INNER CODE UNIT · Python
get_ask_size
5ymph0en1x/SyDOM · sydom.py:86
def get_ask_size(k):
list_sell = []
data = ws_bmex.market_depth()
for batch in data:
if batch['symbol'] == instrument_bmex:
if batch['side'] == 'Sell':
list_sell.append(batch)
list_sell.sort(key=lambda i: i['id'], reverse=True)
if len(list_sell) > k:
return list_sell[k]['size']
else:
return 0
def get_all_ask_size(k):
size_total = 0
for i in range(0, k):
size_total += get_ask_size(i)