from huobi.client.market import MarketClient from huobi.constant import DepthStep def callback(price_depth_req: 'PriceDepthReq'): price_depth_req.print_object() def error(e: 'HuobiApiException'): print(e.error_code + e.error_message) sub_client = MarketClient() sub_client.req_pricedepth("btcusdt", DepthStep.STEP0, callback, error)