Open Srcanyildiz opened 3 years ago
I get latency problem with below code. Do you have any idea how to fix that?
error_o = 1 while error_o <= 1: try: wso = create_connection("wss://wsaws.okex.com:8443/ws/v5/public") error_o = 2 continue except: print('connect ws error,retry...') error_o = 0 time.sleep(5)
trade_okex =""" { "op": "subscribe", "args": [ { "channel": "trades", "instId": "BTC-USDT" } ] } """
wso.send(trade_okex) db_one_o = [] db2_o =[] dif = dt.datetime.now() while True :
try: db_one_o.append(json.loads(wso.recv())) for i in range(1,len(db_one_o)): if db_one_o[i]['data'][0]['side'] == 'buy': drct = 1 else: drct = -1 db2_o.append({'datetime' : datetime.fromtimestamp(float(db_one_o[i]['data'][0]['ts'])/1000), 'date_time' : datetime.fromtimestamp(float(db_one_o[i]['data'][0]['ts'])/1000).strftime('%Y-%m-%d %H:%M'), 'price': float(db_one_o[i]['data'][0]['px']), 'qty': float(db_one_o[i]['data'][0]['sz'])*drct, 'Volume' : float(db_one_o[i]['data'][0]['px'])*float(db_one_o[i]['data'][0]['sz'])*drct}) except: continue def send(msg, chat_id, token=token): bot = telegram.Bot(token=token) bot.sendMessage(chat_id=chat_id, text= str(msg)) try: db3_o = pd.DataFrame(db2_o) db3_o.drop_duplicates(keep='first',inplace=True) db3_o.reset_index(drop=True) db4_o = db3_o.groupby('date_time').agg({'qty':['sum'],'price':['mean'],'Volume':['sum']}).reset_index() db5_o = pd.DataFrame({'Time':db4_o['date_time'], 'qty':db4_o['qty']['sum'], 'price':db4_o['price']['mean'], 'Volume':db4_o['Volume']['sum']}) except: continue`
I get latency problem with below code. Do you have any idea how to fix that?