在订阅Binance Websocket API时，需要添加 header: {'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/58.0.3029.110 Safari/537.36 Edge/16.16299'}, 这样就可以避免发送重复数据。

Python代码示例：

import websocket
import json

def on_open(ws):
    print("connected")
    subscribe_data = {
        "method": "SUBSCRIBE",
        "params":
        [
            "btcusdt@aggTrade",
            "btcusdt@ticker",
            "btcusdt@depth",
        ],
        "id": 1
    }
    subscribe_json = json.dumps(subscribe_data)
    ws.send(subscribe_json)

def on_message(ws, message):
    print(message)

def on_error(ws, error):
    print(error)

def on_close(ws):
    print("disconnected")

if __name__ == "__main__":
    ws = websocket.WebSocketApp("wss://stream.binance.com:9443/ws",
                                on_open=on_open,
                                on_message=on_message,
                                on_error=on_error,
                                on_close=on_close,
                                header={'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/58.0.3029.110 Safari/537.36 Edge/16.16299'})
    ws.run_forever()

在header中添加指定的 User-Agent 可以避免发送重复数据的问题。