Crypto Trade Stream Script

Overview

The Crypto Trade Stream script is a Python script designed to connect to the Binance WebSocket API and stream real-time trade data for multiple cryptocurrency symbols. The script updates an Excel sheet with the latest trade price and timestamp for the specified symbols.

Prerequisites

Before running the script, make sure you have the following installed:

• Python 3.7 or later
• Required Python packages: see requirements.txt

Setup

1. Install Dependencies:

   pip install -r requirements.txt

Usage

Run the script by executing the following command in the terminal:

python script_name.py

Replace script_name.py with the actual name of your Python script.

Script Structure

1. format_sheet(sheet)

Formats the headers of the Excel sheet with columns for symbol, price, and time.

2. parse_time(timestamp_ms)

Converts milliseconds since Unix epoch to a formatted datetime string.

3. binance_all_trade_streams(symbols_map)

Connects to the Binance WebSocket API, subscribes to trade streams for specified symbols, and continuously updates the Excel sheet.

4. main()

• Initializes Excel application and creates a new workbook.
• Activates the specified sheet and formats it.
• Reads the list of symbols from "symbols.txt" and creates a symbols map.
• Connects to Binance WebSocket for trade streams.
• Saves and closes the workbook, and quits the Excel application.

Notes

• The script uses asyncio to handle asynchronous operations.
• The Binance WebSocket connection is established using the URL "wss://stream.binance.com:9443/stream."
• The script creates tasks to subscribe to trade streams for up to 1000 symbols per connection.
• Connection retries are attempted up to 5 times in case of closure.
• If an error occurs during data processing or connection, an exception is logged.

Example

symbols_map = {"BTCUSDT": 1, "ETHUSDT": 2, "BNBUSDT": 3}

await binance_all_trade_streams(symbols_map)

Troubleshooting

• If you encounter issues, ensure that you have the required dependencies installed as specified in requirements.txt.

• If the script is interrupted (e.g., by a KeyboardInterrupt), any in-memory data structure may be lost. Ensure you restart the script to resume trade information display.