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Fix bug in order_book.py and raw_order_book.py examples.

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This commit is contained in:
Davide Casale
2023-12-14 19:18:57 +01:00
parent 97bad7f4fb
commit 2ad950d397
2 changed files with 44 additions and 24 deletions
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34
examples/websocket/public/order_book.py
View File

@@ -2,7 +2,7 @@
import zlib
from collections import OrderedDict
from typing import Dict, List
from typing import Any, Dict, List, cast
from bfxapi import Client
from bfxapi.types import TradingPairBook
@@ -15,8 +15,6 @@ class OrderBook:
symbol: {"bids": OrderedDict(), "asks": OrderedDict()} for symbol in symbols
}
self.cooldown: Dict[str, bool] = {symbol: False for symbol in symbols}
def update(self, symbol: str, data: TradingPairBook) -> None:
price, count, amount = data.price, data.count, data.amount
@@ -66,6 +64,15 @@ class OrderBook:
return crc32 == checksum
def is_verifiable(self, symbol: str) -> bool:
return (
len(self.__order_book[symbol]["bids"]) >= 25
and len(self.__order_book[symbol]["asks"]) >= 25
)
def clear(self, symbol: str) -> None:
self.__order_book[symbol] = {"bids": OrderedDict(), "asks": OrderedDict()}
SYMBOLS = ["tLTCBTC", "tETHUSD", "tETHBTC"]
@@ -100,17 +107,20 @@ def on_t_book_update(subscription: Book, data: TradingPairBook):
async def on_checksum(subscription: Book, value: int):
symbol = subscription["symbol"]
if order_book.verify(symbol, value):
order_book.cooldown[symbol] = False
elif not order_book.cooldown[symbol]:
print(
"Mismatch between local and remote checksums: "
f"restarting book for symbol <{symbol}>..."
)
if order_book.is_verifiable(symbol):
if not order_book.verify(symbol, value):
print(
"Mismatch between local and remote checksums: "
f"restarting book for symbol <{symbol}>..."
)
await bfx.wss.resubscribe(sub_id=subscription["sub_id"])
_subscription = cast(Dict[str, Any], subscription.copy())
order_book.cooldown[symbol] = True
await bfx.wss.unsubscribe(sub_id=_subscription.pop("sub_id"))
await bfx.wss.subscribe(**_subscription)
order_book.clear(symbol)
bfx.wss.run()

34
examples/websocket/public/raw_order_book.py
View File

@@ -2,7 +2,7 @@
import zlib
from collections import OrderedDict
from typing import Dict, List
from typing import Any, Dict, List, cast
from bfxapi import Client
from bfxapi.types import TradingPairRawBook
@@ -15,8 +15,6 @@ class RawOrderBook:
symbol: {"bids": OrderedDict(), "asks": OrderedDict()} for symbol in symbols
}
self.cooldown: Dict[str, bool] = {symbol: False for symbol in symbols}
def update(self, symbol: str, data: TradingPairRawBook) -> None:
order_id, price, amount = data.order_id, data.price, data.amount
@@ -66,6 +64,15 @@ class RawOrderBook:
return crc32 == checksum
def is_verifiable(self, symbol: str) -> bool:
return (
len(self.__raw_order_book[symbol]["bids"]) >= 25
and len(self.__raw_order_book[symbol]["asks"]) >= 25
)
def clear(self, symbol: str) -> None:
self.__raw_order_book[symbol] = {"bids": OrderedDict(), "asks": OrderedDict()}
SYMBOLS = ["tLTCBTC", "tETHUSD", "tETHBTC"]
@@ -100,17 +107,20 @@ def on_t_raw_book_update(subscription: Book, data: TradingPairRawBook):
async def on_checksum(subscription: Book, value: int):
symbol = subscription["symbol"]
if raw_order_book.verify(symbol, value):
raw_order_book.cooldown[symbol] = False
elif not raw_order_book.cooldown[symbol]:
print(
"Mismatch between local and remote checksums: "
f"restarting book for symbol <{symbol}>..."
)
if raw_order_book.is_verifiable(symbol):
if not raw_order_book.verify(symbol, value):
print(
"Mismatch between local and remote checksums: "
f"restarting book for symbol <{symbol}>..."
)
await bfx.wss.resubscribe(sub_id=subscription["sub_id"])
_subscription = cast(Dict[str, Any], subscription.copy())
raw_order_book.cooldown[symbol] = True
await bfx.wss.unsubscribe(sub_id=_subscription.pop("sub_id"))
await bfx.wss.subscribe(**_subscription)
raw_order_book.clear(symbol)
bfx.wss.run()