5.10. Lịch sử giá khớp, cung cầu (WebSocket)

"""WebSocket client for TCBS price history & supply/demand — Python 3.10+"""

import asyncio
import base64
import json

from websockets.asyncio.client import connect


WS_URL = "wss://openapi.tcbs.com.vn/ws/ouranos/v1/stream"
TOKEN = "YOUR_OPENAPI_TOKEN_HERE"
SYMBOLS = "TCB,POW,VIC"


async def main():
    async with connect(WS_URL, ping_interval=None, ping_timeout=None) as ws:

        # 1. Auth — base64 encode token directly
        encoded_token = base64.b64encode(TOKEN.encode()).decode()
        await ws.send(f"d|a|||{encoded_token}")

        # 2. Wait for auth response
        while True:
            msg = await asyncio.wait_for(ws.recv(), timeout=5.0)
            print(f"< {msg}")
            if msg.startswith("d|0|"):
                result = json.loads(msg[4:])
                if result.get("success"):
                    break
                else:
                    raise Exception(f"Auth failed: {result}")

        # 3. Subscribe to all channels
        await ws.send(f"d|st|C001+C002S60+C002S900|{SYMBOLS}")
        print(f"Subscribed: C001+C002S60+C002S900 for {SYMBOLS}")

        # 4. Heartbeat task
        async def heartbeat():
            while True:
                await ws.send("d|po")
                await asyncio.sleep(2)

        asyncio.create_task(heartbeat())

        # 5. Receive & parse
        while True:
            raw = await ws.recv()

            # Skip control messages
            if raw.startswith("d|"):
                continue

            # Parse data: CODE|SYMBOL|{json}
            parts = raw.split("|", 2)
            if len(parts) == 3:
                code, symbol, payload_str = parts
                payload = json.loads(payload_str)

                if code == "C001":
                    print(f"[PRICE] {symbol} "
                          f"Close={payload['closePrice']} "
                          f"Vol={payload['closeVol']} "
                          f"Action={payload['action']}")
                elif code == "C002S60":
                    print(f"[SUPPLY] {symbol} "
                          f"BuyVol={payload['totalBUVol']} "
                          f"SellVol={payload['totalSDVol']} "
                          f"Ratio={payload['bsAccRatio']}")
                elif code == "C002S900":
                    print(f"[FOREIGN] {symbol} "
                          f"BuyAcc={payload['totalBUVolAcc']} "
                          f"SellAcc={payload['totalSDVolAcc']}")


if __name__ == "__main__":
    asyncio.run(main())