Binance Spot And Futures

# -*- 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())