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docs/ccxt/examples/ccxt.pro/py/many-exchanges-many-orderbooks-synchronized.py

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+# -*- coding: utf-8 -*-
+
+import asyncio
+import ccxt.pro
+
+
+orderbooks = {}
+
+
+def handle_all_orderbooks(orderbooks):
+    print('We have the following orderbooks:')
+    for exchange_id, orderbooks_by_symbol in orderbooks.items():
+        for symbol in orderbooks_by_symbol.keys():
+            orderbook = orderbooks_by_symbol[symbol]
+            print(ccxt.pro.Exchange.iso8601(orderbook['timestamp']), exchange_id, symbol, orderbook['asks'][0], orderbook['bids'][0])
+
+
+async def symbol_loop(exchange, symbol):
+    while True:
+        try:
+            orderbook = await exchange.watch_order_book(symbol)
+            orderbooks[exchange.id] = orderbooks.get(exchange.id, {})
+            orderbooks[exchange.id][symbol] = orderbook
+            print('===========================================================')
+            #
+            # here you can do what you want
+            # with the most recent versions of each orderbook you have so far
+            #
+            # you can also wait until all of them are available
+            # by just looking into all the orderbooks and counting them
+            #
+            # we just print them here to keep this example simple
+            #
+            handle_all_orderbooks(orderbooks)
+        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 exchange_loop(exchange_id, symbols):
+    exchange = getattr(ccxt.pro, exchange_id)()
+    loops = [symbol_loop(exchange, symbol) for symbol in symbols]
+    await asyncio.gather(*loops)
+    await exchange.close()
+
+
+async def main():
+    symbols = ['BTC/USDT', 'ETH/BTC']
+    # symbols = []
+    exchanges = {
+        'okex': symbols + ['ETH/USDT'],
+        'binance': symbols,
+    }
+    loops = [exchange_loop(exchange_id, symbols) for exchange_id, symbols in exchanges.items()]
+    await asyncio.gather(*loops)
+
+
+asyncio.run(main())