Consume All Trades

import ccxt.pro
from asyncio import run


async def consume_all_trades(exchange, symbol):
   await exchange.load_markets()
   while True:
       try:
           trades = await exchange.watch_trades(symbol)
           print('----------------------------------------------------------------------')
           print(exchange.iso8601(exchange.milliseconds()), 'received', len(trades), 'new', symbol, 'trades:')
           for trade in trades:
               print(exchange.id, symbol, trade['id'], trade['datetime'], trade['amount'], trade['price'])
           exchange.trades[symbol].clear()
       except Exception as e:
           print(type(e).__name__, str(e))
   await exchange.close()


exchange = ccxt.pro.bitmex()
symbol = 'BTC/USD'
run(consume_all_trades(exchange, symbol))