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Update quest.py (#997)
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small typo fix
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iozy authored Nov 9, 2023
1 parent 80ecbe1 commit e25f2f5
Showing 1 changed file with 1 addition and 1 deletion.
2 changes: 1 addition & 1 deletion cryptofeed/backends/quest.py
Original file line number Diff line number Diff line change
Expand Up @@ -72,7 +72,7 @@ def __init__(self, *args, depth=10, **kwargs):
self.depth = depth

async def __call__(self, book, receipt_timestamp: float):
vals = ','.join([f"bid_{i}_price={book.book.bids.index(i)[0]},bid_{i}_size={book.book.bids.index(i)[1]}" for i in range(self.depth)] + [f"ask{i}_price={book.book.asks.index(i)[0]},ask_{i}_size={book.book.asks.index(i)[1]}" for i in range(self.depth)])
vals = ','.join([f"bid_{i}_price={book.book.bids.index(i)[0]},bid_{i}_size={book.book.bids.index(i)[1]}" for i in range(self.depth)] + [f"ask_{i}_price={book.book.asks.index(i)[0]},ask_{i}_size={book.book.asks.index(i)[1]}" for i in range(self.depth)])
timestamp = book.timestamp
receipt_timestamp_int = int(receipt_timestamp * 1_000_000)
timestamp_int = int(timestamp * 1_000_000_000) if timestamp is not None else receipt_timestamp_int * 1000
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