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Added return if binary response cannot be decompressed
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binance/websockets.py

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@@ -28,6 +28,7 @@ def onMessage(self, payload, isBinary):
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payload = gzip.decompress(payload)
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except:
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print('Could not interpret binary response payload')
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return
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try:
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payload_obj = json.loads(payload.decode('utf8'))

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