update orderbook

leftys · Nov 13, 2024 · 59c8572 · 59c8572
1 parent bdc94e2
commit 59c8572
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Showing 2 changed files with 3 additions and 2 deletions.
diff --git a/cryptofeed/backends/parquet.py b/cryptofeed/backends/parquet.py
@@ -124,7 +124,7 @@ async def __call__(self, book: OrderBook, receipt_timestamp: float):
         side: SortedDict
         for side_name, side in (('bid', book.book.bids), ('ask', book.book.asks)):
             depth: int = -1
-            for price, size in side.to_list():
+            for price, size in side.to_list(20):
                 depth += 1
                 data[f'{side_name}_{depth}_price'] = float(price)
                 data[f'{side_name}_{depth}_size'] = float(size)

diff --git a/setup.py b/setup.py
@@ -87,7 +87,8 @@ def run_tests(self):
         "aiofile>=2.0.0",
         "yapic.json>=1.6.3",
         'uvloop ; platform_system!="Windows"',
-        "order_book>=0.6.1",
+        # "order_book>=0.6.1",
+        "order-book @ git+https://github.com/leftys/orderbook.git@c30b03952c6d76b9b3f960f69d5053bf1a8fed74#egg=order-book==0.6.1",
         "aiodns>=1.1",
         "aiomonitor>=0.4.5",
         "aioconsole>=0.5.1",