Websocket Stream Data to Excel

[Beat Degree]

Hi,

I'm a Python beginner but an Excel Expert.

To cut a long story short i have an excel application which uses REST API but i want to upgrade some of the datafeeds to be websocket.

Python seems to be able to "subscribe" to Websockets but i have no idea how i would get that data streamed over to my User Interface in Excel.

Is this something xlWings can do?

Thanks

import websockets
import asyncio
import json

async def main():
    uri = "wss://www.bitmex.com/realtime"
    async with websockets.connect(uri) as websocket:
        # Send a message to subscribe to XBTUSD updates
        msg = {
            "op": "subscribe",
            "args": ["orderBookL2_25:XBTUSD"]
        }
        await websocket.send(json.dumps(msg))

        # Receive messages in a loop and print them out
        while True:
            result = await websocket.recv()
            data = json.loads(result)

            #print(json.dumps(data))
            print((data))

if __name__ == "__main__":
    # Run the 'main' function in an asyncio event loop
    loop = asyncio.get_event_loop()
    loop.create_task(main())
    loop.run_forever()

[xlSlim Dev]

Hello,

xlSlim can help. Looking at your main() function, if you turn it into a generator by adding "yield data" after "print((data))", you will then be able to register the module and stream the data into Excel.

Please see this page for details: https://russelwebber.github.io/xlslim-docs/html/user/streaming.html

There are also examples at https://github.com/RusselWebber/xlslim-code-samples/tree/main/streaming

Let me know how you get on.

All the best,

Russel