import functools
import json
import threading
import traceback
from threading import Thread
import time
from time import sleep
from binance.client import Client
import asyncio
import websockets
import websockets.exceptions
import os
import os.path
from requests import ConnectionError
from retrying import retry
from websockets import ConnectionClosed, InvalidStatusCode, WebSocketClientProtocol
from websockets.protocol import State
from Utils.Logger import Logger
class BinanceWebsocket(Thread, Logger):
REFRESH_KEY_TIMEOUT = 30 * 60
WS_URL = 'wss://stream.binance.com:9443/'
__EVENT_LOOP = None
def __init__(self, client: Client):
Thread.__init__(self)
Logger.__init__(self)
self.client = client
self.stop = False
self.ticker_websocket: WebSocketClientProtocol = None
self.user_webscoket: WebSocketClientProtocol = None
self.ticker_ws_future = None
self.user_ws_future = None
self.mngmt_future = None
self.connection_key = None
self.user_info_cb = None
self.ticker_cb = None
self.symbols = None
if not BinanceWebsocket.__EVENT_LOOP:
self.loop = asyncio.get_event_loop()
BinanceWebsocket.__EVENT_LOOP = self.loop
else:
self.loop = BinanceWebsocket.__EVENT_LOOP
self.time = None
self.name = 'Binance WebSocket Thread'
@retry(
stop_max_attempt_number=3,
wait_fixed=1000
# retry_on_exception=BinanceWebsocket.check_exception
)
def run(self):
try:
asyncio.set_event_loop(self.loop)
self.start_management_loop()
# if not asyncio.get_event_loop().is_running():
asyncio.get_event_loop().run_forever()
finally:
# self.loop.close()
pass
def start_management_loop(self):
self.mngmt_future = asyncio.ensure_future(self.management_loop())
self.mngmt_future.add_done_callback(
functools.partial(self.feature_finished, reconnect_fn=self.start_management_loop, name='management loop'))
@asyncio.coroutine
async def management_loop(self):
while True:
try:
if self.stop:
return
if self.time and (time.time() - self.time) > BinanceWebsocket.REFRESH_KEY_TIMEOUT:
self.start_user_info()
if self.user_webscoket:
if self.user_webscoket.state == State.OPEN:
self.user_webscoket.ping()
elif self.user_webscoket.state == State.CLOSED:
self.start_user_info(force_reconnect=True)
if self.ticker_websocket and self.ticker_websocket.state == State.CLOSED:
self.start_ticker()
await asyncio.sleep(60)
except asyncio.CancelledError:
pass
except:
self.logError(traceback.format_exc())
def start_ticker(self, symbols=None, callback=None):
if symbols:
self.symbols = symbols
else:
symbols = self.symbols
if callback:
self.ticker_cb = callback
if symbols:
url = os.path.join(BinanceWebsocket.WS_URL,
'stream?streams=' + '/'.join([s.lower() + '@ticker' for s in symbols]))
else:
url = os.path.join(BinanceWebsocket.WS_URL, 'ws/!ticker@arr')
self.ticker_ws_future = asyncio.run_coroutine_threadsafe(self.websocket_handler(url, self.ticker_cb, True), self.loop)
self.ticker_ws_future.add_done_callback(
functools.partial(self.feature_finished, reconnect_fn=self.start_ticker, name='ticker websocket'))
def start_user_info(self, callback=None, force_reconnect=False):
self.time = time.time()
if callback:
self.user_info_cb = callback
get_key = asyncio.run_coroutine_threadsafe(self.refresh_listen_key(force_reconnect), self.loop)
get_key.add_done_callback(self.listen_key_received)
@asyncio.coroutine
async def refresh_listen_key(self, force_reconnect: bool):
return (self.client.stream_get_listen_key(), force_reconnect)
def listen_key_received(self, future: asyncio.Future):
try:
self.logInfo('Feature finished: "listen_key_received"')
if future.cancelled():
return
exc = future.exception()
if exc:
self.logError(exc)
if isinstance(exc, ConnectionError):
self.logInfo('Trying to reconnect...')
sleep(1)
self.start_user_info(force_reconnect=True)
return
key, force_reconnect = future.result()
create_user_ws = force_reconnect
if key != self.connection_key or not self.user_ws_future or \
self.user_ws_future.cancelled() or self.user_ws_future.done():
create_user_ws = True
if create_user_ws:
self.stop_user_future()
self.user_ws_future = asyncio.ensure_future(
self.websocket_handler(os.path.join(BinanceWebsocket.WS_URL, 'ws', key), self.user_info_cb))
self.user_ws_future.add_done_callback(
functools.partial(self.feature_finished, reconnect_fn=functools.partial(self.start_user_info, force_reconnect=True), name='user websocket'))
self.connection_key = key
except:
self.logError(traceback.format_exc())
def feature_finished(self, future: asyncio.Future, reconnect_fn=None, name=''):
try:
self.logInfo('Feature finished: "{}"'.format(name))
if future.cancelled():
return
exc = future.exception()
if exc:
if (isinstance(exc, ConnectionClosed) and exc.code > 1002) \
or isinstance(exc, InvalidStatusCode, TypeError):
self.logError(exc)
if reconnect_fn and not self.stop:
self.logInfo('Trying to reconnect...')
sleep(1)
reconnect_fn()
else:
self.logInfo('No reconnection function...')
return
else:
self.logError(exc)
else:
ws: WebSocketClientProtocol = future.result()
if ws and ws.state == State.CLOSED:
self.logInfo('WS Closed: {} - {}'.format(ws.close_code, ws.close_reason))
except:
self.logError(traceback.format_exc())
def stop_user_future(self):
if self.user_ws_future:
self.logInfo('Canceling User WebSocket')
self.user_ws_future.cancel()
self.user_ws_future = None
def stop_ticker_future(self):
if self.ticker_ws_future:
self.logInfo('Canceling Ticker WebSocket')
self.ticker_ws_future.cancel()
self.ticker_ws_future = None
@asyncio.coroutine
async def websocket_handler(self, url, callback, is_ticker = False):
if self.stop:
return None
async with websockets.connect(url, timeout=1) as websocket:
if is_ticker:
self.ticker_websocket = websocket
else:
self.user_webscoket = websocket
self.logInfo('Websocket Connected to "{}"'.format(url))
async for message in websocket:
if self.stop:
return websocket
if callback:
callback(json.loads(message))
return websocket
def stop_sockets(self):
self.stop = True
self.stop_ticker_future()
self.stop_user_future()
if self.mngmt_future:
self.mngmt_future.cancel()
self.loop.call_soon_threadsafe(self.loop.stop)
if threading.current_thread().ident != self.ident:
self.join(timeout=1)
self.logInfo('Stopped')
