commit

docs/ccxt/examples/ccxt.pro/py/bitmex_watch_ohlcv.py

@@ -0,0 +1,41 @@
+import ccxt.pro
+from asyncio import run
+
+
+def table(values):
+    first = values[0]
+    keys = list(first.keys()) if isinstance(first, dict) else range(0, len(first))
+    widths = [max([len(str(v[k])) for v in values]) for k in keys]
+    string = ' | '.join(['{:<' + str(w) + '}' for w in widths])
+    return "\n".join([string.format(*[str(v[k]) for k in keys]) for v in values])
+
+
+async def main():
+    exchange = ccxt.pro.bitmex({
+        # 'options': {
+        #     'OHLCVLimit': 1000, # how many candles to store in memory by default
+        # },
+    })
+    symbol = 'BTC/USD'
+    timeframe = '1m'  # 5m, 1h, 1d
+    limit = 10  # how many candles to return max
+    method = 'watchOHLCV'
+    if (method in exchange.has) and exchange.has[method]:
+        max_iterations = 100  # how many times to repeat the loop before exiting
+        for i in range(0, max_iterations):
+            try:
+                ohlcvs = await exchange.watch_ohlcv(symbol, timeframe, None, limit)
+                now = exchange.milliseconds()
+                print('\n===============================================================================')
+                print('Loop iteration:', i, 'current time:', exchange.iso8601(now), symbol, timeframe)
+                print('-------------------------------------------------------------------------------')
+                print(table([[exchange.iso8601(o[0])] + o[1:] for o in ohlcvs]))
+            except Exception as e:
+                print(type(e).__name__, str(e))
+                break
+        await exchange.close()
+    else:
+        print(exchange.id, method, 'is not supported or not implemented yet')
+
+
+run(main())