WebSocket example subscribe executions
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from collections import deque | |
executions = deque(maxlen=100) | |
@sio.event | |
def message(data): | |
sma = 5 # default number of executions for mean | |
transactions = data['message']['data']['transactions'] | |
# print('transaction type: {}'.format(type(transactions))) | |
# print(json.dumps(transactions, indent=2)) | |
for num, transaction in enumerate(transactions): | |
print('transaction {0}: {1}'.format(num, transaction)) | |
executions.appendleft(int(transaction['price'])) | |
execution_num = len(executions) | |
if sma < execution_num: | |
l = list(executions)[0:sma] | |
print('executions average in queue: {}'.format(int(round(sum(l)/len(l))))) | |
elif sma > execution_num: | |
sma = execution_num | |
l = list(executions)[0:sma] | |
print('executions average in queue: {}'.format(int(round(sum(l)/len(l))))) | |
else: | |
print('executions are none') |
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