MCPcopy Create free account
hub / github.com/ccxt/ccxt / fetch_order_book

Method fetch_order_book

python/ccxt/ascendex.py:1058–1100  ·  view source on GitHub ↗

fetches information on open orders with bid(buy) and ask(sell) prices, volumes and other data :param str symbol: unified symbol of the market to fetch the order book for :param int [limit]: the maximum amount of order book entries to return :param dict [params]: extr

(self, symbol: str, limit: Int = None, params={})

Source from the content-addressed store, hash-verified

1056 return self.parse_balance(response)
1057
1058 def fetch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
1059 """
1060 fetches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
1061 :param str symbol: unified symbol of the market to fetch the order book for
1062 :param int [limit]: the maximum amount of order book entries to return
1063 :param dict [params]: extra parameters specific to the exchange API endpoint
1064 :returns dict: A dictionary of `order book structures <https://docs.ccxt.com/?id=order-book-structure>`
1065 """
1066 self.load_markets()
1067 market = self.market(symbol)
1068 request = {
1069 'symbol': market['id'],
1070 }
1071 response = self.v1PublicGetDepth(self.extend(request, params))
1072 #
1073 # {
1074 # "code":0,
1075 # "data":{
1076 # "m":"depth-snapshot",
1077 # "symbol":"BTC-PERP",
1078 # "data":{
1079 # "ts":1590223998202,
1080 # "seqnum":115444921,
1081 # "asks":[
1082 # ["9207.5","18.2383"],
1083 # ["9207.75","18.8235"],
1084 # ["9208","10.7873"],
1085 # ],
1086 # "bids":[
1087 # ["9207.25","0.4009"],
1088 # ["9207","0.003"],
1089 # ["9206.5","0.003"],
1090 # ]
1091 # }
1092 # }
1093 # }
1094 #
1095 data = self.safe_dict(response, 'data', {})
1096 orderbook = self.safe_dict(data, 'data', {})
1097 timestamp = self.safe_integer(orderbook, 'ts')
1098 result = self.parse_order_book(orderbook, symbol, timestamp)
1099 result['nonce'] = self.safe_integer(orderbook, 'seqnum')
1100 return result
1101
1102 def parse_ticker(self, ticker: dict, market: Market = None) -> Ticker:
1103 #

Callers

nothing calls this directly

Calls 7

safe_dictMethod · 0.80
safe_integerMethod · 0.80
v1PublicGetDepthMethod · 0.65
load_marketsMethod · 0.45
marketMethod · 0.45
extendMethod · 0.45
parse_order_bookMethod · 0.45

Tested by

no test coverage detected