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