超簡単にPythonでLiquid by FTX約定情報取得（WebSocket利用）

1. ツールインストール

$ pip install websocket-client

2. ファイル作成

client.py

import websocket
import json

def on_message(ws, message):
  print(json.loads(message)["data"])

def on_error(ws, error):
  print(error)

def on_close(ws, close_status_code, close_msg):
  print("### closed ###")

def on_open(ws):
  message = {
      "event": "pusher:subscribe",
      "data": {"channel": "executions_cash_btcjpy"},
  }
  ws.send(json.dumps(message))
  print("### opened ###")

if __name__ == "__main__":
  websocket.enableTrace(True)
  ws = websocket.WebSocketApp("wss://tap.liquid.com/app/LiquidTapClient",
      on_open = on_open,
      on_message = on_message,
      on_error = on_error,
      on_close = on_close)
  ws.run_forever(ping_interval = 60)

3. 実行

$ python client.py

{"created_at":1650806514,"id":480696407,"price":5083404.0,"quantity":0.0002,"taker_side":"sell","timestamp":"1650806514.472853"}

以上、超簡単！

4. 参考