Skip to content

depth_cache.rst

Latest commit

 

History

History
32 lines (22 loc) · 939 Bytes

depth_cache.rst

File metadata and controls

32 lines (22 loc) · 939 Bytes
Raw

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.

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