def fetch_ticker_ws(self):
trade = self.__safe_api_recent_trades_ws()[-1]
ticker = Dotdict(self.ws.get_ticker())
ticker.datetime = pd.to_datetime(trade['timestamp'])
self.logger.info(
"TICK: bid {bid} ask {ask} last {last}".format(**ticker))
self.logger.info(
"TRD: price {price} size {size} side {side} tick {tickDirection} ".
format(**(trade['info'])))
return ticker, trade
def fetch_ticker(self, symbol=None, timeframe=None):
symbol = symbol or self.settings.symbol
timeframe = timeframe or self.settings.timeframe
book = self.exchange.fetch_order_book(symbol, limit=10)
trade = self.__safe_api_recent_trades(symbol,
limit=1,
params={"reverse": True})
ticker = Dotdict()
ticker.bid, ticker.bidsize = book['bids'][0]
ticker.ask, ticker.asksize = book['asks'][0]
ticker.bids = book['bids']
ticker.asks = book['asks']
ticker.last = trade[0]['price']
ticker.datetime = pd.to_datetime(trade[0]['datetime'])
self.logger.info(
"TICK: bid {bid} ask {ask} last {last}".format(**ticker))
self.logger.info(
"TRD: price {price} size {size} side {side} tick {tickDirection} ".
format(**(trade[0]['info'])))
return ticker, trade