使用 websocket 数据每隔一分钟触发功能

Question

使用Binance futures aggregate trades stream (websocket)，我试图计算每分钟每边（做市商/接受者）所有交易的总价值。我正在苦苦挣扎的部分是试图找到一种有效的方法来确定一分钟何时结束以及新一分钟何时开始。到目前为止，我的解决方案是将 unix 值转换为日期时间值，仅保留日期时间值的“分钟”部分，将其存储为变量（名为“分钟”），并检查每条新消息的最新信息minute' 值与之前的 'minute' 值进行比较。

当我运行脚本时，“分钟”变量会在新的一分钟开始时更新，但最后 elif 语句下的前面步骤似乎都不起作用。

elif unixmin != minute:
    sumprodmkr = sum(x*y for x, y in list(zip(qtymkr, pricemkr)))
    sumprodtkr = sum(x*y for x, y in list(zip(qtytkr, pricetkr)))
    print (sumprodmkr)
    print (sumprodtkr)
    qtymkr.clear()
    pricemkr.clear()
    qtytkr.clear()
    pricetkr.clear()
    minute = unixmin

我确信有一种更有效的方法可以做到这一点，如果有人能指出我正确的方向，我将不胜感激。

完整脚本如下：

import websocket
import json
from datetime import datetime

socket = 'wss://stream.binance.com:9443/ws/btcusdt@trade'

ws = websocket.WebSocketApp(socket, on_message=on_message, on_error=on_error, on_close=on_close)

qtymkr = []
pricemkr = []
qtytkr = []
pricetkr = []

def on_message(ws, message):
    content = json.loads(message)
    ismaker = content['m']
    price = content['p']
    qty = content['q']
    unix = content['T']
    unix2 = int(content['T'])/1000
    unixmin = datetime.utcfromtimestamp(unix2).strftime('%M')
    
    if ismaker == 'True':
        qtymkr.append(float(qty))
        pricemkr.append(float(price))
    else:
        qtytkr.append(float(qty))
        pricetkr.append(float(price))
    
    global minute
    minute = 0
    
    if minute == 0:
        minute = unixmin
    elif unixmin == minute:
        pass
    elif unixmin != minute:
        sumprodmkr = sum(x*y for x, y in list(zip(qtymkr, pricemkr)))
        sumprodtkr = sum(x*y for x, y in list(zip(qtytkr, pricetkr)))
        print (sumprodmkr)
        print (sumprodtkr)
        qtymkr.clear()
        pricemkr.clear()
        qtytkr.clear()
        pricetkr.clear()
        minute = unixmin
    
def on_error(ws, error):
    print(error)
    
def on_close(ws, close_status_code, close_msg):
    print('Socket closed')

ws.run_forever()

Answer 1

Cron怎么样？

APScheduler - 很棒的 Python 包。享受！ https://apscheduler.readthedocs.io/en/3.x/

Answer 2

代码肯定需要一些工作，但它可以正常工作并且实现了我想要的。

import websocket
import json
from datetime import datetime

socket = 'wss://stream.binance.com:9443/ws/btcusdt@trade'

qtymkr = []
pricemkr = []
qtytkr = []
pricetkr = []

minute = 0
unixmin = 0
sumprodmkr = 0 
sumprodtkr = 0

def minflag():
    global minute
    global unixmin
    global sumprodmkr
    global sumprodtkr
    if minute == 0:
        minute = unixmin
    elif unixmin == minute:
        break
    elif unixmin != minute:
        sumprodmkr = sum(x*y for x, y in list(zip(qtymkr, pricemkr)))
        sumprodtkr = sum(x*y for x, y in list(zip(qtytkr, pricetkr)))
        print (sumprodmkr)
        print (sumprodtkr)
        qtymkr.clear()
        pricemkr.clear()
        qtytkr.clear()
        pricetkr.clear()
        minute = unixmin
    

def on_message(ws, message):
    global minute
    global unixmin
    global sumprodmkr
    global sumprodtkr
    content = json.loads(message)
    ismaker = content['m']
    price = content['p']
    qty = content['q']
    unix = content['T']
    unix2 = int(content['T'])/1000
    unixmin = datetime.utcfromtimestamp(unix2).strftime('%M')
    if ismaker == True:
        qtymkr.append(float(qty))
        pricemkr.append(float(price))
    else:
        qtytkr.append(float(qty))
        pricetkr.append(float(price))
    minflag()

def on_error(ws, error):
    print(error)
    
def on_close(ws, close_status_code, close_msg):
    print('Socket closed')
        
ws = websocket.WebSocketApp(socket, on_message=on_message, on_error=on_error, on_close=on_close)

ws.run_forever()