SSL connection error when starting large number of streams (100s)

[mathematician02]

trafficstars

Using latest version (Nov 2023), I'm trying to start kline streams on 100 symbols, but I get SSL error

How can I safely achieve that?

from binance.websocket.spot.websocket_api import SpotWebsocketAPIClient

def message_handler(_, message):
    logging.info(message)

my_client = SpotWebsocketAPIClient(on_message=message_handler)

my_client.ticker(symbol="BNBBUSD", type="FULL")

REPEAT ABOVE FOR 100 SYMBOLS:

File ~\code\crypto\src\crypto\exchange\binancelib\binance_sockets_connector.py:17, in start_kline_1m_sockets(symbols, msg_handler, action)
     15 for a_symbol in tqdm(symbols, desc=f"Subscribing to {len(symbols)} symbols kline streams"):
     16     time.sleep(0.05)
---> 17     my_client.kline(symbol=a_symbol, interval="1m", action=action)

File ~\venvs\cry\Lib\site-packages\binance_connector\websocket\spot\websocket_stream.py:95, in SpotWebsocketStreamClient.kline(self, symbol, interval, id, action)
     66 """Kline/Candlestick Streams
     67
     68 The Kline/Candlestick Stream push updates to the current klines/candlestick every second.
   (...)
     91 Update Speed: 2000ms
     92 """
     93 stream_name = "{}@kline_{}".format(symbol.lower(), interval)
---> 95 self.send_message_to_server(stream_name, action=action, id=id)

File ~\venvs\cry\Lib\site-packages\binance_connector\websocket\websocket_client.py:88, in BinanceWebsocketClient.send_message_to_server(self, message, action, id)
     85     id = get_timestamp()
     87 if action != self.ACTION_UNSUBSCRIBE:
---> 88     return self.subscribe(message, id=id)
     89 return self.unsubscribe(message, id=id)

File ~\venvs\cry\Lib\site-packages\binance_connector\websocket\websocket_client.py:97, in BinanceWebsocketClient.subscribe(self, stream, id)
     95     stream = [stream]
     96 json_msg = json.dumps({"method": "SUBSCRIBE", "params": stream, "id": id})
---> 97 self.socket_manager.send_message(json_msg)

File ~\venvs\cry\Lib\site-packages\binance_connector\websocket\binance_socket_manager.py:64, in BinanceSocketManager.send_message(self, message)
     62 def send_message(self, message):
     63     self.logger.debug("Sending message to Binance WebSocket Server: %s", message)
---> 64     self.ws.send(message)

File ~\venvs\cry\Lib\site-packages\websocket\_core.py:285, in WebSocket.send(self, payload, opcode)
    271 """
    272 Send the data as string.
    273
   (...)
    281     Operation code (opcode) to send.
    282 """
    284 frame = ABNF.create_frame(payload, opcode)
--> 285 return self.send_frame(frame)

File ~\venvs\cry\Lib\site-packages\websocket\_core.py:313, in WebSocket.send_frame(self, frame)
    311 with self.lock:
    312     while data:
--> 313         l = self._send(data)
    314         data = data[l:]
    316 return length

File ~\venvs\cry\Lib\site-packages\websocket\_core.py:527, in WebSocket._send(self, data)
    526 def _send(self, data: Union[str, bytes]):
--> 527     return send(self.sock, data)

File ~\venvs\cry\Lib\site-packages\websocket\_socket.py:172, in send(sock, data)
    170         return sock.send(data)
    171     else:
--> 172         return _send()
    173 except socket.timeout as e:
    174     message = extract_err_message(e)

File ~\venvs\cry\Lib\site-packages\websocket\_socket.py:149, in send.<locals>._send()
    147 def _send():
    148     try:
--> 149         return sock.send(data)
    150     except SSLWantWriteError:
    151         pass

File ~\AppData\Local\Programs\Python\Python311\Lib\ssl.py:1243, in SSLSocket.send(self, data, flags)
   1239     if flags != 0:
   1240         raise ValueError(
   1241             "non-zero flags not allowed in calls to send() on %s" %
   1242             self.__class__)
-> 1243     return self._sslobj.write(data)
   1244 else:
   1245     return super().send(data, flags)

SSLEOFError: EOF occurred in violation of protocol (_ssl.c:2427)

[thisismygitrepo]

The API lacks ! for all klines (as is the case with tickers and minitickers). The connector itself follows through on this deficiency. I'm not sure what is the advantage of is_combined argument if all it accepts is one symbol input.

[alplabin]

@mathematician02 The code you provided is related to the WebSocket API client, but the error appears to be linked to the WebSocket Stream client.

If you want to run multiple klines with the WebSocket Stream client, I suggest you check out this file: https://github.com/binance/binance-connector-python/blob/master/examples/websocket/spot/websocket_stream/combined_streams.py

To add new klines to the stream, simply add the following format to the array: <symbol>@kline_<interval>. For more details, refer to the Binance Kline/Candlestick Streams documentation.