COB working

This commit is contained in:
Dobromir Popov
2025-06-30 02:39:37 +03:00
parent 4c53871014
commit 296e1be422
3 changed files with 232 additions and 134 deletions

View File

@ -1809,13 +1809,7 @@ class CleanTradingDashboard:
def __init__(self, data):
self.consolidated_bids = data.get('bids', [])
self.consolidated_asks = data.get('asks', [])
stats = data.get('stats', {})
self.spread_bps = stats.get('spread_bps', 0)
self.volume_weighted_mid = stats.get('mid_price', 0)
self.liquidity_imbalance = stats.get('imbalance', 0)
self.total_bid_liquidity = stats.get('total_bid_liquidity', 0)
self.total_ask_liquidity = stats.get('total_ask_liquidity', 0)
self.exchanges_active = stats.get('exchanges_active', [])
self.stats = data.get('stats', {})
return COBSnapshot(cob_data)
else: