feat: WebSocket connection

modules/binance_connection.py

@@ -0,0 +1,105 @@
+"""
+Binance-specific WebSocket connection implementation.
+"""
+
+import json
+import logging
+from typing import Any, Dict, List
+
+from modules.connections import BaseConnection
+
+logger = logging.getLogger(__name__)
+
+
+class BinanceConnection(BaseConnection):
+    """
+    Binance WebSocket connection implementation.
+    
+    This class implements the BaseConnection interface for Binance exchange
+    with specific handling for Binance WebSocket API format.
+    """
+
+    def __init__(self, ws_url: str = "wss://stream.binance.com:9443"):
+        """
+        Initialize Binance connection.
+        
+        Args:
+            ws_url: Binance WebSocket URL
+        """
+        super().__init__("binance", ws_url)
+
+    async def _parse_message(self, message: str) -> Dict[str, Any]:
+        """
+        Parse Binance WebSocket message.
+        
+        Args:
+            message: Raw WebSocket message
+            
+        Returns:
+            Parsed message data
+        """
+        try:
+            data = json.loads(message)
+            return data
+        except json.JSONDecodeError:
+            logger.error(f"Failed to parse Binance message: {message}")
+            return {}
+
+    def _get_subscribe_message(self, topics: List[str]) -> str:
+        """
+        Generate Binance subscription message.
+        
+        Args:
+            topics: List of topics to subscribe to
+            
+        Returns:
+            Subscription message as string
+        """
+        # Binance uses a different format for subscription
+        subscribe_msg = {
+            "method": "SUBSCRIBE",
+            "params": topics,
+            "id": 1
+        }
+        return json.dumps(subscribe_msg)
+
+    def _get_orderbook_topic(self, symbol: str) -> str:
+        """
+        Generate Binance orderbook topic name.
+        
+        Args:
+            symbol: Trading symbol
+            
+        Returns:
+            Orderbook topic name
+        """
+        return f"{symbol.lower()}@depth20@100ms"
+
+    def _get_trade_topic(self, symbol: str) -> str:
+        """
+        Generate Binance trade topic name.
+        
+        Args:
+            symbol: Trading symbol
+            
+        Returns:
+            Trade topic name
+        """
+        return f"{symbol.lower()}@aggTrade"
+
+    def _get_symbol_from_topic(self, topic: str) -> str:
+        """
+        Extract symbol from Binance topic name.
+        
+        Args:
+            topic: Topic name
+            
+        Returns:
+            Symbol extracted from topic
+        """
+        # Example Binance topics: "btcusdt@depth20@100ms", "btcusdt@aggTrade"
+        # Extract the symbol part
+        if "@" in topic:
+            symbol = topic.split("@")[0].upper()
+            return symbol
+        return topic.upper()