Many Exchanges Many Different Streams

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

import ccxt.pro
from asyncio import gather, run


async def symbol_loop(exchange, method, symbol):
   print('Starting', exchange.id, method, symbol)
   while True:
       try:
           response = await getattr(exchange, method)(symbol)
           now = exchange.milliseconds()
           iso8601 = exchange.iso8601(now)
           if method == 'watchOrderBook':
               print(iso8601, exchange.id, method, symbol, response['asks'][0], response['bids'][0])
           elif method == 'watchTicker':
               print(iso8601, exchange.id, method, symbol, response['high'], response['low'], response['bid'], response['ask'])
           elif method == 'watchTrades':
               print(iso8601, exchange.id, method, symbol, len(response), 'trades')

       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 break just this one loop if it fails


async def method_loop(exchange, method, symbols):
   print('Starting', exchange.id, method, symbols)
   loops = [symbol_loop(exchange, method, symbol) for symbol in symbols]
   await gather(*loops)


async def exchange_loop(exchange_id, methods):
   print('Starting', exchange_id, methods)
   exchange = getattr(ccxt.pro, exchange_id)()
   loops = [method_loop(exchange, method, symbols) for method, symbols in methods.items()]
   await gather(*loops)
   await exchange.close()


async def main():
   exchanges = {
       'okex': {
           'watchOrderBook': ['BTC/USDT', 'ETH/BTC', 'ETH/USDT'],
           'watchTicker': ['BTC/USDT'],
       },
       'binance': {
           'watchOrderBook': ['BTC/USDT', 'ETH/BTC'],
           'watchTrades': [ 'ETH/BTC' ],
       },
   }
   loops = [exchange_loop(exchange_id, methods) for exchange_id, methods in exchanges.items()]
   await gather(*loops)


run(main())