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35 lines
1.1 KiB
Python
35 lines
1.1 KiB
Python
# -*- coding: utf-8 -*-
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from asyncio import run
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import ccxt.pro as ccxt
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class MyBinance(ccxt.binance):
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def handle_order_book_message(self, client, message, orderbook):
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asks = self.safe_value(message, 'a', [])
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bids = self.safe_value(message, 'b', [])
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# printing high-frequency updates is a resource-heavy task
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# this print statement is here just to demonstrate the work of it
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# replace it with you logic for processing individual updates
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print('Updates:', {
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'asks': asks,
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'bids': bids,
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})
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return super(MyBinance, self).handle_order_book_message(client, message, orderbook);
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async def main():
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exchange = MyBinance()
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symbol = 'BTC/USDT'
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print('Watching', exchange.id, symbol)
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while True:
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try:
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orderbook = await exchange.watch_order_book(symbol)
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except Exception as e:
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print(str(e))
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# raise e # uncomment to break all loops in case of an error in any one of them
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# break # you can also break just this one loop if it fails
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await exchange.close()
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run(main())
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