Skip to content

depth_cache.rst

Latest commit

 

History

History
43 lines (29 loc) · 1.36 KB

depth_cache.rst

File metadata and controls

43 lines (29 loc) · 1.36 KB

Depth Cache

To follow the depth cache updates for a symbol use the DepthCacheManager

Create the manager like so, passing the api client, symbol and callback function.

from binance.depthcache import DepthCacheManager
dcm = DepthCacheManager(client, 'BNBBTC', process_depth)

The callback function receives the current DepthCache object which allows access to a pre-sorted list of bids or asks able to be filtered as required.

Access the symbol value from the depth_cache object in case you have multiple caches using the same callback.

def process_depth(depth_cache):
    print("symbol {}".format(depth_cache.symbol))
    print("top 5 bids")
    print(depth_cache.get_bids()[:5])
    print("top 5 asks")
    print(depth_cache.get_asks()[:5])

At any time the current DepthCache object can be retrieved from the DepthCacheManager

depth_cache = dcm.get_depth_cache()
print("symbol {}".format(depth_cache.symbol))
print("top 5 bids")
print(depth_cache.get_bids()[:5])
print("top 5 asks")
print(depth_cache.get_asks()[:5])

To stop the DepthCacheManager from returning messages use the close method. This will close the internal websocket and this instance of the DepthCacheManager will not be able to be used again.

dcm.close()