from __future__ import annotations import asyncio import json import websockets from typing import AsyncIterator from datetime import datetime from ..typing import Kline import os class BinanceWSProvider: def __init__(self, base_url: str | None = None): self.base_url = base_url or os.getenv("BINANCE_WS_URL", "wss://stream.binance.com:9443/ws") async def stream_klines(self, symbol: str, timeframe: str) -> AsyncIterator[Kline]: # Binance expects lowercase, no slash: BTCUSDT -> btcusdt stream = f"{symbol.lower()}@kline_{timeframe}" url = self.base_url.rstrip("/").replace("/ws", "/stream") + f"?streams={stream}" async for msg in self._ws_loop(url): try: data = json.loads(msg) k = data.get("data", {}).get("k", {}) if not k: continue yield Kline( symbol=symbol, timeframe=timeframe, open_time=datetime.fromtimestamp(k["t"] / 1000.0), close_time=datetime.fromtimestamp(k["T"] / 1000.0), open=float(k["o"]), high=float(k["h"]), low=float(k["l"]), close=float(k["c"]), volume=float(k.get("v", 0.0)), is_closed=bool(k.get("x", False)), source="binance", ) except Exception: continue async def _ws_loop(self, url: str): while True: try: async with websockets.connect(url, ping_interval=20, ping_timeout=20) as ws: async for message in ws: yield message except Exception: await asyncio.sleep(2)