gdax.py 文件源码

def _process_data(self):
        self.conn = create_connection(self.addr, timeout=4)
        payload = json.dumps({'type': 'subscribe', 'product_ids': self.pairs})
        self.conn.send(payload)
        while self.running:
            try:
                data = json.loads(self.conn.recv())
            except (WebSocketTimeoutException, ConnectionResetError):
                self._controller_q.put('restart')

            if 'product_id' in data:
                self.data_q.put(('order_book', data['product_id'],
                                 data, time.time()))
        self.conn = None