如何使用带有 asyncio 的高速公路连接到 binance websocket 服务

How to connect to binance websocket service using autobahn with asyncio

我正在尝试通过以下方式连接到币安服务:

wss://stream.binance.com:9443/ws/bnbbtc@kline_1m

我知道它有效,因为我尝试过使用在线网络服务检查器,它会注册以侦听服务器并毫无问题地接收 1m 蜡烛。

正如我所见,当我将路径添加到主机时出现问题。如果我不添加路径“/ws/bnbbtc@kline_1m”,它会连接但会立即出现错误:

WebSocket connection closed: connection was closed uncleanly (WebSocket connection upgrade failed (400 - BadRequest))

这是我使用的代码,主要摘自示例:

from autobahn.asyncio.websocket import WebSocketClientProtocol, WebSocketClientFactory

class MyClientProtocol(WebSocketClientProtocol):

    def onConnect(self, response):
        print("Server connected: {0}".format(response.peer))

    def onOpen(self):
        print("WebSocket connection open.")

    def onMessage(self, payload, isBinary):
        if isBinary:
            print("Binary message received: {0} bytes".format(len(payload)))
        else:
            print("Text message received: {0}".format(payload.decode('utf8')))

    def onClose(self, wasClean, code, reason):
        print("WebSocket connection closed: {0}".format(reason))


if __name__ == '__main__':

    import asyncio

    factory = WebSocketClientFactory()
    factory.protocol = MyClientProtocol

    loop = asyncio.get_event_loop()
    coro = loop.create_connection(factory,"stream.binance.com/ws/bnbbtc@kline_1m", 9443)
    loop.run_until_complete(coro)
    loop.run_forever()
loop.close()

使用这个我从 getaddrinfo 得到以下错误:

for res in _socket.getaddrinfo(host, port, family, type, proto, flags):
socket.gaierror: [Errno 11003] getaddrinfo failed

我真的被这个问题困住了,如果有人能提供帮助,我将不胜感激。

好吧,经过几个小时的尝试修复非常明显,我将把代码留在这里供任何人检查是否需要:

factory = WebSocketClientFactory("wss://stream.binance.com:9443/ws/bnbbtc@kline_1m")
factory.protocol = MyClientProtocol

loop = asyncio.get_event_loop()
coro = loop.create_connection(factory,"stream.binance.com", 9443, ssl=True)
loop.run_until_complete(coro)
loop.run_forever()

我遗漏了 ssl=True 部分。

我知道,已经晚了,但这也可以解决问题,您必须使用 4 行代码:

$ pip 安装 unicorn-binance-websocket-api

from unicorn_binance_websocket_api.unicorn_binance_websocket_api_manager import BinanceWebSocketApiManager
from unicorn_binance_websocket_api_process_streams import BinanceWebSocketApiProcessStreams

binance_websocket_api_manager = BinanceWebSocketApiManager(BinanceWebSocketApiProcessStreams.process_stream_data)
binance_websocket_api_manager.create_stream('kline_1m', 'bnbbtc')

您使用 'create_stream' 创建的每个 websocket 都将在单独的线程中创建,并编写为带有 asyncio 的协程。

要处理接收到的数据,您可以使用此模板:https://github.com/unicorn-data-analysis/unicorn-binance-websocket-api/blob/master/unicorn_binance_websocket_api_process_streams.py