外汇量化服务搭建：WebSocket 长连接心跳保活与重连落地实践

import websocket
import json
import threading
import time

# 行情接口地址
WS_URL = "wss://api.alltick.co/forex"

# 独立心跳保活线程
def heartbeat_task(ws):
    while True:
        try:
            # 发送心跳探测包
            ws.send(json.dumps({"action": "ping"}))
        except Exception:
            break
        # 心跳间隔30秒，可根据云网络环境调整
        time.sleep(30)

# 行情消息接收回调
def on_message(ws, message):
    try:
        data = json.loads(message)
        if "tick" in data:
            # 对接量化数据处理、指标计算逻辑
            print("接收Tick行情数据：", data["tick"])
    except Exception as e:
        print("数据解析异常：", e)

# 连接建立回调
def on_open(ws):
    # 订阅指定外汇品种
    sub_content = json.dumps({"action": "subscribe", "symbol": "EURUSD"})
    ws.send(sub_content)
    # 启动心跳守护线程
    threading.Thread(target=heartbeat_task, args=(ws,), daemon=True).start()

# 连接断开回调，执行自动重连
def on_close(ws, close_status_code, close_msg):
    print("连接断开，准备自动重连")
    time.sleep(3)
    init_websocket()

# 初始化WebSocket连接
def init_websocket():
    ws_client = websocket.WebSocketApp(
        WS_URL,
        on_open=on_open,
        on_message=on_message,
        on_close=on_close
    )
    ws_client.run_forever()

if __name__ == "__main__":
    init_websocket()