bitfinex_websocket.py

import json

import websocket
ws = websocket.WebSocket()
ws.connect("wss://api.bitfinex.com/ws/2")

ws.send(json.dumps({
    "event":"subscribe",
    "channel":"book",
    "pair":"BTCUSD",
}))

while True:
    msg = ws.recv()
    if "msg" in msg:
        if msg["msg"] == "Stopping. Please try to reconnect":
            ws.send(json.dumps({
                "event":"subscribe",
                "channel":"book",
                "pair":"BTCUSD",
            }))
    print(msg)