INNER CODE UNIT · Python
spread
YichengYang-Ethan/oracle3 · oracle3/dashboard/server.py:57
spread = best_ask - best_bid
mid = (best_bid + best_ask) / 2
order_books.append({
'symbol': ob.ticker_symbol,
'bid': f'{best_bid:.4f}',
'ask': f'{best_ask:.4f}',
'spread': f'{spread:.4f}',
'mid_pct': f'{mid * 100:.0f}',
})
# Recent trades
trades = [
{
'time': t.time,
'side': t.side,
'name': t.ticker_name,
'price': str(t.price),
'qty': str(t.quantity),