(self)
| 25 | self.product_id = product_id |
| 26 | |
| 27 | def reset_book(self): |
| 28 | self._asks = SortedDict() |
| 29 | self._bids = SortedDict() |
| 30 | res = self._client.get_product_order_book(product_id=self.product_id, level=3) |
| 31 | for bid in res['bids']: |
| 32 | self.add({ |
| 33 | 'id': bid[2], |
| 34 | 'side': 'buy', |
| 35 | 'price': Decimal(bid[0]), |
| 36 | 'size': Decimal(bid[1]) |
| 37 | }) |
| 38 | for ask in res['asks']: |
| 39 | self.add({ |
| 40 | 'id': ask[2], |
| 41 | 'side': 'sell', |
| 42 | 'price': Decimal(ask[0]), |
| 43 | 'size': Decimal(ask[1]) |
| 44 | }) |
| 45 | self._sequence = res['sequence'] |
| 46 | |
| 47 | def process_message(self, message): |
| 48 | if message.get('product_id') == self.product_id: |
no test coverage detected