Live Subscribing/Unsubscribing to streams

[KDVMan]

https://binance-docs.github.io/apidocs/spot/en/#websocket-market-streams

Binance has this option:

---

**Live Subscribing/Unsubscribing to streams

The following data can be sent through the websocket instance in order to subscribe/unsubscribe from streams. Examples can be seen below.
The id used in the JSON payloads is an unsigned INT used as an identifier to uniquely identify the messages going back and forth.
In the response, if the result received is null this means the request sent was a success.**

Subscribe to a stream
Request

{
"method": "SUBSCRIBE",
"params":
[
"btcusdt@aggTrade",
"btcusdt@depth"
],
"id": 1
}

---

Unsubscribe to a stream
Request
{
"method": "UNSUBSCRIBE",
"params":
[
"btcusdt@depth"
],
"id": 312
}

---

Does your library have such an implementation? (I did not find it), if not, can you add it? Because as I understand it, if, for example, I call subscribeAggregateTrades 20 times for different coins, then I will open 20 connections, and the limit for binance seems to be 5
but I would like to be able to add and remove coins in an already open connection (for example, listen to 100 coins, then add 2 more, or remove 5)

thank you in advance

[tiagosiebler]

Not supported right now in the current implementation. Originally this wasn't possible with binance until they added this later on.

I do want to add support for it though, exactly for the same reasons/concerns you've mentioned as well. In fact, the other exchanges I have SDKs for work this way too - open one connection and subscribe to events after connecting. Should be viable to adapt the way I have this working for my other SDKs, but need to evaluate the cleanest way to do this - I'm somewhat tempted to add a second websocket client (v2) dedicated to working a newer way, instead of expanding the ever growing ws client. Not sure yet though...

[KDVMan]

I have solved it like this

private wsTrades: WebsocketClient;
private subscribeTrades: Set = new Set();
private keyTrades: string = getWsKeyWithContext('spot', 'aggTrade');

in connection method

this.wsTrades = this.client.connectToWsUrl('wss://stream.binance.com:9443/ws/aggTrade', this.keyTrades);

and then the method I need

public async subscribeTrade(symbol: string): Promise {
if (this.subscribeTrades.has(symbol)) return;

const topic = ${symbol.toLowerCase()}@aggTrade;

const message = JSON.stringify({
method: 'SUBSCRIBE',
params: [topic],
id: new Date().getTime(),
});

this.client.tryWsSend(this.keyTrades, message);
this.subscribeTrades.add(symbol);
}

[aalwayslucky]

what i have to change ? little bit confused

[tiagosiebler]

FYI, I will support this in the next major release through a completely upgraded WebsocketClient. For the most part, it will be backwards compatible (for anyone already integrated with the existing Websocketclient), while under-the-hood any topics you subscribe to will be subscribed on a multiplex connection (many topics on one connection).

So far, I've finished integrating live subscribing for public topics, and I'm currently working through making sure all available user data streams work as expected with the new WebsocketClient.

You can follow my progress in the active PR: #509. Once I've finished most of the integration and I'm confident the new workflows are stable, I will make a beta release to npm before the major release.