Python3 | Binance Websocket到CSV

Question

还有另一个线程尝试回答此问题，但是我尝试使用DictWriter保存到CSV时出现了“ str”问题。

目标：保存为CSV。

Python3: Grabbing data from Websocket and putting it into a DataFrame

from binance.client import Client
from binance.websockets import BinanceSocketManager
from binance.enums import *
import datetime as dt
import matplotlib.pyplot as plt
from matplotlib import style
import pandas as pd
import pandas_datareader.data as web
from pandas.io.json import json_normalize
import csv

client = Client('api-key', 'api-secret')
tickers = client.get_all_tickers()

columns = ['e', 'E', 's'] # add whatever JSON keys you want

with open('names.csv', 'w', newline='') as csvfile:
    fieldnames =['e', 'E', 's']
    out = csv.DictWriter(open('klines.csv', 'wb'), columns,extrasaction='ignore')
    out.writeheader()


### Multiplex socket
def process_message(msg):
    out = csv.DictWriter(open('klines.csv', 'wb'), columns, extrasaction='ignore')
    out.writeheader()
    out.writerow(msg)
def printout(msg):
    print(msg)
def initiate():
    global bm
    # Connect to client
    client = Client('api-key', 'api-secret')

    # Setup Socket
    bm = BinanceSocketManager(client)

    # then start the socket manager
    conn_key = bm.start_multiplex_socket(['bnbbtc@kline_1m'], process_message)

    # start the socket
    bm.start()


initiate()

Websocket示例

{'stream': 'bnbbtc@kline_1m', 
'data': {'e': 'kline', 'E': 1542845036887, 's': 'BNBBTC', 
'k': {'t': 1542844980000, 'T': 1542845039999, 's': 'BNBBTC', 'i': '1m', 'f': 31389820, 'L': 31389856, 'o': '0.00134810', 'c': '0.00134610', 'h': '0.00134900', 'l': '0.00134570', 'v': '1634.83000000', 'n': 37, 'x': False, 'q': '2.20069651', 'V': '613.22000000', 'Q': '0.82521938', 'B': '0'
}}}

我收到错误

File "C:/.../wss_multiplex.py", line 19, in <module>
    out.writeheader()
  File "C:\Python37_1-64\lib\csv.py", line 144, in writeheader
    self.writerow(header)
  File "C:\Python37_1-64\lib\csv.py", line 155, in writerow
    return self.writer.writerow(self._dict_to_list(rowdict))
TypeError: a bytes-like object is required, not 'str'