python - 从 python 中的 tradingview 访问私有 websocket 数据

Question

我可以使用此代码获取实时代码数据和之前的 500-100 蜡烛图数据，但我无法获取 CME_MINI:ESH2021 未延迟的数据。我相信 TradingView 在公共流中延迟了 600 秒。我确实为数据付费，我可以在网络客户端上提取它，但我无法在 python 上获取非延迟数据，因为我不确定如何通过 python 登录到 TradingView。如果有人知道我如何修复我的代码来做我想做的事，我将非常感谢您的意见或任何建议。

from websocket import create_connection
import json
import random
import string
import re
from datetime import datetime
from time import sleep

def filter_raw_message(text):
try:
    found = re.search('"p":(.+?"}"])}', text).group(1)
    print(found)
    return found
except AttributeError:
    print("error")


def generateSession():
stringLength=12
letters = string.ascii_lowercase
random_string= ''.join(random.choice(letters) for i in range(stringLength))
return "qs_" +random_string

def generateChartSession():
stringLength=12
letters = string.ascii_lowercase
random_string= ''.join(random.choice(letters) for i in range(stringLength))
return "cs_" +random_string

def prependHeader(st):
return "~m~" + str(len(st)) + "~m~" + st

def constructMessage(func, paramList):
#json_mylist = json.dumps(mylist, separators=(',', ':'))
return json.dumps({
    "m":func,
    "p":paramList
    }, separators=(',', ':'))

def createMessage(func, paramList):
return prependHeader(constructMessage(func, paramList))

def sendRawMessage(ws, message):
ws.send(prependHeader(message))

def sendMessage(ws, func, args):
ws.send(createMessage(func, args))
    
# Initialize the headers needed for the websocket connection
headers = json.dumps({
'Connection': 'upgrade',
'Host': 'data.tradingview.com',
'Origin': 'https://data.tradingview.com',
'Cache-Control': 'no-cache',
'Upgrade': 'websocket',
'Sec-WebSocket-Extensions': 'permessage-deflate; client_max_window_bits',
'Sec-WebSocket-Key': '1H41q97V8BbMKUq0knV1UA==',
'Sec-WebSocket-Version': '13',
'User-Agent': 'User-Agent: Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/83.0.4103.116 Safari/537.36 Edg/83.0.478.56',
'Pragma': 'no-cache',
'Upgrade': 'websocket'
})

# Then create a connection to the tunnel
ws = create_connection(
'wss://data.tradingview.com/socket.io/websocket',headers=headers)

session= generateSession()
print("session generated {}".format(session))

chart_session= generateChartSession()
print("chart_session generated {}".format(chart_session))

symbol = "CME_MINI:ESH2021"
timeframe = "5"
candles = 100

# Then send a message through the tunnel 
sendMessage(ws, "set_auth_token", ["unauthorized_user_token"])
sendMessage(ws, "chart_create_session", [chart_session, ""])
sendMessage(ws, "quote_create_session", [session])
sendMessage(ws,"quote_set_fields", [session,"ch","chp","current_session","description","local_description","language","exchange","fractional","is_tradable","lp","lp_time","minmov","minmove2","original_name","pricescale","pro_name","short_name","type","update_mode","volume","currency_code","rchp","rtc"])
sendMessage(ws, "quote_add_symbols",[session, symbol, {"flags":['force_permission']}])

theString1 = "={\"symbol\":\""
theString2 = "\",\"adjustment\":\"splits\"}"
theString3 = theString1 + symbol + theString2

sendMessage(ws, "resolve_symbol", [chart_session, "symbol_" + timeframe, theString3])
sendMessage(ws, "create_series", [chart_session,"s" + timeframe,"s" + timeframe,"symbol_" + timeframe,timeframe,candles])

sendMessage(ws, "quote_fast_symbols", [session,symbol])

sendMessage(ws, "create_study", [chart_session,"st" + timeframe,"st" + timeframe,"s" + timeframe,"Volume@tv-basicstudies-118",{"length":20,"col_prev_close":"false"}])
sendMessage(ws, "quote_hibernate_all", [session])

# Printing all the result
a=""
while True:
try:
    sleep(1)
    result = ws.recv()
    pattern = re.compile("~m~\d+~m~~h~\d+$")
    if pattern.match(result):
        ws.recv()
        ws.send(result)
        print("\n\n\n hhhhhhhhhhhhhhhhhhhhhh "+ str(result) + "\n\n")
    print(result)
    a=a+result+"\n"
except Exception as e:
    print(e)
    break

标签： pythonwebsockettradingview-api