Python-binance: web socket kline socket issue

[bilgecetin]

Hi,
My intention is to get the last tick data/kline and feed it to my algorithm. I intended to do that through the websocket with the below code

bm = BinanceSocketManager(client)
conn_key = bm.start_kline_socket('BTCUSDT', process_message, interval=KLINE_INTERVAL_1MINUTE)
bm.start()

My expectation is/was to get one update per minute. However i get continuous updates for the same period (same t/T) with increasing c/h/n/V/Q values. Is there a work around for this? It feels like i am missing something obvious here.

bm.start()
message type: kline
{'e': 'kline', 'E': 1519422629533, 's': 'BTCUSDT', 'k': {'t': 1519422600000, 'T': 1519422659999, 's': 'BTCUSDT', 'i': '1m', 'f': 21751516, 'L': 21751994, 'o': '9901.04000000', 'c': '9895.81000000', 'h': '9908.57000000', 'l': '9876.00000000', 'v': '64.31203300', 'n': 479, 'x': False, 'q': '635875.32398396', 'V': '28.63972300', 'Q': '283097.49123652', 'B': '0'}}
message type: kline
{'e': 'kline', 'E': 1519422632093, 's': 'BTCUSDT', 'k': {'t': 1519422600000, 'T': 1519422659999, 's': 'BTCUSDT', 'i': '1m', 'f': 21751516, 'L': 21751995, 'o': '9901.04000000', 'c': '9895.71000000', 'h': '9908.57000000', 'l': '9876.00000000', 'v': '64.31607500', 'n': 480, 'x': False, 'q': '635915.32244378', 'V': '28.64376500', 'Q': '283137.48969634', 'B': '0'}}
message type: kline
{'e': 'kline', 'E': 1519422633333, 's': 'BTCUSDT', 'k': {'t': 1519422600000, 'T': 1519422659999, 's': 'BTCUSDT', 'i': '1m', 'f': 21751516, 'L': 21752001, 'o': '9901.04000000', 'c': '9886.21000000', 'h': '9908.57000000', 'l': '9876.00000000', 'v': '64.59356000', 'n': 486, 'x': False, 'q': '638658.67653625', 'V': '28.65253800', 'Q': '283224.30476017', 'B': '0'}}
message type: kline
{'e': 'kline', 'E': 1519422634634, 's': 'BTCUSDT', 'k': {'t': 1519422600000, 'T': 1519422659999, 's': 'BTCUSDT', 'i': '1m', 'f': 21751516, 'L': 21752002, 'o': '9901.04000000', 'c': '9886.10000000', 'h': '9908.57000000', 'l': '9876.00000000', 'v': '64.60560800', 'n': 487, 'x': False, 'q': '638777.78426905', 'V': '28.65253800', 'Q': '283224.30476017', 'B': '0'}}
message type: kline
{'e': 'kline', 'E': 1519422636953, 's': 'BTCUSDT', 'k': {'t': 1519422600000, 'T': 1519422659999, 's': 'BTCUSDT', 'i': '1m', 'f': 21751516, 'L': 21752019, 'o': '9901.04000000', 'c': '9888.04000000', 'h': '9908.57000000', 'l': '9876.00000000', 'v': '65.32125200', 'n': 504, 'x': False, 'q': '645853.26091582', 'V': '28.99860800', 'Q': '286646.11360300', 'B': '0'}}
message type: kline
{'e': 'kline', 'E': 1519422638976, 's': 'BTCUSDT', 'k': {'t': 1519422600000, 'T': 1519422659999, 's': 'BTCUSDT', 'i': '1m', 'f': 21751516, 'L': 21752044, 'o': '9901.04000000', 'c': '9889.27000000', 'h': '9908.57000000', 'l': '9876.00000000', 'v': '66.41713000', 'n': 529, 'x': False, 'q': '656694.36519283', 'V': '29.80284000', 'Q': '294603.97445759', 'B': '0'}}
message type: kline
{'e': 'kline', 'E': 1519422641212, 's': 'BTCUSDT', 'k': {'t': 1519422600000, 'T': 1519422659999, 's': 'BTCUSDT', 'i': '1m', 'f': 21751516, 'L': 21752053, 'o': '9901.04000000', 'c': '9889.32000000', 'h': '9908.57000000', 'l': '9876.00000000', 'v': '66.72798600', 'n': 538, 'x': False, 'q': '659768.97291406', 'V': '29.88193900', 'Q': '295386.67243759', 'B': '0'}}
message type: kline
{'e': 'kline', 'E': 1519422643720, 's': 'BTCUSDT', 'k': {'t': 1519422600000, 'T': 1519422659999, 's': 'BTCUSDT', 'i': '1m', 'f': 21751516, 'L': 21752068, 'o': '9901.04000000', 'c': '9890.00000000', 'h': '9908.57000000', 'l': '9876.00000000', 'v': '67.66981900', 'n': 553, 'x': False, 'q': '669083.25447617', 'V': '29.89740500', 'Q': '295539.77887789', 'B': '0'}}

[Technorocker]

Im dealing with the exact same problem right now with issue #195

[Technorocker]

Let me know if you figure out the usage of klines websocket please. I'm still scratching my head on how to collect it for certain intervals like 5m or 1h

[Rob-bb]

build them as you go. The data comes approx every second, but it should be for that time period, updated with new values until the 'candle' is closed. So for a 1 minute Kline just keep updating your values for the time period above ( 'k': {'t': 1519422600000, 'T': 1519422659999, ) and then when the klines start coming in for the next minute move on to the next, something like this

        k = data['k']
        t_stamp = int(k['t'])

        if self.ref_frame != t_stamp:
            self.save_frame()           # update data storeage object, list, database etc...
            self.ref_frame = t_stamp    # ref-frame is the current minute at the exchange

[rootscript]

@bilgecetin - t is kline start time, T is kline end time, i is the interval, so I'm guessing if we set interval=KLINE_INTERVAL_1MINUTE that we are setting it for a 1 minute candle, so t & T will not change until the candle is over.
I am also guessing that because we are looking at a stream of data for that candle (through the websocket) that those values within the nested dictionary {'k':{These values may be updated every second, until the candle/kline interval has finished}}.

I am also looking at doing something with the data stream, and wondering is we need to store selected values in an array, so [t, o, c, l, h, v] in order to process/ do calculations and use indicators etc...

Any progress that yourself or @Technorocker make, I would really be interested in.

@sammchardy
It would be really cool to have some examples of how to use the live stream data to calculate / display indicators, maybe using it with other libraries like TA-Lib for example. I know that you mentioned this on your blog https://sammchardy.github.io/ that you intended to do Subsequent posts will look at how to use pandas and TA-Lib.

Being able to do something with the data from python-binance is I guess what most people want to do, to be able to display & alert different indictors RSI, MCAD, KDJ etc.. and compose those indicators into signals we can read.

One simple alert I would like to do is to create an alert for bearish engulfing & bullish engulfing candlestick patterns. This is the main reason I began looking at python-binance.

I'l like to be able to look for RSI signals above 80 & below 20 etc...

[thegamecat]

Look for["k"]["x"] == True which is the close for the candle size you requested. Each.

[freskpe]

Look for["k"]["x"] == True which is the close for the candle size you requested. Each.

Best solution ever! Thanks