Connect to Binance Websockets using a SOCKS5 Proxy in Python with UNICORN Binance WebSocket API. - How To: https://medium.lucit.tech/how-to-connect-to-binance-com-websockets-using-python-via-a-socks5-proxy-3c5a3e063f12

ubwa_socks5_proxy.py

from unicorn_binance_websocket_api import BinanceWebSocketApiManager, Socks5ProxyConnectionError
import asyncio
import logging
import os


async def binance_stream(ubwa):
    def handle_socket_message(data):
        print(f"received data: {data}")

    ubwa.create_stream(channels=['kline', 'kline_1m'],
                       markets=['btcusdt'],
                       output="UnicornFy",
                       process_stream_data=handle_socket_message)
    while True:
        await asyncio.sleep(1)


if __name__ == "__main__":
    logging.getLogger("unicorn_binance_websocket_api")
    logging.basicConfig(level=logging.DEBUG,
                        filename=os.path.basename(__file__) + '.log',
                        format="{asctime} [{levelname:8}] {process} {thread} {module}: {message}",
                        style="{")
    
    socks5_proxy = "1.2.3.4:1080"
    socks5_ssl_verification = True

    try:
        ubwa = BinanceWebSocketApiManager(exchange='binance.com', 
                                          socks5_proxy_server=socks5_proxy,
                                          socks5_proxy_ssl_verification=socks5_ssl_verification)
    except Socks5ProxyConnectionError as error_msg:
        print(f"Socks5ProxyConnectionError: {error_msg}")
        exit(1)

    try:
        asyncio.run(binance_stream(ubwa))
    except KeyboardInterrupt:
        print("\r\nGracefully stopping the websocket manager...")
        ubwa.stop_manager()