It uses latex (or rather, matplotlib built-in "mathtex") to build $\circlearrowleft$. In the opposite direction there will be `$ \ circlearrowright $ '.
As a quick example:
import matplotlib.pyplot as plt
import numpy as np
fig, ax = plt.subplots()
ax.scatter(*np.random.random((2, 5)), s=200, marker=r'$\circlearrowleft$')
ax.scatter(*np.random.random((2, 5)), s=200, marker=r'$\circlearrowright$')
plt.show()

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