formatting
parent
b39affc96e
commit
b25a7699ab
|
@ -623,14 +623,26 @@ async def aio_price_feed_relay(
|
|||
'symbol': cb_sym_to_deribit_inst(
|
||||
str_to_cb_sym(data.symbol)).lower(),
|
||||
'ticks': [
|
||||
{'type': 'bid',
|
||||
'price': float(data.bid_price), 'size': float(data.bid_size)},
|
||||
{'type': 'bsize',
|
||||
'price': float(data.bid_price), 'size': float(data.bid_size)},
|
||||
{'type': 'ask',
|
||||
'price': float(data.ask_price), 'size': float(data.ask_size)},
|
||||
{'type': 'asize',
|
||||
'price': float(data.ask_price), 'size': float(data.ask_size)}
|
||||
{
|
||||
'type': 'bid',
|
||||
'price': float(data.bid_price),
|
||||
'size': float(data.bid_size)
|
||||
},
|
||||
{
|
||||
'type': 'bsize',
|
||||
'price': float(data.bid_price),
|
||||
'size': float(data.bid_size)
|
||||
},
|
||||
{
|
||||
'type': 'ask',
|
||||
'price': float(data.ask_price),
|
||||
'size': float(data.ask_size)
|
||||
},
|
||||
{
|
||||
'type': 'asize',
|
||||
'price': float(data.ask_price),
|
||||
'size': float(data.ask_size)
|
||||
}
|
||||
]
|
||||
}))
|
||||
sym: Symbol = piker_sym_to_cb_sym(instrument)
|
||||
|
|
Loading…
Reference in New Issue