leobouloc / bitfinex_wss

Bitfinex Websocket API Client written in Python3

bitfinex_wss

Client for Bitfinex Websocket API written in Python

Currently supports all public endpoints; authenticated channels are a work in progress.

Offers graceful exception handling of common server errors.

Data is stored within the object's attributes for BtfxWss; BtfxWssRaw dumps data to a given folder on the disk.

Sample Code:

Starting a session and subscribing to channels.

    from btfxwss import BtfxWss
    
    logging.basicConfig(level=logging.DEBUG, filename='test.log')
    log = logging.getLogger(__name__)

    fh = logging.FileHandler('test.log')
    fh.setLevel(logging.DEBUG)
    sh = logging.StreamHandler(sys.stdout)
    sh.setLevel(logging.DEBUG)

    log.addHandler(sh)
    log.addHandler(fh)
    
    wss = BtfxWss(key='my_api_key', secret='my_api_secret')
    wss.start()
    time.sleep(1)  # give the client some prep time to set itself up.
    
    # Subscribe to some channels
    wss.ticker('BTCUSD')
    wss.order_book('BTCUSD')
    
    # Send a ping - if this returns silently, everything's fine.
    wss.ping()
    
    # Do something else
    t = time.time()
    while time.time() - t < 10:
        pass

subscribing to authenticated channels:

    # Sub to all account channels (auth channels)
    wss.authenticate()
    
    # You may pass specific channels you want to subscribe to; However, this requires 
    # you to unauthenticate before, since filters cannot be updated on the fly
    wss.unauth()
    filters = ['trading', 'funding']
    wss.authenticate(*filters)

Accessing data stored in BtfxWss:

    print(wss.tickers['BTCUSD])
    print(wss.books['BTCUSD'].bids())  # prints all current bids for the BTCUSD order book
    print(wss.books['BTCUSD'].asks())  # prints all current asks for the BTCUSD order book

Unsubscribing from channels:

    wss.ticker('BTCUSD', unsubscribe=True)
    wss.ticker('BTCEUR', unsubscribe=True)

Shutting down the client:

    wss.stop()

Your help is required

If you find any bugs, error or have feature requests, please don't hesitate to open an issue. Be as descriptive as possible, and I'll look into the matter as soon as I can.

Donations Welcome!

BTC @ 3D4yuyf84eQUauyZLoQKyouPuThoxMMRZa