Esempio n. 1
0
    async def book_callback(self, book_type: str, book: OrderBook, receipt_timestamp: float, timestamp=None, raw=None, sequence_number=None, checksum=None, delta=None):
        if self.cross_check:
            self.check_bid_ask_overlapping(book)

        book.timestamp = timestamp
        book.raw = raw
        book.sequence_number = sequence_number
        book.delta = delta
        book.checksum = checksum
        await self.callback(book_type, book, receipt_timestamp)
Esempio n. 2
0
def test_order_book():
    ob = OrderBook('COINBASE',
                   'BTC-USD',
                   bids={
                       100: 1,
                       200: 2,
                       300: 3,
                       400: 4,
                       500: 5
                   },
                   asks={
                       600: 6,
                       700: 7,
                       800: 8,
                       1000: 10
                   })
    ob.timestamp = time()
    d = ob.to_dict()
    ob2 = OrderBook.from_dict(d)
    assert ob.book.to_dict() == ob2.book.to_dict()
    assert ob == ob2