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52 lines
2.0 KiB
Python
52 lines
2.0 KiB
Python
import ccxt.pro as ccxt
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import asyncio
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orderbooks = {}
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def when_orderbook_changed(exchange_spot, symbol, orderbook):
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# this is a common handler function
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# it is called when any of the orderbook is updated
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# it has access to both the orderbook that was updated
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# as well as the rest of the orderbooks
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# ...................................................................
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print('-------------------------------------------------------------')
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print('Last updated:', exchange_spot.iso8601(exchange_spot.milliseconds()))
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# ...................................................................
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# print just one orderbook here
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# print(orderbook['datetime'], symbol, orderbook['asks'][0], orderbook['bids'][0])
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# ...................................................................
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# or print all orderbooks that have been already subscribed-to
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for symbol, orderbook in orderbooks.items():
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print(orderbook['datetime'], symbol, orderbook['asks'][0], orderbook['bids'][0])
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async def watch_one_orderbook(exchange_spot, symbol):
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# a call cost of 1 in the queue of subscriptions
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# means one subscription per exchange.rateLimit milliseconds
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your_delay = 1
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await exchange_spot.throttle(your_delay)
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while True:
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try:
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orderbook = await exchange_spot.watch_order_book(symbol)
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orderbooks[symbol] = orderbook
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when_orderbook_changed(exchange_spot, symbol, orderbook)
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except Exception as e:
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print(type(e).__name__, str(e))
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async def watch_some_orderbooks(exchange_spot, symbol_list):
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loops = [watch_one_orderbook(exchange_spot, symbol) for symbol in symbol_list]
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# let them run, don't for all tasks cause they execute asynchronously
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# don't print here
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await asyncio.gather(*loops)
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async def main():
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exchange_spot = ccxt.binance()
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await exchange_spot.load_markets()
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await watch_some_orderbooks(exchange_spot, ['ZEN/USDT', 'RUNE/USDT', 'AAVE/USDT', 'SNX/USDT'])
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await exchange_spot.close()
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asyncio.run(main())
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