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57 lines
1.9 KiB
Python
57 lines
1.9 KiB
Python
# -*- coding: utf-8 -*-
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import ccxt.pro
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from asyncio import gather, run
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async def symbol_loop(exchange, method, symbol):
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print('Starting', exchange.id, method, symbol)
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while True:
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try:
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response = await getattr(exchange, method)(symbol)
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now = exchange.milliseconds()
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iso8601 = exchange.iso8601(now)
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if method == 'watchOrderBook':
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print(iso8601, exchange.id, method, symbol, response['asks'][0], response['bids'][0])
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elif method == 'watchTicker':
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print(iso8601, exchange.id, method, symbol, response['high'], response['low'], response['bid'], response['ask'])
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elif method == 'watchTrades':
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print(iso8601, exchange.id, method, symbol, len(response), 'trades')
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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 break just this one loop if it fails
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async def method_loop(exchange, method, symbols):
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print('Starting', exchange.id, method, symbols)
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loops = [symbol_loop(exchange, method, symbol) for symbol in symbols]
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await gather(*loops)
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async def exchange_loop(exchange_id, methods):
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print('Starting', exchange_id, methods)
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exchange = getattr(ccxt.pro, exchange_id)()
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loops = [method_loop(exchange, method, symbols) for method, symbols in methods.items()]
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await gather(*loops)
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await exchange.close()
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async def main():
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exchanges = {
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'okex': {
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'watchOrderBook': ['BTC/USDT', 'ETH/BTC', 'ETH/USDT'],
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'watchTicker': ['BTC/USDT'],
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},
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'binance': {
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'watchOrderBook': ['BTC/USDT', 'ETH/BTC'],
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'watchTrades': [ 'ETH/BTC' ],
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},
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}
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loops = [exchange_loop(exchange_id, methods) for exchange_id, methods in exchanges.items()]
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await gather(*loops)
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run(main())
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