Subscribe DEPTH and TRADE from Pionex WebSocket with Socks5 Proxy

subscribe_thorugh_socks5_proxy.py

from urllib.parse import urlparse
# pip install -i https://pypi.tuna.tsinghua.edu.cn/simple PySocks websockets asyncio
import asyncio
import ssl
# https://github.com/Anorov/PySocks
import socks
# https://github.com/python-websockets/websockets
import websockets
import json

URL = "https://pionex.com"


# https://pionex-doc.gitbook.io/apidocs/websocket/general-info#subscribe
async def subscribe_to_topics(websocket, symbol):
    # Subscribe to DEPTH
    depth_subscription = {"op": "SUBSCRIBE", "topic": "DEPTH", "symbol": symbol}
    await websocket.send(json.dumps(depth_subscription))
    print(f"Subscribed to DEPTH for {symbol}")

    # Subscribe to TRADE
    trade_subscription = {"op": "SUBSCRIBE", "topic": "TRADE", "symbol": symbol}
    await websocket.send(json.dumps(trade_subscription))
    print(f"Subscribed to TRADE for {symbol}")


async def receive_messages(websocket):
    async for message in websocket:
        print(f"Received message: {message}")

# https://websockets.readthedocs.io/en/stable/reference/features.html#client
# https://github.com/python-websockets/websockets/issues/475
async def main():
    netloc = urlparse(URL).netloc
    ws_url = f"wss://ws.{netloc}/wsPub"

    # Disable SSL verification (self-signed certificate)
    ssl_context = ssl.SSLContext()
    ssl_context.verify_mode = ssl.CERT_NONE
    ssl_context.check_hostname = False

    # Initialize the connection to the server through the proxy
    tor_proxy = socks.socksocket()
    tor_proxy.set_proxy(socks.SOCKS5, "localhost", 7890)
    tor_proxy.connect((netloc, 443))

    # No ping and high timeout since tor is slow
    async with websockets.connect(
        ws_url,
        ssl=ssl_context,
        sock=tor_proxy,
        server_hostname=netloc,
        ping_interval=None,
        ping_timeout=None,
        open_timeout=60,
    ) as websocket:

        # Subscribe to DEPTH and TRADE for the symbol BTC_USDT
        await subscribe_to_topics(websocket, "BTC_USDT")

        # Listen for incoming messages
        await receive_messages(websocket)


asyncio.get_event_loop().run_until_complete(main())