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hub / github.com/ccxt/ccxt / parse_order_book

Method parse_order_book

python/ccxt/base/exchange.py:5210–5220  ·  view source on GitHub ↗
(self, orderbook: object, symbol: str, timestamp: Int = None, bidsKey='bids', asksKey='asks', priceKey: IndexType = 0, amountKey: IndexType = 1, countOrIdKey: IndexType = 2)

Source from the content-addressed store, hash-verified

5208 return self.parse_number(value, d)
5209
5210 def parse_order_book(self, orderbook: object, symbol: str, timestamp: Int = None, bidsKey='bids', asksKey='asks', priceKey: IndexType = 0, amountKey: IndexType = 1, countOrIdKey: IndexType = 2):
5211 bids = self.parse_order_book_bids_asks(self.safe_value(orderbook, bidsKey, []), priceKey, amountKey, countOrIdKey)
5212 asks = self.parse_order_book_bids_asks(self.safe_value(orderbook, asksKey, []), priceKey, amountKey, countOrIdKey)
5213 return {
5214 'symbol': symbol,
5215 'bids': self.sort_by(bids, 0, True),
5216 'asks': self.sort_by(asks, 0),
5217 'timestamp': timestamp,
5218 'datetime': self.iso8601(timestamp),
5219 'nonce': None,
5220 }
5221
5222 def parse_ohlcvs(self, ohlcvs: List[object], market: Any = None, timeframe: str = '1m', since: Int = None, limit: Int = None, tail: Bool = False):
5223 results = []

Callers 15

handle_order_bookMethod · 0.45
handle_order_bookMethod · 0.45
handle_order_bookMethod · 0.45
handle_order_bookMethod · 0.45
handle_uta_order_bookMethod · 0.45
handle_order_bookMethod · 0.45
handle_order_bookMethod · 0.45
handle_order_bookMethod · 0.45
handle_order_bookMethod · 0.45
handle_order_bookMethod · 0.45

Calls 4

safe_valueMethod · 0.95
sort_byMethod · 0.95
iso8601Method · 0.95

Tested by

no test coverage detected