import hashlib
from threading import Thread
from websocket import create_connection, WebSocketConnectionClosedException
def main():
ws = None
thread = None
thread_running = False
thread_keepalive = None
def websocket_thread():
global ws
api_key = "YOUR_API_KEY" # <-- CHANGE THIS
api_secret = "YOUR_API_SECRET" # <-- CHANGE THIS
channel = "level2"
timestamp = str(int(time.time()))
product_ids = ["BTC-USD"]
product_ids_str = ",".join(product_ids)
message = f"{timestamp}{channel}{product_ids_str}"
signature = hmac.new(api_secret.encode("utf-8"), message.encode("utf-8"), digestmod=hashlib.sha256).hexdigest()
ws = create_connection("wss://advanced-trade-ws.coinbase.com")
ws.send(
json.dumps(
"type": "subscribe",
"product_ids": [
"BTC-USD",
"channel": channel,
"api_key": api_key,
"timestamp": timestamp,
"signature": signature,
thread_keepalive.start()
while not thread_running:
data = ws.recv()
if data != "":
msg = json.loads(data)
else:
msg = {}
except ValueError as e:
print(e)
print("{} - data: {}".format(e, data))
except Exception as e:
print(e)
print("{} - data: {}".format(e, data))
else:
if "result" not in msg:
print(msg)
if ws:
ws.close()
except WebSocketConnectionClosedException:
finally:
thread_keepalive.join()
def websocket_keepalive(interval=30):
global ws
while ws.connected:
ws.ping("keepalive")
time.sleep(interval)
thread = Thread(target=websocket_thread)
thread_keepalive = Thread(target=websocket_keepalive)
thread.start()
if __name__ == "__main__":
main()
Hi
@michael.whittle
! We value the time and work you invested in distributing this knowledge to the community. Developers who are looking for a working Websockets example in Advanced Trade using a Python language would undoubtedly benefit from this. As we work to establish a knowledgeable yet welcoming community in our Developer Forum, we hope to see more of you here. Thank you, and we appreciate your work!
Sure, it’s my pleasure.
I’m busy migrating from Coinbase Pro to Advanced Trade in my open-source crypto trading bot. When I’ve figured it all out I’ll share the code as it will have nice working examples of everything.
For those interested in what I’m doing with the exchange(s), feel free to follow me on Medium:
