Source code for unicorn_binance_websocket_api.sockets

#!/usr/bin/env python3
# -*- coding: utf-8 -*-
#
# File: unicorn_binance_websocket_api/sockets.py
#
# Part of ‘UNICORN Binance WebSocket API’
# Project website: https://www.lucit.tech/unicorn-binance-websocket-api.html
# Github: https://github.com/LUCIT-Systems-and-Development/unicorn-binance-websocket-api
# Documentation: https://unicorn-binance-websocket-api.docs.lucit.tech
# PyPI: https://pypi.org/project/unicorn-binance-websocket-api
# LUCIT Online Shop: https://shop.lucit.services/software
#
# License: LSOSL - LUCIT Synergetic Open Source License
# https://github.com/LUCIT-Systems-and-Development/unicorn-binance-websocket-api/blob/master/LICENSE
#
# Author: LUCIT Systems and Development
#
# Copyright (c) 2019-2023, LUCIT Systems and Development (https://www.lucit.tech)
# All rights reserved.

from __future__ import print_function
from unicorn_binance_websocket_api.connection import BinanceWebSocketApiConnection
from unicorn_fy.unicorn_fy import UnicornFy
import asyncio
import ujson as json
import logging
import sys
import uuid
import websockets

logger = logging.getLogger("unicorn_binance_websocket_api")


[docs] 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()
[docs] 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() return False elif self.manager.is_stop_as_crash_request(self.stream_id): await websocket.close() return False 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'])}") return False except KeyError: return False 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'])}") return False try: payload = self.manager.stream_list[self.stream_id]['payload'].pop(0) except IndexError as error_msg: logger.debug(f"BinanceWebSocketApiSocket.start_socket() IndexError: {error_msg}") 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 # Websocket API does not seem to have this restriction! if self.manager.stream_list[self.stream_id]['api'] is False: 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 don't # 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 (This is no ERROR, its exactly what we want!)") continue if self.manager.is_stop_request(self.stream_id): self.manager.stream_is_stopping(self.stream_id) await websocket.close() return False if received_stream_data_json is not None: if self.output == "UnicornFy": if self.manager.stream_list[self.stream_id]['api'] is False: 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 == "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 else: # WS API does not need to get unicornfied, just turn it into a dict: received_stream_data = json.loads(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 if self.manager.stream_list[self.stream_id]['api'] is True: return_response_by_request_id = None with self.manager.return_response_lock: for request_id in self.manager.return_response: if request_id in received_stream_data_json: return_response_by_request_id = request_id break if return_response_by_request_id is not None: self.manager.return_response[return_response_by_request_id]['response_value'] = received_stream_data self.manager.return_response[return_response_by_request_id]['event_return_response'].set() continue process_by_request_id = None with self.manager.process_response_lock: for request_id in self.manager.process_response: if request_id in received_stream_data_json: process_by_request_id = request_id break if process_by_request_id is not None: self.manager.process_response[process_by_request_id]['callback_function'](received_stream_data) with self.manager.process_response_lock: del self.manager.process_response[process_by_request_id] continue try: stream_buffer_name = self.manager.stream_list[self.stream_id]['stream_buffer_name'] except KeyError: stream_buffer_name = False if stream_buffer_name is not False: # 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.debug("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) return False 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) return False else: self.manager.stream_is_crashing(self.stream_id, str(error_msg)) self.manager.set_restart_request(self.stream_id) return False 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) return False 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) return False except KeyError as error_msg: logger.debug(f"BinanceWebSocketApiSocket.start_socket() KeyError: {error_msg}") return False