fetches information on open orders with bid(buy) and ask(sell) prices, volumes and other data https://apidoc.ndax.io/#getl2snapshot :param str symbol: unified symbol of the market to fetch the order book for :param int [limit]: the maximum amount of order book entr
(self, symbol: str, limit: Int = None, params={})
| 672 | return result |
| 673 | |
| 674 | def fetch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook: |
| 675 | """ |
| 676 | fetches information on open orders with bid(buy) and ask(sell) prices, volumes and other data |
| 677 | |
| 678 | https://apidoc.ndax.io/#getl2snapshot |
| 679 | |
| 680 | :param str symbol: unified symbol of the market to fetch the order book for |
| 681 | :param int [limit]: the maximum amount of order book entries to return |
| 682 | :param dict [params]: extra parameters specific to the exchange API endpoint |
| 683 | :returns dict: A dictionary of `order book structures <https://docs.ccxt.com/?id=order-book-structure>` |
| 684 | """ |
| 685 | omsId = self.safe_integer(self.options, 'omsId', 1) |
| 686 | self.load_markets() |
| 687 | market = self.market(symbol) |
| 688 | limit = 100 if (limit is None) else limit # default 100 |
| 689 | request = { |
| 690 | 'omsId': omsId, |
| 691 | 'InstrumentId': market['id'], |
| 692 | 'Depth': limit, # default 100 |
| 693 | } |
| 694 | response = self.publicGetGetL2Snapshot(self.extend(request, params)) |
| 695 | # |
| 696 | # [ |
| 697 | # [ |
| 698 | # 0, # 0 MDUpdateId |
| 699 | # 1, # 1 Number of Unique Accounts |
| 700 | # 123, # 2 ActionDateTime in Posix format X 1000 |
| 701 | # 0, # 3 ActionType 0(New), 1(Update), 2(Delete) |
| 702 | # 0.0, # 4 LastTradePrice |
| 703 | # 0, # 5 Number of Orders |
| 704 | # 0.0, # 6 Price |
| 705 | # 0, # 7 ProductPairCode |
| 706 | # 0.0, # 8 Quantity |
| 707 | # 0, # 9 Side |
| 708 | # ], |
| 709 | # [97244115,1,1607456142963,0,19069.32,1,19069.31,8,0.140095,0], |
| 710 | # [97244115,0,1607456142963,0,19069.32,1,19068.64,8,0.0055,0], |
| 711 | # [97244115,0,1607456142963,0,19069.32,1,19068.26,8,0.021291,0], |
| 712 | # [97244115,1,1607456142964,0,19069.32,1,19069.32,8,0.099636,1], |
| 713 | # [97244115,0,1607456142964,0,19069.32,1,19069.98,8,0.1,1], |
| 714 | # [97244115,0,1607456142964,0,19069.32,1,19069.99,8,0.141604,1], |
| 715 | # ] |
| 716 | # |
| 717 | return self.parse_order_book(response, symbol) |
| 718 | |
| 719 | def parse_ticker(self, ticker: dict, market: Market = None) -> Ticker: |
| 720 | # |
nothing calls this directly
no test coverage detected