Does picows have a heartbeat mechanism?

[river-walras]

Some servers, like the OKX WebSocket server, require clients to send a ping message every 30 seconds:

To maintain a stable connection:

1. Set a timer for N seconds upon receiving a response, where N is less than 30.
2. If the timer expires without receiving a new message, send the string 'ping'.
3. Expect a 'pong' reply. If no response is received within N seconds, raise an error or reconnect.

Similarly, the Bybit WebSocket server recommends sending a ping heartbeat every 20 seconds to prevent network or program issues.

How can this be achieved using picows? I previously used websockets, which handled this automatically. I would really appreciate it if you could provide an example of how to implement this mechanism.

[tarasko]

Picows at the moment provides a somewhat "low-level" interface and doesn't have "high-level" features like auto ping-pong mechanism.

The easiest would be to create a task that sends exchange specific ping in a loop and check whether pong was received on the next iteration.

This can be improved (if necessary) to take into account that the last message was received less than N seconds ago. But for detecting stale connection, imho, even this simple approach is good enough.

Contrary to aiohttp and probably websockets (I haven't used it) you have full control over ping-pong exchange. You can log and troubleshoot disconnects more easily. It least this was the case for me. I sometimes didn't understand why aiohttp was reporting disconnects.

class OKXListener(WSListener):
    _transport: WSTransport
    _ping_loop_task: asyncio.Task
    _ping_delay: float
    _waiting_for_pong: bool

    def on_ws_connected(self, transport: WSTransport):
        self._transport = transport
        self._ping_loop_task = asyncio.create_task(self._ping_loop())
        self._ping_delay = 20
        self._waiting_for_pong = False

    def on_ws_frame(self, transport: WSTransport, frame: WSFrame):
        if frame.msg_type == WSMsgType.PING:
            self._transport.send_pong(frame.get_payload_as_bytes())
            return

        if self.is_exchange_specific_pong(frame):
            self._waiting_for_pong = False
            return

        # Process message
        # ...

    def on_ws_disconnected(self, transport: WSTransport):
        self._ping_loop_task.cancel()

    async def _ping_loop(self):
        while True:
            await asyncio.sleep(self._ping_delay)

            if self._waiting_for_pong:
                self._transport.send_close(WSCloseCode.GOING_AWAY, b"no pong received during required interval")
                self._transport.disconnect()
                return
            else:
                self.send_exchange_specific_ping()
                self._waiting_for_pong = True

    def send_exchange_specific_ping(self):
        # OKX uses non-standard ping-pong mechanism
        self._transport.send(WSMsgType.TEXT, b"ping")

        # In other cases just send a standard PING message
        # self._transport.send_ping()

    def is_exchange_specific_pong(self, frame: WSFrame) -> bool:
        # For OKX
        if frame.msg_type == WSMsgType.TEXT and frame.get_payload_as_memoryview() == b"pong":
            return True

        # For websockets that are using standard PING-PONG control messages
        # if frame.msg_type == WSMsgType.PONG:
        #     return True

        return False

I haven't run or tested this code.

[river-walras]

Thanks for your reply! I have a general idea of what to do now. I also want to ask you a question. For exchanges like OKX, we need to subscribe to multiple WebSocket connections at the same time. We need to implement a subscribe method, referring to OKX subscribe. The subscribe method needs to send a payload like this:

payload = json.dumps({
    "op": "subscribe",
    "args": params
})

As I understand it, I need to implement this subscribe method in the OKXListener. How do I create multiple asyncio tasks to subscribe to multiple channels?

Below is my implementation using websockets:

class WebsocketManager(ABC):
    def __init__(self, config: Dict[str, Any] = None, ping_interval: int = 5, ping_timeout: int = 5, close_timeout: int = 1, max_queue: int = 12):
        self.queues: Dict[str, asyncio.Queue] = {}
        self.tasks: List[asyncio.Task] = []
        
        self.ping_interval = ping_interval
        self.ping_timeout = ping_timeout
        self.close_timeout = close_timeout
        self.max_queue = max_queue
        
        if config:
            self.api_key = config.get("apiKey", None)
            self.secret = config.get("secret", None)
            self.password = config.get("password", None)
        
        self.logger = log_register.get_logger(self.__class__.__name__, level="INFO", flush=True)
        
    async def consume(self, queue_id: str, callback: Callable[..., Any] = None, *args, **kwargs):
        while True:
            msg = await self.queues[queue_id].get()
            if asyncio.iscoroutinefunction(callback):
                await callback(msg, *args, **kwargs)
            else:
                callback(msg, *args, **kwargs)
            self.queues[queue_id].task_done()

    @abstractmethod
    async def _subscribe(self, symbol: str, typ: str, channel: str, queue_id: str):
        pass

    async def subscribe(self, symbols: List[str], typ: str, channel: str, callback: Callable[[Dict[str, Any]], None] = None, *args, **kwargs):
        for symbol in symbols:
            queue_id = f"{symbol}_{typ}_{channel}"
            self.queues[queue_id] = asyncio.Queue()
            self.tasks.append(asyncio.create_task(self.consume(queue_id, callback, *args, **kwargs)))
            self.tasks.append(asyncio.create_task(self._subscribe(symbol, typ, channel, queue_id)))

    async def close(self):
        self.logger.info("Shutting down WebSocket connections...")
        for task in self.tasks:
            task.cancel()
        await asyncio.gather(*self.tasks, return_exceptions=True)
        self.logger.info("All WebSocket connections closed.")

class OkxWebsocketManager(WebsocketManager):
    def __init__(self, 
                 config: Dict[str, Any] = None, ping_interval: int = 5, 
                 ping_timeout: int = 5, 
                 close_timeout: int = 1, max_queue: int = 12, demo_trade: bool = False):
        super().__init__(config, ping_interval, ping_timeout, close_timeout, max_queue)
        self.rate_limiter = Limiter(3/1)
        self.demo_trade = demo_trade
    
    async def _subscribe(self, symbol: str, typ: Literal["spot", "linear"], channel: Literal["books", "books5", "bbo-tbt", "trades"], queue_id: str):
        """
        Subscribes to a specific symbol and channel on the exchange WebSocket.
        Api documentation: https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-order-book-channel
        
        Args:
            symbol (str): The trading symbol to subscribe to.
            typ (Literal["spot", "linear"]): The type of trading (spot or linear).
            channel (Literal["books", "books5", "bbo-tbt", "trades"]): The channel to subscribe to.
            queue_id (str): The ID of the queue to store the received messages.
            
        Returns:
            None
        """
        if typ == "spot":
            s = symbol.replace('/USDT', '-USDT')
        else:
            s = symbol.replace('/USDT', '-USDT-SWAP')
        params = [{
            "channel": channel,
            "instId": s
        }]
        
        while True:
            try:
                await self.rate_limiter.wait()
                async with client.connect(
                    uri=MARKET_URLS["okx"]["demo"]["public"] if self.demo_trade else MARKET_URLS["okx"]["live"]["public"],
                    ping_interval=self.ping_interval,
                    ping_timeout=self.ping_timeout,
                    close_timeout=self.close_timeout,
                    max_queue=self.max_queue
                ) as ws:
                    self.logger.info(f"Connected to {symbol} for {queue_id}")
                    payload = json.dumps({
                        "op": "subscribe",
                        "args": params
                    })
                    await ws.send(payload)
                    
                    async for msg in ws:
                        msg = orjson.loads(msg)
                        await self.queues[queue_id].put(msg)
            except websockets.exceptions.ConnectionClosed as e:
                self.logger.info(f"Connection closed for {queue_id}. Reconnecting...")
            except asyncio.CancelledError:
                self.logger.info(f"Cancelling watch task for {queue_id}")
                break
            except Exception as e:
                self.logger.error(f"Error in watch for {queue_id}: {e}")
                await asyncio.sleep(3)

With the subscribe method, I can create subscriptions for multiple symbols, where each symbol is an independent asyncio task. How can I achieve a similar functionality using Picows? I'm not very familiar with Picows, but its performance is indeed impressive. I would really appreciate your help!

[tarasko]

Thanks for your reply! I have a general idea of what to do now. I also want to ask you a question. For exchanges like OKX, we need to subscribe to multiple WebSocket connections at the same time. We need to implement a subscribe method, referring to OKX subscribe. The subscribe method needs to send a payload like this:

payload = json.dumps({
    "op": "subscribe",
    "args": params
})

As I understand it, I need to implement this subscribe method in the OKXListener. How do I create multiple asyncio tasks to subscribe to multiple channels?

Below is my implementation using websockets:

class WebsocketManager(ABC):
    def __init__(self, config: Dict[str, Any] = None, ping_interval: int = 5, ping_timeout: int = 5, close_timeout: int = 1, max_queue: int = 12):
        self.queues: Dict[str, asyncio.Queue] = {}
        self.tasks: List[asyncio.Task] = []
        
        self.ping_interval = ping_interval
        self.ping_timeout = ping_timeout
        self.close_timeout = close_timeout
        self.max_queue = max_queue
        
        if config:
            self.api_key = config.get("apiKey", None)
            self.secret = config.get("secret", None)
            self.password = config.get("password", None)
        
        self.logger = log_register.get_logger(self.__class__.__name__, level="INFO", flush=True)
        
    async def consume(self, queue_id: str, callback: Callable[..., Any] = None, *args, **kwargs):
        while True:
            msg = await self.queues[queue_id].get()
            if asyncio.iscoroutinefunction(callback):
                await callback(msg, *args, **kwargs)
            else:
                callback(msg, *args, **kwargs)
            self.queues[queue_id].task_done()

    @abstractmethod
    async def _subscribe(self, symbol: str, typ: str, channel: str, queue_id: str):
        pass

    async def subscribe(self, symbols: List[str], typ: str, channel: str, callback: Callable[[Dict[str, Any]], None] = None, *args, **kwargs):
        for symbol in symbols:
            queue_id = f"{symbol}_{typ}_{channel}"
            self.queues[queue_id] = asyncio.Queue()
            self.tasks.append(asyncio.create_task(self.consume(queue_id, callback, *args, **kwargs)))
            self.tasks.append(asyncio.create_task(self._subscribe(symbol, typ, channel, queue_id)))

    async def close(self):
        self.logger.info("Shutting down WebSocket connections...")
        for task in self.tasks:
            task.cancel()
        await asyncio.gather(*self.tasks, return_exceptions=True)
        self.logger.info("All WebSocket connections closed.")

class OkxWebsocketManager(WebsocketManager):
    def __init__(self, 
                 config: Dict[str, Any] = None, ping_interval: int = 5, 
                 ping_timeout: int = 5, 
                 close_timeout: int = 1, max_queue: int = 12, demo_trade: bool = False):
        super().__init__(config, ping_interval, ping_timeout, close_timeout, max_queue)
        self.rate_limiter = Limiter(3/1)
        self.demo_trade = demo_trade
    
    async def _subscribe(self, symbol: str, typ: Literal["spot", "linear"], channel: Literal["books", "books5", "bbo-tbt", "trades"], queue_id: str):
        """
        Subscribes to a specific symbol and channel on the exchange WebSocket.
        Api documentation: https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-order-book-channel
        
        Args:
            symbol (str): The trading symbol to subscribe to.
            typ (Literal["spot", "linear"]): The type of trading (spot or linear).
            channel (Literal["books", "books5", "bbo-tbt", "trades"]): The channel to subscribe to.
            queue_id (str): The ID of the queue to store the received messages.
            
        Returns:
            None
        """
        if typ == "spot":
            s = symbol.replace('/USDT', '-USDT')
        else:
            s = symbol.replace('/USDT', '-USDT-SWAP')
        params = [{
            "channel": channel,
            "instId": s
        }]
        
        while True:
            try:
                await self.rate_limiter.wait()
                async with client.connect(
                    uri=MARKET_URLS["okx"]["demo"]["public"] if self.demo_trade else MARKET_URLS["okx"]["live"]["public"],
                    ping_interval=self.ping_interval,
                    ping_timeout=self.ping_timeout,
                    close_timeout=self.close_timeout,
                    max_queue=self.max_queue
                ) as ws:
                    self.logger.info(f"Connected to {symbol} for {queue_id}")
                    payload = json.dumps({
                        "op": "subscribe",
                        "args": params
                    })
                    await ws.send(payload)
                    
                    async for msg in ws:
                        msg = orjson.loads(msg)
                        await self.queues[queue_id].put(msg)
            except websockets.exceptions.ConnectionClosed as e:
                self.logger.info(f"Connection closed for {queue_id}. Reconnecting...")
            except asyncio.CancelledError:
                self.logger.info(f"Cancelling watch task for {queue_id}")
                break
            except Exception as e:
                self.logger.error(f"Error in watch for {queue_id}: {e}")
                await asyncio.sleep(3)

With the subscribe method, I can create subscriptions for multiple symbols, where each symbol is an independent asyncio task. How can I achieve a similar functionality using Picows? I'm not very familiar with Picows, but its performance is indeed impressive. I would really appreciate your help!

Hi River-She. I have recently added a customizable auto ping-pong mechanism.
If you are using picows, I would recommend it instead of the code snippet I posted here earlier
https://picows.readthedocs.io/en/stable/guides.html#auto-ping-pong

[river-walras]

Thanks, I will try that. Really great job.

[tarasko]

If you want to reproduce the exactly same behavior that you have now with websockets, you would have to call ws_connect for every subscribe and pass user callback to your listener.

class OKXListener(WSListener):
    def __init__(self, user_callback, user_callback_args, user_callback_kwargs):
        self._user_callback = user_callback
        self._user_callback_args = user_callback_args
        self._user_callback_kwargs = user_callback_kwargs

    def on_ws_frame(self, transport, frame: WSFrame):
        # ...

        # Process message
        msg = json.loads(frame.get_payload_as_utf8_text())
        if asyncio.iscoroutinefunction(self._user_callback):
            asyncio.create_task(self._user_callback(msg, *self._user_callback_args, **self._user_callback_kwargs))
        else:
            self._user_callback(msg, *self._user_callback_args, **self._user_callback_kwargs)


class OKXWebsocketManager:
    demo_trade: bool
    rate_limiter: Any
    logger: Logger

    await def subscribe(self,
                        symbol: str,
                        typ: Literal["spot", "linear"],
                        channel: Literal["books", "books5", "bbo-tbt", "trades"],
                        user_callback: Callable[[Dict[str, Any]], None], *args, **kwargs
                        ):
        url = MARKET_URLS["okx"]["demo"]["public"] if self.demo_trade else MARKET_URLS["okx"]["live"]["public"]
        queue_id = f"{symbol}_{typ}_{channel}"
        while True:
            try:
                await self.rate_limiter.wait()
                listener_factory = lambda: OKXListener(user_callback, args, kwargs)
                transport, okx_listener = await ws_connect(listener_factory, url)
                self.logger.info(f"Connected to {symbol} for {queue_id}")

                transport.send(WSMsgType.TEXT, json.dumps({"op": "subscribe", "args": [{"channel": channel, "instId": symbol}]}))

                await transport.wait_disconnected()
            except asyncio.CancelledError:
                self.logger.info(f"Cancelling watch task for {queue_id}")
                break
            except Exception as e:
                self.logger.error(f"Error in watch for {queue_id}: {e}")
                await asyncio.sleep(3)

I'm calling user_callback directly from OKXListener here, which is way more efficient for non-async callbacks than going through the queue. This also simplifies your code since you wouldn't need any consume functions or any gather