114 lines
3.4 KiB
Plaintext
114 lines
3.4 KiB
Plaintext
{
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"cells": [
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{
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"cell_type": "markdown",
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"id": "45f026b5",
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"metadata": {},
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"source": [
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"# 02 — Streaming de Datos en Tiempo Real (Binance WebSocket)\n",
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"\n",
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"Binance ofrece WebSocket streams push-based para datos de mercado en tiempo real.\n",
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"\n",
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"**Base URLs:**\n",
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"- Produccion: `wss://stream.binance.com:9443/ws/<stream>`\n",
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"- Testnet: `wss://testnet.binance.vision/ws/<stream>`\n",
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"- Multi-stream: `wss://stream.binance.com:9443/stream?streams=<s1>/<s2>`\n",
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"\n",
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"**Streams principales:**\n",
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"| Stream | Nombre | Frecuencia |\n",
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"|---|---|---|\n",
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"| Trades individuales | `<symbol>@trade` | Cada trade |\n",
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"| Klines en vivo | `<symbol>@kline_<interval>` | Cada cambio en vela |\n",
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"| Mini ticker 24h | `<symbol>@miniTicker` | ~1s |\n",
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"| Book ticker (best bid/ask) | `<symbol>@bookTicker` | Cada cambio |\n",
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"| Todos los tickers | `!miniTicker@arr` | ~1s |\n",
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"\n",
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"**Reglas de conexion:**\n",
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"- Ping cada 3 min desde Binance, pong requerido\n",
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"- Desconexion automatica a las 24h — reconectar periodicamente\n",
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"- Se puede suscribir/desuscribir dinamicamente via JSON"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"id": "6bb48c2e",
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"metadata": {},
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"outputs": [],
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"source": [
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"import asyncio\n",
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"import json\n",
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"import websockets\n",
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"import pandas as pd\n",
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"from datetime import datetime, timezone\n",
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"from collections import deque\n",
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"\n",
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"WS_BASE = \"wss://stream.binance.com:9443/ws\""
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]
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},
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{
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"cell_type": "markdown",
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"id": "2b2d9b2d",
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"metadata": {},
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"source": [
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"## Stream de Trades individuales\n",
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"\n",
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"`<symbol>@trade` — recibe cada trade ejecutado en tiempo real.\n",
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"\n",
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"Campos clave:\n",
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"- `p` = precio, `q` = cantidad\n",
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"- `m` = true si el buyer es maker (es decir, fue un sell market order que impacto un bid)\n",
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"- `t` = trade ID, `T` = timestamp"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"id": "aaed9f77",
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"metadata": {},
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"outputs": [],
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"source": [
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"async def stream_trades(symbol: str, max_trades: int = 100) -> list[dict]:\n",
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" \"\"\"Captura N trades en tiempo real y retorna como lista.\"\"\"\n",
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" url = f\"{WS_BASE}/{symbol.lower()}@trade\"\n",
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" trades = []\n",
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"\n",
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" async with websockets.connect(url) as ws:\n",
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" while len(trades) < max_trades:\n",
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" msg = json.loads(await ws.recv())\n",
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" trades.append({\n",
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" \"trade_id\": msg[\"t\"],\n",
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" \"time\": datetime.fromtimestamp(msg[\"T\"] / 1000, tz=timezone.utc),\n",
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" \"price\": float(msg[\"p\"]),\n",
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" \"qty\": float(msg[\"q\"]),\n",
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" \"is_buyer_maker\": msg[\"m\"],\n",
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" \"side\": \"SELL\" if msg[\"m\"] else \"BUY\",\n",
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" })\n",
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"\n",
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" return trades"
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]
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}
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],
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"metadata": {
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"kernelspec": {
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"display_name": "Python 3 (ipykernel)",
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"language": "python",
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"name": "python3"
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},
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"language_info": {
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"codemirror_mode": {
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"name": "ipython",
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"version": 3
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},
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"file_extension": ".py",
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"mimetype": "text/x-python",
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"version": "3.13.7"
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}
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},
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"nbformat": 4,
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"nbformat_minor": 5
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