commit

docs/ccxt/examples/ccxt.pro/py/many-exchanges-many-different-streams.py

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+# -*- coding: utf-8 -*-
+
+import ccxt.pro
+from asyncio import gather, run
+
+
+async def symbol_loop(exchange, method, symbol):
+    print('Starting', exchange.id, method, symbol)
+    while True:
+        try:
+            response = await getattr(exchange, method)(symbol)
+            now = exchange.milliseconds()
+            iso8601 = exchange.iso8601(now)
+            if method == 'watchOrderBook':
+                print(iso8601, exchange.id, method, symbol, response['asks'][0], response['bids'][0])
+            elif method == 'watchTicker':
+                print(iso8601, exchange.id, method, symbol, response['high'], response['low'], response['bid'], response['ask'])
+            elif method == 'watchTrades':
+                print(iso8601, exchange.id, method, symbol, len(response), 'trades')
+
+        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 break just this one loop if it fails
+
+
+async def method_loop(exchange, method, symbols):
+    print('Starting', exchange.id, method, symbols)
+    loops = [symbol_loop(exchange, method, symbol) for symbol in symbols]
+    await gather(*loops)
+
+
+async def exchange_loop(exchange_id, methods):
+    print('Starting', exchange_id, methods)
+    exchange = getattr(ccxt.pro, exchange_id)()
+    loops = [method_loop(exchange, method, symbols) for method, symbols in methods.items()]
+    await gather(*loops)
+    await exchange.close()
+
+
+async def main():
+    exchanges = {
+        'okex': {
+            'watchOrderBook': ['BTC/USDT', 'ETH/BTC', 'ETH/USDT'],
+            'watchTicker': ['BTC/USDT'],
+        },
+        'binance': {
+            'watchOrderBook': ['BTC/USDT', 'ETH/BTC'],
+            'watchTrades': [ 'ETH/BTC' ],
+        },
+    }
+    loops = [exchange_loop(exchange_id, methods) for exchange_id, methods in exchanges.items()]
+    await gather(*loops)
+
+
+run(main())