async def apply_depth(self, book: dict, do_delta: bool, symbol: str):
ret = depth(book, self.max_depth)
if not do_delta:
delta = self.previous_book[symbol] != ret
self.previous_book[symbol] = ret
return delta, ret
delta = book_delta(self.previous_book[symbol], ret)
self.previous_book[symbol] = ret
return delta, ret
async def apply_depth(self, book: dict, do_delta: bool, pair: str):
ret = depth(book, self.max_depth)
if not do_delta:
delta = self.previous_book[pair] != ret
self.previous_book[pair] = ret
return delta, ret
delta = []
delta = book_delta(self.previous_book[pair], ret)
self.previous_book[pair] = ret
return delta, ret
async def apply_depth(self, book: dict,
do_delta: bool) -> Tuple[list, dict]:
ret = depth(book, self.max_depth)
if not do_delta:
self.previous_book = ret
return {BID: [], ASK: []}, ret
delta = []
delta = book_delta(self.previous_book, ret)
self.previous_book = ret
return delta, ret
