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ticker。我找不到任何python的工作示例。我尝试使用autobahn/twisted和websocket-client 0.32.0.

这样做的目的是获取实时的股票行情数据并将其存储在mysql数据库中。

到目前为止，我已经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，我会得到一堆错误。

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autobahn/twisted:

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"x00x01x03x04", 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()

一个完整但简单的示例，展示如何使用任何python库连接和订阅websocket推送api，将非常感谢。

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 socket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()

通道为:

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

Answer 2

您尝试完成的任务可以通过使用WAMP来完成，特别是通过使用autobahn库的WAMP模块(您已经在尝试使用)。

在遵循他们的文档之后，我设法使用autobahn和asyncio建立了一个简单的例子。以下示例订阅'ticker'提要并打印接收到的值:

from autobahn.asyncio.wamp import ApplicationSession
from autobahn.asyncio.wamp import ApplicationRunner
from asyncio import coroutine

class PoloniexComponent(ApplicationSession):
    def onConnect(self):
        self.join(self.config.realm)
    @coroutine
    def onJoin(self, details):
        def onTicker(*args):
            print("Ticker event received:", args)
        try:
            yield from self.subscribe(onTicker, 'ticker')
        except Exception as e:
            print("Could not subscribe to topic:", e)

def main():
    runner = ApplicationRunner("wss://api.poloniex.com:443", "realm1")
    runner.run(PoloniexComponent)

if __name__ == "__main__":
    main()

你可以在这里找到更多关于WAMP编程与autobahn的详细信息:http://autobahn.ws/python/wamp/programming.html

Answer 3

同时，poloniex更改了报价器API，所以现在它返回一个符号id而不是名称，所以也许有人会发现这很有用:

7: BTC_BCN
8: BTC_BELA
10: BTC_BLK
12: BTC_BTCD
13: BTC_BTM
14: BTC_BTS
15: BTC_BURST
20: BTC_CLAM
24: BTC_DASH
25: BTC_DGB
27: BTC_DOGE
28: BTC_EMC2
31: BTC_FLDC
32: BTC_FLO
38: BTC_GAME
40: BTC_GRC
43: BTC_HUC
50: BTC_LTC
51: BTC_MAID
58: BTC_OMNI
61: BTC_NAV
63: BTC_NEOS
64: BTC_NMC
69: BTC_NXT
73: BTC_PINK
74: BTC_POT
75: BTC_PPC
83: BTC_RIC
89: BTC_STR
92: BTC_SYS
97: BTC_VIA
98: BTC_XVC
99: BTC_VRC
100: BTC_VTC
104: BTC_XBC
108: BTC_XCP
112: BTC_XEM
114: BTC_XMR
116: BTC_XPM
117: BTC_XRP
121: USDT_BTC
122: USDT_DASH
123: USDT_LTC
124: USDT_NXT
125: USDT_STR
126: USDT_XMR
127: USDT_XRP
129: XMR_BCN
130: XMR_BLK
131: XMR_BTCD
132: XMR_DASH
137: XMR_LTC
138: XMR_MAID
140: XMR_NXT
148: BTC_ETH
149: USDT_ETH
150: BTC_SC
151: BTC_BCY
153: BTC_EXP
155: BTC_FCT
158: BTC_RADS
160: BTC_AMP
162: BTC_DCR
163: BTC_LSK
166: ETH_LSK
167: BTC_LBC
168: BTC_STEEM
169: ETH_STEEM
170: BTC_SBD
171: BTC_ETC
172: ETH_ETC
173: USDT_ETC
174: BTC_REP
175: USDT_REP
176: ETH_REP
177: BTC_ARDR
178: BTC_ZEC
179: ETH_ZEC
180: USDT_ZEC
181: XMR_ZEC
182: BTC_STRAT
183: BTC_NXC
184: BTC_PASC
185: BTC_GNT
186: ETH_GNT
187: BTC_GNO
188: ETH_GNO
189: BTC_BCH
190: ETH_BCH
191: USDT_BCH
192: BTC_ZRX
193: ETH_ZRX
194: BTC_CVC
195: ETH_CVC
196: BTC_OMG
197: ETH_OMG
198: BTC_GAS
199: ETH_GAS
200: BTC_STORJ

Answer 4

目前Twisted没有正确使用Windows信任存储。因此，TLS证书的验证将失败。要解决这个问题，直到Twisted或Autobahn包含一个解决方案，您可以:

• install certifi module (pip install certifi)
• 设置SSL_CERT_FILE，如export SSL_CERT_FILE="$(python -m certifi)"