python | websocket 对接

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简单的例子

import asyncio

import aiohttp


async def ws():
    session = aiohttp.ClientSession()
    async with session.ws_connect('wss://fstream.binance.com/ws', proxy="http://127.0.0.1:1087") as ws:
        await ws.send_str('{"method": "SUBSCRIBE","params":["btcusdt@aggTrade","btcusdt@depth"],"id": 1}')
        async for msg in ws:
            if msg.type == aiohttp.WSMsgType.TEXT:
                print(msg)

if __name__ == '__main__':
    asyncio.run(ws())
    print(123)

上面是一个简单的例子，但是，这个例子在 async for msg in ws 陷入了死循环。

import asyncio

import aiohttp


async def ws():
    session = aiohttp.ClientSession()
    async with session.ws_connect('wss://fstream.binance.com/ws', proxy="http://127.0.0.1:1087") as ws:
        await ws.send_str('{"method": "SUBSCRIBE","params":["btcusdt@aggTrade","btcusdt@depth"],"id": 1}')
        async for msg in ws:
            if msg.type == aiohttp.WSMsgType.TEXT:
                print(msg)

if __name__ == '__main__':
    loop = asyncio.get_event_loop()
    loop.create_task(ws())
    print(123)
    loop.run_forever()

对接两个 ws

import asyncio

import aiohttp


async def ws_binance():
    session = aiohttp.ClientSession()
    async with session.ws_connect('wss://fstream.binance.com/ws', proxy="http://127.0.0.1:1087") as ws:
        await ws.send_str('{"method": "SUBSCRIBE","params":["btcusdt@aggTrade","btcusdt@depth"],"id": 1}')
        async for msg in ws:
            if msg.type == aiohttp.WSMsgType.TEXT:
                print(msg)


async def ws_mexc():
    session = aiohttp.ClientSession()
    async with session.ws_connect('wss://wbs.mexc.com/ws', proxy="http://127.0.0.1:1087") as ws:
        await ws.send_str('{ "method":"SUBSCRIPTION", "params":["[email protected]@BTCUSDT"] }')
        async for msg in ws:
            if msg.type == aiohttp.WSMsgType.TEXT:
                print(msg)


if __name__ == '__main__':
    loop = asyncio.get_event_loop()
    loop.create_task(ws_binance())
    loop.create_task(ws_mexc())
    loop.run_forever()