marketdataresources.py 文件源码

def parse_runner_book(book):
    back_levels = []
    lay_levels = []
    order_book = {'batb': [], 'batl': []}
    for level in book:
        for side, order in level.items():
            if order:
                side = price_side_map.get(side)
                if side == 'back':
                    bisect.insort(back_levels, floatify(order.get('Price')))
                    order_book['batb'].append([floatify(order.get('Price')), floatify(order.get('Stake'))])
                elif side == 'lay':
                    bisect.insort_right(lay_levels, floatify(order.get('Price')))
                    order_book['batl'].append([floatify(order.get('Price')), floatify(order.get('Stake'))])
    back_levels.reverse()
    order_book['batb'] = [[back_levels.index(x[0]), x[0], x[1]] for x in order_book['batb']]
    order_book['batl'] = [[lay_levels.index(x[0]), x[0], x[1]] for x in order_book['batl']]
    return order_book