import time from huobi.connection.websocket_req_client import * from huobi.utils.channels_request import * from huobi.model.market import * class ReqPriceDepthService: def __init__(self, params): self.params = params def subscribe(self, callback, error_handler, **kwargs): symbol_list = self.params["symbol_list"] step = self.params["step"] def subscription(connection): for symbol in symbol_list: connection.send(request_price_depth_channel(symbol, step)) time.sleep(0.01) def parse(dict_data): price_depth_event = PriceDepthReq() price_depth_event.id = dict_data.get("id") price_depth_event.rep = dict_data.get("rep") data = dict_data.get("data", {}) price_depth_obj = PriceDepth.json_parse(data) price_depth_event.data = price_depth_obj return price_depth_event WebSocketReqClient(**kwargs).execute_subscribe_v1(subscription, parse, callback, error_handler)