binance-futures-watch-order-book.py

import ccxtpro
from asyncio import get_event_loop


async def main():
    exchange = ccxtpro.binance({
        'enableRateLimit': True,
        'options': {
            'defaultType': 'future',
        },
    })
    symbol = 'BTC/USDT'
    while True:
        try:
            orderbook = await exchange.watch_order_book(symbol)
            print(orderbook['bids'][0], orderbook['asks'][0])
        except Exception as e:
            print(type(e).__name__, str(e))
    await exchange.close()


loop = get_event_loop()
loop.run_until_complete(main())