I've been using FMZ for almost 2 months, and I've run a few strategies that have been very good, I feel it is necessary to make a small contribution to the community, looking at the following examples of Websocket, donate an example of subscribing to multi-stream access to multi-currency Websocket market, more simple, access to market, printing market in the loop json.
Interface reactions are faster than rest in multi-currency hedging strategies, and the difference is significant if multiple currencies are being traded at the same time, hopefully helping.
#websocket 更新 行情
# {
# "e":"bookTicker", // 事件类型
# "u":400900217, // 更新ID
# "E": 1568014460893, // 事件推送时间
# "T": 1568014460891, // 撮合时间
# "s":"BNBUSDT", // 交易对
# "b":"25.35190000", // 买单最优挂单价格
# "B":"31.21000000", // 买单最优挂单数量
# "a":"25.36520000", // 卖单最优挂单价格
# "A":"40.66000000" // 卖单最优挂单数量
# }
def on_msg(msg) : #更新行情
if msg is not None and len(msg)>0:
bookTicker = json.loads(msg)
else:
# Log('book tick msg is none')
return
Log(bookTicker)
def main():
SetErrorFilter("502:|503:|tcp|character|unexpected|network|timeout|WSARecv|Connect|GetAddr|no such|reset|http|received|EOF|reused|Unknown")
trade_symbols = 'TRX,ZEC,DENT,BLZ,ENJ,ZIL,MANA,ONT,XMR,ICX,SC,THETA,CVC,BAT,STMX,VET,IOST,NEO,MTL,DASH,KNC,ZRX,IOTA'.split(',')
ary_symbol_streams = []
for i in range(len(trade_symbols)):
symbol = trade_symbols[i].lower()
stream_client = Dial(f"wss://fstream.binance.com/ws/{symbol}usdt@bookTicker|reconnect=true")
ary_symbol_streams.append(stream_client)
while (true):
for item in ary_symbol_streams:
#-2读取最新数据
msg = item.read(-2)
on_msg(msg)
Difficult to quantify Dial("wss://stream.binance.com:9443/stream?streams=btcusdt@aggTrade/ethusdt@aggTrade/axsusdt@aggTrade/ltcusdt@aggTrade/dogeusdt@aggTrade|reconnect=true");
scottliyqIt was written in this way to begin with, and it was convenient, but the tick of all the coins was in a queue, which was not a good fit for my own strategy.
The grassWSS subscriptions can be started with a URL, and/or connection in the middle.
WusanAsk Da Da: Is there a simple way for Bin An to get the price depth of over 100 listings in real time?