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