On receive of orderbook and trade in spot

[igkoh]

To receive market data of order book and trade on subscription of spot,

1. MarketClient object is created
2. subscribe by market_client.sub_trade_detail("btcusdt", callback) for trade receive in callback trade_event.print_objet()
3. subscribe by market_client.sub_pricedepth("btcusdt", DepthStep.STEP0, callback, error) for orderbook receive in SubPriceDepthService.parse(dict_data)

How can I write in such a way to receive (orderbook, trade) where MarketClient object is defined. I want to write strategy for spot trading upon reception of (orderbook, trade) in the same method.

Best regards, Ingyu

[eynzhang]

@igkoh I am afraid that your question is not part of current responsibility of SDK, you need to manage that yourself. One solution is you need to create a dedicated thread (with a shared memory) to get the orderbook data, and create the order request based on your strategy.