fetches information on open orders with bid(buy) and ask(sell) prices, volumes and other data https://bybit-exchange.github.io/docs/v5/market/orderbook :param str symbol: unified symbol of the market to fetch the order book for :param int [limit]: the maximum amoun
(self, symbol: str, limit: Int = None, params={})
| 3271 | return self.parse_trades(trades, market, since, limit) |
| 3272 | |
| 3273 | def fetch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook: |
| 3274 | """ |
| 3275 | fetches information on open orders with bid(buy) and ask(sell) prices, volumes and other data |
| 3276 | |
| 3277 | https://bybit-exchange.github.io/docs/v5/market/orderbook |
| 3278 | |
| 3279 | :param str symbol: unified symbol of the market to fetch the order book for |
| 3280 | :param int [limit]: the maximum amount of order book entries to return |
| 3281 | :param dict [params]: extra parameters specific to the exchange API endpoint |
| 3282 | :returns dict: A dictionary of `order book structures <https://docs.ccxt.com/?id=order-book-structure>` |
| 3283 | """ |
| 3284 | if symbol is None: |
| 3285 | raise ArgumentsRequired(self.id + ' fetchOrderBook() requires a symbol argument') |
| 3286 | self.load_markets() |
| 3287 | market = self.market(symbol) |
| 3288 | request = { |
| 3289 | 'symbol': market['id'], |
| 3290 | } |
| 3291 | defaultLimit = 25 |
| 3292 | if market['spot']: |
| 3293 | # limit: [1, 50]. Default: 1 |
| 3294 | defaultLimit = 50 |
| 3295 | request['category'] = 'spot' |
| 3296 | else: |
| 3297 | if market['option']: |
| 3298 | # limit: [1, 25]. Default: 1 |
| 3299 | request['category'] = 'option' |
| 3300 | elif market['linear']: |
| 3301 | # limit: [1, 500]. Default: 25 |
| 3302 | request['category'] = 'linear' |
| 3303 | elif market['inverse']: |
| 3304 | # limit: [1, 500]. Default: 25 |
| 3305 | request['category'] = 'inverse' |
| 3306 | request['limit'] = limit if (limit is not None) else defaultLimit |
| 3307 | response = self.publicGetV5MarketOrderbook(self.extend(request, params)) |
| 3308 | # |
| 3309 | # { |
| 3310 | # "retCode": 0, |
| 3311 | # "retMsg": "OK", |
| 3312 | # "result": { |
| 3313 | # "s": "BTCUSDT", |
| 3314 | # "a": [ |
| 3315 | # [ |
| 3316 | # "16638.64", |
| 3317 | # "0.008479" |
| 3318 | # ] |
| 3319 | # ], |
| 3320 | # "b": [ |
| 3321 | # [ |
| 3322 | # "16638.27", |
| 3323 | # "0.305749" |
| 3324 | # ] |
| 3325 | # ], |
| 3326 | # "ts": 1672765737733, |
| 3327 | # "u": 5277055 |
| 3328 | # }, |
| 3329 | # "retExtInfo": {}, |
| 3330 | # "time": 1672765737734 |
nothing calls this directly
no test coverage detected