def diff_message_from_db(cls, record: RowProxy, metadata: Optional[Dict] = None):
"""
*used for backtesting
Convert a row of diff data into standard OrderBookMessage format
:param record: a row of diff data from the database
:return: CoinzoomOrderBookMessage
"""
return CoinzoomOrderBookMessage(
message_type=OrderBookMessageType.DIFF,
content=record.json,
timestamp=record.timestamp
)
def diff_message_from_exchange(cls,
msg: Dict[str, any],
timestamp: Optional[float] = None,
metadata: Optional[Dict] = None):
"""
Convert json diff data into standard OrderBookMessage format
:param msg: json diff data from live web socket stream
:param timestamp: timestamp attached to incoming data
:return: CoinzoomOrderBookMessage
"""
if metadata:
msg.update(metadata)
return CoinzoomOrderBookMessage(message_type=OrderBookMessageType.DIFF,
content=msg,
timestamp=timestamp)
def trade_message_from_exchange(cls,
msg: Dict[str, Any],
timestamp: Optional[float] = None,
metadata: Optional[Dict] = None):
"""
Convert a trade data into standard OrderBookMessage format
:param record: a trade data from the database
:return: CoinzoomOrderBookMessage
"""
trade_msg = {
"price": msg[1],
"amount": msg[2],
"trading_pair": convert_from_exchange_trading_pair(msg[0]),
"trade_type": None,
}
trade_timestamp = str_date_to_ts(msg[3])
return CoinzoomOrderBookMessage(
message_type=OrderBookMessageType.TRADE,
content=trade_msg,
timestamp=trade_timestamp)