WebSocket API v1 - 市場數據源意外斷線

上次更新時間： 2025年4月1日

我們的 WebSocket API v1 旨在提供持續的市場數據來源（例如行情、訂單簿、時間與銷售等），但有時 WebSocket 連線會被 Cloudflare 意外終止。

Cloudflare 引起的斷線通常會導致網絡錯誤，例如以下 1006 錯誤：

•
Error reading from websocket: close 1006 (abnormal closure): unexpected EOF

或以下情況，即 Python 在嘗試從已關閉的連線讀取新的市場數據訊息時拋出異常：

•
websocket._exceptions.WebSocketConnectionClosedException: socket is already closed

雖然沒有解決方案可以完全防止這類意外斷線，但有一些非常有效的變通方法。如果您經常遇到 WebSocket 斷線，我們建議實施以下一項或多項措施：

替代 IP 地址

Cloudflare 的安全預防措施通常應用於特定的 IP 地址、類似 IP 地址組（例如 C 類區塊）或某些地理位置，因此更改您的 IP 地址有時是一個簡單但有效的解決方案。

例如，在不同的 AWS 區域託管您的 API 軟件，或在不同的地理位置使用 VPN，都將顯著改變本地 IP 地址，並可能解決意外斷線問題。

重新連線邏輯

使用單一 WebSocket 連線，並監控任何意外斷線，然後在必要時重新連線和重新訂閱，是另一個簡單而有效的解決方案。以下是基本的 Python 範例代碼，展示了如何在拋出 WebSocketConnectionClosed 異常時重新連線和重新訂閱 WebSocket 連線：

#!/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)

如下面的範例輸出所示，每當連線意外終止時（在循環的第 30 和 60 次迭代時），WebSocket 連線和訂閱都會重新建立：

冗餘連線

使用多個（兩個或更多）冗餘 WebSocket 連線通常是解決意外 WebSocket 斷線最有效的方案，因為它允許市場數據源持續不間斷，無論底層連線終止的頻率如何。

以下是基本的 Python 範例代碼，展示了如何實現具有自動故障轉移功能的多個 WebSocket 連線：

#!/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)

上述代碼創建了兩個 WebSocket 連線，並將兩個連線都訂閱到相同的市場數據源。主連線用於輸出市場數據，直到產生鍵盤中斷（例如透過 Ctrl+C），這會關閉主連線。隨後從主連線讀取會拋出異常，該異常被捕獲並用於將市場數據源更改為備用連線，然後備用連線用於輸出市場數據。

以下範例輸出顯示了市場數據源如何從主連線切換到備用連線，而不會中斷市場數據源：

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"]

請注意，冗餘 WebSocket 連線是三種解決方案中最複雜的，但就可靠性而言，它是最佳解決方案。

WebSocket API v1 - 市場數據源意外斷線

替代 IP 地址

重新連線邏輯

冗餘連線

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