Order

Model representing an individual order

class Order(BaseModel):
    """
    Model representing an individual order.

    params:
        price (Decimal): The price of the order.

        volume (Decimal): The volume of the order.
    """
    price: Decimal
    volume: Decimal

Using

create object

from CryptoMathTrade.types import Order

order = Order(price='4', volume='431')
print(order)  # -> price=Decimal('4') volume=Decimal('431')

deserialization from JSON

for example Binance orderbook data

{
  "lastUpdateId": 1027024,
  "bids": [
    [
      "4.00000000",     // PRICE
      "431.00000000"    // QTY
    ]
  ],
  "asks": [
    [
      "4.00000200",
      "12.00000000"
    ]
  ]
}

from CryptoMathTrade.types import Order

binance_orderbook = {"lastUpdateId": 1027024, "bids": [["4.00000000", "431.00000000"]], "asks": [["4.00000200", "12.00000000"]]}
bids = [Order(price=bid[0], volume=bid[1]) for bid in binance_orderbook['bids']]
asks = [Order(price=ask[0], volume=ask[1]) for ask in binance_orderbook['asks']]
print(bids)  # -> [Order(price=Decimal('4.00000000'), volume=Decimal('431.00000000'))]
print(asks)  # -> [Order(price=Decimal('4.00000200'), volume=Decimal('12.00000000'))]

Orderbook

Model representing an order book with both buy and sell orders

class OrderBook(BaseModel):
    """
    Model representing an order book with both buy and sell orders.

    params:
        asks (list[Order]): List of sell orders (asks).

        bids (list[Order]): List of buy orders (bids).
    """
    asks: list[Order]
    bids: list[Order]

Using

create object

from CryptoMathTrade.types import Order, OrderBook

ask = Order(price='4.00000200', volume='12')
bid = Order(price='4', volume='431')
orderbook = OrderBook(asks=[ask], bids=[bid])
print(orderbook)  # -> asks=[Order(price=Decimal('4.00000200'), volume=Decimal('12'))] bids=[Order(price=Decimal('4'), volume=Decimal('431'))]

deserialization from JSON

for example Binance orderbook data

{
  "lastUpdateId": 1027024,
  "bids": [
    [
      "4.00000000",     // PRICE
      "431.00000000"    // QTY
    ]
  ],
  "asks": [
    [
      "4.00000200",
      "12.00000000"
    ]
  ]
}

from CryptoMathTrade.types import Order, OrderBook

binance_orderbook = {"lastUpdateId": 1027024, "bids": [["4.00000000", "431.00000000"]], "asks": [["4.00000200", "12.00000000"]]}
orderbook = OrderBook(asks=[Order(price=ask[0], volume=ask[1]) for ask in binance_orderbook['asks']],
                      bids=[Order(price=bid[0], volume=bid[1]) for bid in binance_orderbook['bids']], )
print(orderbook)  # -> asks=[Order(price=Decimal('4.00000200'), volume=Decimal('12.00000000'))] bids=[Order(price=Decimal('4.00000000'), volume=Decimal('431.00000000'))]