|
| 1 | +''' |
| 2 | +PriceStream.py |
| 3 | +Example websocket connection for price data |
| 4 | +Author: Dan Wallace |
| 5 | +Date: 6/5/2021 |
| 6 | +
|
| 7 | +Notes: |
| 8 | + -> This example script shows how to subscribe to binance websockets for multiple tickers |
| 9 | + -> The script handles each push from the websocket and prints out the price for each coin subscribed too |
| 10 | +
|
| 11 | +Example: response from Binance /@miniTicker websocket |
| 12 | + { |
| 13 | + "e": "24hrMiniTicker", // Event type |
| 14 | + "E": 123456789, // Event time |
| 15 | + "s": "BNBBTC", // Symbol |
| 16 | + "c": "0.0025", // Close price |
| 17 | + "o": "0.0010", // Open price |
| 18 | + "h": "0.0025", // High price |
| 19 | + "l": "0.0010", // Low price |
| 20 | + "v": "10000", // Total traded base asset volume |
| 21 | + "q": "18" // Total traded quote asset volume |
| 22 | + } |
| 23 | +''' |
| 24 | +import json |
| 25 | +from websocket import create_connection |
| 26 | + |
| 27 | +# Set coins to subscribe to and create appropriate websocket url |
| 28 | +coins = ['btcusdt','ethusdt','dogeusdt'] |
| 29 | +url = 'wss://stream.binance.com:9443/ws' |
| 30 | +for x in coins: |
| 31 | + url += '/'+x+'@miniTicker' |
| 32 | + |
| 33 | +# Parse websocket results |
| 34 | +def parse_ws(result): |
| 35 | + msg = json.loads(result) |
| 36 | + print(msg['s']+' :: {:.2f}'.format(float(msg['c']))) |
| 37 | + |
| 38 | +# Create connection |
| 39 | +ws = create_connection(url) |
| 40 | + |
| 41 | +# Main loop |
| 42 | +while True: |
| 43 | + try: |
| 44 | + result = ws.recv() |
| 45 | + parse_ws(result) |
| 46 | + except Exception as e: |
| 47 | + print(e) |
| 48 | + break |
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