Method handle_order_book

python/ccxt/pro/bitget.py:796–908

(self, client: Client, message)

            return orderbook

    def handle_order_book(self, client: Client, message):
        #
        #   {
        #       "action":"snapshot",
        #       "arg":{
        #          "instType":"SPOT",
        #          "channel":"books5",
        #          "instId":"BTCUSDT"
        #       },
        #       "data":[
        #          {
        #             "asks":[
        #                ["21041.11","0.0445"],
        #                ["21041.16","0.0411"],
        #                ["21041.21","0.0421"],
        #                ["21041.26","0.0811"],
        #                ["21041.65","1.9465"]
        #             ],
        #             "bids":[
        #                ["21040.76","0.0417"],
        #                ["21040.71","0.0434"],
        #                ["21040.66","0.1141"],
        #                ["21040.61","0.3004"],
        #                ["21040.60","1.3357"]
        #             ],
        #             "checksum": -1367582038,
        #             "ts":"1656413855484"
        #          }
        #       ]
        #   }
        #
        # {
        #     "action": "snapshot",
        #     "arg": {"instType": "usdt-futures", "topic": "books", "symbol": "BTCUSDT"},
        #     "data": [
        #         {
        #             "a": [Array],
        #             "b": [Array],
        #             "checksum": 0,
        #             "pseq": 0,
        #             "seq": "1343064377779269632",
        #             "ts": "1755937421270"
        #         }
        #     ],
        #     "ts": 1755937421337
        # }
        #
        arg = self.safe_value(message, 'arg')
        channel = self.safe_string_2(arg, 'channel', 'topic')
        instType = self.safe_string_lower(arg, 'instType')
        marketType = 'spot' if (instType == 'spot') else 'contract'
        marketId = self.safe_string_2(arg, 'instId', 'symbol')
        market = self.safe_market(marketId, None, None, marketType)
        symbol = market['symbol']
        messageHash = 'orderbook:' + symbol
        data = self.safe_value(message, 'data')
        rawOrderBook = self.safe_value(data, 0)
        timestamp = self.safe_integer(rawOrderBook, 'ts')