WebSocket API v1 - uventede afbrydelser fra markedsdatafeeds

Cloudflares sikkerhedsforanstaltninger anvendes ofte på specifikke IP-adresser, grupper af lignende IP-adresser (såsom en klasse C-blok) eller bestemte geografiske placeringer, og derfor er ændring af din IP-adresse nogle gange en simpel, men effektiv løsning.

For eksempel vil hosting af din API-software i en anden AWS-region eller brug af en VPN på en anden geografisk placering begge ændre den lokale IP-adresse betydeligt og potentielt løse problemet med uventet afbrydelse.

Brug af en enkelt WebSocket-forbindelse, der overvåges for utilsigtede afbrydelser og genoprettes og genabonneres efter behov, er en anden simpel, men effektiv løsning. Følgende er et grundlæggende eksempel på Python-kode, der viser, hvordan man genopretter og genabonnerer en WebSocket-forbindelse, når en WebSocketConnectionClosed-undtagelse kastes:

#!/usr/bin/env python3 import sys from websocket import create_connection ws = create_connection('wss://ws.kraken.com/') print(ws.recv()) ws.send('{"event":"subscribe", "subscription":{"name":"ticker"}, "pair":["XBT/USD"]}') print(ws.recv()) for count in range(100): if count == 30 or count == 60: ws.close() try: print(ws.recv()) except: ws = create_connection('wss://ws.kraken.com/') print(ws.recv()) ws.send('{"event":"subscribe", "subscription":{"name":"ticker"}, "pair":["XBT/USD"]}') print(ws.recv()) ws.close() sys.exit(0)

Som vist i følgende eksempeloutput fornyes WebSocket-forbindelsen og abonnementet, når forbindelsen uventet afbrydes (ved 30 og 60 iterationer af løkken):

{"connectionID":8986307948074364287,"event":"systemStatus","status":"online","version":"1.0.1"} {"channelID":274,"channelName":"ticker","event":"subscriptionStatus","pair":"XBT/USD","status":"subscribed","subscription":{"name":"ticker"}} [274,{"a":["9766.00000",16,"16.15314657"],"b":["9765.90000",16,"16.06793017"],"c":["9766.00000","0.15407543"],"v":["934.89117067","6431.35804307"],"p":["9793.82728","9736.03263"],"t":[3442,18738],"l":["9731.30000","9465.00000"],"h":["9845.00000","9884.70000"],"o":["9792.10000","9660.80000"]},"ticker","XBT/USD"] {"event":"heartbeat"} ... [274,{"a":["9766.00000",15,"15.80052495"],"b":["9765.90000",15,"15.09399036"],"c":["9766.00000","0.18958527"],"v":["935.24379229","6430.73154248"],"p":["9793.81679","9736.04572"],"t":[3444,18738],"l":["9731.30000","9465.00000"],"h":["9845.00000","9884.70000"],"o":["9792.10000","9660.70000"]},"ticker","XBT/USD"] [274,{"a":["9766.00000",15,"15.59644495"],"b":["9765.90000",15,"15.09399036"],"c":["9766.00000","0.20408000"],"v":["935.44787229","6430.93562248"],"p":["9793.81072","9736.04667"],"t":[3445,18739],"l":["9731.30000","9465.00000"],"h":["9845.00000","9884.70000"],"o":["9792.10000","9660.70000"]},"ticker","XBT/USD"] {"event":"heartbeat"} [274,{"a":["9766.00000",11,"11.59644495"],"b":["9765.90000",20,"20.24943617"],"c":["9766.00000","4.00000000"],"v":["939.44787229","6434.93562248"],"p":["9793.69231","9736.06529"],"t":[3446,18740],"l":["9731.30000","9465.00000"],"h":["9845.00000","9884.70000"],"o":["9792.10000","9660.70000"]},"ticker","XBT/USD"] {"connectionID":14767302623274336124,"event":"systemStatus","status":"online","version":"1.0.1"} {"channelID":274,"channelName":"ticker","event":"subscriptionStatus","pair":"XBT/USD","status":"subscribed","subscription":{"name":"ticker"}} [274,{"a":["9766.00000",11,"11.59644495"],"b":["9765.90000",20,"20.24943617"],"c":["9766.00000","4.00000000"],"v":["939.44787229","6434.93562248"],"p":["9793.69231","9736.06529"],"t":[3446,18740],"l":["9731.30000","9465.00000"],"h":["9845.00000","9884.70000"],"o":["9792.10000","9660.70000"]},"ticker","XBT/USD"] [274,{"a":["9766.00000",8,"8.49644495"],"b":["9765.90000",21,"21.50083276"],"c":["9766.00000","1.50355505"],"v":["942.54787229","6438.03562248"],"p":["9793.60123","9736.07971"],"t":[3448,18742],"l":["9731.30000","9465.00000"],"h":["9845.00000","9884.70000"],"o":["9792.10000","9660.70000"]},"ticker","XBT/USD"] {"event":"heartbeat"} {"event":"heartbeat"} [274,{"a":["9766.00000",4,"4.19644495"],"b":["9765.90000",22,"22.67116661"],"c":["9766.00000","4.30000000"],"v":["946.84787229","6442.33562248"],"p":["9793.47588","9736.09968"],"t":[3449,18743],"l":["9731.30000","9465.00000"],"h":["9845.00000","9884.70000"],"o":["9792.10000","9660.70000"]},"ticker","XBT/USD"] ...

Brug af flere (to eller flere) redundante WebSocket-forbindelser er normalt den mest effektive løsning på uventede WebSocket-afbrydelser, fordi det gør det muligt for markedsdatafeeds at fortsætte uafbrudt, uanset hvor ofte de underliggende forbindelser afbrydes.

Følgende grundlæggende eksempel på Python-kode viser, hvordan man implementerer flere WebSocket-forbindelser med automatisk failover:

#!/usr/bin/env python3 import sys from websocket import create_connection ws = [ None, None ] data = [ "", "" ] ws[0] = create_connection("wss://ws.kraken.com/") print("WebSocket (Primary): %s" % ws[0].recv()) ws[1] = create_connection("wss://ws.kraken.com/") print("WebSocket (Backup): %s" % ws[1].recv()) ws[0].send('{"event":"subscribe", "subscription":{"name":"spread"}, "pair":["XBT/USD"]}') print("WebSocket (Primary): %s" % ws[0].recv()) ws[1].send('{"event":"subscribe", "subscription":{"name":"spread"}, "pair":["XBT/USD"]}') print("WebSocket (Backup): %s" % ws[1].recv()) source = 0 for count in range(100): try: try: data[0] = ws[0].recv() except Exception: source = 1 try: data[1] = ws[1].recv() except Exception: source = 0 except KeyboardInterrupt: ws[0].close() print("WebSocket (%(source)s): %(data)s" % {"source":"Primary" if source == 0 else "Backup", "data":data[source]}) ws[source].close() sys.exit(1)

Ovenstående kode opretter to WebSocket-forbindelser og abonnerer begge forbindelser på det samme markedsdatafeed. Den primære forbindelse bruges til at outputte markedsdata, indtil en tastaturafbrydelse genereres (f.eks. via Ctrl+C), hvilket lukker den primære forbindelse. Efterfølgende læsninger fra den primære forbindelse kaster en undtagelse, som fanges og bruges til at ændre markedsdatakilden til backup-forbindelsen, som derefter bruges til at outputte markedsdata.

Følgende eksempeloutput viser, hvordan markedsdatakilden skifter fra den primære forbindelse til backup-forbindelsen uden at afbryde markedsdatafeedet:

WebSocket (Primary): {"connectionID":6894434610526943167,"event":"systemStatus","status":"online","version":"1.0.1"} WebSocket (Backup): {"connectionID":11520162761468018366,"event":"systemStatus","status":"online","version":"1.0.1"} WebSocket (Primary): {"channelID":275,"channelName":"spread","event":"subscriptionStatus","pair":"XBT/USD","status":"subscribed","subscription":{"name":"spread"}} WebSocket (Backup): {"channelID":275,"channelName":"spread","event":"subscriptionStatus","pair":"XBT/USD","status":"subscribed","subscription":{"name":"spread"}} WebSocket (Primary): [275,["9674.90000","9675.00000","1591440118.120752","10.88476562","3.47935600"],"spread","XBT/USD"] WebSocket (Primary): {"event":"heartbeat"} WebSocket (Primary): {"event":"heartbeat"} WebSocket (Primary): [275,["9674.90000","9675.00000","1591440127.108830","10.98812533","3.47935600"],"spread","XBT/USD"] WebSocket (Primary): {"event":"heartbeat"} WebSocket (Primary): [275,["9674.90000","9675.00000","1591440129.406073","1.87412533","7.47935600"],"spread","XBT/USD"] WebSocket (Primary): [275,["9674.90000","9675.00000","1591440129.505372","0.77412533","7.47935600"],"spread","XBT/USD"] WebSocket (Primary): [275,["9674.90000","9675.00000","1591440129.572658","0.10335971","7.47935600"],"spread","XBT/USD"] WebSocket (Primary): [275,["9674.90000","9675.00000","1591440129.572658","0.10335971","7.47935600"],"spread","XBT/USD"] ^C WebSocket (Backup): [275,["9674.90000","9675.00000","1591440130.156840","0.10335971","8.27935600"],"spread","XBT/USD"] WebSocket (Backup): [275,["9674.90000","9675.00000","1591440130.195899","0.10335971","8.47435600"],"spread","XBT/USD"] WebSocket (Backup): [275,["9673.80000","9675.00000","1591440130.459388","0.10335971","8.47435600"],"spread","XBT/USD"] WebSocket (Backup): [275,["9672.60000","9675.00000","1591440130.195899","0.00516924","8.47435600"],"spread","XBT/USD"] WebSocket (Backup): [275,["9673.80000","9675.00000","1591440130.764856","0.00400000","8.47435600"],"spread","XBT/USD"] WebSocket (Backup): [275,["9673.80000","9674.90000","1591440130.780514","0.00400000","0.25000000"],"spread","XBT/USD"] WebSocket (Backup): {"event":"heartbeat"} WebSocket (Backup): [275,["9673.80000","9674.90000","1591440132.433940","4.00400000","0.25000000"],"spread","XBT/USD"] WebSocket (Backup): [275,["9673.80000","9674.90000","1591440132.519509","4.00000000","0.25000000"],"spread","XBT/USD"] WebSocket (Backup): [275,["9673.90000","9674.90000","1591440132.527887","0.10336612","0.25000000"],"spread","XBT/USD"] WebSocket (Backup): [275,["9673.90000","9675.00000","1591440132.527887","0.10336612","4.27935600"],"spread","XBT/USD"]

Bemærk, at redundante WebSocket-forbindelser er den mest komplekse af de tre løsninger, men det er den optimale løsning med hensyn til pålidelighed.