def check_bid_ask_overlapping(self, book, symbol):
bid, ask = book[BID], book[ASK]
if len(bid) > 0 and len(ask) > 0:
best_bid, best_ask = bid.keys()[-1], ask.keys()[0]
if best_bid >= best_ask:
raise BidAskOverlapping(
f"{self.id} {symbol} best bid {best_bid} >= best ask {best_ask}"
)
def check_bid_ask_overlapping(self, book):
bid, ask = book.bids, book.asks
if len(bid) > 0 and len(ask) > 0:
best_bid, best_ask = bid.index(0)[0], ask.index(0)[0]
if best_bid >= best_ask:
raise BidAskOverlapping(
f"{self.id} - {book.symbol}: best bid {best_bid} >= best ask {best_ask}"
)