Crypto WS API connector for ASYNC requests

Full coverage of all methods provided by the interface

Provides of connection management, keepalive and rate limits control

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For ✔️Binance, ✔️OKX, ✔️Bitfinex

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Features

Lightweight and efficient solution to utilize of all available methods** provided through the:

• Binance Websocket API v3
• OKX Websocket API v5
• Bitfinex Websocket Inputs

** Not for channel by one-way subscription, for request <-> response mode only

Session management layer for:

• Credentials
• Connection
• Keepalive
• Error handling
• Limits control
• Methods construction
  • Creating request on-the-fly from method name and params: {}
  • Generating signature if necessary
  • Response handling
• logging

User interface layer

• Start session instance
• Send async request
• Get response or raised exception
• Reuse instance for different type requests
• Stop session instance

Get started

Install use PIP

pip install crypto_ws_api

For upgrade to latest versions use:

pip install -U crypto_ws_api

After first install create environment by run

crypto_ws_api_init

in terminal window.

The config directory will be created. You get path to config:

ubuntu@ubuntu:~$ crypto_ws_api_init

Can't find config file! Creating it...

Before first run set account(s) API key into /home/ubuntu/.config/crypto_ws_api/ws_api.toml

Prepare exchange account

• For test purpose log in at Binance Spot Test Network

For OKX and Bitfinex, unlike Binance, a limited number of methods are implemented at the WS API level, such as creating, modifying, and deleting orders. There are no public get-time (), ping-pong, etc., so this demo script is limited to calling Binance to demonstrate capabilities.

• Create API Key
• After install and create environment specify api_key and api_secret to the config file

Start demo

• Run in terminal window

crypto_ws_api_demo

Useful tips

crypto_ws_api/demo.py - complete and fully functional example

Get credentials and create user session

from crypto_ws_api.ws_session import UserWSSession

# Get credentials and create user session
# Can be omitted if you have credentials from other source
exchange, _test_net, api_key, api_secret, passphrase, ws_api_endpoint = get_credentials(account_name)

session = aiohttp.ClientSession()

trade_id = shortuuid.uuid()

user_session = UserWSSession(
    session,
    exchange,
    ws_api_endpoint,
    api_key,
    api_secret,
    passphrase
)

Method example

async def account_information(user_session: UserWSSession, _trade_id):
    # https://developers.binance.com/docs/binance-trading-api/websocket_api#account-information-user_data
    try:
        res = await user_session.handle_request(
            _trade_id,
            "account.status",
            _api_key=True,
            _signed=True
        )
        if res is None:
            logger.warning("Here handling state Out-of-Service")
    except asyncio.CancelledError:
        pass  # Task cancellation should not be logged as an error
    except Exception as _ex:
        logger.error(f"Handling exception: {_ex}")
    else:
        logger.info(f"Account information (USER_DATA) response: {res}")

Demo method's calling

await account_information(user_session, trade_id)

Stop user session and close aiohttp session

await user_session.stop()
await session.close()

Create limit order example

if self.exchange == 'binance':
    params = {
        "symbol": "BTCUSDT",
        "side": "SELL",
        "type": "LIMIT",
        "timeInForce": "GTC",
        "price": "23416.10000000",
        "quantity": "0.00847000",
    }
    binance_res = await user_session.handle_request(trade_id, "order.place", params, _api_key=True, _signed=True)

elif self.exchange == 'bitfinex':
    params = {
        "type": "EXCHANGE LIMIT",
        "symbol": "tBTCUSDT",
        "price": "23416.10000000",
        "amount": ('' if side == 'BUY' else '-') + "0.00847000",
    }
    bitfnex_res = await user_session.handle_request(trade_id, "on", params)

elif self.exchange == 'okx':
    params = {
        "instId": "BTC-USDT",
        "tdMode": "cash",
        "clOrdId": "client_order_id",
        "side": "buy",
        "ordType": "limit",
        "sz": "0.00847000",
        "px": "23416.10000000",
    }
    okx_res = await user_session.handle_request(trade_id, "order", params)

Logging setup

For configure logging in multi-module project use next snippet for yours main():

import logging.handlers

logger = logging.getLogger(__name__)
formatter = logging.Formatter(fmt="[%(asctime)s: %(levelname)s] %(message)s")
#
sh = logging.StreamHandler()
sh.setFormatter(formatter)
sh.setLevel(logging.DEBUG)
#
root_logger = logging.getLogger()
root_logger.setLevel(logging.DEBUG)
root_logger.addHandler(sh)

Limits control 🔗

Upon reaching the limit threshold of each type, the session switches to the Out-of-Service state. If you send a request in this state, the answer will be None

In any case, you are protected from exceeding limits and blocking for this reason

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