api - 如何使用 python 库连接到 poloniex.com websocket api

Question

我正在尝试连接到 wss://api.poloniex.com 并订阅股票代码。我在 python 中找不到任何工作示例。我尝试过使用 autobahn/twisted 和 websocket-client 0.32.0。

这样做的目的是获取实时行情数据并将其存储在 mysql 数据库中。

到目前为止，我已尝试使用库文档中提供的示例。它们适用于本地主机或测试服务器，但如果我更改为 wss://api.poloniex.com，我会收到一堆错误。

这是我使用 websocket-client 0.32.0 的尝试:

from websocket import create_connection
ws = create_connection("wss://api.poloniex.com")
ws.send("ticker")
result = ws.recv()
print "Received '%s'" % result
ws.close()

这是使用高速公路/扭曲:

from autobahn.twisted.websocket import WebSocketClientProtocol
from autobahn.twisted.websocket import WebSocketClientFactory


class MyClientProtocol(WebSocketClientProtocol):

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

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

        def hello():
            self.sendMessage(u"ticker".encode('utf8'))
            self.sendMessage(b"\x00\x01\x03\x04", isBinary=True)
            self.factory.reactor.callLater(1, hello)

        # start sending messages every second ..
        hello()

    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 sys

    from twisted.python import log
    from twisted.internet import reactor

    log.startLogging(sys.stdout)

    factory = WebSocketClientFactory("wss://api.poloniex.com", debug=False)
    factory.protocol = MyClientProtocol

    reactor.connectTCP("wss://api.poloniex.com", 9000, factory)
    reactor.run()

如果有一个完整但简单的示例来展示如何使用任何 python 库连接和订阅 websocket 推送 api，我们将不胜感激。

Answer 1

这使用了未记录的 websocket 端点，因为 Poloniex 已经取消了对原始 WAMP 套接字端点的支持。

import websocket
import thread
import time
import json

def on_message(ws, message):
    print(message)

def on_error(ws, error):
    print(error)

def on_close(ws):
    print("### closed ###")

def on_open(ws):
    print("ONOPEN")
    def run(*args):
        ws.send(json.dumps({'command':'subscribe','channel':1001}))
        ws.send(json.dumps({'command':'subscribe','channel':1002}))
        ws.send(json.dumps({'command':'subscribe','channel':1003}))
        ws.send(json.dumps({'command':'subscribe','channel':'BTC_XMR'}))
        while True:
            time.sleep(1)
        ws.close()
        print("thread terminating...")
    thread.start_new_thread(run, ())


if __name__ == "__main__":
    websocket.enableTrace(True)
    ws = websocket.WebSocketApp("wss://api2.poloniex.com/",
                              on_message = on_message,
                              on_error = on_error,
                              on_close = on_close)
    ws.on_open = on_open
    ws.run_forever()

channel 是:

1001 = trollbox (you will get nothing but a heartbeat)
1002 = ticker
1003 = base coin 24h volume stats
1010 = heartbeat
'MARKET_PAIR' = market order books