I've run into this exact issue before with the old GDAX rebranding to Coinbase Pro, so let's break down what's going wrong and how to fix it:

The Core Issues #

1. Outdated Sandbox Websocket URL: The address wss://ws-feed-public.sandbox.gdax.com is legacy and no longer serves real test market data—it returns a hardcoded test value (10000 USD) for most products. The current valid Sandbox public websocket URL is wss://ws-feed-public.sandbox.pro.coinbase.com.
2. Manual URL Override Timing: Your code modifies the URL in on_open(), but the gdax-python library has built-in handling for Sandbox mode that's more reliable than manual edits. Using the library's native parameter ensures all environment configurations (not just the URL) are switched correctly.

Corrected Code #

Instead of manually overriding the URL, use the library's sandbox=True parameter to initialize the client. I've also added message type filtering to ensure you're only logging relevant price data:

import gdax, time

class myWebsocketClient(gdax.WebsocketClient):
    def on_open(self):
        self.products = ["LTC-USD"]
        self.message_count = 0
        print("Lets count the messages!")
    
    def on_message(self, msg):
        self.message_count += 1
        # Filter for only ticker (latest quote) or match (executed trade) messages
        if msg.get('type') in ['ticker', 'match'] and 'price' in msg:
            print(f"Message type: {msg['type']} \t@ {float(msg['price']):.3f}")
    
    def on_close(self):
        print("-- Goodbye! --")

# Initialize with sandbox=True to auto-use valid Sandbox endpoints
wsClient = myWebsocketClient(sandbox=True)
wsClient.start()
print(wsClient.url, wsClient.products)

while wsClient.message_count < 500:
    print(f"\nmessage_count = {wsClient.message_count} \n")
    time.sleep(1)

wsClient.close()

Key Changes Explained #

• sandbox=True: This tells the gdax-python library to automatically use all Coinbase Pro Sandbox endpoints (including the correct websocket URL) instead of production ones. No manual URL edits needed.
• Message Type Filtering: The websocket feed sends multiple message types (heartbeats, subscription confirmations, etc.). By targeting only ticker and match messages, you ensure you're logging actual market prices rather than irrelevant data.
• Updated URL: When using sandbox=True, the library will connect to wss://ws-feed-public.sandbox.pro.coinbase.com automatically, which serves the same test market data you see on the Sandbox web interface.

内容的提问来源于stack exchange，提问作者jimbbq