why the spot Partial Book Depth Streams don't have symbol ('s') key?

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1

subcribe for mutiple symbol, no way to tell which dict belong to which symbol?
palyload:

{
“lastUpdateId”: 160, // Last update ID
“bids”: [ // Bids to be updated
[
“0.0024”, // Price level to be updated
“10” // Quantity
]
],
“asks”: [ // Asks to be updated
[
“0.0026”, // Price level to be updated
“100” // Quantity
]
]
}

but with the derivatives Book Depth Streams , there is a ‘s’ key:

{
“e”: “depthUpdate”, // Event type
“E”: 1571889248277, // Event time
“T”: 1571889248276, // Transaction time
“s”: “BTCUSDT”,
“U”: 390497796, // First update ID in event
“u”: 390497878, // Final update ID in event
“pu”: 390497794, // Final update Id in last stream(ie u in last stream)
“b”: [ // Bids to be updated
[
“7403.89”, // Price Level to be updated
“0.002” // Quantity
]

so, how to solve this problem, don’t tell me use one ws connection with one symbol!!!

2

Hi @wisely, on Spot if you use /stream?streams=<stream1>/<stream2> to subscribe into your desired streams, there is always a stream field on the received data, so you can distinguish the received data.

You can implement this logic on your side, or use one of our recently released modular connectors (JS for example @binance/spot - npm).

3 
import websockets
import asyncio
import json
from datetime import datetime

async def subscribe_spot():
    ws_url = "wss://stream.binance.com:9443/ws"
    symbols = ["ETHUSDT","BTCUSDT","ETHBTC","BTCUSDC"]
    depth_level = "10"

    subscribe_msg = {
        "method": "SUBSCRIBE",
        "params": [f"{symbol}@depth{depth_level}".lower() for symbol in symbols],
        "id": 1111
    }

    while True:
        try:
            print(f"connecting WebSocket...")
            async with websockets.connect(ws_url, ping_interval=20, ping_timeout=60) as ws:
                await ws.send(json.dumps(subscribe_msg))
                print(f"SUBSCRIBE {symbols} depth successful")

                # 持续接收数据
                async for message in ws:
                    data = json.loads(message)
                    print(data)

        except (websockets.ConnectionClosed, asyncio.TimeoutError) as e:
            print(f"连接断开: {e}, 5秒后重连...")
            await asyncio.sleep(5)
        except Exception as e:
            print(f"未知错误: {e}, 10秒后重连...")
            await asyncio.sleep(10)
            
if __name__ == "__main__":
    asyncio.run(subscribe_spot())

look at the output data below, there is not a ‘symbol’ key or stream name to distinguish differ records…

{‘lastUpdateId’: 73585031507, ‘bids’: [[‘119030.09000000’, ‘2.65670000’], [‘119030.08000000’, ‘0.00005000’], [‘119029.11000000’, ‘0.00041000’], [‘119028.29000000’, ‘0.00010000’], [‘119028.28000000’, ‘0.27741000’], [‘119028.00000000’, ‘0.02020000’], [‘119027.74000000’, ‘0.00082000’], [‘119027.17000000’, ‘0.01942000’], [‘119026.82000000’, ‘0.00917000’], [‘119026.42000000’, ‘0.00005000’]], ‘asks’: [[‘119030.10000000’, ‘1.29831000’], [‘119030.53000000’, ‘0.00010000’], [‘119030.54000000’, ‘0.27746000’], [‘119030.71000000’, ‘0.00010000’], [‘119030.72000000’, ‘0.08336000’], [‘119031.57000000’, ‘0.00005000’], [‘119031.67000000’, ‘0.00010000’], [‘119031.68000000’, ‘0.10088000’], [‘119031.90000000’, ‘0.00005000’], [‘119032.40000000’, ‘0.00010000’]]}
{‘lastUpdateId’: 56264704904, ‘bids’: [[‘3903.84000000’, ‘52.32380000’], [‘3903.83000000’, ‘0.00140000’], [‘3903.82000000’, ‘0.00680000’], [‘3903.81000000’, ‘1.37250000’], [‘3903.80000000’, ‘4.50130000’], [‘3903.79000000’, ‘0.00140000’], [‘3903.78000000’, ‘0.00140000’], [‘3903.77000000’, ‘0.00280000’], [‘3903.75000000’, ‘0.00140000’], [‘3903.74000000’, ‘0.04590000’]], ‘asks’: [[‘3903.85000000’, ‘55.07200000’], [‘3903.86000000’, ‘0.00140000’], [‘3903.87000000’, ‘0.00140000’], [‘3903.88000000’, ‘0.00140000’], [‘3903.89000000’, ‘0.00140000’], [‘3903.90000000’, ‘0.00400000’], [‘3903.91000000’, ‘0.04000000’], [‘3903.92000000’, ‘0.00280000’], [‘3903.93000000’, ‘0.00400000’], [‘3903.94000000’, ‘0.00400000’]]}
{‘lastUpdateId’: 10231784897, ‘bids’: [[‘119063.98000000’, ‘0.68880000’], [‘119062.01000000’, ‘0.00005000’], [‘119062.00000000’, ‘0.04010000’], [‘119060.01000000’, ‘0.00005000’], [‘119060.00000000’, ‘0.04010000’], [‘119059.73000000’, ‘0.00005000’], [‘119059.72000000’, ‘0.12668000’], [‘119058.01000000’, ‘0.00005000’], [‘119058.00000000’, ‘0.04010000’], [‘119057.60000000’, ‘0.01679000’]], ‘asks’: [[‘119063.99000000’, ‘1.22523000’], [‘119064.00000000’, ‘0.04019000’], [‘119064.51000000’, ‘0.00005000’], [‘119064.52000000’, ‘0.35182000’], [‘119064.84000000’, ‘0.00005000’], [‘119064.85000000’, ‘1.00000000’], [‘119065.30000000’, ‘0.04206000’], [‘119065.82000000’, ‘0.00880000’], [‘119066.00000000’, ‘0.04010000’], [‘119066.89000000’, ‘0.04143000’]]}
{‘lastUpdateId’: 8279190489, ‘bids’: [[‘0.03280000’, ‘20.74920000’], [‘0.03279000’, ‘54.87310000’], [‘0.03278000’, ‘50.53730000’], [‘0.03277000’, ‘65.16420000’], [‘0.03276000’, ‘52.57650000’], [‘0.03275000’, ‘42.88620000’], [‘0.03274000’, ‘66.81770000’], [‘0.03273000’, ‘76.22230000’], [‘0.03272000’, ‘50.75850000’], [‘0.03271000’, ‘14.54440000’]], ‘asks’: [[‘0.03281000’, ‘46.29060000’], [‘0.03282000’, ‘62.21690000’], [‘0.03283000’, ‘42.53700000’], [‘0.03284000’, ‘68.22930000’], [‘0.03285000’, ‘97.58400000’], [‘0.03286000’, ‘83.79700000’], [‘0.03287000’, ‘37.23480000’], [‘0.03288000’, ‘33.82530000’], [‘0.03289000’, ‘20.28840000’], [‘0.03290000’, ‘39.61690000’]]}
{‘lastUpdateId’: 73585031723, ‘bids’: [[‘119030.09000000’, ‘2.65345000’], [‘119030.08000000’, ‘0.00005000’], [‘119029.11000000’, ‘0.00041000’], [‘119028.29000000’, ‘0.00010000’], [‘119028.28000000’, ‘0.27741000’], [‘119028.00000000’, ‘0.02020000’], [‘119027.74000000’, ‘0.00082000’], [‘119027.17000000’, ‘0.01942000’], [‘119026.82000000’, ‘0.00917000’], [‘119026.42000000’, ‘0.00005000’]], ‘asks’: [[‘119030.10000000’, ‘1.51598000’], [‘119030.53000000’, ‘0.00010000’], [‘119030.54000000’, ‘0.27746000’], [‘119030.69000000’, ‘0.00010000’], [‘119030.70000000’, ‘0.08336000’], [‘119031.57000000’, ‘0.00005000’], [‘119031.67000000’, ‘0.00010000’], [‘119031.68000000’, ‘0.10088000’], [‘119031.90000000’, ‘0.00005000’], [‘119032.40000000’, ‘0.00010000’]]}
{‘lastUpdateId’: 56264705055, ‘bids’: [[‘3903.84000000’, ‘50.58170000’], [‘3903.83000000’, ‘0.00140000’], [‘3903.82000000’, ‘0.00680000’], [‘3903.81000000’, ‘1.37250000’], [‘3903.80000000’, ‘4.50130000’], [‘3903.79000000’, ‘0.00140000’], [‘3903.78000000’, ‘0.00140000’], [‘3903.77000000’, ‘0.00280000’], [‘3903.76000000’, ‘0.00140000’], [‘3903.75000000’, ‘0.00140000’]], ‘asks’: [[‘3903.85000000’, ‘62.21880000’], [‘3903.86000000’, ‘0.00140000’], [‘3903.87000000’, ‘0.00140000’], [‘3903.88000000’, ‘0.00140000’], [‘3903.89000000’, ‘0.00140000’], [‘3903.90000000’, ‘0.00400000’], [‘3903.91000000’, ‘1.02740000’], [‘3903.92000000’, ‘0.00280000’], [‘3903.93000000’, ‘0.00400000’], [‘3903.94000000’, ‘0.00400000’]]}
{‘lastUpdateId’: 10231784939, ‘bids’: [[‘119063.98000000’, ‘0.67299000’], [‘119062.01000000’, ‘0.00005000’], [‘119062.00000000’, ‘0.04010000’], [‘119060.01000000’, ‘0.00005000’], [‘119060.00000000’, ‘0.04010000’], [‘119059.73000000’, ‘0.00005000’], [‘119059.72000000’, ‘0.12668000’], [‘119058.74000000’, ‘0.01679000’], [‘119058.01000000’, ‘0.00005000’], [‘119058.00000000’, ‘0.04010000’]], ‘asks’: [[‘119063.99000000’, ‘1.22523000’], [‘119064.00000000’, ‘0.04019000’], [‘119064.51000000’, ‘0.00005000’], [‘119064.52000000’, ‘0.35182000’], [‘119064.86000000’, ‘0.00005000’], [‘119064.87000000’, ‘1.00000000’], [‘119065.30000000’, ‘0.04206000’], [‘119065.82000000’, ‘0.00880000’], [‘119066.00000000’, ‘0.04010000’], [‘119066.89000000’, ‘0.04143000’]]}

4 
    ws_url = "wss://stream.binance.com:9443"
    symbols = ["ETHUSDT","BTCUSDT","ETHBTC","BTCUSDC"]
    depth_level = "10"
    stream_symbols = [f"{symbol}@depth{depth_level}".lower() for symbol in symbols]
    
    ws_url = ws_url + "/stream?streams=" + "/".join(stream_symbols)
    
    subscribe_msg = {
        "method": "SUBSCRIBE",
        "params": stream_symbols,
        "id": 1111
    }

seem has to setup the ws_url = “wss://stream.binance.com:9443” withe /stream?stream and seperate with “/” not “,” ,this is so differ from um/cm depth data.

5

Hi @wisely, that’s correct. Does it work for you now?