Question

我正在尝试使用Coinbase Exchange API构建订单快照，特别是使用Websocket Feed。

https://docs.exchange.coinbase.com/?python#websocket-feed

我相信我成功建立了连接并发送了初始订阅消息。在初始订阅消息之后，我期待onMessage事件。但似乎没有这样的消息到来。最终连接超时并关闭。

代码：

from twisted.internet import reactor
from autobahn.twisted.websocket import WebSocketClientFactory, WebSocketClientProtocol, connectWS
import json

class ClientProtocol(WebSocketClientProtocol):
    def onConnect(self, response):
        print("Server connected: {0}".format(response.peer))
    def initMessage(self):
        message_data = [{"type": "subscribe", "product_id": "BTC-USD"}]
        message_json = json.dumps(message_data)
        print "sendMessage: " + message_json
        self.sendMessage(message_json)
    def onOpen(self):
        print "onOpen calls initMessage()"
        self.initMessage()
    def onMessage(self, msg, binary):
        print "Got echo: " + msg
    def onClose(self, wasClean, code, reason):
        print("WebSocket connection closed: {0}".format(reason))

if __name__ == '__main__':
    factory = WebSocketClientFactory("wss://ws-feed.exchange.coinbase.com")
    factory.protocol = ClientProtocol
    connectWS(factory)
    reactor.run()

输出：

python orders_twisted.py 
Server connected: tcp4:190.93.242.231:443
onOpen calls initMessage()
sendMessage: [{"type": "subscribe", "product_id": "BTC-USD"}]
WebSocket connection closed: connection was closed uncleanly (peer dropped the TCP connection without previous WebSocket closing handshake)

Answer 1

您将订阅请求作为JSON数组字典发送，而应该只是字典。更改代码：

def initMessage(self):
    message_data = [{"type": "subscribe", "product_id": "BTC-USD"}]
    message_json = json.dumps(message_data)
    ...

为：

def initMessage(self):
    message_data = {"type": "subscribe", "product_id": "BTC-USD"}
    message_json = json.dumps(message_data)
    ...

通过此更改，您的代码已成功订阅...

从Coinbase Exchange API Websocket接收数据

1 个答案: