can't catch liquidations

[masatoshi111]

Hi team,
I can't catch any callbacks to LIQUIDATIONS of BinanceFutures,
Could you help me please?

Code

from cryptofeed import FeedHandler
from cryptofeed.exchanges import Binance, BinanceFutures
from cryptofeed.defines import LIQUIDATIONS

async def liquidations(liquidation, receipt_timestamp):
    print(f"Liquidation received at {receipt_timestamp}: {liquidation}")

def main()
    config = {'log': {'filename': 'demo.log', 'level': 'DEBUG'}}
    f = FeedHandler(config=config)
    pairs = BinanceFutures.symbols()[:30]
    f.add_feed(BinanceFutures(symbols=pairs, channels=[LIQUIDATIONS], callbacks={LIQUIDATIONS: liquidations}))
    f.run()

if __name__ == '__main__':
    main()

Debug log

2021-09-21 14:05:16,134 : INFO : Config: use dict containing the following main keys: log
2021-09-21 14:05:16,136 : DEBUG : BINANCE_FUTURES: reading symbol information from https://fapi.binance.com/fapi/v1/exchangeInfo
2021-09-21 14:05:16,137 : DEBUG : HTTPSync: requesting data from https://fapi.binance.com/fapi/v1/exchangeInfo
2021-09-21 14:05:16,371 : DEBUG : BINANCE_FUTURES.ws.1: connecting to wss://fstream.binance.com/stream?streams=~~~

[agijsberts]

Your code runs fine here (except for a missing colon after def main()).

Did you wait long enough? By nature, liquidations only happen with market movements, so when markets are calm it can happen that there won't be any for quite some time.

[masatoshi111]

thanks for replying
I have waited long enough to happen liquidations (Bybt showed some liquidations at same time)
I can get open interest with similar code....

i installed just with pip inatall cryptofeed[all], does it need setting to use after install?

[agijsberts]

No, that should be enough.

Can you try to downgrade websockets and try again?

pip install websockets==9.1

Alternatively, you can also try the latest git version of cryptofeed.

[masatoshi111]

Fixed with pip install websockets==9.1 !
thanks

[agijsberts]

Great, you hit a bug with websocket compatibility with certain exchanges. The latest git cryptofeed contains a workaround, so with the next 2.0.1 release it will no longer be needed to downgrade websocket.