Created
November 4, 2021 20:56
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import binascii | |
init_snapshot = [320, {'as': [['61414.70000', '0.15802523', '1636057937.821577'], ['61414.80000', '0.10000000', '1636057937.771221'], ['61416.60000', '0.03057629', '1636057930.909345'], ['61421.30000', '0.10000000', '1636057937.322859'], ['61421.40000', '0.40479201', '1636057930.059247'], ['61422.00000', '4.07165344', '1636057937.769963'], ['61424.30000', '0.66105226', '1636057937.056049'], ['61424.50000', '0.28430974', '1636057930.086022'], ['61426.10000', '0.65420000', '1636057937.786911'], ['61426.20000', '0.25000000', '1636057935.236143']], 'bs': [['61412.40000', '0.09300000', '1636057936.791658'], ['61406.30000', '0.10000000', '1636057934.212321'], ['61406.20000', '0.07000000', '1636057931.333046'], ['61405.00000', '1.19933331', '1636057924.376252'], ['61403.60000', '2.31557100', '1636057911.328986'], ['61403.00000', '0.16039285', '1636057936.252989'], ['61401.20000', '0.00428000', '1636057893.611698'], ['61400.00000', '0.07000000', '1636057931.083644'], ['61398.20000', '0.14658400', '1636057936.712308'], ['61397.60000', '4.07154258', '1636057936.326926']]}, 'book-10', 'XBT/USD'] | |
asks = init_snapshot[1]['as'] | |
bids = init_snapshot[1]['bs'] | |
CHANNEL_ORDER_BOOK_DEPTH = 10 | |
def _get_crc32_input(depth_list: list) -> str: | |
depth_list = depth_list[:10] | |
input = '' | |
for i in depth_list: | |
p = i[0].replace('.', '').lstrip('0') | |
a = i[1].replace('.', '').lstrip('0') | |
input += p + a | |
return input | |
def _merge_order_book(depth_list: list, update_list: list, reverse=False) -> list: | |
appended = False | |
for update in update_list: | |
if float(update[1]) == 0: | |
# remove | |
depth_list = list( | |
filter(lambda x: x[0] != update[0], depth_list)) | |
else: | |
# update | |
updated = False | |
for i in range(0, len(depth_list)): | |
if depth_list[i][0] == update[0]: | |
depth_list[i][1] = update[1] | |
depth_list[i][2] = update[2] | |
updated = True | |
break | |
# add | |
if not updated: | |
depth_list.append(update) | |
appended = True | |
# sort | |
if appended: | |
depth_list.sort(key=lambda x: float(x[0]), reverse=reverse) | |
return depth_list[:CHANNEL_ORDER_BOOK_DEPTH] | |
message_list = [ | |
[320, {'a': [['61414.80000', '0.00000000', '1636057938.232411'], ['61426.40000', '0.17974903', '1636057931.386005', 'r']], 'c': '3704263489'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61401.90000', '2.44302845', '1636057938.236272']], 'c': '2867009500'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61413.80000', '2.44304102', '1636057938.236649']], 'c': '1238743468'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61414.70000', '0.00000000', '1636057938.261982'], ['61426.40000', '0.17974903', '1636057931.386005', 'r']], 'c': '3537322573'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61421.20000', '0.10000000', '1636057938.269132']], 'c': '1807253684'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61413.70000', '0.27989600', '1636057938.281024']], 'c': '3280816650'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61413.70000', '0.43792123', '1636057938.288318']], 'c': '3679393787'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61401.90000', '0.00000000', '1636057938.297384'], ['61397.60000', '4.07154258', '1636057936.326926', 'r']], 'c': '2909180774'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61413.80000', '0.00000000', '1636057938.342994'], ['61426.20000', '0.25000000', '1636057935.236143', 'r']], 'c': '1430570059'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61403.00000', '0.44487989', '1636057938.388188']], 'c': '1953120761'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61421.20000', '0.20895973', '1636057938.397311']], 'c': '229110942'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61421.20000', '0.30895973', '1636057938.400695']], 'c': '2394601517'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61421.20000', '0.40895973', '1636057938.455672']], 'c': '2970244022'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61406.40000', '0.09104027', '1636057938.480947']], 'c': '120476175'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61406.40000', '0.19104027', '1636057938.482768']], 'c': '3145743526'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61412.50000', '0.04197477', '1636057938.506714']], 'c': '4153982766'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61421.20000', '0.30895973', '1636057938.514617']], 'c': '445188841'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61421.20000', '0.20000000', '1636057938.516422']], 'c': '2618378653'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61406.40000', '0.29104027', '1636057938.537972']], 'c': '465487789'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61413.10000', '2.44301036', '1636057938.677196']], 'c': '2718826541'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61403.20000', '2.44296238', '1636057938.680306']], 'c': '1271696203'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61413.70000', '0.27989600', '1636057938.701129']], 'c': '2795978912'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61412.50000', '0.00000000', '1636057938.701484'], ['61400.00000', '0.07000000', '1636057931.083644', 'r']], 'c': '2447169842'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61413.70000', '0.00000000', '1636057938.718748'], ['61426.20000', '0.25000000', '1636057935.236143', 'r']], 'c': '1430395056'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61404.50000', '0.13002242', '1636057938.723198']], 'c': '4030648193'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61413.00000', '0.15802523', '1636057938.724708']], 'c': '3386145890'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61418.80000', '4.07173493', '1636057938.770826']], 'c': '3820000959'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61403.20000', '0.00000000', '1636057938.815171'], ['61400.00000', '0.07000000', '1636057931.083644', 'r']], 'c': '1628100216'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61413.10000', '0.00000000', '1636057938.816646'], ['61426.10000', '0.65420000', '1636057937.786911', 'r']], 'c': '965434172'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61413.00000', '0.00000000', '1636057938.840451'], ['61426.20000', '0.25000000', '1636057935.236143', 'r']], 'c': '1484964763'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61416.50000', '0.15802523', '1636057938.866880']], 'c': '2320788171'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61401.00000', '0.08249440', '1636057938.904606']], 'c': '128968254'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61422.80000', '0.07000000', '1636057938.969445']], 'c': '3789469775'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61404.10000', '2.44293832', '1636057938.970234']], 'c': '128317340'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61414.50000', '2.44293832', '1636057938.970386']], 'c': '423446924'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61416.50000', '0.00000000', '1636057938.995034'], ['61424.50000', '0.28430974', '1636057930.086022', 'r']], 'c': '441646965'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61421.20000', '0.10000000', '1636057939.008215']], 'c': '3130796062'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61414.40000', '0.15802523', '1636057939.019074']], 'c': '504629729'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61414.50000', '0.00000000', '1636057939.112620'], ['61424.50000', '0.28430974', '1636057930.086022', 'r']], 'c': '1281653551'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61414.40000', '0.00000000', '1636057939.137441'], ['61426.10000', '0.65420000', '1636057937.786911', 'r']], 'c': '2636082028'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61406.40000', '0.20000000', '1636057939.148271']], 'c': '1423760609'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61406.40000', '0.10000000', '1636057939.149844']], 'c': '1069982835'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61416.50000', '0.15802523', '1636057939.164458']], 'c': '95612904'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61416.50000', '0.43792123', '1636057939.183980']], 'c': '2550518181'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61406.00000', '0.40535532', '1636057939.193733']], 'c': '2674421871'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61406.30000', '0.00000000', '1636057939.233664'], ['61401.20000', '0.00428000', '1636057893.611698', 'r']], 'c': '715885726'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61414.50000', '2.44293832', '1636057939.279429']], 'c': '1297779233'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61412.50000', '0.10000000', '1636057939.282798']], 'c': '2802302481'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61421.90000', '0.10000000', '1636057939.286513']], 'c': '2488854080'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61416.50000', '0.27989600', '1636057939.303461']], 'c': '3280039865'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61412.50000', '0.00000000', '1636057939.317755'], ['61401.20000', '0.00428000', '1636057893.611698', 'r']], 'c': '2360456097'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61416.50000', '0.00000000', '1636057939.321138'], ['61424.30000', '0.66105226', '1636057937.056049', 'r']], 'c': '1555512574'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61414.40000', '0.15802523', '1636057939.326884']], 'c': '4173197950'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61404.10000', '0.00000000', '1636057939.327741'], ['61401.00000', '0.08249440', '1636057938.904606', 'r']], 'c': '972169937'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61406.50000', '0.10000000', '1636057939.353767']], 'c': '2379493569'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61406.40000', '0.00000000', '1636057939.354811'], ['61401.00000', '0.08249440', '1636057938.904606', 'r']], 'c': '3542876865'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61418.80000', '0.00000000', '1636057939.376833'], ['61424.30000', '0.66105226', '1636057937.056049', 'r']], 'c': '4222961726'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61404.80000', '2.44290732', '1636057939.377207']], 'c': '3464678046'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61414.50000', '0.00000000', '1636057939.407708'], ['61424.50000', '0.28430974', '1636057930.086022', 'r']], 'c': '3598799918'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61414.40000', '0.00000000', '1636057939.433243'], ['61426.20000', '0.25000000', '1636057935.236143', 'r']], 'c': '4004876441'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61404.80000', '0.00000000', '1636057939.435343'], ['61401.00000', '0.08249440', '1636057938.904606', 'r']], 'c': '1280125955'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61416.50000', '0.15802523', '1636057939.459294']], 'c': '3642938621'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61412.40000', '0.11300000', '1636057939.521892']], 'c': '3423688201'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61421.30000', '0.00000000', '1636057939.527239'], ['61426.20000', '0.25000000', '1636057935.236143', 'r']], 'c': '113814237'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61414.50000', '2.44291246', '1636057939.531399']], 'c': '3006483382'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61416.50000', '0.00000000', '1636057939.554846'], ['61426.20000', '0.25000000', '1636057935.236143', 'r']], 'c': '1083658974'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61414.40000', '0.15802523', '1636057939.578677']], 'c': '1851172103'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61414.50000', '0.00000000', '1636057939.709189'], ['61426.20000', '0.25000000', '1636057935.236143', 'r']], 'c': '2958977436'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61414.40000', '0.00000000', '1636057939.733407'], ['61426.40000', '0.17974903', '1636057931.386005', 'r']], 'c': '437562131'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61403.70000', '2.44293916', '1636057939.794332']], 'c': '3015055106'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61416.50000', '0.15802523', '1636057939.794674']], 'c': '2445853064'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61414.50000', '2.44293916', '1636057939.841479']], 'c': '4135309442'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61403.70000', '0.00000000', '1636057939.862617'], ['61401.00000', '0.08249440', '1636057938.904606', 'r']], 'c': '906548810'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61404.50000', '0.00000000', '1636057939.863436'], ['61400.00000', '0.07000000', '1636057931.083644', 'r']], 'c': '4028500959'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61416.50000', '0.00000000', '1636057939.866514'], ['61426.20000', '0.25000000', '1636057935.236143', 'r']], 'c': '3983944653'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61421.10000', '0.10895973', '1636057939.898581']], 'c': '542817194'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61421.10000', '0.20895973', '1636057939.899544']], 'c': '43656562'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61421.10000', '0.10000000', '1636057939.984344']], 'c': '240283817'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61421.10000', '0.00000000', '1636057939.988404'], ['61426.20000', '0.25000000', '1636057935.236143', 'r']], 'c': '3983944653'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61406.30000', '0.10000000', '1636057940.039368']], 'c': '213958866'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61414.40000', '0.27989600', '1636057940.127641']], 'c': '563695740'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61414.50000', '0.00000000', '1636057940.198311'], ['61426.20000', '0.25000000', '1636057935.236143', 'r']], 'c': '4029443830'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61414.40000', '0.00000000', '1636057940.240489'], ['61426.40000', '0.17974903', '1636057931.386005', 'r']], 'c': '3547899107'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61404.00000', '2.44293916', '1636057940.244216']], 'c': '3277020647'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61413.40000', '2.44293916', '1636057940.244481']], 'c': '2205692386'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61406.10000', '0.05986464', '1636057940.245424']], 'c': '4207818589'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61421.30000', '0.00530108', '1636057940.245632']], 'c': '3259085668'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61404.00000', '0.00000000', '1636057940.335555'], ['61401.20000', '0.00428000', '1636057893.611698', 'r']], 'c': '637966865'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61406.30000', '0.00000000', '1636057940.391357'], ['61401.00000', '0.08249440', '1636057938.904606', 'r']], 'c': '4066834340'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61421.10000', '0.10000000', '1636057940.650165']], 'c': '1059460142'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61421.10000', '0.20895973', '1636057940.657195']], 'c': '3233374755'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61404.50000', '0.13002242', '1636057940.730855']], 'c': '2988417648'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61421.10000', '0.10000000', '1636057940.732498']], 'c': '3427877307'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61421.10000', '0.00000000', '1636057940.733670'], ['61424.50000', '0.28430974', '1636057930.086022', 'r']], 'c': '3253824358'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61421.90000', '0.00000000', '1636057940.788036'], ['61426.20000', '0.25000000', '1636057935.236143', 'r']], 'c': '2542760560'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61406.50000', '0.00000000', '1636057940.996853'], ['61401.00000', '0.08249440', '1636057938.904606', 'r']], 'c': '3565528523'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61412.50000', '0.10000000', '1636057941.034971']], 'c': '872593855'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61404.50000', '0.00000000', '1636057941.064078'], ['61401.00000', '0.08249440', '1636057938.904606', 'r']], 'c': '242252275'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61413.30000', '0.27989600', '1636057941.367719']], 'c': '271424103'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61421.10000', '0.10895973', '1636057941.398254']], 'c': '2441147397'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61421.10000', '0.20895973', '1636057941.400476']], 'c': '2532561044'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61421.30000', '0.00000000', '1636057941.445391'], ['61424.50000', '0.28430974', '1636057930.086022', 'r']], 'c': '1459895797'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61413.20000', '0.00530108', '1636057941.447820']], 'c': '911930497'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61421.10000', '0.30895973', '1636057941.453766']], 'c': '1441227994'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61421.10000', '0.20000000', '1636057941.481390']], 'c': '1376441499'}, 'book-10', 'XBT/USD'], | |
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[320, {'a': [['61417.60000', '0.10000000', '1636058161.565127']], 'c': '1327405184'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61412.40000', '0.63207047', '1636058161.578708']], 'c': '300044466'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61412.50000', '0.38053896', '1636058161.579591']], 'c': '4068397648'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61412.90000', '2.44282641', '1636058161.627094']], 'c': '550132957'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61412.50000', '0.37523952', '1636058161.627197']], 'c': '1188465391'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61412.40000', '0.69193458', '1636058161.627369']], 'c': '344012063'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61421.30000', '0.17500141', '1636058161.630111']], 'c': '2156628100'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61417.60000', '0.20000000', '1636058161.669468']], 'c': '1107552562'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61412.50000', '0.38054007', '1636058161.672450']], 'c': '3558487758'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61412.40000', '0.63207047', '1636058161.672520']], 'c': '2253228350'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61421.30000', '0.00000000', '1636058161.674125'], ['61422.40000', '0.40635008', '1636058057.546404', 'r']], 'c': '306656421'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61412.90000', '0.00000000', '1636058161.683880'], ['61422.60000', '2.08410000', '1636058160.815238', 'r']], 'c': '2438365545'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61404.70000', '2.44282641', '1636058161.732621']], 'c': '777491831'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61400.70000', '0.10000000', '1636058161.752794']], 'c': '3262920248'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61412.50000', '0.37523952', '1636058161.781197']], 'c': '1415965124'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61412.40000', '0.69193458', '1636058161.781572']], 'c': '103962164'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61417.60000', '0.10000000', '1636058161.784580']], 'c': '2501840067'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61412.50000', '0.26627979', '1636058161.788129']], 'c': '1209308360'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61412.40000', '0.63207047', '1636058161.829194']], 'c': '440609592'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61412.40000', '0.69193458', '1636058161.829285']], 'c': '1209308360'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61420.30000', '0.00000000', '1636058161.854984'], ['61423.30000', '0.18315106', '1636058157.703723', 'r']], 'c': '4106986679'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61412.40000', '0.67193458', '1636058161.870666']], 'c': '3075267176'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61404.70000', '0.00000000', '1636058161.878620'], ['61399.10000', '0.16212038', '1636058158.998670', 'r']], 'c': '3867173508'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61412.40000', '0.62993458', '1636058161.894409']], 'c': '2136048272'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61417.90000', '0.00000000', '1636058161.900979'], ['61424.80000', '0.65420000', '1636058160.306170', 'r']], 'c': '2339848348'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61422.00000', '0.44369702', '1636058161.902602']], 'c': '2983326651'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61417.50000', '0.40000000', '1636058161.918135']], 'c': '2667504300'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61412.40000', '0.57007047', '1636058161.925143']], 'c': '3492766734'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61412.50000', '2.70913602', '1636058161.925249']], 'c': '3491749484'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61400.50000', '0.00000000', '1636058161.925987'], ['61398.30000', '1.08964277', '1636058142.170573', 'r']], 'c': '1591224455'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61412.50000', '2.58017302', '1636058161.947045']], 'c': '1365908219'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61412.40000', '0.62993458', '1636058161.951518']], 'c': '1778125241'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61418.70000', '0.07000000', '1636058161.958842']], 'c': '2944825061'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61420.60000', '0.65420000', '1636058161.960103']], 'c': '2135009642'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61400.80000', '0.10000000', '1636058161.963668']], 'c': '2084261752'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61412.50000', '2.75517144', '1636058161.967976']], 'c': '1037633'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61404.80000', '0.40522980', '1636058161.968113']], 'c': '1533987782'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61412.50000', '2.76047199', '1636058161.971821']], 'c': '2577866522'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61412.50000', '2.88943499', '1636058161.989145']], 'c': '1977939388'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61412.40000', '0.57007047', '1636058161.995279']], 'c': '993358622'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61413.60000', '4.07189377', '1636058161.999616']], 'c': '1295523292'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61404.80000', '0.00000000', '1636058162.013213'], ['61399.10000', '0.16212038', '1636058158.998670', 'r']], 'c': '374932315'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61412.50000', '2.71443657', '1636058162.096726']], 'c': '1615405864'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61407.70000', '0.02000000', '1636058162.146405']], 'c': '847951509'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61413.60000', '0.00000000', '1636058162.186004'], ['61422.40000', '0.40635008', '1636058057.546404', 'r']], 'c': '1112592929'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61400.60000', '0.00000000', '1636058162.203763'], ['61399.10000', '0.16212038', '1636058158.998670', 'r']], 'c': '1754272740'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61400.90000', '0.10000000', '1636058162.240992']], 'c': '567392533'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61401.60000', '2.44295389', '1636058162.294357']], 'c': '1194719543'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61401.60000', '0.00000000', '1636058162.408061'], ['61400.00000', '0.07000000', '1636058151.795341', 'r']], 'c': '567392533'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61418.70000', '0.00000000', '1636058162.427634'], ['61422.60000', '2.08410000', '1636058160.815238', 'r']], 'c': '2216556273'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61407.70000', '0.00000000', '1636058162.446902'], ['61399.10000', '0.16212038', '1636058158.998670', 'r']], 'c': '335759154'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61412.50000', '2.82339630', '1636058162.452645']], 'c': '3214172362'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61407.70000', '0.02000000', '1636058162.499868']], 'c': '3255261150'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61400.70000', '0.00000000', '1636058162.504207'], ['61399.10000', '0.16212038', '1636058158.998670', 'r']], 'c': '3581311687'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61413.30000', '4.07192022', '1636058162.536568']], 'c': '3864170279'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61418.70000', '0.07000000', '1636058162.538676']], 'c': '1011936087'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61401.00000', '0.09104027', '1636058162.539782']], 'c': '2605151444'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61407.70000', '0.00000000', '1636058162.561823'], ['61399.10000', '0.16212038', '1636058158.998670', 'r']], 'c': '2812046796'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61417.60000', '0.00000000', '1636058162.571975'], ['61422.40000', '0.40635008', '1636058057.546404', 'r']], 'c': '1459373517'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61417.70000', '0.00000000', '1636058162.572291'], ['61422.60000', '2.08410000', '1636058160.815238', 'r']], 'c': '3419902384'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61401.00000', '0.00000000', '1636058162.574881'], ['61398.30000', '1.08964277', '1636058142.170573', 'r']], 'c': '1631080317'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61401.10000', '2.44294296', '1636058162.595599']], 'c': '4290799455'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61400.90000', '0.00000000', '1636058162.601653'], ['61398.30000', '1.08964277', '1636058142.170573', 'r']], 'c': '2388263444'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61412.50000', '2.92339630', '1636058162.611638']], 'c': '1847844199'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61419.40000', '0.17499842', '1636058162.631657']], 'c': '4058531248'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61399.20000', '0.10000000', '1636058162.639297']], 'c': '2408149754'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61401.10000', '0.00000000', '1636058162.641334'], ['61398.30000', '1.08964277', '1636058142.170573', 'r']], 'c': '4016183373'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61412.50000', '2.82339630', '1636058162.654193']], 'c': '1710641766'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61413.20000', '0.10000000', '1636058162.696199']], 'c': '4097268758'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61417.40000', '0.10000000', '1636058162.698570']], 'c': '2330778336'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61412.40000', '0.51556787', '1636058162.933165']], 'c': '3002120540'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61417.50000', '0.00000000', '1636058163.055598'], ['61422.00000', '0.44369702', '1636058161.902602', 'r']], 'c': '2404324735'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61412.40000', '0.00056787', '1636058163.149367']], 'c': '3306871315'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61412.50000', '2.92339630', '1636058163.169668']], 'c': '2297835111'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61399.30000', '0.10000000', '1636058163.255542']], 'c': '3254922976'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61400.90000', '0.09104027', '1636058163.286918']], 'c': '1255715513'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61399.30000', '0.00000000', '1636058163.294883'], ['61399.10000', '0.16212038', '1636058158.998670', 'r']], 'c': '1702008925'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61400.90000', '0.00000000', '1636058163.523793'], ['61398.30000', '1.08964277', '1636058142.170573', 'r']], 'c': '2297835111'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61399.20000', '0.00000000', '1636058163.602288'], ['61397.70000', '1.13855608', '1636058154.377997', 'r']], 'c': '254621084'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61400.90000', '0.10000000', '1636058163.639864']], 'c': '3739641371'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61400.60000', '2.44297609', '1636058163.654306']], 'c': '3535270351'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61417.40000', '0.00000000', '1636058163.679067'], ['61422.40000', '0.40635008', '1636058057.546404', 'r']], 'c': '904185849'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61406.40000', '0.02000000', '1636058163.757918']], 'c': '2943774401'}, 'book-10', 'XBT/USD'], | |
[320, {'b': [['61400.60000', '0.00000000', '1636058163.804684'], ['61399.10000', '0.16212038', '1636058158.998670', 'r']], 'c': '17365691'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61412.40000', '0.00003213', '1636058163.943528']]}, {'b': [['61412.40000', '0.00000000', '1636058163.943766'], ['61398.30000', '1.08964277', '1636058142.170573', 'r']], 'c': '3067739637'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61412.50000', '2.79443330', '1636058163.988372']], 'c': '2419961984'}, 'book-10', 'XBT/USD'], | |
[320, {'a': [['61416.90000', '0.17500320', '1636058163.991875']], 'c': '3436110927'}, 'book-10', 'XBT/USD'] | |
] | |
for message in message_list: | |
a = message[1].get('a', []) | |
b = message[1].get('b', []) | |
c = message[1].get('c') | |
asks = _merge_order_book(asks, a, reverse=False) | |
bids = _merge_order_book(bids, b, reverse=True) | |
checksum_input = f"{_get_crc32_input(asks) + _get_crc32_input(bids)}".encode( | |
'utf-8') | |
checksum = str(binascii.crc32(checksum_input)) | |
if checksum == c: | |
print("checksum match") | |
else: | |
print(message) | |
print(checksum) | |
# print(asks) | |
# print(bids) | |
print("checksum not match!") |
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