Overview
The WebSocketClient provides real-time streaming of orderbook updates and price data over a persistent WebSocket connection. It supports automatic reconnection and event-driven message handling via decorators.
Setup
from limitless_sdk.websocket import WebSocketClient, WebSocketConfig
config = WebSocketConfig(
url="wss://ws.limitless.exchange",
auto_reconnect=True,
reconnect_delay=5, # seconds between reconnection attempts
)
ws_client = WebSocketClient(config)
| Parameter | Type | Default | Description |
|---|
url | str | Required | WebSocket server URL |
auto_reconnect | bool | True | Automatically reconnect on disconnection |
reconnect_delay | int | 5 | Seconds to wait between reconnection attempts |
Event Handlers
Register handlers for specific events using the @ws_client.on() decorator:
@ws_client.on("connect")
async def on_connect():
print("Connected to WebSocket")
@ws_client.on("orderbookUpdate")
async def on_orderbook(data):
print("Orderbook update:", data)
@ws_client.on("newPriceData")
async def on_price(data):
print("Price update:", data)
Available Events
| Event | Payload | Description |
|---|
connect | None | Fired when the WebSocket connection is established |
orderbookUpdate | dict | Orderbook changes (new bids/asks, removals) |
newPriceData | dict | Latest price data for subscribed markets |
Subscribing to Markets
After connecting, subscribe to specific markets to receive updates:
@ws_client.on("connect")
async def on_connect():
await ws_client.subscribe(
"subscribe_market_prices",
{"marketSlugs": ["btc-above-100k-march-2025"]},
)
print("Subscribed to market prices")
subscribe() method takes two arguments:
| Parameter | Type | Description |
|---|
event | str | Subscription event name (e.g. "subscribe_market_prices") |
data | dict | Subscription parameters including marketSlugs |
You can subscribe to multiple markets at once by passing a list of slugs in marketSlugs.
Auto-Reconnect
When auto_reconnect is enabled (the default), the client automatically reconnects after a disconnection:
- The connection drops (network issue, server restart, etc.)
- The client waits
reconnect_delay seconds
- A new connection is established
- The
connect event fires again, so your subscription logic re-executes
Place your subscribe() calls inside the connect handler to ensure subscriptions are restored after every reconnection.
Complete Example
import asyncio
from limitless_sdk.websocket import WebSocketClient, WebSocketConfig
async def main():
config = WebSocketConfig(
url="wss://ws.limitless.exchange",
auto_reconnect=True,
reconnect_delay=5,
)
ws_client = WebSocketClient(config)
@ws_client.on("connect")
async def on_connect():
print("Connected")
await ws_client.subscribe(
"subscribe_market_prices",
{"marketSlugs": ["btc-above-100k-march-2025"]},
)
@ws_client.on("orderbookUpdate")
async def on_orderbook(data):
slug = data.get("marketSlug", "unknown")
bids = len(data.get("bids", []))
asks = len(data.get("asks", []))
print(f"[{slug}] Orderbook: {bids} bids, {asks} asks")
@ws_client.on("newPriceData")
async def on_price(data):
slug = data.get("marketSlug", "unknown")
price = data.get("price", "N/A")
print(f"[{slug}] Price: {price}")
# Start the WebSocket client (runs until interrupted)
await ws_client.connect()
asyncio.run(main())
The await ws_client.connect() call blocks the event loop until the connection is closed or the program is interrupted. Run it as the last statement in your async function, or use asyncio.create_task() if you need to run other coroutines concurrently.
