websocket bug?

Websocket
, ,
1

subscribe many coins on both spot ans swap market by below codes:


import json
import websocket


spot_ws = websocket.create_connection('wss://stream.binance.com:9443/ws')
swap_ws = websocket.create_connection('wss://fstream.binance.com/ws')
symbols = ["BTCUSDT", "ETHUSDT", "SOLUSDT", "BNBUSDT", "XRPUSDT", "DOGEUSDT", "ADAUSDT", "TRXUSDT", "AVAXUSDT",
           "LINKUSDT", "DOTUSDT", "BCHUSDT", "NEARUSDT", "LTCUSDT",  "ICPUSDT", "FETUSDT", "UNIUSDT"]
sub_list = list(map(lambda x: x.lower() + '@kline_1m', symbols))
spot_ws.send(json.dumps({"method": "SUBSCRIBE", "params": sub_list, "id": 1}))
swap_ws.send(json.dumps({"method": "SUBSCRIBE", "params": sub_list, "id": 1}))
spot_ws.recv()
swap_ws.recv()
spot_completed_num = 0
spot_completed = False
while True:
    for wsi in [spot_ws, swap_ws]:
        if spot_completed and wsi == spot_ws:
            continue
        datai = json.loads(wsi.recv())
        if datai['k']['x']:
            if wsi == spot_ws:
                spot_completed_num += 1
                print('spot', datai['k']['s'])
            elif wsi == swap_ws:
                print('swap', datai['k']['s'])
            if spot_completed_num == len(symbols):
                wsi.close()
                spot_completed = True
                print('spot closed')
        else:
            if wsi == spot_ws:
                print('spot not completed', datai['k']['s'])
            elif wsi == swap_ws:
                print('swap not completed', datai['k']['s'])

I never received completed bars from swap webscoket until the spot websocket was completed or the swap websocket was alse closed when close spot websocket.

2

You’d need to use an async WebSocket client to listen to multiple connections.

See websockets, for example.

Currently, in this loop

you will always first recv() from spot_ws, and only then recv() from swap_ws. It is not a “parallel recv()” or something like that.