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hub / github.com/ccxt/ccxt / custom_parse_order_book

Method custom_parse_order_book

python/ccxt/phemex.py:1203–1220  ·  view source on GitHub ↗
(self, orderbook, symbol, timestamp=None, bidsKey='bids', asksKey='asks', priceKey=0, amountKey=1, market: Market = None)

Source from the content-addressed store, hash-verified

1201 ]
1202
1203 def custom_parse_order_book(self, orderbook, symbol, timestamp=None, bidsKey='bids', asksKey='asks', priceKey=0, amountKey=1, market: Market = None):
1204 result = {
1205 'symbol': symbol,
1206 'timestamp': timestamp,
1207 'datetime': self.iso8601(timestamp),
1208 'nonce': None,
1209 }
1210 sides = [bidsKey, asksKey]
1211 for i in range(0, len(sides)):
1212 side = sides[i]
1213 orders = []
1214 bidasks = self.safe_value(orderbook, side)
1215 for k in range(0, len(bidasks)):
1216 orders.append(self.custom_parse_bid_ask(bidasks[k], priceKey, amountKey, market))
1217 result[side] = orders
1218 result[bidsKey] = self.sort_by(result[bidsKey], 0, True)
1219 result[asksKey] = self.sort_by(result[asksKey], 0)
1220 return result
1221
1222 def fetch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
1223 """

Callers 1

fetch_order_bookMethod · 0.95

Calls 6

custom_parse_bid_askMethod · 0.95
safe_valueMethod · 0.80
sort_byMethod · 0.80
rangeFunction · 0.50
iso8601Method · 0.45
appendMethod · 0.45

Tested by

no test coverage detected