ws_thread.py 文件源码

def get_ticker(self, symbol):
        '''Return a ticker object. Generated from instrument.'''

        instrument = self.get_instrument(symbol)

        # If this is an index, we have to get the data from the last trade.
        if instrument['symbol'][0] == '.':
            ticker = {}
            ticker['mid'] = ticker['buy'] = ticker['sell'] = ticker['last'] = instrument['markPrice']
        # Normal instrument
        else:
            bid = instrument['bidPrice'] or instrument['lastPrice']
            ask = instrument['askPrice'] or instrument['lastPrice']
            ticker = {
                "last": instrument['lastPrice'],
                "buy": bid,
                "sell": ask,
                "mid": (bid + ask) / 2
            }

        # The instrument has a tickSize. Use it to round values.
        return {k: round(float(v or 0), instrument['tickLog']) for k, v in iteritems(ticker)}