v4.0.0 release (#125)

Author: urbanogt

CHANGELOG.md

@@ -1,5 +1,11 @@
 # Changelog
 
+## 4.0.0 - 2023-08-08
+
+### Changed
+- Add proxy support for websockets
+- Remove support for Python 3.7
+
 ## 4.0.0rc3 - 2023-07-03
 
 ### Changed

README.md

@@ -210,6 +210,47 @@ my_client.agg_trade(symbol="bnbusdt", id="my_request_id")
 # library will generate a random uuid string
 my_client.agg_trade(symbol="bnbusdt")
 ```
+#### Proxy
+
+Proxy is supported for both WebSocket CM futures and UM futures.
+
+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 Stream Client
+import time
+from binance.websocket.um_futures.websocket_client import UMFuturesWebsocketClient
+
+proxies = {'http': 'http://1.2.3.4:8080'}
+
+def message_handler(_, message):
+    logging.info(message)
+
+my_client = UMFuturesWebsocketClient(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()
+```
+
 
 #### Combined Streams
 - If you set `is_combined` to `True`, `"/stream/"` will be appended to the `baseURL` to allow for Combining streams.

binance/__version__.py

@@ -1 +1 @@
-__version__ = "4.0.0rc3"
+__version__ = "4.0.0"

binance/lib/utils.py

@@ -1,7 +1,7 @@
 import json
 import time
 
-from urllib.parse import urlencode
+from urllib.parse import urlencode, urlparse
 from binance.error import (
     ParameterRequiredError,
     ParameterValueError,
@@ -40,7 +40,7 @@ def check_enum_parameter(value, enum_class):
 
 
 def check_type_parameter(value, name, data_type):
-    if value is not None and type(value) != data_type:
+    if value is not None and not isinstance(value, data_type):
         raise ParameterTypeError([name, data_type])
 
 
@@ -64,3 +64,19 @@ def convert_list_to_json_array(symbols):
 
 def config_logging(logging, logging_devel, log_file=None):
     logging.basicConfig(level=logging_devel, filename=log_file)
+
+
+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/cm_futures/websocket_client.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/um_futures/websocket_client.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

@@ -1,5 +1,8 @@
+from typing import Optional
+
 import json
 import logging
+
 from binance.lib.utils import get_timestamp
 from binance.websocket.binance_socket_manager import BinanceSocketManager
 
@@ -18,6 +21,7 @@ def __init__(
         on_ping=None,
         on_pong=None,
         logger=None,
+        proxies: Optional[dict] = None,
     ):
         if not logger:
             logger = logging.getLogger(__name__)
@@ -31,6 +35,7 @@ def __init__(
             on_ping,
             on_pong,
             logger,
+            proxies,
         )
 
         # start the thread
@@ -47,6 +52,7 @@ def _initialize_socket(
         on_ping,
         on_pong,
         logger,
+        proxies,
     ):
         return BinanceSocketManager(
             stream_url,
@@ -57,6 +63,7 @@ def _initialize_socket(
             on_ping=on_ping,
             on_pong=on_pong,
             logger=logger,
+            proxies=proxies,
         )
 
     def _single_stream(self, stream):

setup.py

@@ -41,10 +41,10 @@
         "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",
 )

tox.ini

@@ -1,5 +1,5 @@
 [tox]
-envlist = py36,py37,py38,py39
+envlist = py38,py39,py310,py311
 
 [testenv]
 deps =