bitflyer_websocket_connection_limit.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "import aiohttp"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "# 先物は系は省略\n",
    "all_channels = [\n",
    " 'lightning_board_BCH_BTC',\n",
    " 'lightning_board_BTC_EUR',\n",
    " 'lightning_board_BTC_JPY',\n",
    " 'lightning_board_BTC_USD',\n",
    " 'lightning_board_ETH_BTC',\n",
    " 'lightning_board_FX_BTC_JPY',\n",
    " 'lightning_board_snapshot_BCH_BTC',\n",
    " 'lightning_board_snapshot_BTC_EUR',\n",
    " 'lightning_board_snapshot_BTC_JPY',\n",
    " 'lightning_board_snapshot_BTC_USD',\n",
    " 'lightning_board_snapshot_ETH_BTC',\n",
    " 'lightning_board_snapshot_FX_BTC_JPY',\n",
    " 'lightning_executions_BCH_BTC',\n",
    " 'lightning_executions_BTC_EUR',\n",
    " 'lightning_executions_BTC_JPY',\n",
    " 'lightning_executions_BTC_USD',\n",
    " 'lightning_executions_ETH_BTC',\n",
    " 'lightning_executions_FX_BTC_JPY',\n",
    " 'lightning_ticker_BCH_BTC',\n",
    " 'lightning_ticker_BTC_EUR',\n",
    " 'lightning_ticker_BTC_JPY',\n",
    " 'lightning_ticker_BTC_USD',\n",
    " 'lightning_ticker_ETH_BTC',\n",
    " 'lightning_ticker_FX_BTC_JPY',\n",
    "]\n",
    "ch_codes = {ch: i+1 for i, ch in enumerate(all_channels)}"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    "seen = set()\n",
    "stop = False"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [],
   "source": [
    "async def connect(channels=None):\n",
    "    channels = channels or all_channels\n",
    "    url = 'wss://ws.lightstream.bitflyer.com/json-rpc'\n",
    "    async with aiohttp.ClientSession() as client:\n",
    "        async with client.ws_connect(url) as ws:\n",
    "            for ch in channels:\n",
    "                print(ch)\n",
    "                await ws.send_json({\n",
    "                    \"method\": \"subscribe\",\n",
    "                    \"params\": {\"channel\": ch}\n",
    "                })\n",
    "            async for msg in ws:\n",
    "                seen.add(msg.json()['params']['channel'])\n",
    "                if stop:\n",
    "                    break\n",
    "    print('closed connection')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [],
   "source": [
    "async def show():\n",
    "    for _ in range(10):\n",
    "        await asyncio.sleep(3)\n",
    "        codes = sorted([ch_codes[ch] for ch in seen])\n",
    "        print(f'{len(codes)} ({max(codes) if codes else None}) | {codes}')\n",
    "        print('-'*50)\n",
    "    global stop\n",
    "    stop = True"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "普通にやろうとすると、チャンネル20番までしか繋がらない"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "lightning_board_BCH_BTC\n",
      "lightning_board_BTC_EUR\n",
      "lightning_board_BTC_JPY\n",
      "lightning_board_BTC_USD\n",
      "lightning_board_ETH_BTC\n",
      "lightning_board_FX_BTC_JPY\n",
      "lightning_board_snapshot_BCH_BTC\n",
      "lightning_board_snapshot_BTC_EUR\n",
      "lightning_board_snapshot_BTC_JPY\n",
      "lightning_board_snapshot_BTC_USD\n",
      "lightning_board_snapshot_ETH_BTC\n",
      "lightning_board_snapshot_FX_BTC_JPY\n",
      "lightning_executions_BCH_BTC\n",
      "lightning_executions_BTC_EUR\n",
      "lightning_executions_BTC_JPY\n",
      "lightning_executions_BTC_USD\n",
      "lightning_executions_ETH_BTC\n",
      "lightning_executions_FX_BTC_JPY\n",
      "lightning_ticker_BCH_BTC\n",
      "lightning_ticker_BTC_EUR\n",
      "lightning_ticker_BTC_JPY\n",
      "lightning_ticker_BTC_USD\n",
      "lightning_ticker_ETH_BTC\n",
      "lightning_ticker_FX_BTC_JPY\n",
      "11 (20) | [2, 3, 5, 6, 7, 8, 9, 10, 11, 18, 20]\n",
      "--------------------------------------------------\n",
      "12 (20) | [2, 3, 5, 6, 7, 8, 9, 10, 11, 12, 18, 20]\n",
      "--------------------------------------------------\n",
      "12 (20) | [2, 3, 5, 6, 7, 8, 9, 10, 11, 12, 18, 20]\n",
      "--------------------------------------------------\n",
      "12 (20) | [2, 3, 5, 6, 7, 8, 9, 10, 11, 12, 18, 20]\n",
      "--------------------------------------------------\n",
      "12 (20) | [2, 3, 5, 6, 7, 8, 9, 10, 11, 12, 18, 20]\n",
      "--------------------------------------------------\n",
      "13 (20) | [2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 18, 20]\n",
      "--------------------------------------------------\n",
      "13 (20) | [2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 18, 20]\n",
      "--------------------------------------------------\n",
      "15 (20) | [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 18, 19, 20]\n",
      "--------------------------------------------------\n",
      "15 (20) | [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 18, 19, 20]\n",
      "--------------------------------------------------\n",
      "15 (20) | [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 18, 19, 20]\n",
      "--------------------------------------------------\n",
      "closed connection\n"
     ]
    }
   ],
   "source": [
    "seen.clear()\n",
    "stop = False\n",
    "_ = await asyncio.gather(\n",
    "    connect(all_channels),\n",
    "    show()\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "ところが、接続を複数に分けると無事データ取得可能。。。"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "lightning_board_BCH_BTC\n",
      "lightning_board_BTC_EUR\n",
      "lightning_board_BTC_JPY\n",
      "lightning_board_BTC_USD\n",
      "lightning_board_ETH_BTC\n",
      "lightning_board_FX_BTC_JPY\n",
      "lightning_board_snapshot_BCH_BTC\n",
      "lightning_board_snapshot_BTC_EUR\n",
      "lightning_board_snapshot_BTC_JPY\n",
      "lightning_board_snapshot_BTC_USD\n",
      "lightning_ticker_BTC_JPY\n",
      "lightning_ticker_BTC_USD\n",
      "lightning_ticker_ETH_BTC\n",
      "lightning_ticker_FX_BTC_JPY\n",
      "lightning_board_snapshot_ETH_BTC\n",
      "lightning_board_snapshot_FX_BTC_JPY\n",
      "lightning_executions_BCH_BTC\n",
      "lightning_executions_BTC_EUR\n",
      "lightning_executions_BTC_JPY\n",
      "lightning_executions_BTC_USD\n",
      "lightning_executions_ETH_BTC\n",
      "lightning_executions_FX_BTC_JPY\n",
      "lightning_ticker_BCH_BTC\n",
      "lightning_ticker_BTC_EUR\n",
      "15 (24) | [1, 2, 3, 5, 6, 7, 8, 9, 10, 11, 18, 20, 21, 23, 24]\n",
      "--------------------------------------------------\n",
      "20 (24) | [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 15, 18, 19, 20, 21, 22, 23, 24]\n",
      "--------------------------------------------------\n",
      "20 (24) | [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 15, 18, 19, 20, 21, 22, 23, 24]\n",
      "--------------------------------------------------\n",
      "20 (24) | [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 15, 18, 19, 20, 21, 22, 23, 24]\n",
      "--------------------------------------------------\n",
      "20 (24) | [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 15, 18, 19, 20, 21, 22, 23, 24]\n",
      "--------------------------------------------------\n",
      "20 (24) | [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 15, 18, 19, 20, 21, 22, 23, 24]\n",
      "--------------------------------------------------\n",
      "20 (24) | [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 15, 18, 19, 20, 21, 22, 23, 24]\n",
      "--------------------------------------------------\n",
      "20 (24) | [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 15, 18, 19, 20, 21, 22, 23, 24]\n",
      "--------------------------------------------------\n",
      "20 (24) | [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 15, 18, 19, 20, 21, 22, 23, 24]\n",
      "--------------------------------------------------\n",
      "20 (24) | [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 15, 18, 19, 20, 21, 22, 23, 24]\n",
      "--------------------------------------------------\n",
      "closed connection\n",
      "closed connection\n",
      "closed connection\n"
     ]
    }
   ],
   "source": [
    "seen.clear()\n",
    "stop = False\n",
    "_ = await asyncio.gather(\n",
    "    connect(all_channels[:10]),\n",
    "    connect(all_channels[10:20]),\n",
    "    connect(all_channels[20:]),\n",
    "    show()\n",
    ")"
   ]
  }
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