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Method get_product_order_book

cbpro/public_client.py:52–90  ·  view source on GitHub ↗

Get a list of open orders for a product. The amount of detail shown can be customized with the `level` parameter: * 1: Only the best bid and ask * 2: Top 50 bids and asks (aggregated) * 3: Full order book (non aggregated) Level 1 and Level 2 are reco

(self, product_id, level=1)

Source from the content-addressed store, hash-verified

50 return self._send_message('get', '/products')
51
52 def get_product_order_book(self, product_id, level=1):
53 """Get a list of open orders for a product.
54
55 The amount of detail shown can be customized with the `level`
56 parameter:
57 * 1: Only the best bid and ask
58 * 2: Top 50 bids and asks (aggregated)
59 * 3: Full order book (non aggregated)
60
61 Level 1 and Level 2 are recommended for polling. For the most
62 up-to-date data, consider using the websocket stream.
63
64 **Caution**: Level 3 is only recommended for users wishing to
65 maintain a full real-time order book using the websocket
66 stream. Abuse of Level 3 via polling will cause your access to
67 be limited or blocked.
68
69 Args:
70 product_id (str): Product
71 level (Optional[int]): Order book level (1, 2, or 3).
72 Default is 1.
73
74 Returns:
75 dict: Order book. Example for level 1::
76 {
77 "sequence": "3",
78 "bids": [
79 [ price, size, num-orders ],
80 ],
81 "asks": [
82 [ price, size, num-orders ],
83 ]
84 }
85
86 """
87 params = {'level': level}
88 return self._send_message('get',
89 '/products/{}/book'.format(product_id),
90 params=params)
91
92 def get_product_ticker(self, product_id):
93 """Snapshot about the last trade (tick), best bid/ask and 24h volume.

Callers 2

reset_bookMethod · 0.80

Calls 1

_send_messageMethod · 0.95

Tested by 1