Python Forum

Question

- How can I merge the results of two or three asynchronous websocket results, defined with the library asyncio?
- I am downloading order book data (how many people want to buy or sell something at which price) of cryptocurrencies using websockets asynchronously, but having hard time showing the results of several coins.
- The desired output example is as follows, being printed at the same time :

XRP-BTC : The most favorable ask price is 0.00023
ETH-BTC : The most favorable ask price is 0.04
LTC-BTC : The most favorable ask price is 0.001

- Each line is a result of each websocket, so what I want to do is to merge the results of several webscokets

Code Example

import asyncio
import websockets
import ast
import time
import json

# websocket address for the cryptocurrency exchange OKEx
url = "wss://ws.okex.com:8443/ws/v5/public"

# function to download orderbook data, using websocket asynchronously
async def ws_orderbook5(crypto_pair):
    while True:
            try:
                async with websockets.connect(url) as ws:
                    channels = [{'channel': 'books5', 'instId': f'{crypto_pair}'}]
                    sub_param = {"op": "subscribe", "args": channels}
                    sub_str = json.dumps(sub_param)
                    await ws.send(sub_str)
                    print(f"send: {sub_str}")
                    res = await asyncio.wait_for(ws.recv(), timeout=25)

                    while True:
                        try:
                            res = await asyncio.wait_for(ws.recv(), timeout=25)
                            res = ast.literal_eval(res) 
                            print(f"{crypto-pair} : Most favorable ask price is {res['data'][0]['asks'][0][0]}")
                            
                            time.sleep(1)

                        except (asyncio.TimeoutError, websockets.exceptions.ConnectionClosed) as e:
                            try:
                                await ws.send('ping')
                                print("")
                                print("ping")
                                res = await ws.recv()
                                continue
                            except Exception as e:
                                print("Failure due to an unknown error. Stopped working")
                                break
            except Exception as e:
                print("Failure due to an unknown error. Try working again")
                continue

- The variable res, which is the data downloaded from OKEx websocket looks like the following dictionary, when the argument crypto_pair = 'XRP-BTC' .

{'arg': {'channel': 'books5', 'instId': 'XRP-BTC'}, 
 'data': [{'asks': [['0.00002585', '4514.84', '0', '2'], 
                    ['0.00002586', '5845.946', '0', '5'],
                    ['0.00002587', '30306.155', '0', '5'], 
                    ['0.00002588', '9974.105', '0', '7'], 
                    ['0.00002589', '3104.84', '0', '5']], 
           'bids': [['0.00002582', '3988', '0', '2'], 
                    ['0.00002581', '23349.817', '0', '4'], 
                    ['0.0000258', '18735.565', '0', '8'], 
                    ['0.00002579', '6429.196', '0', '6'], 
                    ['0.00002578', '3492.795', '0', '5']], 
 'instId': 'XRP-BTC', 
 'ts': '1622805157064'}]}

- As such what is printed on console is as follows. The argument here, for example, is "XRP-BTC" again.

XRP-BTC : The most favorable ask price is 0.00023

- Can anyone tell me how I can merge the result of websockets so that they can be printed at the same time?

codingmonster