ThreadedWebsocketManager
Functions
func__init__(self, api_key=None, api_secret=None, requests_params=None, tld='com', testnet=False, session_params=None, https_proxy=None, loop=None, max_queue_size=100)paramselfparamapi_keyOptional[str]= Noneparamapi_secretOptional[str]= Noneparamrequests_paramsOptional[Dict[str, Any]]= Noneparamtldstr= 'com'paramtestnetbool= Falseparamsession_paramsOptional[Dict[str, Any]]= Noneparamhttps_proxyOptional[str]= NoneparamloopOptional[asyncio.AbstractEventLoop]= Noneparammax_queue_sizeint= 100Returns
Nonefunc_before_socket_listener_start(self)paramselfReturns
Nonefunc_start_async_socket(self, callback, socket_name, params, path=None) -> strparamselfparamcallbackCallableparamsocket_namestrparamparamsDict[str, Any]parampathOptional[str]= NoneReturns
strfuncstart_depth_socket(self, callback, symbol, depth=None, interval=None) -> strparamselfparamcallbackCallableparamsymbolstrparamdepthOptional[str]= NoneparamintervalOptional[int]= NoneReturns
strfuncstart_kline_socket(self, callback, symbol, interval=AsyncClient.KLINE_INTERVAL_1MINUTE) -> strparamselfparamcallbackCallableparamsymbolstrparaminterval= AsyncClient.KLINE_INTERVAL_1MINUTEReturns
strfuncstart_kline_futures_socket(self, callback, symbol, interval=AsyncClient.KLINE_INTERVAL_1MINUTE, futures_type=FuturesType.USD_M, contract_type=ContractType.PERPETUAL) -> strparamselfparamcallbackCallableparamsymbolstrparaminterval= AsyncClient.KLINE_INTERVAL_1MINUTEparamfutures_typeFuturesType= FuturesType.USD_Mparamcontract_typeContractType= ContractType.PERPETUALReturns
strfuncstart_miniticker_socket(self, callback, update_time=1000) -> strparamselfparamcallbackCallableparamupdate_timeint= 1000Returns
strfuncstart_trade_socket(self, callback, symbol) -> strparamselfparamcallbackCallableparamsymbolstrReturns
strfuncstart_aggtrade_socket(self, callback, symbol) -> strparamselfparamcallbackCallableparamsymbolstrReturns
strfuncstart_aggtrade_futures_socket(self, callback, symbol, futures_type=FuturesType.USD_M) -> strparamselfparamcallbackCallableparamsymbolstrparamfutures_typeFuturesType= FuturesType.USD_MReturns
strfuncstart_symbol_miniticker_socket(self, callback, symbol) -> strparamselfparamcallbackCallableparamsymbolstrReturns
strfuncstart_symbol_ticker_socket(self, callback, symbol) -> strparamselfparamcallbackCallableparamsymbolstrReturns
strfuncstart_ticker_socket(self, callback) -> strparamselfparamcallbackCallableReturns
strfuncstart_index_price_socket(self, callback, symbol, fast=True) -> strparamselfparamcallbackCallableparamsymbolstrparamfastbool= TrueReturns
strfuncstart_symbol_mark_price_socket(self, callback, symbol, fast=True, futures_type=FuturesType.USD_M) -> strparamselfparamcallbackCallableparamsymbolstrparamfastbool= Trueparamfutures_typeFuturesType= FuturesType.USD_MReturns
strfuncstart_all_mark_price_socket(self, callback, fast=True, futures_type=FuturesType.USD_M) -> strparamselfparamcallbackCallableparamfastbool= Trueparamfutures_typeFuturesType= FuturesType.USD_MReturns
strfuncstart_symbol_ticker_futures_socket(self, callback, symbol, futures_type=FuturesType.USD_M) -> strparamselfparamcallbackCallableparamsymbolstrparamfutures_typeFuturesType= FuturesType.USD_MReturns
strfuncstart_individual_symbol_ticker_futures_socket(self, callback, symbol, futures_type=FuturesType.USD_M) -> strparamselfparamcallbackCallableparamsymbolstrparamfutures_typeFuturesType= FuturesType.USD_MReturns
strfuncstart_all_ticker_futures_socket(self, callback, futures_type=FuturesType.USD_M) -> strparamselfparamcallbackCallableparamfutures_typeFuturesType= FuturesType.USD_MReturns
strfuncstart_symbol_book_ticker_socket(self, callback, symbol) -> strparamselfparamcallbackCallableparamsymbolstrReturns
strfuncstart_book_ticker_socket(self, callback) -> strparamselfparamcallbackCallableReturns
strfuncstart_multiplex_socket(self, callback, streams) -> strparamselfparamcallbackCallableparamstreamsList[str]Returns
strfuncstart_options_multiplex_socket(self, callback, streams) -> strparamselfparamcallbackCallableparamstreamsList[str]Returns
strfuncstart_futures_multiplex_socket(self, callback, streams, futures_type=FuturesType.USD_M) -> strparamselfparamcallbackCallableparamstreamsList[str]paramfutures_typeFuturesType= FuturesType.USD_MReturns
strfuncstart_user_socket(self, callback) -> strparamselfparamcallbackCallableReturns
strfuncstart_futures_user_socket(self, callback) -> strparamselfparamcallbackCallableReturns
strfuncstart_coin_futures_user_socket(self, callback) -> strparamselfparamcallbackCallableReturns
strfuncstart_margin_socket(self, callback) -> strparamselfparamcallbackCallableReturns
strfuncstart_futures_socket(self, callback) -> strparamselfparamcallbackCallableReturns
strfuncstart_coin_futures_socket(self, callback) -> strparamselfparamcallbackCallableReturns
strfuncstart_isolated_margin_socket(self, callback, symbol) -> strparamselfparamcallbackCallableparamsymbolstrReturns
strfuncstart_options_ticker_socket(self, callback, symbol) -> strparamselfparamcallbackCallableparamsymbolstrReturns
strfuncstart_options_ticker_by_expiration_socket(self, callback, symbol, expiration_date) -> strparamselfparamcallbackCallableparamsymbolstrparamexpiration_datestrReturns
strfuncstart_options_recent_trades_socket(self, callback, symbol) -> strparamselfparamcallbackCallableparamsymbolstrReturns
strfuncstart_options_kline_socket(self, callback, symbol, interval=AsyncClient.KLINE_INTERVAL_1MINUTE) -> strparamselfparamcallbackCallableparamsymbolstrparaminterval= AsyncClient.KLINE_INTERVAL_1MINUTEReturns
strfuncstart_options_depth_socket(self, callback, symbol, depth='10') -> strparamselfparamcallbackCallableparamsymbolstrparamdepthstr= '10'Returns
strfuncstart_futures_depth_socket(self, callback, symbol, depth='10', futures_type=FuturesType.USD_M) -> strparamselfparamcallbackCallableparamsymbolstrparamdepthstr= '10'paramfutures_type= FuturesType.USD_MReturns
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