Binance Watch Order Book Individual Updates

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

from asyncio import run
import ccxt.pro as ccxt


class MyBinance(ccxt.binance):
   def handle_order_book_message(self, client, message, orderbook):
       asks = self.safe_value(message, 'a', [])
       bids = self.safe_value(message, 'b', [])
       # printing high-frequency updates is a resource-heavy task
       # this print statement is here just to demonstrate the work of it
       # replace it with you logic for processing individual updates
       print('Updates:', {
           'asks': asks,
           'bids': bids,
       })
       return super(MyBinance, self).handle_order_book_message(client, message, orderbook);

async def main():
   exchange = MyBinance()
   symbol = 'BTC/USDT'
   print('Watching', exchange.id, symbol)
   while True:
       try:
           orderbook = await exchange.watch_order_book(symbol)
       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 also break just this one loop if it fails
   await exchange.close()


run(main())