def __init__(
self,
symbol: str,
client=None,
limit: int = DEFAULT_DEPTH_LIMIT,
retry_policy: Optional[RetryPolicy] = DEFAULT_RETRY_POLICY
) -> None:
self.asks = SequencedList()
self.bids = SequencedList()
self._symbol = normalize_symbol(symbol, True)
self._client = None
self._last_update_id = 0
# The queue to save messages that are not continuous
self._unsolved_queue = []
self._onchange_callbacks = None
self._updated_future = asyncio.Future()
# Whether we are still fetching the depth snapshot
self._fetching = False
self.set_retry_policy(retry_policy)
self.set_limit(limit)
self.set_client(client)
def orderbook(
self,
symbol: str
) -> OrderBook:
"""Gets the orderbook for a certain symbol. If you get a certain orderbook, don't forget to subscribe to the orderbook stream of `symbol`::
await client.subscribe(SubType.ORDER_BOOK, 'BTCUSDT')
Args:
symbol (str): The symbol name.
Returns:
OrderBook: The orderbook.
"""
symbol = normalize_symbol(symbol)
if symbol in self._orderbooks:
return self._orderbooks[symbol]
orderbook = OrderBook(symbol,
limit=self._limit,
retry_policy=self._retry_policy
)
if self._client:
orderbook.set_client(self._client)
else:
self._uninit_orderbooks.append(orderbook)
self._orderbooks[symbol] = orderbook
return orderbook