collect total asks and bids

dragoon · Nov 19, 2023 · 2443f84 · 2443f84
1 parent c2e417f
commit 2443f84
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Showing 3 changed files with 5 additions and 1 deletion.
diff --git a/datacollector/domain.py b/datacollector/domain.py
@@ -11,6 +11,8 @@ class AssetDataEntry:
     mid_price: Decimal
     best_bid: Decimal
     best_ask: Decimal
+    total_ask: float
+    total_bid: float
     total_ask_1: float
     total_ask_4: float
     total_bid_1: float

diff --git a/datacollector/services/data_process_service.py b/datacollector/services/data_process_service.py
@@ -56,6 +56,8 @@ def compute_data_entry(self, ob: DepthCache, current_time: datetime) -> AssetDat
             mid_price=mid_price,
             best_bid=best_bid,
             best_ask=best_ask,
+            total_ask=len(asks),
+            total_bid=len(bids),
             total_ask_1=ask_d1,
             total_ask_4=ask_d4,
             total_bid_1=bid_d1,

diff --git a/tests/datacollector/services/data_process_service_test.py b/tests/datacollector/services/data_process_service_test.py
@@ -34,7 +34,7 @@ def test_compute_data_entry(self):
 
         result = self.service.compute_data_entry(mock_depth_cache, self.dt_service.get_datetime())
         correct_result = AssetDataEntry(mid_price=Decimal(99.5), best_ask=Decimal(100), best_bid=Decimal(99),
-                                        book_bias_1=0.0, book_bias_4=0.0,
+                                        book_bias_1=0.0, book_bias_4=0.0, total_ask=2, total_bid=2,
                                         total_ask_1=1, total_bid_1=1, total_ask_4=3, total_bid_4=3,
                                         current_time=self.dt_service.get_datetime(), last_book_update=self.dt_service.get_datetime())