解码 websocket 收到的数据

Question

我正在做我自己网站的项目，我需要使用 websocket 从目标站点抓取数据。数据是货币和股票价格变动的实时馈送或报价。我得到以下格式的输出。

试穿 http://websocket.org/echo.html:

地点：wss://streamer.finance.yahoo.com/

单击“连接”。

留言：{"subscribe":["AMZN"]}

输出：

CONNECTED

SENT: {"subscribe":["AMZN"]}

RECEIVED: CgRBTVpOFaQY3EQY4Kn0/99bKgNOTVMwCDgBRYjKzDxIyvN9ZQBQ4T7YAQQ=

RECEIVED: CgRBTVpOFaQY3EQY4Kn0/99bKgNOTVMwCDgBRYnKzDxIzPV9ZQBQ4T7YAQQ=

RECEIVED: CgRBTVpOFT0a3EQYsLn0/99bKgNOTVMwCDgBRYMG5DxIkP99ZQDg+j7YAQQ=

RECEIVED: CgRBTVpOFQAY3EQYwIf1/99bKgNOTVMwCDgBRYd5wzxIxod+ZQAQ1z7YAQQ=

RECEIVED: CgRBTVpOFQAY3EQYwIf1/99bKgNOTVMwCDgBRYd5wzxIroh+ZQAQ1z7YAQQ=

RECEIVED: CgRBTVpOFRQS3EQY8PT1/99bKgNOTVMwCDgBRYC1WjxIhI5+ZQCgcD7YAQQ=

RECEIVED: CgRBTVpOFRQS3EQY8PT1/99bKgNOTVMwCDgBRYG1WjxImo5+ZQCgcD7YAQQ=

RECEIVED: CgRBTVpOFUgN3EQY4KP2/99bKgNOTVMwCDgBRSBhnjtIvpJ+ZQBArj3YAQQ=

RECEIVED: CgRBTVpOFUgN3EQY4KP2/99bKgNOTVMwCDgBRSBhnjtI9J1+ZQBArj3YAQQ=

RECEIVED: CgRBTVpOFUgN3EQY4KP2/99bKgNOTVMwCDgBRSBhnjtIsqR+ZQBArj3YAQQ=

RECEIVED: CgRBTVpOFUgN3EQY4KP2/99bKgNOTVMwCDgBRSBhnjtInq5+ZQBArj3YAQQ=

我不知道如何解码或它是什么类型的加密。谁能告诉我如何解码它的 encode/decode 类型是什么？我将使用 PHP 进行解码（如果解码可行）。

Answer 1

I looked into that. I have no clue what to do for understand work flow and debug the function. JS is not my strong suite.

当您连接使用 protobuf 的外部系统时，您不会受制于任何特定语言。 Protobuf 是一种开放技术，当消息的元描述已知时，它允许自动为多种语言创建编组代码。因此不需要重新使用可用代码，而是从中提取 Protobuf 结构。 Protobuf 编译器将为您完成所有脏工作。

您只需查看 __finStreamer-proto.js 文件即可轻松重建原型文件

PricingData.proto

syntax = "proto3";

message PricingData {

enum QuoteType {
    NONE = 0;
    ALTSYMBOL = 5;
    HEARTBEAT = 7;
    EQUITY = 8;
    INDEX = 9;
    MUTUALFUND = 11;
    MONEYMARKET = 12;
    OPTION = 13;
    CURRENCY = 14;
    WARRANT = 15;
    BOND = 17;
    FUTURE = 18;
    ETF = 20;
    COMMODITY = 23;
    ECNQUOTE = 28;
    CRYPTOCURRENCY = 41;
    INDICATOR = 42;
    INDUSTRY = 1000;
};

enum OptionType {
    CALL = 0;
    PUT = 1;
};

enum MarketHoursType {
    PRE_MARKET = 0;
    REGULAR_MARKET = 1;
    POST_MARKET = 2;
    EXTENDED_HOURS_MARKET = 3;
};

    string id = 1;
    float price = 2;
    sint64 time = 3;
    string currency = 4;
    string exchange = 5;


    QuoteType quoteType = 6;
    MarketHoursType marketHours = 7;
    float changePercent = 8;
    sint64 dayVolume = 9;
    float dayHigh = 10;
    float dayLow = 11;
    float change = 12;
    string shortName = 13;
    sint64 expireDate = 14;
    float openPrice = 15;
    float previousClose = 16;
    float strikePrice = 17;
    string underlyingSymbol = 18;
    sint64 openInterest = 19;
    OptionType optionsType = 20;
    sint64 miniOption = 21;
    sint64 lastSize = 22;
    float bid = 23;
    sint64 bidSize = 24;
    float ask = 25;
    sint64 askSize = 26;
    sint64 priceHint = 27;
    sint64 vol_24hr = 28;
    sint64 volAllCurrencies = 29;
    string fromcurrency = 30;
    string lastMarket = 31;
    double circulatingSupply = 32;
    double marketcap = 33;
};

然后您可以使用 protobuf 编译器从中构建 php 个文件：

mkdir yahoo
protoc --php-out=yahoo PricingData.proto

还有我们的composer.json

{
    "require": {
        "google/protobuf": "^3.11",
        "ratchet/pawl": "^0.3.4"
    },
    "autoload": {
        "classmap": [
            "yahoo"
        ]
    }
}

和php文件吸取数据：

#!/usr/bin/php
<?php

require __DIR__ . '/vendor/autoload.php';

    \Ratchet\Client\connect('wss://streamer.finance.yahoo.com:443')->then(function($conn) {
        $conn->on('message', function($msg) use ($conn) {
            echo "Received: {$msg}\n";
        $packed = base64_decode($msg);
        $msg = new PricingData();
        $msg->mergeFromString($packed);
        var_dump($msg->serializeToJsonString());
        });

    $conn->send('{"subscribe":["BTC-USD","ETH-USD","XRP-USD","USDT-USD","BCH-USD","BA","TSLA","AXSM","UBER","MIRM","GRKZF","SCGPY","BDVSF","WPX","BIPSX","ENPIX","ENPSX","BPTUX","BPTIX","CL=F","GC=F","SI=F","EURUSD=X","GBPUSD=X","JPY=X","EZA","IXC","IYE","FILL","EWT","CGIX1191220P00005000","TORC191220P00002500","RIOT191213C00001000","TPCO191220C00002500","DHR","AMRN","AMD","PCG","VIX191218P00012500","VIX191218P00014000","EEM191220P00039000","EEM200117C00045000","BTCUSD=X","ETHUSD=X","AUDUSD=X","NZDUSD=X","EURJPY=X","GBPJPY=X","EURGBP=X","EURCAD=X","EURSEK=X","EURCHF=X","EURHUF=X","CNY=X","HKD=X","SGD=X","INR=X","MXN=X","PHP=X","IDR=X","THB=X","MYR=X","ZAR=X","RUB=X","ZG=F","ZI=F","PL=F","HG=F","PA=F","HO=F","NG=F","RB=F","BZ=F","B0=F","C=F","O=F","KW=F","RR=F","SM=F","BO=F","S=F","FC=F","LH=F","LC=F","CC=F","KC=F","CT=F","LB=F","OJ=F","SB=F","IFF","CRS","RLLCF","BGNE","^GSPC","^DJI","^IXIC","^RUT","^TNX","^VIX","^CMC200","^FTSE","^N225"]}');

    }, function ($e) {
        echo "Could not connect: {$e->getMessage()}\n";
    });

并且....我们开始：

Received: CgNQQ0cVH4UvQRiQvr/a4lsqA05ZUTAIOAFFKBlXQUj61YQeZWhmpj/YAQQ=
string(202) "{"id":"PCG","price":10.97,"time":"1576616325000","exchange":"NYQ","quoteType":"EQUITY","marketHours":"REGULAR_MARKET","changePercent":13.443642,"dayVolume":"31495549","change":1.3000002,"priceHint":"2"}"
Received: CghFVVJHQlA9WBW6a1k/GODNv9riWyoDQ0NZMA44AUV+6bc/ZYAZRTzYAQg=
string(193) "{"id":"EURGBP=X","price":0.84930003,"time":"1576616326000","exchange":"CCY","quoteType":"CURRENCY","marketHours":"REGULAR_MARKET","changePercent":1.4368131,"change":0.012030005,"priceHint":"4"}"
Received: CghHQlBKUFk9WBVxvQ9DGODNv9riWyoDQ0NZMA44AUUQl7S/ZcClA8DYAQg=
string(192) "{"id":"GBPJPY=X","price":143.74001,"time":"1576616326000","exchange":"CCY","quoteType":"CURRENCY","marketHours":"REGULAR_MARKET","changePercent":-1.4108601,"change":-2.0569916,"priceHint":"4"}"
Received: CgVNWE49WBWqgpdBGJC+v9riWyoDQ0NZMA44AUXYFZ89ZQDYcDzYAQg=
string(191) "{"id":"MXN=X","price":18.938801,"time":"1576616325000","exchange":"CCY","quoteType":"CURRENCY","marketHours":"REGULAR_MARKET","changePercent":0.077678382,"change":0.014699936,"priceHint":"4"}"
Received: CgVTR0Q9WBWCi60/GJC+v9riWyoDQ0NZMA44AUXWfb49ZQAkpTq9AX6MrT/NAXGPrT/YAQg=
string(219) "{"id":"SGD=X","price":1.3558199,"time":"1576616325000","exchange":"CCY","quoteType":"CURRENCY","marketHours":"REGULAR_MARKET","changePercent":0.093013451,"change":0.001259923,"bid":1.35585,"ask":1.35594,"priceHint":"4"}"
Received: CgVKUFk9WBVQDdtCGODNv9riWyoDQ0NZMA44AUW/HUa9ZQAYWb3YAQg=
string(191) "{"id":"JPY=X","price":109.526,"time":"1576616326000","exchange":"CCY","quoteType":"CURRENCY","marketHours":"REGULAR_MARKET","changePercent":-0.048368212,"change":-0.053001404,"priceHint":"4"}"
Received: CgRVQkVSFZqZ7UEY4M2/2uJbKgNOWVEwCDgBRY8Vlb9IxqSRHGUAM7O+2AEE
string(210) "{"id":"UBER","price":29.700001,"time":"1576616326000","exchange":"NYQ","quoteType":"EQUITY","marketHours":"REGULAR_MARKET","changePercent":-1.1647204,"dayVolume":"29501731","change":-0.34999847,"priceHint":"2"}"
Received: CgRUU0xBFR9lvUMYwK6/2uJbKgNOTVMwCDgBRZvZNb9IoL/SB2WAcC3A2AEE
string(209) "{"id":"TSLA","price":378.79001,"time":"1576616324000","exchange":"NMS","quoteType":"EQUITY","marketHours":"REGULAR_MARKET","changePercent":-0.71035165,"dayVolume":"8015824","change":-2.7099915,"priceHint":"2"}"
Received: CghFVVJHQlA9WBXLZ1k/GLDdv9riWyoDQ0NZMA44AUWW/rY/ZcAdRDzYAQg=
string(193) "{"id":"EURGBP=X","price":0.84924001,"time":"1576616327000","exchange":"CCY","quoteType":"CURRENCY","marketHours":"REGULAR_MARKET","changePercent":1.4296443,"change":0.011969984,"priceHint":"4"}

如你所见，protobuf 是一个很棒的东西，它与语言无关，所以你不必应付一些不熟悉的语言

Answer 2

可以使用或参考my repository（感谢Maxim提供原型文件！）。

它易于使用 Python package。

安装包

    pip install yliveticker

使用以下代码创建livemarket.py文件

    import yliveticker


    # this function is called on each ticker update
    def on_new_msg(msg):
        print(msg)


    # insert your symbols here
    yliveticker.YLiveTicker(on_ticker=on_new_msg, ticker_names=[
    "BTC=X", "^GSPC", "^DJI", "^IXIC", "^RUT", "CL=F", "GC=F", "SI=F", "EURUSD=X", "^TNX", "^VIX", "GBPUSD=X", "JPY=X", "BTC-USD", "^CMC200", "^FTSE", "^N225"])

运行代码

    python livemarket.py

观看控制台输出中出现的实时市场数据。

如果您没有看到任何结果，请确保您在您的证券交易所 trading hours 范围内

Answer 3

感谢@Maxim，我能够更好地理解它的工作原理并制作了它的 NodeJS 版本。

这是基本示例的代码，我将花一些时间基于 Electron 为其构建动态订阅和最终应用程序。这个想法是获取解码数据并推送到本地 SocketIO 服务器，在那里它可以在不同的应用程序中与 VueJS 一起使用。

const WebSocket = require('ws')
var ProtoBuf = require("protobufjs");

"use strict";
let Message = ProtoBuf
.loadProtoFile('./PricingData.proto', (err, builder)=>{
    Message = builder.build('PricingData')
    loadMessage()
})



let loadMessage = ()=> {
    const url = 'wss://streamer.finance.yahoo.com'
    const connection = new WebSocket(url)
    connection.onopen = () => {
    connection.send('{"subscribe":["TSLA","AXSM","UBER","MIRM","GRKZF","BTCUSD=X","ETHUSD=X","AUDUSD=X","^DJI","^IXIC","^RUT","^TNX","^VIX","^CMC200","^FTSE","^N225"]}') 
    }

    connection.onerror = (error) => {
    console.log(`WebSocket error: ${error}`)
    }

    connection.onmessage = (e) => {
    let msg = Message.decode(e.data)
    console.log('Decoded message', msg)
    }
}

更新快： 这是我的回购协议中的完整示例 https://github.com/markosole/yahoo-node-streamer

解码 websocket 收到的数据

decode websocket received data

encryption

encode

decode

protocol-buffers

websocket