Build Ohlcv Many Symbols

# -*- coding: utf-8 -*-
import asyncio
import ccxt.pro


print('CCXT Version:', ccxt.__version__)


async def loop(exchange, symbol, timeframe, complete_candles_only=False):
   duration_in_seconds = exchange.parse_timeframe(timeframe)
   duration_in_ms = duration_in_seconds * 1000
   while True:
       try:
           trades = await exchange.watch_trades(symbol)
           if len(trades) > 0:
               current_minute = int(exchange.milliseconds() / duration_in_ms)
               ohlcvc = exchange.build_ohlcvc(trades, timeframe)
               if complete_candles_only:
                   ohlcvc = [candle for candle in ohlcvc if int(candle[0] / duration_in_ms) < current_minute]
               if len(ohlcvc) > 0:
                   print('-----------------------------------------------------------')
                   print("Symbol:", symbol, "timeframe:", timeframe)
                   print(ohlcvc)

       except Exception as e:
           print(f"{type(e).__name__}: {(str(e))}")
           # raise type(e)(str(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


async def main():
   # select the exchange
   exchange = ccxt.pro.binance()
   if exchange.has['watchTrades']:
       markets = await exchange.load_markets()
       # Change this value accordingly
       timeframe = '1m'
       limit = 5
       selected_symbols = list(markets.values())[:limit]
       # you can also specify the symbols manually
       # selected_symbols = ['BTC/USDT', 'ETH/USDT']

       # Use this variable to choose if only complete candles
       # should be considered
       complete_candles_only = True
       await asyncio.gather(*[loop(exchange, symbol['symbol'], timeframe, complete_candles_only)
                              for symbol in selected_symbols])
       await exchange.close()
   else:
       print(exchange.id, 'does not support watchTrades yet')


asyncio.run(main())