火币使用websocket

发表于： 2020年11月16日 2020年11月16日
分类： Python
"""

火币现货的Websocket
"""

import websocket
import json
import zlib


class Tick(object):
    def __init__(self):
        self.bid_price_1 = 0
        self.bid_price_2 = 0
        self.bid_price_3 = 0
        self.bid_price_4 = 0
        self.bid_price_5 = 0

        self.ask_price_1 = 0
        self.ask_price_2 = 0
        self.ask_price_3 = 0
        self.ask_price_4 = 0
        self.ask_price_5 = 0

        self.bid_volume_1 = 0
        self.bid_volume_2 = 0
        self.bid_volume_3 = 0
        self.bid_volume_4 = 0
        self.bid_volume_5 = 0

        self.ask_volume_1 = 0
        self.ask_volume_2 = 0
        self.ask_volume_3 = 0
        self.ask_volume_4 = 0
        self.ask_volume_5 = 0

tick = Tick()

def on_open(ws):
    print("on_open")
    data = {"sub":"market.btcusdt.depth.step1", "id": 1}
    ws.send(json.dumps(data))

def on_message(ws, msg):
    print("on message")
    msg = json.loads(zlib.decompress(msg, 31))

    # print(msg)

    if "ping" in msg:
        # pass
        ws.send(json.dumps({"pong": msg['ping']}))


    if 'ch' in msg:
        channel = msg.get('ch')
        if "depth.step1" in channel:
            bids = msg['tick']['bids']  # buy
            asks = msg['tick']['asks']  #

            for n in range(5):
                price, volume = bids[n]
                tick.__setattr__("bid_price_" + str(n+1), float(price))
                tick.__setattr__("bid_volume_" + str(n+1), float(volume))

            for n in range(5):
                price, volume = asks[n]
                tick.__setattr__("ask_price_" + str(n + 1), float(price))
                tick.__setattr__("ask_volume_" + str(n + 1), float(volume))

            print(tick.ask_price_5, tick.ask_volume_5)
            print(tick.ask_price_4, tick.ask_volume_4)
            print(tick.ask_price_3, tick.ask_volume_3)
            print(tick.ask_price_2, tick.ask_volume_2)
            print(tick.ask_price_1, tick.ask_volume_1)
            print("*" * 30)
            print(tick.bid_price_1, tick.bid_volume_1)
            print(tick.bid_price_2, tick.bid_volume_2)
            print(tick.bid_price_3, tick.bid_volume_3)
            print(tick.bid_price_4, tick.bid_volume_4)
            print(tick.bid_price_5, tick.bid_volume_5)

            print("\n" * 5)

def on_error(ws, error):
    print("on error")

def on_on_close(ws):
    print("on close")

def run():
    print("开始准备初始化websocket..")
    ws_url = "wss://api.huobi.pro/ws"  # 需要科学上网
    ws_url = 'wss://api.huobi.vn/ws'

    ws = websocket.WebSocketApp(ws_url, on_open=on_open,
                                on_message=on_message,
                                on_error=on_error,
                                on_close=on_on_close)
    ws.run_forever(ping_interval=15)

if __name__ == '__main__':

    from threading import Thread

    t1 = Thread(target=run)
    t1.start()

    print("hello world.")
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