예제 #1
0
 def check_bid_ask_overlapping(self, book, symbol):
     bid, ask = book[BID], book[ASK]
     if len(bid) > 0 and len(ask) > 0:
         best_bid, best_ask = bid.keys()[-1], ask.keys()[0]
         if best_bid >= best_ask:
             raise BidAskOverlapping(
                 f"{self.id} {symbol} best bid {best_bid} >= best ask {best_ask}"
             )
예제 #2
0
파일: feed.py 프로젝트: twmeggs/cryptofeed
 def check_bid_ask_overlapping(self, book):
     bid, ask = book.bids, book.asks
     if len(bid) > 0 and len(ask) > 0:
         best_bid, best_ask = bid.index(0)[0], ask.index(0)[0]
         if best_bid >= best_ask:
             raise BidAskOverlapping(
                 f"{self.id} - {book.symbol}: best bid {best_bid} >= best ask {best_ask}"
             )