Julia - how to subscribe via WebSockets

Question

I would like to subscribe to some data feed using Websockets using Julia.

For example, from the linux terminal, I can successfully get data like this:

wscat -c wss://www.bitmex.com/realtime
{"op": "subscribe", "args": ["orderBookL2_25:XBTUSD"]}

Now in Julia, I cannot find a solution. I have tried the following, but it crashes Julia:

using WebSockets, JSON

uri = "wss://www.bitmex.com/realtime"
json_part = "{'op': 'subscribe', 'args': ['orderBookL2_25:XBTUSD']}"

inbox = Channel{String}(10)
outbox = Channel{String}(10)

ws_task = @async WebSockets.open(uri) do ws
  while isopen(ws)
        inbox_task = @async while !eof(ws)
            put!(inbox, String(read(ws)))
        end
        outbox_task = @async while isopen(ws)
            write(ws, take!(outbox))
        end
    end
end

# here Julia is crashing (hangs forever, I cannot get the cursor back)

put!(outbox, json_part)
take!(inbox)

Can someone help to get a working solution to subscribe to data feed using Julia?

score 2 · Answer 1 · answered Oct 26 '20 at 17:02

Just remove the outer while loop and you're good to go:

julia> using WebSockets, JSON

julia> uri = "wss://www.bitmex.com/realtime"
"wss://www.bitmex.com/realtime"

julia> json_part = "{'op': 'subscribe', 'args': ['orderBookL2_25:XBTUSD']}"
"{'op': 'subscribe', 'args': ['orderBookL2_25:XBTUSD']}"

julia> inbox = Channel{String}(10)
Channel{String}(sz_max:10,sz_curr:0)

julia> outbox = Channel{String}(10)
Channel{String}(sz_max:10,sz_curr:0)

julia> ws_task = @async WebSockets.open(uri) do ws
           inbox_task = @async while !eof(ws)
               put!(inbox, String(read(ws)))
           end
           outbox_task = @async while isopen(ws)
               write(ws, take!(outbox))
           end
       end
Task (runnable) @0x00000000135b3990

julia> put!(outbox, json_part)
"{'op': 'subscribe', 'args': ['orderBookL2_25:XBTUSD']}"

julia> take!(inbox)
"{\"info\":\"Welcome to the BitMEX Realtime API.\",\"version\":\"2020-10-06T22:31:35.000Z\",\"timestamp\":\"2020-10-26T16:56:02.455Z\",\"docs\":\"https://www.bitmex.com/app/wsAPI\",\"limit\":{\"remaining\":38}}"

With the outer while isopen(ws) loop in place you're continously creating new inbox/outbox_tasks. I suspect you wanted to restart them if the WS connection drops or something, but you'll need to handle that differently.

Thank you. I do get the same output as you above, but I still do not get a continuous stream of data which is the objective. — Timothée HENRY, Oct 26 '20 at 17:19

Timothée HENRY · Answer 2 · 2020-10-27T09:47:37.890

First solution with the subscribe inside the url (not always possible or desirable):

using WebSockets, JSON

uri = "wss://www.bitmex.com/realtime?subscribe=trade:XBT"

function open_websocket() 
  WebSockets.open(uri) do ws
    while isopen(ws)
      data, success = readguarded(ws)
      if success
        data = JSON.parse(String(data))
        print(data, "\n")
      end
    end

    if !isopen(ws)
      @async open_websocket()
    end

  end
end

@async open_websocket()

Second solution with subscribe after the socket is opened:

using WebSockets, JSON

uri = "wss://www.bitmex.com/realtime"

payload = Dict(
               :op => "subscribe",
               :args => "trade:XBT"
           )

function open_websocket() 
   WebSockets.open(uri) do ws
     if isopen(ws)
       write(ws, JSON.json(payload))
     end

     while isopen(ws)
       data, success = readguarded(ws)
       if success
         data = JSON.parse(String(data))
         print(data, "\n")
       end
     end

     if !isopen(ws)
       @async open_websocket()
     end

   end
 end
       
@async open_websocket()

Julia - how to subscribe via WebSockets

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