Async Orderbooks

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

import asyncio
import ccxt
import ccxt.async_support as ccxta  # noqa: E402
import time
import os
import sys



async def async_client(exchange, symbol):
   client = getattr(ccxta, exchange)()
   await client.load_markets()
   if symbol not in client.symbols:
       raise Exception(exchange + ' does not support symbol ' + symbol)
   while True:
       try:
           orderbook = await client.fetch_order_book(symbol)
           datetime = client.iso8601(client.milliseconds())
           print(datetime, client.id, symbol, orderbook['bids'][0], orderbook['asks'][0])
       except Exception as e:
           print(type(e).__name__, e.args, str(e))  # comment if not needed
           # break  # uncomment to break it
           # pass   # uncomment to do nothing and just retry again on next iteration
           # or add your own reaction according to the purpose of your app
   await client.close()


async def multi_orderbooks(exchanges, symbol):
   input_coroutines = [async_client(exchange, symbol) for exchange in exchanges]
   await asyncio.gather(*input_coroutines, return_exceptions=True)


if __name__ == '__main__':

   # Consider review request rate limit in the methods you call
   exchanges = ["bittrex", "bitfinex", "poloniex"]
   symbol = 'ETH/BTC'

   asyncio.run(multi_orderbooks(exchanges, symbol))