import time from huobi.model.market import * from huobi.utils import * from huobi.connection.websocket_req_client import WebSocketReqClient class ReqMbpService: def __init__(self, params): self.params = params def subscribe(self, callback, error_handler, **kwargs): symbol_list = self.params["symbol_list"] level = self.params["levels"] def subscription(connection): for symbol in symbol_list: connection.send(request_mbp_channel(symbol, level)) time.sleep(0.01) def parse(dict_data): return MbpReq.json_parse(dict_data) WebSocketReqClient(**kwargs).execute_subscribe_mbp(subscription, parse, callback, error_handler)