可以通过两个不同的Websocket连接来接收用户数据流和市场数据流，并使用多线程或异步编程来同时处理它们。以下是使用Python Binance API的示例代码：

from binance_f import RequestClient
from binance_f.websocket import BinanceFuturesWsApi
import asyncio

async def user_stream():
    client = RequestClient(api_key='', secret_key='')
    listen_key = await client.start_user_data_stream()
    ws = BinanceFuturesWsApi()
    await ws.subscribe_user_data_event(listen_key, on_receive)

async def market_stream():
    ws = BinanceFuturesWsApi()
    await ws.subscribe_candlestick_event("btcusdt", "5m", on_receive)

def on_receive(msg):
    print(msg)

loop = asyncio.get_event_loop()
tasks = [
    loop.create_task(user_stream()),
    loop.create_task(market_stream())
]
loop.run_until_complete(asyncio.gather(*tasks))