxbnb', 'agibnb', 'funeth', 'arketh', 'engeth'}
binance_get_kline_1m_bnbbtc = binance_websocket_api_manager.create_stream('kline_1m', markets=markets)
while True:
if binance_websocket_api_manager.is_manager_stopping():
exit(0)
oldest_stream_data_from_stream_buffer = binance_websocket_api_manager.pop_stream_data_from_stream_buffer()
if oldest_stream_data_from_stream_buffer is False:
time.sleep(0.01)
else:
oldest_stream_data_from_stream_buffer = UnicornFy.binance_com_websocket(oldest_stream_data_from_stream_buffer)
if oldest_stream_data_from_stream_buffer is not None:
try:
if oldest_stream_data_from_stream_buffer['event_time'] >= \
oldest_stream_data_from_stream_buffer['kline']['kline_close_time']:
print(oldest_stream_data_from_stream_buffer)
except KeyError:
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)
"q": "0.03200500",
"b": 341831847,
"a": 341831876,
"T": 1556876873648,
"m": True,
"M": True
}
}
received_stream_data_json = json.dumps(received_stream_data_json)
print("raw format:")
print(received_stream_data_json)
# unicorn_fy the format:
unicorn_fied_stream_data = UnicornFy.binance_com_websocket(
received_stream_data_json)
print("unicorn_fied:")
print(unicorn_fied_stream_data)
# recevied data format from binance:
received_stream_data_json = {
"stream": "ethbtc@ticker",
"data": {
"e": "24hrTicker",
"E": 1556877162244,
"s": "ETHBTC",
"p": "-0.00057000",
"P": "-1.926",
"w": "0.02918378",
"x": "0.02959500",
"c": "0.02902900",
#
# Copyright (c) 2019-2020, Oliver Zehentleitner
# All rights reserved.
#
# Permission is hereby granted, free of charge, to any person obtaining a
# copy of this software and associated documentation files (the
# "Software"), to deal in the Software without restriction, including
# without limitation the rights to use, copy, modify, merge, publish, dis-
# tribute, sublicense, and/or sell copies of the Software, and to permit
# persons to whom the Software is furnished to do so, subject to the fol-
# lowing conditions:
#
# The above copyright notice and this permission notice shall be included
# in all copies or substantial portions of the Software.
#
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS
# OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABIL-
# ITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT
# SHALL THE AUTHOR BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
# WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS
# IN THE SOFTWARE.
from unicorn_fy.unicorn_fy import UnicornFy
data = '{"e":"listStatus","E":1606946194410,"s":"ETHUSDT","g":10717037,"c":"OCO","l":"ALL_DONE","L":"ALL_DONE",' \
'"r":"NONE","C":"i8B7NXuB37QkJ2Vy8f5KHh","T":1606946194409,"O":[{"s":"ETHUSDT","i":2175939815,' \
'"c":"electron_648187c31bda49b6a2e81d23ae0"},{"s":"ETHUSDT","i":2175939816,"c":"84wruoWCZdkBUqbqlKfpv6"}]}'
result = UnicornFy.binance_com_websocket(data)
print(f"result: {result}")
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)
