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30 lines
861 B
30 lines
861 B
import time
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from huobi.utils import *
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from huobi.model.market import *
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from huobi.connection.subscribe_client import SubscribeClient
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class SubPriceDepthBboService:
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def __init__(self, params):
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self.params = params
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def subscribe(self, callback, error_handler, **kwargs):
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symbol_list = self.params["symbol_list"]
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def subscription(connection):
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for symbol in symbol_list:
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connection.send(price_depth_bbo_channel(symbol))
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time.sleep(0.01)
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def parse(dict_data):
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return default_parse(dict_data, PriceDepthBboEvent, PriceDepthBbo)
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SubscribeClient(**kwargs).execute_subscribe_v1(subscription,
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parse,
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callback,
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error_handler)
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