Replace websockets library with websocket-client for support proxy.

ftx/wsapi.py

@@ -6,8 +6,7 @@
 from json import JSONDecodeError
 from typing import Optional
 
-import websockets
-from websockets.legacy.client import WebSocketClientProtocol
+from websocket import WebSocket
 
 from ftx.fifo import AsyncFifoQueue
 
@@ -18,7 +17,7 @@ class FtxWebSocketClient:
 
     See: https://docs.ftx.com/#websocket-api
     """
-    _ws: Optional[WebSocketClientProtocol]
+    _ws: Optional[WebSocket]
 
     def __init__(self,
                  api_key: Optional[str] = None,
@@ -46,12 +45,25 @@ def __init__(self,
         self.socket_url = socket_url
         self._queue = AsyncFifoQueue(maxsize=queue_size)
 
+    async def _connect(self, url):
+        await asyncio.get_event_loop().run_in_executor(None, lambda: self._ws.connect(url))
+
+    async def _close(self):
+        await asyncio.get_event_loop().run_in_executor(None, self._ws.close)
+
+    async def _send(self, data):
+        await asyncio.get_event_loop().run_in_executor(None, lambda: self._ws.send(data))
+
+    async def _recv(self):
+        return await asyncio.get_event_loop().run_in_executor(None, self._ws.recv)
+
     async def connect(self):
         """
         Connect to the websocket
         :return:
         """
-        self._ws = await websockets.connect(self.socket_url)
+        self._ws = WebSocket()
+        await self._connect(self.socket_url)
         self._log('websocket connected')
         asyncio.create_task(self._loop_fn())
         asyncio.create_task(self._ping_loop_fn())
@@ -61,16 +73,16 @@ async def disconnect(self):
         Disconnects the websocket if it's open
         :return:
         """
-        if self._ws and self._ws.open:
-            await self._ws.close()
+        if self._ws and self._ws.connected:
+            await self._close()
             self._ws = None
 
     @property
     def connected(self):
         """
         True if the websocket is connected and open
         """
-        return self._ws and self._ws.open
+        return self._ws and self._ws.connected
 
     @property
     def messages_dropped(self):
@@ -103,7 +115,7 @@ async def send_message(self, msg):
         :param msg: the message
         """
         self._log('->', msg)
-        await self._ws.send(json.dumps(msg))
+        await self._send(json.dumps(msg))
 
     async def _ping_loop_fn(self):
         """
@@ -123,7 +135,7 @@ async def _loop_fn(self):
         """
         while self.connected:
             try:
-                msg = await self._ws.recv()
+                msg = await self._recv()
                 try:
                     self._on_message(json.loads(msg))
                 except JSONDecodeError:

requirements.txt

@@ -1,3 +1,3 @@
 ciso8601
 requests
-websockets
+websocket-client

setup.py

@@ -16,7 +16,7 @@
     author_email='thomgabriel@protonmail.com',
     url='https://github.com/quan-digital/ftx/tree/v1.2',
     download_url='https://github.com/quan-digital/ftx/archive/v1.2.tar.gz',
-    install_requires=['requests', 'ciso8601'],
+    install_requires=['requests', 'ciso8601', 'websocket-client'],
     packages=find_packages(),
     keywords=[
         'ftx', 'bitcoin', 'crypto-api', 'api-connector', 'exchange-api',