Method fetch_order_book

python/ccxt/delta.py:1389–1427

fetches information on open orders with bid(buy) and ask(sell) prices, volumes and other data https://docs.delta.exchange/#get-l2-orderbook :param str symbol: unified symbol of the market to fetch the order book for :param int [limit]: the maximum amount of order b

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

        return self.filter_by_array_tickers(result, 'symbol', symbols)

    def fetch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
        """
        fetches information on open orders with bid(buy) and ask(sell) prices, volumes and other data

        https://docs.delta.exchange/#get-l2-orderbook

        :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]: extra parameters specific to the exchange API endpoint
        :returns dict: A dictionary of `order book structures <https://docs.ccxt.com/?id=order-book-structure>`
        """
        self.load_markets()
        market = self.market(symbol)
        request = {
            'symbol': market['id'],
        }
        if limit is not None:
            request['depth'] = limit
        response = self.publicGetL2orderbookSymbol(self.extend(request, params))
        #
        #     {
        #         "result":{
        #             "buy":[
        #                 {"price":"15814.0","size":912},
        #                 {"price":"15813.5","size":1279},
        #                 {"price":"15813.0","size":1634},
        #             ],
        #             "sell":[
        #                 {"price":"15814.5","size":625},
        #                 {"price":"15815.0","size":982},
        #                 {"price":"15815.5","size":1328},
        #             ],
        #             "symbol":"BTCUSDT"
        #         },
        #         "success":true
        #     }
        #
        result = self.safe_dict(response, 'result', {})
        return self.parse_order_book(result, market['symbol'], None, 'buy', 'sell', 'price', 'size')

    def parse_trade(self, trade: dict, market: Market = None) -> Trade:
        #