Async Gather Concurrency

# -*- coding: utf-8 -*-

import asyncio
import os
import sys


import ccxt.async_support as ccxt  # noqa: E402


async def work(exchange_id):

   # create it once per program lifetime
   exchange = getattr(ccxt, exchange_id)()

   print(exchange_id, 'loaded')

   try:

       # load markets once, first and foremost
       # https://github.com/ccxt/ccxt/wiki/Manual#loading-markets
       await exchange.load_markets()

       # use the same exchange instance to iterate over loaded symbols
       # https://github.com/ccxt/ccxt/wiki/Manual#symbols-and-market-ids

       for symbol in exchange.symbols:

           try:

               # fetch the orderbook for each next symbol
               orderbook = await exchange.fetch_order_book(symbol)

               # ADD YOUR SUCCESS HANDLING HERE
               print(exchange_id, 'fetched', symbol, 'orderbook')

           except Exception as e:

               # ADD YOUR ERROR HANDLING HERE
               # https://github.com/ccxt/ccxt/wiki/Manual#error-handling
               print(exchange_id, 'could not fetch', symbol, 'orderbook:', type(e).__name__)

   except Exception as e:

       # ADD YOUR ERROR HANDLING HERE
       print(exchange_id, 'could not load markets:', type(e).__name__)

   # when you're done, don't forget to close the exchange instance properly
   # otherwise you will get "Unclosed client session" exception
   await exchange.close()


async def main():

   # https://stackoverflow.com/questions/48483348/limited-concurrency-with-asyncio
   max_concurrency = 5  # how many exchanges at once

   tasks = set()
   loop = asyncio.get_running_loop()
   # loop over all exchanges
   for exchange_id in ccxt.exchanges:

       # wait for some exchange to finish before adding a new one
       if len(tasks) >= max_concurrency:
           _done, tasks = await asyncio.wait(tasks, return_when=asyncio.FIRST_COMPLETED)
       tasks.add(loop.create_task(work(exchange_id)))

   # wait for the remaining exchanges to finish
   await asyncio.wait(tasks)


asyncio.run(main())