import ccxt.pro from asyncio import run print('CCXT Pro version', ccxt.pro.__version__) async def main(): exchange = ccxt.pro.okx({ 'options': { 'watchOrderBook': { 'depth': 'bbo-tbt', # tick-by-tick best bidask }, }, }) markets = await exchange.load_markets() # exchange.verbose = True # uncomment for debugging purposes if necessary symbol = 'BTC/USDT' while True: try: # ----------------------------------------------------------------- # use this: # orderbook = await exchange.watch_order_book(symbol) # print(orderbook['datetime'], symbol, orderbook['asks'][0], orderbook['bids'][0]) # ----------------------------------------------------------------- # or this: ticker = await exchange.watch_ticker(symbol) print(ticker['datetime'], symbol, [ticker['ask'], ticker['askVolume']], [ticker['bid'], ticker['bidVolume']]) # ----------------------------------------------------------------- except Exception as e: print(type(e).__name__, str(e)) break await exchange.close() run(main())