V.j8ddlZddlmZddlZddlZddlmZmZmZddl m Z ddl m Z ddl mZGdd eZGd d ZGd d eZGddeZGddeZGddeZy)N) itemgetter)OptionalDictCallable)get_loop)BinanceSocketManager)ThreadedApiManagercPeZdZefdefdZdZdZdZdZ e defdefdZ y ) DepthCache conv_typec||_i|_i|_d|_||_t j t|_y)zInitialise the DepthCache :param symbol: Symbol to create depth cache for :type symbol: string :param conv_type: Optional type to represent price, and amount, default is float. :type conv_type: function. N) symbol_bids_asks update_timer logging getLogger__name___log)selfrr s TC:\xampp\htdocs\tradingbinance\backend\.venv\Lib\site-packages\binance/depthcache.py__init__zDepthCache.__init__s:   #,%%h/ c~|j|d|j|d<|ddk(r|j|d=yy)zFAdd a bid to the cache :param bid: :return: rr 0.00000000N)r r)rbids radd_bidzDepthCache.add_bidD"^^CF3 3q6 q6\ ! 3q6" "rc~|j|d|j|d<|ddk(r|j|d=yy)zGAdd an ask to the cache :param ask: :return: rrrN)r r)rasks radd_askzDepthCache.add_ask)rrcZtj|jd|jS)aGet the current bids :return: list of bids with price and quantity as conv_type .. code-block:: python [ [ 0.0001946, # Price 45.0 # Quantity ], [ 0.00019459, 2384.0 ], [ 0.00019158, 5219.0 ], [ 0.00019157, 1180.0 ], [ 0.00019082, 287.0 ] ] Treverser )r sort_depthrr rs rget_bidszDepthCache.get_bids4s$>$$TZZ$XXrcZtj|jd|jS)aGet the current asks :return: list of asks with price and quantity as conv_type. .. code-block:: python [ [ 0.0001955, # Price 57.0' # Quantity ], [ 0.00019699, 778.0 ], [ 0.000197, 64.0 ], [ 0.00019709, 1130.0 ], [ 0.0001971, 385.0 ] ] Fr$)r r&rr r's rget_askszDepthCache.get_asksUs$>$$TZZ$..$YYrFcbt|tr1|jDcgc]\}}||||g}}}nJt|tr#|Dcgc]\}}||||g}}}nt dt |t |td|}|Scc}}wcc}}w)z#Sort bids or asks by price z$Unknown order book depth data type: r)keyr%) isinstancedictitemslist ValueErrortypesortedr)valsr%r pricequantitylsts rr&zDepthCache.sort_depthvs dD !RVR\R\R^_R^uhIe$i&9:R^C_ d #RVWRVuhIe$i&9:RVCWCDJ<PQ QSjmW= `Ws B%B+N) r __module__ __qualname__floatrrrr"r(r* staticmethodr&rrr r sI5:0(0 # #YBZB!&e 8  rr cneZdZdZdZddddefdZdZdZdZ d Z d Z d Z d Z d ZdZdZdZdZy)BaseDepthCacheManageri<N c.||_d|_|xs t|_||_||_d|_|xst|j|_|xs |j|_ d|_ ||_ tjt|_y)aCreate a DepthCacheManager instance :param client: Binance API client :type client: binance.Client :param loop: :type loop: :param symbol: Symbol to create depth cache for :type symbol: string :param refresh_interval: Optional number of seconds between cache refresh, use 0 or None to disable :type refresh_interval: int :param bm: Optional BinanceSocketManager :type bm: BinanceSocketManager :param limit: Optional number of orders to get from orderbook :type limit: int :param conv_type: Optional type to represent price, and amount, default is float. :type conv_type: function. N)_client _depth_cacher_loop_symbol_limit_last_update_idr _bmDEFAULT_REFRESH_refresh_interval _conn_key _conv_typerrrr)rclientrlooprefresh_intervalbmlimitr s rrzBaseDepthCacheManager.__init__s(  'XZ   #;-dll;!1!IT5I5I#%%h/ rcKtj|j|jd{|jj d{|S7(7wN)asynciogather _init_cache _start_socket_socket __aenter__r's rrYz BaseDepthCacheManager.__aenter__s\nn           ll%%'''   (s!6A%A!!A%A#A%#A%cXK|jj|i|d{y7wrS)rX __aexit__)rargskwargss rr[zBaseDepthCacheManager.__aexit__s%$dll$$d5f555s *(*c<Kd}|s^ tj|jj|jd{}|j |d{}|s^|S7"7 #t $r%}|jj|Yd}~2d}~wwxYww)N)timeout) rTwait_forrXrecvTIMEOUT _depth_event Exceptionrwarning)rdcreses rrazBaseDepthCacheManager.recvs  2#,,T\\->->-@$,,WW ,,S11  X2 % !!!$$ %sXBr>s]OG,04DXZfk0@6  K*"6((P!!rr>cLeZdZddddedffd ZfdZfdZdZdZxZ S)DepthCacheManagerNic >t ||||||||||_y)a Initialise the DepthCacheManager :param client: Binance API client :type client: binance.Client :param loop: asyncio loop :param symbol: Symbol to create depth cache for :type symbol: string :param refresh_interval: Optional number of seconds between cache refresh, use 0 or None to disable :type refresh_interval: int :param limit: Optional number of orders to get from orderbook :type limit: int :param conv_type: Optional type to represent price, and amount, default is float. :type conv_type: function. :param ws_interval: Optional interval for updates on websocket, default None. 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