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