def getDepth(self): logger.debug("getting depth") low_level_depth = low_level.depth() return { 'asks': self._depthToOrders(low_level_depth['asks'], Order.ASK), 'bids': self._depthToOrders(low_level_depth['bids'], Order.BID), }
def _depth(currency, full): mtgox.RETURN_TYPE=int if full is True: depth = mtgox.depth(currency) else: depth = mtgox.depth_full(currency) order_types = ('asks', 'bids') lists = [[],[]] for order_type in (0,1): for order in depth[order_types[order_type]]: lists[order_type].append((order['stamp'], order['price_int'], order['amount_int'] )) asks = np.array(lists[0]) bids = np.array(lists[1]) return asks, bids
def getDepth(self): logger.debug("getting depth") low_level_depth = low_level.depth() sells=self._depthToOrders(low_level_depth['asks'], False) buys= self._depthToOrders(low_level_depth['bids'], True) return Depth(self, buys, sells)
def getDepth(self): logger.debug("getting depth") low_level_depth = low_level.depth() sells = self._depthToOrders(low_level_depth['asks'], False) buys = self._depthToOrders(low_level_depth['bids'], True) return Depth(self, buys, sells)