gp_binance_demo/binance_order_flow/ws_client.py

import websocket
import threading

from logger_config import logger
from data_processing import on_message_trade, on_message_depth, stop_event

# Binance WebSocket API URL
SYMBOL = "tokenusdt"
SOCKET_TRADE = "wss://fstream.binance.com/stream?streams=" + SYMBOL + "@trade"
SOCKET_DEPTH = "wss://fstream.binance.com/stream?streams=" + SYMBOL + "@depth20@100ms"


def on_error(_ws, error):
    logger.error(error)


def on_open(_ws):
    logger.info("### binance_ws opened ###")


# Create a WebSocket app
ws_trade = websocket.WebSocketApp(SOCKET_TRADE, on_message=on_message_trade, on_error=on_error, on_open=on_open)
ws_depth = websocket.WebSocketApp(SOCKET_DEPTH, on_message=on_message_depth, on_error=on_error, on_open=on_open)

# 定义要传递给 run_forever 的参数
http_proxy_host = "127.0.0.1"
http_proxy_port = 7890
proxy_type = "http"

# Run the WebSocket with proxy settings
trade_thread = threading.Thread(target=ws_trade.run_forever, kwargs={
    'http_proxy_host': http_proxy_host,
    'http_proxy_port': http_proxy_port,
    'proxy_type': proxy_type
})
depth_thread = threading.Thread(target=ws_depth.run_forever, kwargs={
    'http_proxy_host': http_proxy_host,
    'http_proxy_port': http_proxy_port,
    'proxy_type': proxy_type
})


def start_ws_clients():
    trade_thread.start()
    depth_thread.start()


def stop_all_threads():
    stop_event.set()
    trade_thread.join()
    depth_thread.join()