diff --git a/cryptofeed/backends/parquet.py b/cryptofeed/backends/parquet.py index 37882a16e..98e899245 100644 --- 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 index 987014c53..6ad749b3d 100644 --- 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",