WebSocket example sma

main.py

#!/usr/bin/python
import time
import json
import logging
import socketio
import websocket
from collections import deque

logging.basicConfig(
    level=logging.DEBUG,
    filename='./socketio.log',
    format='%(levelname)s : %(asctime)s : %(message)s'
)
logger = logging.getLogger(__name__)

sio = socketio.Client(
    reconnection=True,
    reconnection_attempts=0,
    reconnection_delay=1,
    reconnection_delay_max=30,
    logger=True
)

logger.info('Created socketio client')

def run(url):
    sio.connect(url, transports=['websocket'])
    logger.info('socketio process connected')

def stop():
    sio.disconnect()
    logger.info('socketio process disconnected')

@sio.event
def connect():
    logger.info('connected to server')
    sio.emit('join-room', 'transactions_btc_jpy')

@sio.event
def message(data):
    transactions = data['message']['data']['transactions']
    # print('transaction type: {}'.format(type(transactions)))
    # print(json.dumps(transactions, indent=2))

    for num, transaction in enumerate(transactions):
        print('transaction {0}: {1}'.format(num, transaction))
        executions.appendleft(int(transaction['price']))

@sio.event
def disconnect():
    logger.info('disconnected from server')

if __name__ == '__main__':
    executions = deque(maxlen=100)
    url = 'wss://stream.bitbank.cc'
    run(url)

    sma = 5

    while True:
        try:
            current = int(round(time.time()*1000))
            print('current timestamp: {}'.format(current))

            execution_num = len(executions)
            if execution_num == 0:
                print('executions are empty')
            elif sma <= execution_num:
                l = list(executions)[0:sma]
                print('executions average in queue: {}'.format(int(round(sum(l)/len(l)))))
            elif sma > execution_num:
                sma = execution_num
                l = list(executions)[0:sma]
                print('executions average in queue: {}'.format(int(round(sum(l)/len(l)))))
            else:
                print('unknown status')

            time.sleep(5)
        except KeyboardInterrupt:
            stop()
            exit()
        except Exception as e:
            exit()