Spot Vs Future Arbitrage Bitmart

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

import asyncio
import sys
import os
import ccxt.pro

print('CCXT Version:', ccxt.pro.__version__)

orderbooks = {}

def handle_all_orderbooks(exchange, orderbooks, spot, future):
   if spot in orderbooks and future in orderbooks: 
       spot_order_book = orderbooks[spot]
       future_order_book = orderbooks[future]
       timestamp = exchange.milliseconds()
       spot_lag = abs(timestamp - spot_order_book['timestamp']) if spot_order_book['timestamp'] else 10000
       future_lag = abs(timestamp - future_order_book['timestamp']) if future_order_book['timestamp'] else 10000
       if spot_lag >= 10000 or future_lag >= 10000:
           print('Lag > 10 seconds')

async def symbol_loop(exchange, symbol, spot, future):
   while True:
       try:
           orderbook = await exchange.watch_order_book(symbol)
           orderbooks[symbol] = orderbook
           print(exchange.id, '{:13s}'.format(symbol), orderbook['datetime'], orderbook['asks'][0], orderbook['bids'][0])
           #
           # here you can do what you want
           # with the most recent versions of each orderbook you have so far
           #
           # you can also wait until all of them are available
           # by just looking into all the orderbooks and counting them
           #
           # we just print them here to keep this example simple
           #
           handle_all_orderbooks(exchange, orderbooks, spot, future)
       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 main():
   spot = 'BTC/USDT'
   future = 'BTC/USDT:USDT'
   symbols = [ spot, future ]
   exchange = ccxt.pro.bitmart()
   loops = [
       symbol_loop(exchange, spot, spot, future),
       symbol_loop(exchange, future, spot, future),
   ]
   await asyncio.gather(*loops)
   await exchange.close()


asyncio.run(main())