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) 2019-2024, LUCIT Systems and Development (https://www.lucit.tech)
# All rights reserved.
from __future__ import print_function
from .connection import BinanceWebSocketApiConnection
from .exceptions import *
from unicorn_fy.unicorn_fy import UnicornFy
import asyncio
import ujson as json
import logging
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.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()
self.websocket = None
async def __aenter__(self):
logger.debug(f"Entering asynchronous with-context of BinanceWebSocketApiSocket() ...")
self.raise_exceptions()
return self
async def __aexit__(self, exc_type, exc_val, exc_tb):
logger.debug(f"Leaving asynchronous with-context of BinanceWebSocketApiSocket() ...")
if self.websocket is not None:
try:
await self.websocket.close()
except AttributeError as error_msg:
logger.debug(f"BinanceWebSocketApiSocket.__aexit__() - error_msg: {error_msg}")
[docs]
async def start_socket(self):
logger.info(f"BinanceWebSocketApiSocket.start_socket({str(self.stream_id)}, {str(self.channels)}, "
f"{str(self.markets)})")
try:
async with BinanceWebSocketApiConnection(self.manager,
self.stream_id,
self.channels,
self.markets,
symbols=self.symbols) as self.websocket:
if self.websocket is None:
raise StreamIsRestarting(stream_id=self.stream_id, reason="websocket is None")
if self.manager.stream_list[self.stream_id]['status'] == "restarting":
self.manager.increase_reconnect_counter(self.stream_id)
self.manager.stream_list[self.stream_id]['status'] = "running"
self.manager.stream_list[self.stream_id]['has_stopped'] = None
self.manager.set_socket_is_ready(stream_id=self.stream_id)
self.manager.send_stream_signal(signal_type="CONNECT", stream_id=self.stream_id)
self.manager.stream_list[self.stream_id]['last_stream_signal'] = "CONNECT"
while self.manager.is_stop_request(self.stream_id) is False \
and self.manager.is_crash_request(self.stream_id) is False:
self.manager.set_heartbeat(self.stream_id)
try:
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)} - Sending payload started ...")
payload = []
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)}")
try:
await self.websocket.send(json.dumps(payload, ensure_ascii=False))
except AttributeError as error_msg:
logger.debug(f"BinanceWebSocketApiManager._create_stream_thread() "
f"stream_id={str(self.stream_id)} - AttributeError `error: 18` - "
f"error_msg: {str(error_msg)}")
# 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)
received_stream_data_json = await self.websocket.receive()
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_asyncio_queue[self.stream_id] is not None:
# if create_stream() got a asyncio consumer task for the asyncio queue -> use it
logger.debug(f"BinanceWebSocketApiSocket.start_socket() - Received data set from "
f"stream_id={self.stream_id} transferred to `asyncio_queue`!")
await self.manager.asyncio_queue[self.stream_id].put(received_stream_data)
elif self.manager.specific_process_stream_data[self.stream_id] is not None:
# if create_stream() got a callback function -> use it
logger.debug(f"BinanceWebSocketApiSocket.start_socket() - Received data set from "
f"stream_id={self.stream_id} transferred to `process_stream_data`!")
self.manager.specific_process_stream_data[self.stream_id](received_stream_data)
elif self.manager.specific_process_stream_data_async[self.stream_id] is not None:
# if create_stream() got an asynchronous callback function -> use it
logger.debug(f"BinanceWebSocketApiSocket.start_socket() - Received data set from "
f"stream_id={self.stream_id} transferred to "
f"`process_stream_data_async`!")
await self.manager.specific_process_stream_data_async[self.stream_id](received_stream_data)
else:
if self.manager.process_asyncio_queue is not None:
# if global asyncio consumer task for the asyncio queue -> use it
logger.debug(f"BinanceWebSocketApiSocket.start_socket() - Received data set from "
f"stream_id={self.stream_id} transferred to `asyncio_queue`!")
await self.manager.asyncio_queue[self.stream_id].put(received_stream_data)
elif self.manager.process_stream_data is not None:
# if global callback function -> use it
logger.debug(f"BinanceWebSocketApiSocket.start_socket() - Received data set from "
f"stream_id={self.stream_id} transferred to `process_stream_data`!")
self.manager.process_stream_data(received_stream_data)
elif self.manager.process_stream_data_async is not None:
# if global async callback function -> use it
logger.debug(f"BinanceWebSocketApiSocket.start_socket() - Received data set from "
f"stream_id={self.stream_id} transferred to "
f"`process_stream_data_async`!")
await self.manager.process_stream_data_async(received_stream_data)
else:
# If nothing else is used, write to global stream_buffer
logger.debug(f"BinanceWebSocketApiSocket.start_socket() - Received data set from "
f"stream_id={self.stream_id} transferred to `stream_buffer`!")
self.manager.add_to_stream_buffer(received_stream_data)
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.send_stream_signal(signal_type="FIRST_RECEIVED_DATA",
stream_id=self.stream_id,
data_record=received_stream_data)
self.manager.stream_list[self.stream_id]['last_received_data_record'] = received_stream_data
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
finally:
try:
if self.manager.stream_list[self.stream_id]['last_stream_signal'] == "FIRST_RECEIVED_DATA" \
or self.manager.stream_list[self.stream_id]['last_stream_signal'] == "CONNECT":
self.manager.send_stream_signal(signal_type="DISCONNECT", stream_id=self.stream_id)
except KeyError:
pass
if self.websocket is not None:
try:
await self.websocket.close()
except AttributeError as error_msg:
logger.debug(f"BinanceWebSocketApiSocket.__aexit__() - error_msg: {error_msg}")
[docs]
def raise_exceptions(self):
if self.manager.is_stop_request(self.stream_id):
raise StreamIsStopping(stream_id=self.stream_id, reason="stop request")
if self.manager.is_crash_request(self.stream_id):
raise StreamIsCrashing(stream_id=self.stream_id, reason="crash request")
