Keep connection with websocket server via async websocket client

Question

I want to connect WS API of Bitmex exchange(testnet.bitmex.com) and continuously fetch data. I am using following code, it connects sucsessfully, but dont keep the connection, closing after recieving subscription data:

import time
import json
import hmac
import hashlib
secret ='7sol85dTkfWprpa03TbRFfgbnQDxpwiYP5PLspgYx_nNDSrn'
key='YPR0oojxqAR-2dp1J76BgNhT'
websocket_url = 'wss://testnet.bitmex.com/realtime?'


async def main():
        expires = str(int(round(time.time())) + 5)
        path = 'GET/realtime' + expires
        signature =  hmac.new(secret.encode(),path.encode(),hashlib.sha256).hexdigest()
        async with websockets.connect(websocket_url + 'api-expires=' + expires + '&api-signature=' + signature + '&api-key=' + key) as ws:
           request = {"op": "subscribe", "args": ['trade:XBTUSD', 'instrument:XBTUSD', 'quote:XBTUSD', 'position:XBTUSD']}
           await ws.send(json.dumps(request))

        while True:
            result = await ws.recv()
            print(result)


asyncio.run(main())

Here is result, you can see responses from API, but it closes after getting of subscription list. In synchronous execution all goes fine

{"info":"Welcome to the BitMEX Realtime API.","version":"2019-07-18T21:20:16.000Z","timestamp":"2019-07-20T22:19:51.071Z","docs":"https://testnet.bitmex.com/app/wsAPI","limit":{"remaining":39}}
{"table":"trade","action":"partial","keys":[],"types":{"timestamp":"timestamp","symbol":"symbol","side":"symbol","size":"long","price":"float","tickDirection":"symbol","trdMatchID":"guid","grossValue":"long","homeNotional":"float","foreignNotional":"float"},"foreignKeys":{"symbol":"instrument","side":"side"},"attributes":{"timestamp":"sorted","symbol":"grouped"},"filter":{"symbol":"XBTUSD"},"data":[{"timestamp":"2019-07-20T22:19:43.770Z","symbol":"XBTUSD","side":"Buy","size":3,"price":10954,"tickDirection":"PlusTick","trdMatchID":"bff64535-4c5d-2a0a-8533-47e93091daa3","grossValue":27387,"homeNotional":0.00027387,"foreignNotional":3}]}
{"table":"quote","action":"partial","keys":[],"types":{"timestamp":"timestamp","symbol":"symbol","bidSize":"long","bidPrice":"float","askPrice":"float","askSize":"long"},"foreignKeys":{"symbol":"instrument"},"attributes":{"timestamp":"sorted","symbol":"grouped"},"filter":{"symbol":"XBTUSD"},"data":[{"timestamp":"2019-07-20T22:19:43.770Z","symbol":"XBTUSD","bidSize":1863,"bidPrice":10951,"askPrice":10954,"askSize":1403}]}
{"success":true,"subscribe":"trade:XBTUSD","request":{"op":"subscribe","args":["trade:XBTUSD","instrument:XBTUSD","quote:XBTUSD","position:XBTUSD"]}}
{"success":true,"subscribe":"instrument:XBTUSD","request":{"op":"subscribe","args":["trade:XBTUSD","instrument:XBTUSD","quote:XBTUSD","position:XBTUSD"]}}
{"success":true,"subscribe":"quote:XBTUSD","request":{"op":"subscribe","args":["trade:XBTUSD","instrument:XBTUSD","quote:XBTUSD","position:XBTUSD"]}}
{"success":true,"subscribe":"position:XBTUSD","request":{"op":"subscribe","args":["trade:XBTUSD","instrument:XBTUSD","quote:XBTUSD","position:XBTUSD"]}}
{"table":"position","action":"partial","keys":["account","symbol","currency"],"types":{"account":"long","symbol":"symbol","currency":"symbol","underlying":"symbol","quoteCurrency":"symbol","commission":"float","initMarginReq":"float","maintMarginReq":"float","riskLimit":"long","leverage":"float","crossMargin":"boolean","deleveragePercentile":"float","rebalancedPnl":"long","prevRealisedPnl":"long","prevUnrealisedPnl":"long","prevClosePrice":"float","openingTimestamp":"timestamp","openingQty":"long","openingCost":"long","openingComm":"long","openOrderBuyQty":"long","openOrderBuyCost":"long","openOrderBuyPremium":"long","openOrderSellQty":"long","openOrderSellCost":"long","openOrderSellPremium":"long","execBuyQty":"long","execBuyCost":"long","execSellQty":"long","execSellCost":"long","execQty":"long","execCost":"long","execComm":"long","currentTimestamp":"timestamp","currentQty":"long","currentCost":"long","currentComm":"long","realisedCost":"long","unrealisedCost":"long","grossOpenCost":"long","grossOpenPremium":"long","grossExecCost":"long","isOpen":"boolean","markPrice":"float","markValue":"long","riskValue":"long","homeNotional":"float","foreignNotional":"float","posState":"symbol","posCost":"long","posCost2":"long","posCross":"long","posInit":"long","posComm":"long","posLoss":"long","posMargin":"long","posMaint":"long","posAllowance":"long","taxableMargin":"long","initMargin":"long","maintMargin":"long","sessionMargin":"long","targetExcessMargin":"long","varMargin":"long","realisedGrossPnl":"long","realisedTax":"long","realisedPnl":"long","unrealisedGrossPnl":"long","longBankrupt":"long","shortBankrupt":"long","taxBase":"long","indicativeTaxRate":"float","indicativeTax":"long","unrealisedTax":"long","unrealisedPnl":"long","unrealisedPnlPcnt":"float","unrealisedRoePcnt":"float","simpleQty":"float","simpleCost":"float","simpleValue":"float","simplePnl":"float","simplePnlPcnt":"float","avgCostPrice":"float","avgEntryPrice":"float","breakEvenPrice":"float","marginCallPrice":"float","liquidationPrice":"float","bankruptPrice":"float","timestamp":"timestamp","lastPrice":"float","lastValue":"long"},"foreignKeys":{"symbol":"instrument"},"attributes":{"account":"sorted","symbol":"grouped","currency":"grouped","underlying":"grouped","quoteCurrency":"grouped"},"filter":{"account":92043,"symbol":"XBTUSD"},"data":[{"account":92043,"symbol":"XBTUSD","currency":"XBt","underlying":"XBT","quoteCurrency":"USD","commission":0.00075,"initMarginReq":0.25,"maintMarginReq":0.005,"riskLimit":20000000000,"leverage":4,"crossMargin":false,"deleveragePercentile":1,"rebalancedPnl":38942,"prevRealisedPnl":255686,"prevUnrealisedPnl":0,"prevClosePrice":10978.78,"openingTimestamp":"2019-07-20T22:00:00.000Z","openingQty":-100,"openingCost":991600,"openingComm":-4854,"openOrderBuyQty":0,"openOrderBuyCost":0,"openOrderBuyPremium":0,"openOrderSellQty":0,"openOrderSellCost":0,"openOrderSellPremium":0,"execBuyQty":0,"execBuyCost":0,"execSellQty":0,"execSellCost":0,"execQty":0,"execCost":0,"execComm":0,"currentTimestamp":"2019-07-20T22:19:50.061Z","currentQty":-100,"currentCost":991600,"currentComm":-4854,"realisedCost":0,"unrealisedCost":991600,"grossOpenCost":0,"grossOpenPremium":0,"grossExecCost":0,"isOpen":true,"markPrice":10966.17,"markValue":911900,"riskValue":911900,"homeNotional":-0.009119,"foreignNotional":100,"posState":"","posCost":991600,"posCost2":991600,"posCross":44500,"posInit":247900,"posComm":963,"posLoss":0,"posMargin":293363,"posMaint":5921,"posAllowance":0,"taxableMargin":0,"initMargin":0,"maintMargin":213663,"sessionMargin":0,"targetExcessMargin":0,"varMargin":0,"realisedGrossPnl":0,"realisedTax":0,"realisedPnl":4854,"unrealisedGrossPnl":-79700,"longBankrupt":0,"shortBankrupt":0,"taxBase":0,"indicativeTaxRate":0,"indicativeTax":0,"unrealisedTax":0,"unrealisedPnl":-79700,"unrealisedPnlPcnt":-0.0804,"unrealisedRoePcnt":-0.3215,"simpleQty":null,"simpleCost":null,"simpleValue":null,"simplePnl":null,"simplePnlPcnt":null,"avgCostPrice":10084.5,"avgEntryPrice":10084.5,"breakEvenPrice":10549.5,"marginCallPrice":14200.5,"liquidationPrice":14200.5,"bankruptPrice":14302,"timestamp":"2019-07-20T22:19:50.061Z","lastPrice":10966.17,"lastValue":911900}]}
Traceback (most recent call last):
  File "E:/python/TRADE2/venv/2.py", line 37, in <module>
    asyncio.run(main())
  File "C:\Users\Padalecki\AppData\Local\Programs\Python\Python37-32\lib\asyncio\runners.py", line 43, in run
    return loop.run_until_complete(main)
  File "C:\Users\Padalecki\AppData\Local\Programs\Python\Python37-32\lib\asyncio\base_events.py", line 584, in run_until_complete
    return future.result()
  File "E:/python/TRADE2/venv/2.py", line 27, in main
    result = await ws.recv()
  File "E:\python\TRADE2\venv\lib\site-packages\websockets\protocol.py", line 485, in recv
    await self.ensure_open()
  File "E:\python\TRADE2\venv\lib\site-packages\websockets\protocol.py", line 772, in ensure_open
    raise self.connection_closed_exc()
websockets.exceptions.ConnectionClosedOK: code = 1000 (OK), no reason

I tried to use run_forever():

loop = asyncio.get_event_loop()
loop.create_task(main())
loop.run_forever()

Same result it did not helped

Iain Shelvington · Accepted Answer · 2019-07-20 22:51:06Z

2

Your while loop is outside of the connect() context manager block, after the block is exited the connection is closed. You just need to indent some of your code

    async with websockets.connect(websocket_url + 'api-expires=' + expires + '&api-signature=' + signature + '&api-key=' + key) as ws:
        request = {"op": "subscribe", "args": ['trade:XBTUSD', 'instrument:XBTUSD', 'quote:XBTUSD', 'position:XBTUSD']}
        await ws.send(json.dumps(request))

    >>>>while True:
    >>>>    result = await ws.recv()
    >>>>    print(result)

answered Jul 20, 2019 at 22:51

Iain Shelvington

32.5k3 gold badges36 silver badges55 bronze badges

Sign up to request clarification or add additional context in comments.

Collectives™ on Stack Overflow

Keep connection with websocket server via async websocket client

1 Answer 1

Comments

Your Answer

Hot Network Questions

Collectives™ on Stack Overflow

1 Answer 1

Comments

Your Answer

Sign up or log in

Post as a guest

Related