rafalsza
commented
2 years ago have the same issue, my code:
import pandas as pd
import time
import threading
import datetime as dt
from binance.client import Client
from sqlalchemy import create_engine
def import_hist_data(coins, interval, start_str, end_str):
for coin in coins:
client = Client()
df = pd.DataFrame(client.get_historical_klines(coin, interval, start_str, end_str)).astype(float)
print(f"Fetching new bars for {coin} {interval} {dt.datetime.now().isoformat()}")
df = df.iloc[:, :6]
df.columns = ['timestamp', 'open', 'high', 'low', 'close', 'volume']
# df = df.set_index('timestamp')
# df.index = pd.to_datetime(df.index, unit='ms')
df.timestamp = pd.to_datetime(df.timestamp, unit='ms')
df.to_sql(coin, engine, index=False, if_exists='replace')
def SQLimport(data):
if data['kline']['is_closed']:
timestamp = data['event_time']
coin = data['symbol']
open = data['kline']['open_price']
high = data['kline']['high_price']
low = data['kline']['low_price']
close = data['kline']['close_price']
volume = data['kline']['base_volume']
frame = pd.DataFrame([[timestamp, open, high, low, close, volume]],
columns=['timestamp', 'open', 'high', 'low', 'close', 'volume']).astype(float)
frame.timestamp = pd.to_datetime(frame.timestamp, unit='ms')
frame.to_sql(coin, engine, index=False, if_exists='append')
def stream_data_from_stream_buffer(binance_websocket_api_manager):
while True:
if binance_websocket_api_manager.is_manager_stopping():
exit(0)
data = binance_websocket_api_manager.pop_stream_data_from_stream_buffer()
if data is False:
time.sleep(0.01)
else:
try:
if len(data) > 3:
SQLimport(data)
except Exception:
# not able to process the data? write it back to the stream_buffer
binance_websocket_api_manager.add_to_stream_buffer(data)
except KeyboardInterrupt:
print("\nStopping ... just wait a few seconds!")
bwam.stop_manager_with_all_streams()
if __name__ == '__main__':
engine = create_engine('postgresql://postgres:postgres@xx.xx.xx.xxx:5432/cryptolive_1h')
bwam = BinanceWebSocketApiManager(exchange="binance.com")
interval = '1h'
# start_str = '30 days ago UTC'
start_str = '18 months ago UTC'
end_str = f'{dt.datetime.now()}'
symbols = ['BTCUSDT', 'ETHUSDT', 'BNBUSDT', 'XRPUSDT', 'ADAUSDT', 'SOLUSDT', 'DOTUSDT', 'DOGEUSDT', 'AVAXUSDT',
'TRXUSDT', 'LTCUSDT']
import_hist_data(symbols, interval, start_str, end_str)
worker_thread = threading.Thread(target=stream_data_from_stream_buffer, args=(bwam,))
worker_thread.start()
kline_stream_id = bwam.create_stream(['kline_1h'], [i.lower() for i in symbols], output='UnicornFy')
# try:
# while True:
# time.sleep(60)
# except KeyboardInterrupt:
# print("\nStopping ... just wait a few seconds!")
# bwam.stop_manager_with_all_streams()
lukaszbinden
halesyy
casper-hansen
oliver-zehentleitner
Version of this library.
unicorn_fy: 0.12.2 unicorn_binance_local_depth_cache: not found unicorn_binance_rest_api: not found unicorn_binance_trailing_stop_loss: not found unicorn_binance_websocket_api: 1.41.0
Solution to Issue cannot be found in the documentation or other Issues and also occurs in the latest version of this library.
Hardware?
Local server/workstation
Operating System?
macOS
Python version?
Python3.10
Installed packages
No response
Logging output
No response
Processing method?
process_stream_data
Used endpoint?
binance.com
Issue
BinanceWebSocketApiSocket.start_socket(9838d3bba33c-e3a3-8a3e-b38a-bb5fe9d6, ['trade'], ['kncusdt',...] Exception ConnectionClosed - error_msg: sent 1011 (unexpected error) keepalive ping timeout; no close frame received BinanceWebSocketApiManager.stream_is_crashing(29ed4cffd186-0f68-1ceb-b5a8-5153f96d)
after running for ~20 minutes with 206 symbols. The program doesn't stop, however. What does it mean? Is it dropping data?