Binance Websocket

[NOT RELEASED] This is very much a work in progress, despite being on pypi. Most things might be wrongly documented; API will change

Features

• Reconnect with incremental backoff
• Respond to ping
• request/response factories e.g. add_order_factory make websocket events feel like calling an API
• ... but provides more info than a simple request/response; for instance, add_order goes through each stage submitted->pending->open or canceled, emitting a notification at each stage

Installing

pip install bittrade-binance-websocket or poetry add bittrade-binance-websocket

General considerations

Observables/Reactivex

The whole library is build with Reactivex.

Though Observables seem complicated at first, they are the best way to handle - and (synchronously) test - complex situations that arise over time, like an invalid sequence of messages or socket disconnection and backoff reconnects.

For simple use cases, they are also rather easy to use as shown in the examples folder or in the Getting Started below

Concurrency

Internally the library uses threads. For your main program you don't have to worry about threads; you can block the main thread.

Getting started

Connect to the public feeds

from bittrade_huobi_websocket import public_websocket_connection, subscribe_ticker
from bittrade_huobi_websocket.operators import keep_messages_only, filter_new_socket_only

# Prepare connection - note, this is a ConnectableObservable, so it will only trigger connection when we call its ``connect`` method
socket_connection = public_websocket_connection()
# Prepare a feed with only "real" messages, dropping things like status update, heartbeat, etc…
messages = socket_connection.pipe(
    keep_messages_only(),
)
socket_connection.pipe(
    filter_new_socket_only(),
    subscribe_ticker('USDT/USD', messages)
).subscribe(
    print, print, print  # you can do anything with the messages; here we simply print them out
)
socket_connection.connect()

(This script is complete, it should run "as is")

Logging

We use Python's standard logging. You can modify what logs you see as follows:

logging.getLogger('bittrade_huobi_websocket').addHandler(logging.StreamHandler())

In addition, two special logger logs every message sent/received from the socket (except heartbeat) at the DEBUG level: bittrade_huobi_websocket.raw_socket.sent and bittrade_huobi_websocket.raw_socket.received

To view a full, timestamped history of the socket exchanges use

handler = FileHandler("logs/raw_socket.log")
handler.setLevel(DEBUG)
logger = logging.getLogger("bittrade_huobi_websocket.raw_socket.sent")
formatter = logging.Formatter("%(asctime)s.%(msecs)03d <== %(message)s", datefmt="%H:%M:%S")
handler.setFormatter(formatter)
logger.addHandler(handler)
handler = FileHandler("logs/raw_socket.log")
handler.setLevel(DEBUG)
logger = logging.getLogger("bittrade_huobi_websocket.raw_socket.received")
formatter = logging.Formatter("%(asctime)s.%(msecs)03d --> %(message)s", datefmt="%H:%M:%S")
handler.setFormatter(formatter)
logger.addHandler(handler)

Private feeds

Similar to bittrade-kraken-rest, this library attempts to get as little access to sensitive information as possible.

This means that you'll need to implement the signature token yourself. The library never has access to your API secret.

See examples/sign.py for an example of implementation but it is generally as simple as:

authenticated_sockets = connection.pipe(
    filter_new_socket_only(),
    operators.map(add_token),
    operators.share(),
)

Development guidelines

*_http methods

REST functions over http should be suffixed with _http e.g. get_book_http. They should return an Observable containing the full json body; this is easily achieved via prepare_request and send_request.

Where possible models should be defined to describe the raw result and parsed result if available/useful.

Reactive operators may be provided for parsing, but they should never be included in the raw functionality of the *_http function, only optional.

Any operator that maps to CCXT types should be suffixed with _ccxt e.g. parse_book_ccxt.