mirror of
https://github.com/discountry/ritmex-bot.git
synced 2026-09-10 16:58:08 +00:00
74 lines
2.3 KiB
Python
74 lines
2.3 KiB
Python
# -*- coding: utf-8 -*-
|
|
|
|
import ccxt.pro
|
|
from asyncio import gather, run
|
|
|
|
|
|
orderbooks = {}
|
|
|
|
|
|
def handle_all_orderbooks(orderbooks):
|
|
print('We have the following orderbooks:')
|
|
for id, orderbooks_by_symbol in orderbooks.items():
|
|
for symbol in orderbooks_by_symbol.keys():
|
|
orderbook = orderbooks_by_symbol[symbol]
|
|
print(ccxt.pro.Exchange.iso8601(orderbook['timestamp']), id, symbol, orderbook['asks'][0], orderbook['bids'][0])
|
|
|
|
|
|
async def symbol_loop(exchange, id, symbol):
|
|
print('Starting', id, symbol)
|
|
while True:
|
|
try:
|
|
orderbook = await exchange.watch_order_book(symbol)
|
|
orderbooks[id] = orderbooks.get(id, {})
|
|
orderbooks[id][symbol] = orderbook
|
|
print('===========================================================')
|
|
#
|
|
# here you can do what you want
|
|
# with the most recent versions of each orderbook you have so far
|
|
#
|
|
# you can also wait until all of them are available
|
|
# by just looking into all the orderbooks and counting them
|
|
#
|
|
# we just print them here to keep this example simple
|
|
#
|
|
handle_all_orderbooks(orderbooks)
|
|
except Exception as e:
|
|
print(str(e))
|
|
# raise e # uncomment to break all loops in case of an error in any one of them
|
|
break # you can break just this one loop if it fails
|
|
|
|
|
|
async def exchange_loop(id, config):
|
|
print('Starting', id)
|
|
exchange = getattr(ccxt.pro, config['id'])({
|
|
'options': config['options'],
|
|
})
|
|
loops = [symbol_loop(exchange, id, symbol) for symbol in config['symbols']]
|
|
await gather(*loops)
|
|
await exchange.close()
|
|
|
|
|
|
async def main():
|
|
configs = {
|
|
'Exchange A (Binance spot)': {
|
|
'id': 'binance',
|
|
'symbols': ['BTC/USDT', 'ETH/BTC','ETH/USDT'],
|
|
'options': {
|
|
'defaultType': 'spot',
|
|
},
|
|
},
|
|
'Exchange B (Binance futures)': {
|
|
'id': 'binance',
|
|
'symbols': ['BTC/USDT', 'ETH/USDT'],
|
|
'options': {
|
|
'defaultType': 'future',
|
|
},
|
|
},
|
|
}
|
|
loops = [exchange_loop(id, config) for id, config in configs.items()]
|
|
await gather(*loops)
|
|
|
|
|
|
run(main())
|