def l2_book(self, symbol: str, retry=None, retry_wait=10):
data = self._book(symbol, 2, retry, retry_wait)
return {
BID: sd({Decimal(u[0]): Decimal(u[1])
for u in data['bids']}),
ASK: sd({Decimal(u[0]): Decimal(u[1])
for u in data['asks']})
}
def l2_book(self, symbol: str, retry=None, retry_wait=0):
sym = pair_std_to_exchange(symbol, self.ID)
data = self._get("returnOrderBook", {'currencyPair': sym},
retry=retry,
retry_wait=retry_wait)
return {
BID: sd({Decimal(u[0]): Decimal(u[1])
for u in data['bids']}),
ASK: sd({Decimal(u[0]): Decimal(u[1])
for u in data['asks']})
}
def l2_book(self, symbol: str, retry=None, retry_wait=0):
sym = pair_std_to_exchange(symbol, self.ID)
data = self._get(f"/markets/{sym}/orderbook", {'depth': 100},
retry=retry,
retry_wait=retry_wait)
return {
BID: sd({u[0]: u[1]
for u in data['result']['bids']}),
ASK: sd({u[0]: u[1]
for u in data['result']['asks']})
}
def l3_book(self, symbol: str, retry=None, retry_wait=10):
orders = self._book(symbol, 3, retry, retry_wait)
ret = {BID: sd({}), ASK: sd({})}
for side in (BID, ASK):
for price, size, order_id in orders[side + 's']:
price = Decimal(price)
size = Decimal(size)
if price in ret[side]:
ret[side][price][order_id] = size
else:
ret[side][price] = {order_id: size}
return ret
def l2_book(self, symbol: str, retry=None, retry_wait=0):
sym = self.info.std_symbol_to_exchange_symbol(symbol)
data = self._get(f"/markets/{sym}/orderbook",
params={'depth': 100},
retry=retry,
retry_wait=retry_wait)
return {
BID: sd({u[0]: u[1]
for u in data['bids']}),
ASK: sd({u[0]: u[1]
for u in data['asks']})
}
def l2_book(self, symbol: str, retry=None, retry_wait=0):
sym = symbol_std_to_exchange(symbol, self.ID)
data = self._get(f"/v1/book/{sym}", retry, retry_wait)
return {
BID: sd({
Decimal(u['price']): Decimal(u['amount'])
for u in data['bids']
}),
ASK: sd({
Decimal(u['price']): Decimal(u['amount'])
for u in data['asks']
})
}
def l2_book(self, symbol: str, retry=None, retry_wait=0):
sym = self.std_symbol_to_exchange_symbol(symbol)
data = self._post_public("/public/Depth", {'pair': sym, 'count': 200}, retry=retry, retry_wait=retry_wait)
for _, val in data['result'].items():
return {
BID: sd({
Decimal(u[0]): Decimal(u[1])
for u in val['bids']
}),
ASK: sd({
Decimal(u[0]): Decimal(u[1])
for u in val['asks']
})
}
