def diff_message_from_db(cls,
record: RowProxy,
metadata: Optional[Dict] = None):
"""
*used for backtesting
Convert a row of diff data into standard OrderBookMessage format
:param record: a row of diff data from the database
:return: DigifinexOrderBookMessage
"""
return DigifinexOrderBookMessage(
message_type=OrderBookMessageType.DIFF,
content=record.json,
timestamp=record.timestamp)
def diff_message_from_exchange(cls,
msg: Dict[str, any],
timestamp: Optional[float] = None,
metadata: Optional[Dict] = None):
"""
Convert json diff data into standard OrderBookMessage format
:param msg: json diff data from live web socket stream
:param timestamp: timestamp attached to incoming data
:return: DigifinexOrderBookMessage
"""
if metadata:
msg.update(metadata)
return DigifinexOrderBookMessage(
message_type=OrderBookMessageType.DIFF,
content=msg,
timestamp=timestamp)
def trade_message_from_exchange(cls,
msg: Dict[str, Any],
timestamp: Optional[float] = None,
metadata: Optional[Dict] = None):
"""
Convert a trade data into standard OrderBookMessage format
:param record: a trade data from the database
:return: DigifinexOrderBookMessage
"""
if metadata:
msg.update(metadata)
msg.update({
"exchange_order_id": msg.get("id"),
"trade_type": msg.get("type"),
"price": msg.get("price"),
"amount": msg.get("amount"),
})
return DigifinexOrderBookMessage(
message_type=OrderBookMessageType.TRADE,
content=msg,
timestamp=timestamp)