wiki/examples/py/bitmex_watch_ohlcv.md
import ccxt.pro
from asyncio import run
def table(values):
first = values[0]
keys = list(first.keys()) if isinstance(first, dict) else range(0, len(first))
widths = [max([len(str(v[k])) for v in values]) for k in keys]
string = ' | '.join(['{:<' + str(w) + '}' for w in widths])
return "\n".join([string.format(*[str(v[k]) for k in keys]) for v in values])
async def main():
exchange = ccxt.pro.bitmex({
# 'options': {
# 'OHLCVLimit': 1000, # how many candles to store in memory by default
# },
})
symbol = 'BTC/USD'
timeframe = '1m' # 5m, 1h, 1d
limit = 10 # how many candles to return max
method = 'watchOHLCV'
if (method in exchange.has) and exchange.has[method]:
max_iterations = 100 # how many times to repeat the loop before exiting
for i in range(0, max_iterations):
try:
ohlcvs = await exchange.watch_ohlcv(symbol, timeframe, None, limit)
now = exchange.milliseconds()
print('\n===============================================================================')
print('Loop iteration:', i, 'current time:', exchange.iso8601(now), symbol, timeframe)
print('-------------------------------------------------------------------------------')
print(table([[exchange.iso8601(o[0])] + o[1:] for o in ohlcvs]))
except Exception as e:
print(type(e).__name__, str(e))
break
await exchange.close()
else:
print(exchange.id, method, 'is not supported or not implemented yet')
run(main())