Open kkuette opened 6 years ago
With the order book we are able to pull only the last upper bid and lower ask, i was thinking about adding 2 functions
def get_nasks(self, n): return [self.get_asks(self._asks.peekitem(i)[0]) for i in range(n+1)]
And
def get_nbids(self, n): return [self.get_bids(self._bids.peekitem(-i)[0]) for i in range(1, n+1)]
With these functions we are able to pull as many ask and bid data we want, with ease.
With the order book we are able to pull only the last upper bid and lower ask, i was thinking about adding 2 functions
And
With these functions we are able to pull as many ask and bid data we want, with ease.