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docs/ccxt/examples/ccxt.pro/py/binance-watch-many-orderbooks.py

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+import ccxt.pro as ccxt
+import asyncio
+
+orderbooks = {}
+
+def when_orderbook_changed(exchange_spot, symbol, orderbook):
+    # this is a common handler function
+    # it is called when any of the orderbook is updated
+    # it has access to both the orderbook that was updated
+    # as well as the rest of the orderbooks
+    # ...................................................................
+    print('-------------------------------------------------------------')
+    print('Last updated:', exchange_spot.iso8601(exchange_spot.milliseconds()))
+    # ...................................................................
+    # print just one orderbook here
+    # print(orderbook['datetime'], symbol, orderbook['asks'][0], orderbook['bids'][0])
+    # ...................................................................
+    # or print all orderbooks that have been already subscribed-to
+    for symbol, orderbook in orderbooks.items():
+        print(orderbook['datetime'], symbol, orderbook['asks'][0], orderbook['bids'][0])
+
+
+async def watch_one_orderbook(exchange_spot, symbol):
+    # a call cost of 1 in the queue of subscriptions
+    # means one subscription per exchange.rateLimit milliseconds
+    your_delay = 1
+    await exchange_spot.throttle(your_delay)
+    while True:
+        try:
+            orderbook = await exchange_spot.watch_order_book(symbol)
+            orderbooks[symbol] = orderbook
+            when_orderbook_changed(exchange_spot, symbol, orderbook)
+        except Exception as e:
+            print(type(e).__name__, str(e))
+
+
+async def watch_some_orderbooks(exchange_spot, symbol_list):
+    loops = [watch_one_orderbook(exchange_spot, symbol) for symbol in symbol_list]
+    # let them run, don't for all tasks cause they execute asynchronously
+    # don't print here
+    await asyncio.gather(*loops)
+
+
+async def main():
+    exchange_spot = ccxt.binance()
+    await exchange_spot.load_markets()
+    await watch_some_orderbooks(exchange_spot, ['ZEN/USDT', 'RUNE/USDT', 'AAVE/USDT', 'SNX/USDT'])
+    await exchange_spot.close()
+
+
+asyncio.run(main())