aljaz/bitfinex-api-py
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Use python3/decimal instead of float when parsing ws

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Jacob Plaster
2019-01-21 14:43:37 +00:00
committed by Jacob Plaster
parent 3c8c3fb71e
commit 8dc745f149
2 changed files with 5 additions and 14 deletions
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15
bfxapi/models/order_book.py
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@@ -4,17 +4,6 @@ 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
@@ -107,13 +96,13 @@ class OrderBook:
bid = self.bids[index]
price = bid[0]
amount = bid[3] if len(bid) == 4 else bid[2]
data += [prepare_price(price)]
data += [str(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(price)]
data += [str(amount)]
checksum_str = ':'.join(data)
# calculate checksum and force signed integer