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Intercept Original Ohlcv Updates

wiki/examples/py/intercept-original-ohlcv-updates.md

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Original Source
python
# -*- coding: utf-8 -*-

from asyncio import run
import ccxt.pro
from pprint import pprint


class MyBinance(ccxt.pro.binance):
   def handle_ohlcv(self, client, message):
       # add your handling of the original message here
       print('intercepted', message)
       return super(MyBinance, self).handle_ohlcv(client, message)


async def main():
   exchange = MyBinance()
   symbol = 'BTC/USDT'
   print('Watching', exchange.id, symbol)
   while True:
       try:
           ohlcv = await exchange.watch_ohlcv(symbol, '1m')
       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()


if __name__ == "__main__":
   print('CCXT Version:', ccxt.__version__)
   run(main())