Method get_current_book

cbpro/order_book.py:180–205

(self)

        return self._current_ticker

    def get_current_book(self):
        result = {
            'sequence': self._sequence,
            'asks': [],
            'bids': [],
        }
        for ask in self._asks:
            try:
                # There can be a race condition here, where a price point is removed
                # between these two ops
                this_ask = self._asks[ask]
            except KeyError:
                continue
            for order in this_ask:
                result['asks'].append([order['price'], order['size'], order['id']])
        for bid in self._bids:
            try:
                # There can be a race condition here, where a price point is removed
                # between these two ops
                this_bid = self._bids[bid]
            except KeyError:
                continue

            for order in this_bid:
                result['bids'].append([order['price'], order['size'], order['id']])
        return result

    def get_ask(self):
        return self._asks.peekitem(0)[0]