22 lines
363 B
Python
22 lines
363 B
Python
import asyncio
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MAX_ITEMS = 10
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class Depth:
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def __init__(self):
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self.bids = []
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self.asks = []
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self._event = asyncio.Event()
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async def wait(self):
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await self._event.wait()
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def askVolumeUntil(self, price):
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ret = 0
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for i in range(len(self.asks)):
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if self.asks[i][0] > price: break
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ret += self.asks[i][1]
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return ret
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