def get_subscription_message(self, **kwargs) -> dict:
msg = {
"name": self.get_channel_name(),
"instrument_codes": map_multiple_pairs(self.pairs, sort = True)
}
if self.price_points_mode is not None:
msg['price_points_mode'] = self.price_points_mode.value
return msg
def get_subscription_message(self, **kwargs) -> dict:
return {
"name": self.get_channel_name(),
"depth": self.depth,
"instrument_codes": map_multiple_pairs(self.pairs, sort = True)
}