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docs/ccxt/examples/ccxt.pro/py/watch-ticker-to-csv.py

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+# -*- coding: utf-8 -*-
+
+from asyncio import gather, run
+import ccxt.pro
+from pprint import pprint
+
+
+async def watch_ticker_continuously(exchange, symbol):
+    filename = exchange.id + '-' + symbol.replace('/', '-') + '.csv'
+    print('Watching', exchange.id, symbol, filename)
+    keys = ['index', 'exchange', 'symbol', 'timestamp', 'open', 'high', 'low', 'close', 'baseVolume']
+    with open(filename, 'w') as file:
+        file.write(','.join(keys) + "\n")
+    index = 0
+    while True:
+        try:
+            ticker = await exchange.watch_ticker(symbol)
+            values = [str(index), exchange.id] + [str(ticker[key]) for key in keys[2:]]
+            print(*values)
+            with open(filename, 'a') as file:
+                file.write(','.join(values) + "\n")
+            index += 1
+        except Exception as e:
+            print(e)
+
+
+async def watch_tickers_continuously(exchange_id, overrides, symbols):
+    exchange_class = getattr(ccxt.pro, exchange_id)
+    exchange = exchange_class(overrides)
+    coroutines = [watch_ticker_continuously(exchange, symbol) for symbol in symbols]
+    await gather(*coroutines)
+    await exchange.close()
+
+
+async def main():
+    exchanges = {
+        'binance': {'options': {'defaultType': 'future'}},
+        'huobipro': {}
+    }
+    symbols = ['BTC/USDT', 'ETH/USDT', 'LTC/USDT', 'XRP/USDT', 'BCH/USDT']
+    coroutines = [watch_tickers_continuously(exchange_id, exchanges[exchange_id], symbols) for exchange_id in exchanges.keys()]
+    return await gather(*coroutines)
+
+
+run(main())