commit

docs/ccxt/examples/ccxt.pro/py/multiple-exchanges-watch-orderbook-continuously.py

@@ -0,0 +1,34 @@
+import ccxt.pro
+import asyncio
+import time
+
+
+async def watch_book(exchange, ticker):
+    last = None
+    while True:
+        try:
+            orderbook = await exchange.watch_order_book(ticker)
+            # TODO add timeout within a minute
+            # TODO add last
+            top_bid = orderbook['bids'][0][0]
+            if last != top_bid:
+                print(f'{int(time.time() * 1000)} top bid for celo on {exchange.name} is {top_bid}')
+            last = top_bid
+        except Exception as e:
+            print(f'{exchange.name} failed {type(e)} {e}')
+
+
+async def main():
+    exchange_ids = ['coinbasepro', 'okcoin', 'bittrex']
+    exchanges = [getattr(ccxt.pro, exchange_id)() for exchange_id in exchange_ids]
+    try:
+        done, pending = await asyncio.wait({watch_book(exchange, 'CELO/USD') for exchange in exchanges}, return_when=asyncio.FIRST_EXCEPTION)
+        for completed in done:
+            # trigger the exception here
+            completed.result()
+    except Exception as e:
+        print(f'closing all exchanges because of exception {type(e)} {e}')
+        await asyncio.gather(*[exchange.close() for exchange in exchanges])
+
+
+asyncio.run(main())