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Binance Watch Ohlcv Many Symbols Continuously

wiki/examples/ts/binance-watch-ohlcv-many-symbols-continuously.md

4.5.531.4 KB
Original Source
javascript
'use strict';

import ccxt from '../../js/ccxt.js';

console.log ('CCXT Version:', ccxt.version); // eslint-disable-line import/no-named-as-default-member

const ohlcvsBySymbol = {};

function handleAllOHLCVs (exchange, ohlcvs, symbol, timeframe) {
   const now = exchange.iso8601 (exchange.milliseconds ());
   const lastCandle = exchange.safeValue (ohlcvs, ohlcvs.length - 1);
   const datetime = exchange.iso8601 (lastCandle[0]);
   console.log (now, datetime, symbol, timeframe, lastCandle.slice (1));
}

async function pollOHLCV (exchange, symbol, timeframe) {
   await exchange.throttle (1000); // 1000ms delay between subscriptions
   while (true) { // eslint-disable-line no-constant-condition
       try {
           const response = await exchange.watchOHLCV (symbol, timeframe);
           ohlcvsBySymbol[symbol] = response;
           handleAllOHLCVs (exchange, response, symbol, timeframe);
       } catch (e) {
           console.log (e);
       }
   }
}

async function main () {
   const exchange = new ccxt.pro.binance (); // eslint-disable-line import/no-named-as-default-member
   await exchange.loadMarkets ();
   const timeframe = '5m';

   const firstOneHundredSymbols = exchange.symbols.slice (0, 100);

   await Promise.all (firstOneHundredSymbols.map ((symbol) => pollOHLCV (exchange, symbol, timeframe)));
}

main ();