3.3.0 release (#248)

CHANGELOG.md

@@ -1,5 +1,12 @@
 # Changelog
 
+## 3.3.0 - 2023-08-07
+
+### Changed
+- Add support for proxy in Websocket clients
+- Remove support for python 3.7
+
+
 ## 3.2.0 - 2023-08-01
 
 ### Changed

README.md

@@ -270,6 +270,67 @@ logging.info("closing ws connection")
 my_client.stop()
 ```
 
+#### Proxy
+
+Proxy is supported for both WebSocket API and WebSocket Stream.
+
+To use it, pass in the `proxies` parameter when initializing the client.
+
+The format of the `proxies` parameter is the same as the one used in the Spot RESTful API.
+
+It consists on a dictionary with the following format, where the key is the type of the proxy and the value is the proxy URL:
+
+For websockets, the proxy type is `http`.
+
+```python
+proxies = { 'http': 'http://1.2.3.4:8080' }
+```
+
+You can also use authentication for the proxy by adding the `username` and `password` parameters to the proxy URL:
+
+```python
+proxies = { 'http': 'http://username:password@host:port' }
+```
+
+
+```python
+
+# WebSocket API Client
+from binance.websocket.spot.websocket_api import SpotWebsocketAPIClient
+
+def message_handler(_, message):
+    logging.info(message)
+
+proxies = { 'http': 'http://1.2.3.4:8080' }
+
+my_client = SpotWebsocketAPIClient(on_message=message_handler, proxies=proxies)
+
+my_client.ticker(symbol="BNBBUSD", type="FULL")
+
+time.sleep(5)
+logging.info("closing ws connection")
+my_client.stop()
+```
+
+```python
+
+# WebSocket Stream Client
+from binance.websocket.spot.websocket_stream import SpotWebsocketStreamClient
+
+def message_handler(_, message):
+    logging.info(message)
+
+proxies = { 'http': 'http://1.2.3.4:8080' }
+
+my_client = SpotWebsocketStreamClient(on_message=message_handler, proxies=proxies)
+
+# Subscribe to a single symbol stream
+my_client.agg_trade(symbol="bnbusdt")
+time.sleep(5)
+logging.info("closing ws connection")
+my_client.stop()
+```
+
 #### Request Id
 
 Client can assign a request id to each request. The request id will be returned in the response message. Not mandatory in the library, it generates a uuid format string if not provided.

binance/__version__.py

@@ -1 +1 @@
-__version__ = "3.2.0"
+__version__ = "3.3.0"

binance/lib/utils.py

@@ -1,6 +1,8 @@
 import json
 import time
 import uuid
+
+from urllib.parse import urlparse
 from collections import OrderedDict
 from urllib.parse import urlencode
 from binance.lib.authentication import hmac_hashing
@@ -112,3 +114,19 @@ def websocket_api_signature(api_key: str, api_secret: str, parameters: dict):
     parameters["signature"] = hmac_hashing(api_secret, urlencode(parameters))
 
     return parameters
+
+
+def parse_proxies(proxies: dict):
+    """Parse proxy url from dict, only support http and https proxy, not support socks5 proxy"""
+    proxy_url = proxies.get("http") or proxies.get("https")
+    if not proxy_url:
+        return {}
+
+    parsed = urlparse(proxy_url)
+    return {
+        "http_proxy_host": parsed.hostname,
+        "http_proxy_port": parsed.port,
+        "http_proxy_auth": (parsed.username, parsed.password)
+        if parsed.username and parsed.password
+        else None,
+    }

binance/websocket/binance_socket_manager.py

@@ -1,3 +1,5 @@
+from typing import Optional
+
 import logging
 import threading
 from websocket import (
@@ -6,6 +8,7 @@
     WebSocketException,
     WebSocketConnectionClosedException,
 )
+from binance.lib.utils import parse_proxies
 
 
 class BinanceSocketManager(threading.Thread):
@@ -19,6 +22,7 @@ def __init__(
         on_ping=None,
         on_pong=None,
         logger=None,
+        proxies: Optional[dict] = None,
     ):
         threading.Thread.__init__(self)
         if not logger:
@@ -31,15 +35,19 @@ def __init__(
         self.on_ping = on_ping
         self.on_pong = on_pong
         self.on_error = on_error
+        self.proxies = proxies
+
+        self._proxy_params = parse_proxies(proxies) if proxies else {}
+
         self.create_ws_connection()
 
     def create_ws_connection(self):
         self.logger.debug(
-            "Creating connection with WebSocket Server: %s", self.stream_url
+            f"Creating connection with WebSocket Server: {self.stream_url}, proxies: {self.proxies}",
         )
-        self.ws = create_connection(self.stream_url)
+        self.ws = create_connection(self.stream_url, **self._proxy_params)
         self.logger.debug(
-            "WebSocket connection has been established: %s", self.stream_url
+            f"WebSocket connection has been established: {self.stream_url}, proxies: {self.proxies}",
         )
         self._callback(self.on_open)
 

binance/websocket/spot/websocket_api/__init__.py

@@ -1,3 +1,5 @@
+from typing import Optional
+
 from binance.websocket.websocket_client import BinanceWebsocketClient
 
 
@@ -13,6 +15,7 @@ def __init__(
         on_error=None,
         on_ping=None,
         on_pong=None,
+        proxies: Optional[dict] = None,
     ):
         self.api_key = api_key
         self.api_secret = api_secret
@@ -25,6 +28,7 @@ def __init__(
             on_error=on_error,
             on_ping=on_ping,
             on_pong=on_pong,
+            proxies=proxies,
         )
 
     # Market

binance/websocket/spot/websocket_stream.py

@@ -1,3 +1,5 @@
+from typing import Optional
+
 from binance.websocket.websocket_client import BinanceWebsocketClient
 
 
@@ -12,6 +14,7 @@ def __init__(
         on_ping=None,
         on_pong=None,
         is_combined=False,
+        proxies: Optional[dict] = None,
     ):
         if is_combined:
             stream_url = stream_url + "/stream"
@@ -25,6 +28,7 @@ def __init__(
             on_error=on_error,
             on_ping=on_ping,
             on_pong=on_pong,
+            proxies=proxies,
         )
 
     def agg_trade(self, symbol: str, id=None, action=None, **kwargs):

binance/websocket/websocket_client.py

@@ -1,3 +1,5 @@
+from typing import Optional
+
 import json
 import logging
 from binance.lib.utils import get_timestamp
@@ -18,6 +20,7 @@ def __init__(
         on_ping=None,
         on_pong=None,
         logger=None,
+        proxies: Optional[dict] = None,
     ):
         if not logger:
             logger = logging.getLogger(__name__)
@@ -31,6 +34,7 @@ def __init__(
             on_ping,
             on_pong,
             logger,
+            proxies,
         )
 
         # start the thread
@@ -47,6 +51,7 @@ def _initialize_socket(
         on_ping,
         on_pong,
         logger,
+        proxies,
     ):
         return BinanceSocketManager(
             stream_url,
@@ -57,6 +62,7 @@ def _initialize_socket(
             on_ping=on_ping,
             on_pong=on_pong,
             logger=logger,
+            proxies=proxies,
         )
 
     def _single_stream(self, stream):

docs/source/CHANGELOG.rst

@@ -2,6 +2,16 @@
 Changelog
 =========
 
+3.3.0 - 2023-08-07
+------------------
+
+Changed
+^^^^^^^
+
+* Add support for proxy in Websocket clients
+* Remove support for python 3.7
+
+
 3.2.0 - 2023-08-01
 ------------------
 

setup.py

@@ -43,10 +43,10 @@
         "Intended Audience :: Developers",
         "Intended Audience :: Financial and Insurance Industry",
         "License :: OSI Approved :: MIT License",
-        "Programming Language :: Python :: 3.7",
         "Programming Language :: Python :: 3.8",
         "Programming Language :: Python :: 3.9",
         "Programming Language :: Python :: 3.10",
+        "Programming Language :: Python :: 3.11",
     ],
-    python_requires=">=3.7",
+    python_requires=">=3.8",
 )

tests/lib/test_utils.py

@@ -1,3 +1,5 @@
+import pytest
+
 from binance.error import (
     ParameterRequiredError,
     ParameterTypeError,
@@ -8,6 +10,7 @@
     check_type_parameter,
     convert_list_to_json_array,
     purge_map,
+    parse_proxies,
 )
 from binance.lib.utils import check_required_parameters
 from binance.lib.utils import check_enum_parameter
@@ -117,3 +120,34 @@ def test_remove_empty_parameter():
     purge_map({"foo": "bar", "foo2": 0}).should.equal({"foo": "bar"})
     purge_map({"foo": "bar", "foo2": []}).should.equal({"foo": "bar", "foo2": []})
     purge_map({"foo": "bar", "foo2": {}}).should.equal({"foo": "bar", "foo2": {}})
+
+
+def test_parse_proxies():
+    proxies = {"http": "http://1.2.3.4:8080"}
+    output = {
+        "http_proxy_host": "1.2.3.4",
+        "http_proxy_port": 8080,
+        "http_proxy_auth": None,
+    }
+
+    proxy_data = parse_proxies(proxies)
+    assert proxy_data == output
+
+    proxies_2 = {"https": "http://1.2.3.4:8080"}
+
+    proxy_data_2 = parse_proxies(proxies_2)
+    assert proxy_data_2 == output
+
+
+def test_parse_proxies_non_supported():
+    proxies = {"socks5": "http://1.2.3.4:8080"}
+
+    proxy_data = parse_proxies(proxies)
+    assert proxy_data == {}
+
+
+def test_parse_proxies_invalid():
+    proxies = {"http": "http://x1.2.3.4.6-8080:x"}
+
+    with pytest.raises(ValueError):
+        parse_proxies(proxies)

tox.ini

@@ -1,5 +1,5 @@
 [tox]
-envlist = py36,py37,py38,py39
+envlist = py38,py39,310,311
 
 [testenv]
 deps =