requirements.txt

websockets==4.0.1

subscribe_to_bitfinex.py

#!/usr/bin/env python3
# https://docs.bitfinex.com/v1/reference#ws-public-order-books
import asyncio
import json

import websockets

async def subscribe_to_exchange():
    async with websockets.connect('wss://api.bitfinex.com/ws') as websocket:
        subscribe = {
            "event": "subscribe",
            "channel": "book",
            "pair": "BTCUSD",
            "frequency": "F0",
            "precision": "P0"
        }
        await websocket.send(json.dumps(subscribe))
        print("> {}".format(subscribe))

        while True:
            event = await websocket.recv()
            print(event)


asyncio.get_event_loop().run_until_complete(subscribe_to_exchange())

subscribe_to_gdax.py

import asyncio
import json
import websockets

async def subscribe_to_exchange():
    async with websockets.connect('wss://ws-feed.gdax.com') as websocket:
        subscribe = {
            "type": "subscribe",
            "product_ids": ["BTC-USD"],
            "channels": ["full"]
        }
        await websocket.send(json.dumps(subscribe))
        print("> {}".format(subscribe))

        while True:
            event = await websocket.recv()
            print(event)


asyncio.get_event_loop().run_until_complete(subscribe_to_exchange())