from huobi.client.market import MarketClient def callback(price_depth_event: 'PriceDepthBboEvent'): price_depth_event.print_object() print() def error(e: 'HuobiApiException'): print(e.error_code + e.error_message) market_client = MarketClient() market_client.sub_pricedepth_bbo("btcusdt", callback, error)