commit

docs/ccxt/examples/ccxt.pro/py/intercept-original-ohlcv-updates.py

@@ -0,0 +1,31 @@
+# -*- coding: utf-8 -*-
+
+from asyncio import run
+import ccxt.pro
+from pprint import pprint
+
+
+class MyBinance(ccxt.pro.binance):
+    def handle_ohlcv(self, client, message):
+        # add your handling of the original message here
+        print('intercepted', message)
+        return super(MyBinance, self).handle_ohlcv(client, message)
+
+
+async def main():
+    exchange = MyBinance()
+    symbol = 'BTC/USDT'
+    print('Watching', exchange.id, symbol)
+    while True:
+        try:
+            ohlcv = await exchange.watch_ohlcv(symbol, '1m')
+        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()
+
+
+if __name__ == "__main__":
+    print('CCXT Version:', ccxt.__version__)
+    run(main())