main.py

import time
from ccapi import EventHandler, SessionOptions, SessionConfigs, Session, Subscription, Event


class MyEventHandler(EventHandler):
    def __init__(self):
        super().__init__()

    def processEvent(self, event: Event, session: Session) -> bool:
        if event.getType() == Event.Type_SUBSCRIPTION_STATUS:
            print(f"Received an event of type SUBSCRIPTION_STATUS:\n{event.toStringPretty(2, 2)}")
        elif event.getType() == Event.Type_SUBSCRIPTION_DATA:
            for message in event.getMessageList():
                print(f"Best bid and ask at {message.getTimeISO()} are:")
                for element in message.getElementList():
                    elementNameValueMap = element.getNameValueMap()
                    for name, value in elementNameValueMap.items():
                        print(f"  {name} = {value}")
        return True  # This line is needed.


if __name__ == "__main__":
    eventHandler = MyEventHandler()
    option = SessionOptions()
    config = SessionConfigs()
    session = Session(option, config, eventHandler)
    subscription = Subscription("okx", "BTC-USDT", "MARKET_DEPTH")
    session.subscribe(subscription)
    time.sleep(10)
    session.stop()
    print("Bye")