fix all linting for pylint3

bfxapi/models/order_book.py

@@ -0,0 +1,121 @@
+"""
+Module used to describe all of the different data types
+"""
+
+import zlib
+
+
+def prepare_price(price):
+    """
+    Convert the price to an acceptable format
+    """
+    # convert to 4 significant figures
+    prep_price = '{0:.4f}'.format(price)
+    # remove decimal place if zero float
+    return '{0:g}'.format(float(prep_price))
+
+
+class OrderBook:
+    """
+    Object used to store the state of the orderbook. This can then be used
+    in one of two ways. To get the checksum of the book or so get the bids/asks
+    of the book
+    """
+
+    def __init__(self):
+        self.asks = []
+        self.bids = []
+
+    def get_bids(self):
+        """
+        Get all of the bids from the orderbook
+
+        @return bids Array
+        """
+        return self.bids
+
+    def get_asks(self):
+        """
+        Get all of the asks from the orderbook
+
+        @return asks Array
+        """
+        return self.asks
+
+    def update_from_snapshot(self, data):
+        """
+        Update the orderbook with a raw orderbook snapshot
+        """
+        for order in data:
+            if len(order) == 4:
+                if order[3] < 0:
+                    self.bids += [order]
+                else:
+                    self.asks += [order]
+            else:
+                if order[2] < 0:
+                    self.asks += [order]
+                else:
+                    self.bids += [order]
+
+    def update_with(self, order):
+        """
+        Update the orderbook with a single update
+        """
+        if len(order) == 4:
+            amount = order[3]
+            count = order[2]
+            side = self.bids if amount < 0 else self.asks
+        else:
+            amount = order[2]
+            side = self.asks if amount < 0 else self.bids
+            count = order[1]
+        price = order[0]
+
+        # if first item in ordebook
+        if len(side) == 0:
+            side += [order]
+            return
+
+        # match price level
+        for index, s_order in enumerate(side):
+            s_price = s_order[0]
+            if s_price == price:
+                if count == 0:
+                    del side[index]
+                    return
+                # remove but add as new below
+                del side[index]
+
+        # if ob is initialised w/o all price levels
+        if count == 0:
+            return
+
+        # add to book and sort lowest to highest
+        side += [order]
+        side.sort(key=lambda x: x[0], reverse=not amount < 0)
+        return
+
+    def checksum(self):
+        """
+        Generate a CRC32 checksum of the orderbook
+        """
+        data = []
+        # take set of top 25 bids/asks
+        for index in range(0, 25):
+            if index < len(self.bids):
+                bid = self.bids[index]
+                price = bid[0]
+                amount = bid[3] if len(bid) == 4 else bid[2]
+                data += [prepare_price(price)]
+                data += [str(amount)]
+            if index < len(self.asks):
+                ask = self.asks[index]
+                price = ask[0]
+                amount = ask[3] if len(ask) == 4 else ask[2]
+                data += [prepare_price(price)]
+                data += [str(amount)]
+        checksum_str = ':'.join(data)
+        # calculate checksum and force signed integer
+        checksum = zlib.crc32(checksum_str.encode('utf8')) & 0xffffffff
+        return checksum