commit

docs/ccxt/examples/ccxt.pro/py/binance-watch-order-book-individual-updates.py

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+# -*- coding: utf-8 -*-
+
+from asyncio import run
+import ccxt.pro as ccxt
+
+
+class MyBinance(ccxt.binance):
+    def handle_order_book_message(self, client, message, orderbook):
+        asks = self.safe_value(message, 'a', [])
+        bids = self.safe_value(message, 'b', [])
+        # printing high-frequency updates is a resource-heavy task
+        # this print statement is here just to demonstrate the work of it
+        # replace it with you logic for processing individual updates
+        print('Updates:', {
+            'asks': asks,
+            'bids': bids,
+        })
+        return super(MyBinance, self).handle_order_book_message(client, message, orderbook);
+
+async def main():
+    exchange = MyBinance()
+    symbol = 'BTC/USDT'
+    print('Watching', exchange.id, symbol)
+    while True:
+        try:
+            orderbook = await exchange.watch_order_book(symbol)
+        except Exception as e:
+            print(str(e))
+            # raise e  # uncomment to break all loops in case of an error in any one of them
+            # break  # you can also break just this one loop if it fails
+    await exchange.close()
+
+
+run(main())