def json_parse(json_wrapper):
ch = json_wrapper.get_string("topic")
parse = ChannelParser(ch)
order_update_event = OrderUpdateNewEvent()
order_update_event.symbol = parse.symbol
order_update_event.timestamp = convert_cst_in_millisecond_to_utc(
json_wrapper.get_int("ts"))
data = json_wrapper.get_object("data")
order = OrderUpdateNew()
order.match_id = data.get_int("match-id")
order.order_id = data.get_int("order-id")
order.symbol = parse.symbol
order.state = data.get_string("order-state")
order.role = data.get_string("role")
order.price = data.get_float("price")
order.filled_amount = data.get_float("filled-amount")
order.filled_cash_amount = data.get_float("filled-cash-amount")
order.unfilled_amount = data.get_float("unfilled-amount")
order.client_order_id = data.get_string("client-order-id")
order_update_event.data = order
return order_update_event
def __init__(self):
self.symbol = ""
self.timestamp = 0
self.data = OrderUpdateNew()