(self, orderbook, symbol, timestamp=None, bidsKey='bids', asksKey='asks', priceKey: IndexType = 6, amountKey: IndexType = 8, countOrIdKey: IndexType = 2)
| 638 | } |
| 639 | |
| 640 | def parse_order_book(self, orderbook, symbol, timestamp=None, bidsKey='bids', asksKey='asks', priceKey: IndexType = 6, amountKey: IndexType = 8, countOrIdKey: IndexType = 2): |
| 641 | nonce = None |
| 642 | result = { |
| 643 | 'symbol': symbol, |
| 644 | 'bids': [], |
| 645 | 'asks': [], |
| 646 | 'timestamp': None, |
| 647 | 'datetime': None, |
| 648 | 'nonce': None, |
| 649 | } |
| 650 | for i in range(0, len(orderbook)): |
| 651 | level = orderbook[i] |
| 652 | if timestamp is None: |
| 653 | timestamp = self.safe_integer(level, 2) |
| 654 | else: |
| 655 | newTimestamp = self.safe_integer(level, 2) |
| 656 | timestamp = max(timestamp, newTimestamp) |
| 657 | if nonce is None: |
| 658 | nonce = self.safe_integer(level, 0) |
| 659 | else: |
| 660 | newNonce = self.safe_integer(level, 0) |
| 661 | nonce = max(nonce, newNonce) |
| 662 | bidask = self.parse_order_book_bid_ask(level, priceKey, amountKey) |
| 663 | levelSide = self.safe_integer(level, 9) |
| 664 | side = asksKey if levelSide else bidsKey |
| 665 | resultSide = result[side] |
| 666 | resultSide.append(bidask) |
| 667 | result['bids'] = self.sort_by(result['bids'], 0, True) |
| 668 | result['asks'] = self.sort_by(result['asks'], 0) |
| 669 | result['timestamp'] = timestamp |
| 670 | result['datetime'] = self.iso8601(timestamp) |
| 671 | result['nonce'] = nonce |
| 672 | return result |
| 673 | |
| 674 | def fetch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook: |
| 675 | """ |
no test coverage detected