WebSocket API v1 - 市场数据源意外断开连接

上次更新时间： 2025年4月1日

我们的 WebSocket API v1 旨在提供我们市场数据（行情、订单簿、时间和销售等）的持久来源，但有时 WebSocket 连接会被 Cloudflare 意外终止。

Cloudflare 引起的断开连接通常会导致网络错误，例如以下 1006 错误：

•
从 websocket 读取错误：关闭 1006（异常关闭）：意外的 EOF

或者以下情况，当 Python 尝试从已关闭的连接读取新的市场数据消息时抛出异常：

•
websocket._exceptions.WebSocketConnectionClosedException: 套接字已关闭

虽然没有解决方案可以完全阻止此类意外断开连接，但有一些非常有效的变通方法。如果您经常遇到 WebSocket 断开连接，我们建议您实施以下一种或多种方法：

备用 IP 地址

Cloudflare's 安全预防措施通常应用于特定的 IP 地址、类似 IP 地址组（例如 C 类块）或某些地理位置，因此更改您的 IP 地址有时是一个简单而有效的解决方案。

例如，在不同的 AWS 区域托管您的 API 软件或在不同的地理位置使用 VPN，都将显著改变本地 IP 地址并可能解决意外断开连接问题。

重新连接逻辑

使用单个 WebSocket 连接，该连接会监控任何意外断开连接，并在必要时重新连接和重新订阅，这是另一种简单而有效的解决方案。以下是基本的 Python 代码示例，展示了如何在抛出 WebSocketConnectionClosed 异常时重新连接和重新订阅 WebSocket 连接：

#!/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)

如下面的示例输出所示，每当连接意外终止时（在循环的第 30 次和第 60 次迭代时），WebSocket 连接和订阅都会续订：

冗余连接

使用多个（两个或更多）冗余 WebSocket 连接通常是解决意外 WebSocket 断开连接最有效的解决方案，因为无论底层连接终止的频率如何，它都能确保市场数据流不中断。

以下是基本的 Python 代码示例，展示了如何实现具有自动故障转移功能的多个 WebSocket 连接：

#!/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)

上述代码创建了两个 WebSocket 连接，并将这两个连接都订阅到相同的市场数据流。主连接用于输出市场数据，直到生成键盘中断（例如通过 Ctrl+C），这将关闭主连接。随后从主连接读取时会抛出异常，该异常被捕获并用于将市场数据源更改为备用连接，然后备用连接用于输出市场数据。

以下示例输出显示了市场数据源如何从主连接切换到备用连接，而不会中断市场数据流：

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"]

请注意，冗余 WebSocket 连接是三种解决方案中最复杂的，但就可靠性而言，它是最佳解决方案。

WebSocket API v1 - 市场数据源意外断开连接

备用 IP 地址

重新连接逻辑

冗余连接

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