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hub / github.com/ccxt/ccxt / parse_ws_bid_ask

Method parse_ws_bid_ask

python/ccxt/pro/backpack.py:362–394  ·  view source on GitHub ↗
(self, ticker, market: Market = None)

Source from the content-addressed store, hash-verified

360 client.resolve(parsedBidAsk, messageHash)
361
362 def parse_ws_bid_ask(self, ticker, market: Market = None):
363 #
364 # {
365 # A: '0.4087',
366 # B: '0.0020',
367 # E: '1754517402450016',
368 # T: '1754517402449064',
369 # a: '3667.50',
370 # b: '3667.49',
371 # e: 'bookTicker',
372 # s: 'ETH_USDC',
373 # u: 1328288557
374 # }
375 #
376 marketId = self.safe_string(ticker, 's')
377 market = self.safe_market(marketId, market)
378 symbol = self.safe_string(market, 'symbol')
379 microseconds = self.safe_integer(ticker, 'E')
380 timestamp = self.parse_to_int(microseconds / 1000)
381 ask = self.safe_string(ticker, 'a')
382 askVolume = self.safe_string(ticker, 'A')
383 bid = self.safe_string(ticker, 'b')
384 bidVolume = self.safe_string(ticker, 'B')
385 return self.safe_ticker({
386 'symbol': symbol,
387 'timestamp': timestamp,
388 'datetime': self.iso8601(timestamp),
389 'ask': ask,
390 'askVolume': askVolume,
391 'bid': bid,
392 'bidVolume': bidVolume,
393 'info': ticker,
394 }, market)
395
396 async def watch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
397 """

Callers 1

handle_bid_askMethod · 0.95

Calls 6

safe_stringMethod · 0.80
safe_integerMethod · 0.80
parse_to_intMethod · 0.80
safe_tickerMethod · 0.80
safe_marketMethod · 0.45
iso8601Method · 0.45

Tested by

no test coverage detected