INNER CODE UNIT · Python
connect
nkaz001/sample-trading-bot · tradingbot/binancefutures.py:345
async def connect(self):
try:
await self.cancel_all_orders()
self.running_qty = await self.open_position()
self.listen_key = await self.open_user_data_stream()
if self.testnet:
# url = 'wss://stream.binancefuture.com/stream?streams=%s/%s/%s' % (self.listen_key, '%s@depth@0ms' % self.symbol, '%s@aggTrade' % self.symbol)
url = 'wss://stream.binancefuture.com/stream?streams=%s/%s/%s' % (self.listen_key, '%s@depth@0ms' % self.symbol, '%s@trade' % self.symbol)
else:
# url = 'wss://fstream.binance.com/stream?streams=%s/%s/%s' % (self.listen_key, '%s@depth@0ms' % self.symbol, '%s@aggTrade' % self.symbol)
url = 'wss://fstream.binance.com/stream?streams=%s/%s/%s' % (self.listen_key, '%s@depth@0ms' % self.symbol, '%s@trade' % self.symbol)
async with ClientSession() as session:
async with session.ws_connect(url) as ws:
logging.info('WS Connected.')
self.ws = ws
self.keep_alive = asyncio.create_task(self.__keep_alive())
async for msg in ws:
if msg.type == WSMsgType.TEXT: