improve MM

util/depth.py

@@ -4,18 +4,12 @@ import asyncio
 MAX_ITEMS = 10
 
 class Depth:
-  def __init__(self):
+  def __init__(self, order_unit):
     self.bids = []
     self.asks = []
 
-    self._event = asyncio.Event()
+    self._event      = asyncio.Event()
+    self._order_unit = order_unit
 
   async def wait(self):
     await self._event.wait()
-
-  def askVolumeUntil(self, price):
-    ret = 0
-    for i in range(len(self.asks)):
-      if self.asks[i][0] > price: break
-      ret += self.asks[i][1]
-    return ret