INNER CODE UNIT · Python
get_all_bid_size
5ymph0en1x/SyDOM · sydom.py:132
def get_all_bid_size(k):
size_total = 0
for i in range(0, k):
size_total += get_bid_size(i)
return size_total
def get_time():
datetime_cached = ws_bmex.recent_trades()[-1]['timestamp']
dt2ts = dt.strptime(datetime_cached, '%Y-%m-%dT%H:%M:%S.%fZ').replace(tzinfo=timezone.utc).timestamp()
time_res = int(dt2ts * 1000) # (dt2ts - dt(1970, 1, 1)) / timedelta(seconds=1000)
return time_res
def launch_order(instr_bmex, definition, direction, price=None, size=None, stoplim=None):
resulted = 0
if definition == 'market':
if direction == 'sell':