def getDepth(self):
logger.debug("getting depth")
low_level_depth = low_level.depth()
return {
'asks': self._depthToOrders(low_level_depth['asks'], Order.ASK),
'bids': self._depthToOrders(low_level_depth['bids'], Order.BID),
}
def getDepth(self):
logger.debug("getting depth")
low_level_depth = low_level.depth()
return {
'asks': self._depthToOrders(low_level_depth['asks'], Order.ASK),
'bids': self._depthToOrders(low_level_depth['bids'], Order.BID),
}
def _depth(currency, full):
mtgox.RETURN_TYPE=int
if full is True:
depth = mtgox.depth(currency)
else:
depth = mtgox.depth_full(currency)
order_types = ('asks', 'bids')
lists = [[],[]]
for order_type in (0,1):
for order in depth[order_types[order_type]]:
lists[order_type].append((order['stamp'],
order['price_int'],
order['amount_int']
))
asks = np.array(lists[0])
bids = np.array(lists[1])
return asks, bids
def getDepth(self):
logger.debug("getting depth")
low_level_depth = low_level.depth()
sells=self._depthToOrders(low_level_depth['asks'], False)
buys= self._depthToOrders(low_level_depth['bids'], True)
return Depth(self, buys, sells)
def getDepth(self):
logger.debug("getting depth")
low_level_depth = low_level.depth()
sells = self._depthToOrders(low_level_depth['asks'], False)
buys = self._depthToOrders(low_level_depth['bids'], True)
return Depth(self, buys, sells)