async orderbooks

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

import asyncio
from importlib import import_module
from importlib.util import find_spec

run = import_module(next(filter(find_spec, ('uvloop', 'winloop', 'asyncio')))).run
import ccxt
import ccxt.async_support as ccxta  # noqa: E402
import time
import os
import sys



async def async_client(exchange, symbol):
    client = getattr(ccxta, exchange)()
    await client.load_markets()
    if symbol not in client.symbols:
        raise Exception(exchange + ' does not support symbol ' + symbol)
    while True:
        try:
            orderbook = await client.fetch_order_book(symbol)
            datetime = client.iso8601(client.milliseconds())
            print(datetime, client.id, symbol, orderbook['bids'][0], orderbook['asks'][0])
        except Exception as e:
            print(type(e).__name__, e.args, str(e))  # comment if not needed
            # break  # uncomment to break it
            # pass   # uncomment to do nothing and just retry again on next iteration
            # or add your own reaction according to the purpose of your app
    await client.close()


async def multi_orderbooks(exchanges, symbol):
    input_coroutines = [async_client(exchange, symbol) for exchange in exchanges]
    await asyncio.gather(*input_coroutines, return_exceptions=True)


if __name__ == '__main__':

    # Consider review request rate limit in the methods you call
    exchanges = ["kucoin", "bitfinex", "poloniex"]
    symbol = 'ETH/BTC'

    run(multi_orderbooks(exchanges, symbol))