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Okx Bbo Tbt

wiki/examples/py/okx-bbo-tbt.md

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Original Source
python
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())