Bittrex websocket order book in Python

This code aimed to help programmers update Bittrex orderbook quickly through websocket.
This class manages increment data
You can subscribe to multiple pairs at the same time and get Asks and Bids.

Simple usage

Basically it's just a class, so you can just copy BittrexWebsocket class and use it this way:

bittrex = BittrexWebsocket('ETH_BTC')
bittrex.run()

Or you can run a cycle if you want to subscribe to multiple pairs:

def run_ws(symbol):
    bittrex = BittrexWebsocket(symbol)
    bittrex.run()

if __name__ == "__main__":
    try:
        SYMBOLS = ['ETH_BTC',
                   'ETH_USDT',
                   'BTC_USDT',
                   'LTC_BTC',
                   'LTC_ETH',
                   'LTC_USDT'
                   ]

        for s in SYMBOLS:
            th = threading.Thread(target=run_ws, kwargs={'symbol': s})
            th.start()
    except KeyboardInterrupt:
        exit()
    except:
        print(traceback.format_exc())

As result:

wsBittrex: start
wsBittrex subscribe LTC_ETH
wsBittrex subscribe BTC_USDT
wsBittrex subscribe LTC_USDT
wsBittrex subscribe ETH_BTC
wsBittrex subscribe LTC_BTC
wsBittrex subscribe ETH_USDT
LTC_ETH {"bid": 0.37483783, "ask": 0.37644154, "bid_amount": 4.53309274, "ask_amount": 3.0642521, "timestamp": 1563066505541}
ETH_BTC {"bid": 0.02366281, "ask": 0.02370031, "bid_amount": 1.28850673, "ask_amount": 8.44467184, "timestamp": 1563066505567}
ETH_USDT {"bid": 267.33195115, "ask": 267.78325446, "bid_amount": 13.35993796, "ask_amount": 0.1877301, "timestamp": 1563066505573}
LTC_BTC {"bid": 0.00889971, "ask": 0.0089047, "bid_amount": 40.08862236, "ask_amount": 0.59163262, "timestamp": 1563066505574}
LTC_BTC {"bid": 0.00889971, "ask": 0.0089047, "bid_amount": 40.08862236, "ask_amount": 0.59163262, "timestamp": 1563066505611}
ETH_BTC {"bid": 0.02366281, "ask": 0.02370031, "bid_amount": 1.28850673, "ask_amount": 8.44467184, "timestamp": 1563066505613}
LTC_ETH {"bid": 0.37483783, "ask": 0.37644153, "bid_amount": 4.53309274, "ask_amount": 0.59163262, "timestamp": 1563066505614}
BTC_USDT {"bid": 11279.39800001, "ask": 11293.092, "bid_amount": 0.5, "ask_amount": 0.00079229, "timestamp": 1563066505619}
LTC_USDT {"bid": 100.44325938, "ask": 100.77199999, "bid_amount": 292.95408407, "ask_amount": 76.62555449, "timestamp": 1563066505627}
ETH_USDT {"bid": 267.33195115, "ask": 267.78325446, "bid_amount": 13.35993796, "ask_amount": 0.1877301, "timestamp": 1563066505635}
BTC_USDT {"bid": 11279.39800001, "ask": 11293.092, "bid_amount": 0.5, "ask_amount": 0.00079229, "timestamp": 1563066505638}
LTC_ETH {"bid": 0.37483783, "ask": 0.37644153, "bid_amount": 4.53309274, "ask_amount": 0.59163262, "timestamp": 1563066505853}
LTC_BTC {"bid": 0.00889971, "ask": 0.0089047, "bid_amount": 40.08862236, "ask_amount": 0.59163262, "timestamp": 1563066505862}
ETH_BTC {"bid": 0.02366281, "ask": 0.02370031, "bid_amount": 1.28850673, "ask_amount": 8.44467184, "timestamp": 1563066505863}

It is latest bid and ask, and their amounts, but you can get full orderbook if you pay attention to this code:

print(self.__orderbook_bid)
print(self.__orderbook_ask)

There are 2 objects where orderbook for Ask and Bid stored. Enjoy.