vsaverin / binance-websocket

The code connects to Binance's WebSocket server, retrieves real-time candlestick data, and writes the data to a ClickHouse database

Binance Async WebSocket Client (for learning purposes)

Overview

This Python code provides an asynchronous WebSocket client for interacting with Binance's WebSocket API to stream candlestick chart data. The code connects to Binance's WebSocket server, retrieves real-time candlestick data, and writes the data to a ClickHouse database.

Files

1. binance_client.py

   • The main module containing the BinanceAsyncWebSocket class, responsible for handling the WebSocket connection and processing incoming candlestick data.
   • Utilizes the websockets library for asynchronous communication and json for handling JSON data.
   • The class has methods for connecting to the WebSocket, handling incoming messages, and starting the WebSocket client.

2. database.py

   • Contains the ClickHouseWriter class, which handles writing candlestick data to a ClickHouse database.
   • Uses the clickhouse_driver library for interacting with ClickHouse.
   • The write_data method constructs an SQL query to insert candlestick data into the specified table and executes the query.

Usage

1. Import the necessary modules:

   from src.binance_client import BinanceAsyncWebSocket

2. Create an instance of the BinanceAsyncWebSocket class, providing the symbol (e.g., "BTCUSDT") and optional interval (default is "1m"):

   binance_ws = BinanceAsyncWebSocket(symbol="btcusdt", interval="1m")

3. Start the WebSocket client:

   await binance_ws.start()

Dependencies

• websockets: Handles asynchronous WebSocket communication.
• json: Parses JSON data.

Configuration

• Adjust the WebSocket server URL (base_url) and ClickHouse connection details in the respective classes according to your environment.

Requirements

• Python 3.7+
• websockets library (pip install websockets)
• clickhouse-driver library (pip install clickhouse-driver)

Note

• Ensure that you have a ClickHouse server running and the necessary table (specified in the INSERT INTO query) created in your ClickHouse database.

Disclaimer

This code is a basic example and may require further customization based on specific use cases and security considerations. Use it at your own discretion and responsibility.