Binance Watch Many Orderbooks

import ccxt.pro as ccxt
import asyncio

orderbooks = {}

def when_orderbook_changed(exchange_spot, symbol, orderbook):
   # this is a common handler function
   # it is called when any of the orderbook is updated
   # it has access to both the orderbook that was updated
   # as well as the rest of the orderbooks
   # ...................................................................
   print('-------------------------------------------------------------')
   print('Last updated:', exchange_spot.iso8601(exchange_spot.milliseconds()))
   # ...................................................................
   # print just one orderbook here
   # print(orderbook['datetime'], symbol, orderbook['asks'][0], orderbook['bids'][0])
   # ...................................................................
   # or print all orderbooks that have been already subscribed-to
   for symbol, orderbook in orderbooks.items():
       print(orderbook['datetime'], symbol, orderbook['asks'][0], orderbook['bids'][0])


async def watch_one_orderbook(exchange_spot, symbol):
   # a call cost of 1 in the queue of subscriptions
   # means one subscription per exchange.rateLimit milliseconds
   your_delay = 1
   await exchange_spot.throttle(your_delay)
   while True:
       try:
           orderbook = await exchange_spot.watch_order_book(symbol)
           orderbooks[symbol] = orderbook
           when_orderbook_changed(exchange_spot, symbol, orderbook)
       except Exception as e:
           print(type(e).__name__, str(e))


async def watch_some_orderbooks(exchange_spot, symbol_list):
   loops = [watch_one_orderbook(exchange_spot, symbol) for symbol in symbol_list]
   # let them run, don't for all tasks cause they execute asynchronously
   # don't print here
   await asyncio.gather(*loops)


async def main():
   exchange_spot = ccxt.binance()
   await exchange_spot.load_markets()
   await watch_some_orderbooks(exchange_spot, ['ZEN/USDT', 'RUNE/USDT', 'AAVE/USDT', 'SNX/USDT'])
   await exchange_spot.close()


asyncio.run(main())