API WebSocket v1 - desconexiones inesperadas de los flujos de datos de mercado

Última actualización: 1 abr 2025

Nuestra API WebSocket v1 está diseñada para proporcionar una fuente persistente de nuestros datos de mercado (tickers, libros de órdenes, tiempo y ventas, etc.), pero a veces las conexiones WebSocket son terminadas inesperadamente por Cloudflare.

Las desconexiones iniciadas por Cloudflare suelen resultar en errores de red, como el siguiente error 1006:

  • •

    Error de lectura desde websocket: cierre 1006 (cierre anormal): EOF inesperado

o el siguiente, donde Python lanza una excepción al intentar leer un nuevo mensaje de datos de mercado de una conexión ya cerrada:

  • •

    websocket._exceptions.WebSocketConnectionClosedException: el socket ya está cerrado

Aunque no existe una solución que evite este tipo de desconexiones inesperadas, hay algunas soluciones muy efectivas. En caso de que experimente desconexiones frecuentes de WebSocket, le recomendamos implementar una o más de las siguientes:

Dirección IP alternativa

Las precauciones de seguridad de Cloudflare a menudo se aplican a direcciones IP específicas, grupos de direcciones IP similares (como un bloque de clase C) o ciertas ubicaciones geográficas, por lo que cambiar su dirección IP es a veces una solución simple pero efectiva.

Por ejemplo, alojar su software API en una región diferente de AWS o usar una VPN en una ubicación geográfica diferente, cambiaría significativamente la dirección IP local y podría resolver el problema de desconexión inesperada.

Lógica de reconexión

El uso de una única conexión WebSocket que se monitoriza para detectar cualquier desconexión no intencionada y se reconecta y se vuelve a suscribir según sea necesario es otra solución sencilla pero efectiva. El siguiente es un ejemplo básico de código Python que muestra cómo reconectar y volver a suscribir una conexión WebSocket cada vez que se lanza una excepción WebSocketConnectionClosed:

#!/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)

Como se muestra en la siguiente salida de ejemplo, la conexión y la suscripción de WebSocket se renuevan cada vez que la conexión se termina inesperadamente (a las 30 y 60 iteraciones del bucle):

{"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"] ... {"event":"heartbeat"} {"connectionID":11355575731659611126,"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",4,"4.00000071"],"b":["9765.90000",21,"21.97845481"],"c":["9766.00000","0.19644424"],"v":["947.04431653","6442.53206672"],"p":["9793.47018","9736.10059"],"t":[3450,18744],"l":["9731.30000","9465.00000"],"h":["9845.00000","9884.70000"],"o":["9792.10000","9660.70000"]},"ticker","XBT/USD"] [274,{"a":["9766.00000",3,"3.85443405"],"b":["9765.90000",19,"19.69673762"],"c":["9766.00000","0.14556666"],"v":["947.18988319","6442.67763338"],"p":["9793.46596","9736.10127"],"t":[3451,18745],"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",3,"3.51109438"],"b":["9765.90000",19,"19.69673762"],"c":["9766.00000","0.16647855"],"v":["947.53322286","6443.02097305"],"p":["9793.45601","9736.10286"],"t":[3453,18747],"l":["9731.30000","9465.00000"],"h":["9845.00000","9884.70000"],"o":["9792.10000","9660.70000"]},"ticker","XBT/USD"] ...

Conexiones redundantes

El uso de múltiples (dos o más) conexiones WebSocket redundantes suele ser la solución más efectiva para las desconexiones inesperadas de WebSocket, ya que permite que los flujos de datos de mercado continúen ininterrumpidamente, independientemente de la frecuencia con la que se terminen las conexiones subyacentes.

El siguiente es un ejemplo básico de código Python que muestra cómo implementar múltiples conexiones WebSocket con conmutación por error automática:

#!/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)

El código anterior crea dos conexiones WebSocket y suscribe ambas conexiones al mismo flujo de datos de mercado. La conexión principal se utiliza para enviar los datos de mercado, hasta que se genera una interrupción del teclado (mediante Ctrl+C, por ejemplo), que cierra la conexión principal. Las lecturas posteriores de la conexión principal lanzan una excepción, que se captura y se utiliza para cambiar la fuente de datos de mercado a la conexión de respaldo, que luego se utiliza para enviar los datos de mercado.

La siguiente salida de ejemplo muestra cómo la fuente de datos de mercado cambia de la conexión principal a la conexión de respaldo sin interrumpir el flujo de datos de mercado:

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"]

Tenga en cuenta que las conexiones WebSocket redundantes son la más compleja de las tres soluciones, pero es la solución óptima en cuanto a fiabilidad.

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