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docs/ccxt/examples/ccxt.pro/py/build-ohlcv-many-symbols.py

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+# -*- coding: utf-8 -*-
+import asyncio
+import ccxt.pro
+
+
+print('CCXT Version:', ccxt.__version__)
+
+
+async def loop(exchange, symbol, timeframe, complete_candles_only=False):
+    duration_in_seconds = exchange.parse_timeframe(timeframe)
+    duration_in_ms = duration_in_seconds * 1000
+    while True:
+        try:
+            trades = await exchange.watch_trades(symbol)
+            if len(trades) > 0:
+                current_minute = int(exchange.milliseconds() / duration_in_ms)
+                ohlcvc = exchange.build_ohlcvc(trades, timeframe)
+                if complete_candles_only:
+                    ohlcvc = [candle for candle in ohlcvc if int(candle[0] / duration_in_ms) < current_minute]
+                if len(ohlcvc) > 0:
+                    print('-----------------------------------------------------------')
+                    print("Symbol:", symbol, "timeframe:", timeframe)
+                    print(ohlcvc)
+
+        except Exception as e:
+            print(f"{type(e).__name__}: {(str(e))}")
+            # raise type(e)(str(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
+
+
+async def main():
+    # select the exchange
+    exchange = ccxt.pro.binance()
+    if exchange.has['watchTrades']:
+        markets = await exchange.load_markets()
+        # Change this value accordingly
+        timeframe = '1m'
+        limit = 5
+        selected_symbols = list(markets.values())[:limit]
+        # you can also specify the symbols manually
+        # selected_symbols = ['BTC/USDT', 'ETH/USDT']
+
+        # Use this variable to choose if only complete candles
+        # should be considered
+        complete_candles_only = True
+        await asyncio.gather(*[loop(exchange, symbol['symbol'], timeframe, complete_candles_only)
+                               for symbol in selected_symbols])
+        await exchange.close()
+    else:
+        print(exchange.id, 'does not support watchTrades yet')
+
+
+asyncio.run(main())