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I use the Python library WebSocketClient. Here is the code: https://github.com/ghgr/HFT_Bitcoin/blob/master/download_boo...

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Thanks for the code. I've been trying with the Elixir library websockex [1] but it has been giving me nothing but troubles. I just gave up and poll every X minutes now.

[1] https://github.com/Azolo/websockex

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