INNER CODE UNIT · Python

get_ask_size

5ymph0en1x/SyDOM · utils/annihilator.py:39

    def get_ask_size(self, k):
        list_sell = []
        data = self.ws_bmex.market_depth()
        for batch in data:
            if batch['symbol'] == self.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 + 1:
            return list_sell[k]['size']
        else:
            return 0

    def get_bid(self, k):
        list_buy = []
        data = self.ws_bmex.market_depth()
        for batch in data:
            if batch['symbol'] == self.instrument_bmex:

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