feat: add ws example to repo (sammchardy#1451)

Author: pcriadoperez

examples/websocket.py

@@ -0,0 +1,48 @@
+import os
+import sys
+
+root = os.path.dirname(os.path.dirname(os.path.abspath(__file__)))
+sys.path.append(root)
+
+from binance import ThreadedWebsocketManager
+
+api_key = '<api_key>'
+api_secret = '<api_secret>'
+
+def main():
+
+    symbol = 'BNBBTC'
+
+    twm = ThreadedWebsocketManager(api_key=api_key, api_secret=api_secret)
+    # start is required to initialise its internal loop
+    twm.start()
+
+    def handle_socket_message(msg):
+        if msg.get('e') == 'error':
+            print(f"WebSocket error: {msg.get('m', 'Unknown error')}")
+
+            return
+
+        # Process message normally
+        print(msg)
+
+    # Store socket names for potential restart
+    sockets = []
+
+    # Start kline socket
+    kline_socket = twm.start_kline_socket(callback=handle_socket_message, symbol=symbol)
+    sockets.append(('kline', kline_socket, symbol))
+
+    # Start depth socket
+    depth_socket = twm.start_depth_socket(callback=handle_socket_message, symbol=symbol)
+    sockets.append(('depth', depth_socket, symbol))
+
+    # Start multiplex socket
+    streams = ['bnbbtc@miniTicker', 'bnbbtc@bookTicker']
+    twm.start_multiplex_socket(callback=handle_socket_message, streams=streams)
+
+    twm.join()
+
+
+if __name__ == "__main__":
+   main()