Multiple Exchanges Watch Orderbook Continuously

import ccxt.pro
import asyncio
import time


async def watch_book(exchange, ticker):
   last = None
   while True:
       try:
           orderbook = await exchange.watch_order_book(ticker)
           # TODO add timeout within a minute
           # TODO add last
           top_bid = orderbook['bids'][0][0]
           if last != top_bid:
               print(f'{int(time.time() * 1000)} top bid for celo on {exchange.name} is {top_bid}')
           last = top_bid
       except Exception as e:
           print(f'{exchange.name} failed {type(e)} {e}')


async def main():
   exchange_ids = ['coinbasepro', 'okcoin', 'bittrex']
   exchanges = [getattr(ccxt.pro, exchange_id)() for exchange_id in exchange_ids]
   try:
       done, pending = await asyncio.wait({watch_book(exchange, 'CELO/USD') for exchange in exchanges}, return_when=asyncio.FIRST_EXCEPTION)
       for completed in done:
           # trigger the exception here
           completed.result()
   except Exception as e:
       print(f'closing all exchanges because of exception {type(e)} {e}')
       await asyncio.gather(*[exchange.close() for exchange in exchanges])


asyncio.run(main())