CCXT Pro's `watch_trades` open streams only for 100 first symbols of USDT pairs

• OS: MacOS Ventura 13.0.1
• Programming Language version: Python 3.10.1
• CCXT version: 2.2.103

While fetching trades for all USDT pairs (more than 100 pairs) stream connections has been established for the first 100 pairs only. And for the rest pairs got ‘RequestTimeout Connection timeout’. I’ve checked Binance API limits and have no found suitable info, why only 100 stream could be establish.

import asyncio
from traceback import format_tb

import ccxt.pro as ccxt


def filter_binance_spot(item):
    return item['status'] == 'TRADING' and item['isSpotTradingAllowed']


def filter_binance_quotes(item):
    return item['quoteAsset'] in ['BUSD', 'USDT', 'BTC']


class BinanceExchange(object):

    def __init__(self) -> None:
        self.__exchange = ccxt.binance({'verbose': True, 'newUpdates': True, 'options': {'defaultType': 'spot', 'watchTrades': {'name': 'aggTrade'}}})
        # print(f"\n\tEXCHANGE::\t", self.__exchange.enableRateLimit, self.__exchange.rateLimit)

    async def __get_trades(self, symbol):
        while True:
            trades = await self.__exchange.watch_trades(symbol, since=self.__exchange.seconds())
            # print(f"\tTRADES::\t\t{symbol}::\t", len(trades), )

    async def start(self):
        try:
            markets = await self.__exchange.load_markets()
            spot_trading_pairs = list(filter(filter_binance_spot, [item['info'] for item in markets.values()]))
            symbols = [item['symbol'] for item in filter(filter_binance_quotes, spot_trading_pairs)]
            # print(f"\n\tSYMBOLS::\t\t", len(markets), len(spot_trading_pairs), len(symbols))
            get_trades = [self.__get_trades(symbol) for symbol in symbols]
            await asyncio.gather(*get_trades)

        except Exception as exc:
            print('[' + type(exc).__name__ + ']')
            print(str(exc))
            print(format_tb(exc.__traceback__))
        
        finally:
            await self.__exchange.close()


if __name__ == '__main__':
    print(f"\n\tccxt version::\t{ccxt.__version__}\n\n")
    asyncio.run(BinanceExchange().start())

2022-12-13T17:55:02.991Z connecting to wss://stream.binance.com:9443/ws/0 with timeout 10000 ms
2022-12-13T17:55:02.992Z connecting to wss://stream.binance.com:9443/ws/1 with timeout 10000 ms
2022-12-13T17:55:02.992Z connecting to wss://stream.binance.com:9443/ws/2 with timeout 10000 ms
...
2022-12-13T17:55:02.992Z connecting to wss://stream.binance.com:9443/ws/931 with timeout 10000 ms

...

2022-12-13T17:55:13.032Z RequestTimeout Connection timeout
2022-12-13T17:55:13.032Z on_error Connection timeout
...
``

Full output is attached. binance.txt.gz

[ealesid]

Hello @ealesid, There’s no limit of subscriptions so probably there’s an issue handling all the connections we will merge a small fix that will mitigate this issue (hopefully).

Just for information

Binance suggest endpoint to connect to combined streams (Link)

Raw streams are accessed at /ws/<streamName>
Combined streams are accessed at /stream?streams=<streamName1>/<streamName2>/<streamName3>

[carlosmiei]

Hello @ealesid, There’s no limit of subscriptions so probably there’s an issue handling all the connections we will merge a small fix that will mitigate this issue (hopefully).