exch_luno.py 文件源码

def parse_trade(cls, instmt, raw):
        """
        :param instmt: Instrument
        :param raw: Raw data in JSON
        :return:
        """

        trade = Trade()
        trade_id = raw['order_id']
        trade_price = float(raw['counter']) / float(raw['base'])
        trade_volume = float(raw['base'])

        timestamp = float(raw[cls.get_trades_timestamp_field_name()]) / 1000.0
        trade.date_time = datetime.utcfromtimestamp(timestamp).strftime("%Y%m%d %H:%M:%S.%f")
        trade.trade_volume = trade_volume
        trade.trade_id = trade_id
        trade.trade_price = trade_price

        return trade