sammchardy
Correct way to handle multiple socket messages?
import asyncio
from binance import AsyncClient, BinanceSocketManager
async def trade_handler(res):
print(f'Do something with trade socket: {res}')
async def trade_listener(bsm):
async with bsm.trade_socket('BNBBTC') as stream:
while True:
res = await stream.recv()
await trade_handler(res)
async def kline_handler(res):
print(f'Do something with kline socket: {res}')
async def kline_listener(bsm):
async with bsm.kline_socket('BNBBTC', interval=AsyncClient.KLINE_INTERVAL_1MINUTE) as stream:
while True:
res = await stream.recv()
await kline_handler(res)
async def main():
client = await AsyncClient.create()
bsm = BinanceSocketManager(client)
await asyncio.gather(
trade_listener(bsm),
kline_listener(bsm),
)
if __name__ == "__main__":
loop = asyncio.get_event_loop()
loop.run_until_complete(main())
I'm very new to asyncio coding, but after scouring the web for an entire day this is the only way I could come up with to receive both streams at the same time via the gather method.
Is this the best way to do it? Any advise on code improvements would be appreciated.
Recently I started to develop with this library and here is what I found: Because Binance support Multiplex Socket, IMO the efficient way to handle your case is to use this feature to get all data over 1 connection stream. There is a method which you can use to get combined data (Multiplex Socket) over 1 socket connection read here to understand how to use it. in short you should just pass array of stream keywords:
from binance import AsyncClient, BinanceSocketManager
async def getAllData(bsm):
async with bsm.multiplex_socket(['bnbbtc@trade','bnbbtc@kline_1m']) as stream:
while True:
res = await stream.recv()
print(res)
I hope it help
async def main():
client = await AsyncClient.create()
bsm = BinanceSocketManager(client)
await asyncio.gather(getAllData(bsm))
if __name__ == "__main__":
loop = asyncio.get_event_loop()
loop.run_until_complete(main())
I hope it helps.
@Twister7 This does not work for user stream though right? Any idea how I can listen simultaneously to marketdata streams and user streams? I need to listen to the orderbook while checking if my order is filled at the same time
@Karlheinzniebuhr I have the same issue!
I found a solution among the closed issues. Can't find it now to link it