Refactor and ignore n/a exchange callbacks

This commit is contained in:
2022-11-10 07:20:20 +00:00
parent 8b52063473
commit c3d908341a
6 changed files with 40 additions and 23 deletions

View File

@@ -353,6 +353,7 @@ AccountInstrumentsSchema = {
)
}
class OrderTransaction(BaseModel):
id: str
accountID: str
@@ -367,9 +368,11 @@ class OrderTransaction(BaseModel):
positionFill: str
reason: str
class OrderCreate(BaseModel):
orderCreateTransaction: OrderTransaction
OrderCreateSchema = {
"id": "orderCreateTransaction.id",
"accountID": "orderCreateTransaction.accountID",
@@ -385,18 +388,22 @@ OrderCreateSchema = {
"reason": "orderCreateTransaction.reason",
}
class PriceBid(BaseModel):
price: str
liquidity: int
class PriceAsk(BaseModel):
price: str
liquidity: int
class PriceQuoteHomeConversionFactors(BaseModel):
positiveUnits: str
negativeUnits: str
class Price(BaseModel):
type: str
time: str
@@ -409,10 +416,12 @@ class Price(BaseModel):
quoteHomeConversionFactors: PriceQuoteHomeConversionFactors
instrument: str
class PricingInfo(BaseModel):
time: str
prices: list[Price]
PricingInfoSchema = {
"time": "time",
"prices": (