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