def _current_orders_extractor(cls, data, max_qty=3):
''' Method for extracting orders '''
orders = {}
bids = {}
asks = {}
buymax = 0
sellmax = 0
for level in data["bids"]:
if buymax > max_qty:
continue
else:
bids[apply_format_level(level["price"])] = "{:.8f}".format(float(level["amount"]))
buymax = buymax + float(level["amount"])
for level in data["asks"]:
if sellmax > max_qty:
continue
else:
asks[apply_format_level(level["price"])] = "{:.8f}".format(float(level["amount"]))
sellmax = sellmax + float(level["amount"])
orders["source"] = "Bitfinex"
orders["bids"] = bids
orders["asks"] = asks
orders["timestamp"] = str(int(time.time()))
return orders
def _current_orders_extractor(cls, data, max_qty=3):
orders = {}
bids = {}
asks = {}
buymax = 0
sellmax = 0
for level in data["bids"]:
if buymax > max_qty:
pass
else:
bids[apply_format_level(level[0])] = "{:.8f}".format(float(level[1]))
buymax = buymax + float(level[1])
for level in data["asks"]:
if sellmax > max_qty:
pass
else:
asks[apply_format_level(level[0])] = "{:.8f}".format(float(level[1]))
sellmax = sellmax + float(level[1])
orders["source"] = "OKCoin"
orders["bids"] = bids
orders["asks"] = asks
orders["timestamp"] = str(int(time.time()))
return orders
def _current_orders_extractor(cls, data, max_qty=100.0):
orders = {}
bids = {}
asks = {}
buymax = 0.0
sellmax = 0.0
pair = data["result"].keys()[0]
for level in data["result"][pair]["bids"]:
print level
if buymax > max_qty:
pass
else:
asks[apply_format_level(level[0])] = "{:.8f}".format(float(level[1]))
buymax = buymax + float(level[1])
for level in data["result"][pair]["asks"]:
if sellmax > max_qty:
pass
else:
bids[apply_format_level(level[0])] = "{:.8f}".format(float(level[1]))
sellmax = sellmax + float(level[1])
orders["source"] = "Kraken"
orders["bids"] = bids
orders["asks"] = asks
orders["timestamp"] = str(int(time.time()))
return orders
