wiki/examples/py/okx-bbo-tbt.md
import ccxt.pro
from asyncio import run
print('CCXT Pro version', ccxt.pro.__version__)
async def main():
exchange = ccxt.pro.okx({
'options': {
'watchOrderBook': {
'depth': 'bbo-tbt', # tick-by-tick best bidask
},
},
})
markets = await exchange.load_markets()
# exchange.verbose = True # uncomment for debugging purposes if necessary
symbol = 'BTC/USDT'
while True:
try:
# -----------------------------------------------------------------
# use this:
# orderbook = await exchange.watch_order_book(symbol)
# print(orderbook['datetime'], symbol, orderbook['asks'][0], orderbook['bids'][0])
# -----------------------------------------------------------------
# or this:
ticker = await exchange.watch_ticker(symbol)
print(ticker['datetime'], symbol, [ticker['ask'], ticker['askVolume']], [ticker['bid'], ticker['bidVolume']])
# -----------------------------------------------------------------
except Exception as e:
print(type(e).__name__, str(e))
break
await exchange.close()
run(main())