第一种, 使用create_connection链接，需要pip install websocket-client (此方法不建议使用，链接不稳定，容易断，并且连接很耗时)

import time
from websocket import create_connection
 
url = 'wss://i.cg.net/wi/ws'
while True:  # 一直链接，直到连接上就退出循环
    time.sleep(2)
    try:
        ws = create_connection(url)
        print(ws)
        break
    except Exception as e:
        print('连接异常：', e)
        continue
while True:  # 连接上，退出第一个循环之后，此循环用于一直获取数据
    ws.send('{"event":"subscribe", "channel":"btc_usdt.ticker"}')
    response = ws.recv()

第二种,运行效果很不错，很容易连接，获取数据的速度也挺快

import json
from ws4py.client.threadedclient import WebSocketClient
 
class CG_Client(WebSocketClient):
 
    def opened(self):
        req = '{"event":"subscribe", "channel":"eth_usdt.deep"}'
        self.send(req)
 
    def closed(self, code, reason=None):
        print("Closed down:", code, reason)
 
    def received_message(self, resp):
        resp = json.loads(str(resp))
        data = resp['data']
        if type(data) is dict:
            ask = data['asks'][0]
            print('Ask:', ask)
            bid = data['bids'][0]
            print('Bid:', bid)

if __name__ == '__main__':
    ws = None
    try:
        ws = CG_Client('wss://i.cg.net/wi/ws')
        ws.connect()
        ws.run_forever()
    except KeyboardInterrupt:

第三种，其实和第一种差不多，只不过换种写法而已，运行效果不理想，连接耗时，并且容易断

import websocket
 
while True:
    ws = websocket.WebSocket()
    try:
        ws.connect("wss://i.cg.net/wi/ws")
        print(ws)
        break
    except Exception as e:
        print('异常：', e)
        continue
print('OK')
while True:
    req = '{"event":"subscribe", "channel":"btc_usdt.deep"}'
    ws.send(req)
    resp = ws.recv()
    print(resp)

第四种，运行效果也可以，run_forever里面有许多参数，需要自己设置

import websocket
 
def on_message(ws, message):  # 服务器有数据更新时，主动推送过来的数据
    print(message)
 
def on_error(ws, error):  # 程序报错时，就会触发on_error事件
    print(error)
 
def on_close(ws):
    print("Connection closed ……")
 
def on_open(ws):  # 连接到服务器之后就会触发on_open事件，这里用于send数据
    req = '{"event":"subscribe", "channel":"btc_usdt.deep"}'
    print(req)
    ws.send(req)
 
if __name__ == "__main__":
    websocket.enableTrace(True)
    ws = websocket.WebSocketApp("wss://i.cg.net/wi/ws",
                                on_message=on_message,
                                on_error=on_error,
                                on_close=on_close)
    ws.on_open = on_open
    ws.run_forever(ping_timeout=30)

源代码如上，遇到报错：

module 'websocket' has no attribute 'enableTrace'

解决方案：

pip install websocket-client

这个才是正确的websocket库

转自：https://blog.csdn.net/Darkman_EX/article/details/82592118