in jupyter/demo.py [0:0]
def process_entry_update(self, entry: InstrumentMessage) -> None:
if entry.action == 'DELETE':
self.book.remove(entry.side, entry.price)
t = time.time()
if t - self.last_updated >= 0.5:
self.last_updated = t
self.table.update(self.book.get_bids(size=self.booksize))
self.table.update(self.book.get_asks(size=self.booksize))
elif entry.action == 'UPDATE':
e = to_dict(self.symbol, entry)
self.book.update(e)
t = time.time()
if t - self.last_updated >= 0.5:
self.last_updated = t
self.table.update(self.book.get_bids(size=self.booksize))
self.table.update(self.book.get_asks(size=self.booksize))
else:
raise Exception(f'Unknown action type: {entry.action}')