coinbasepro-python
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Implementation of nasks and nbids
With the order book we are able to pull only the last upper bid and lower ask, i was thinking about adding 2 functions
def get_nasks(self, n):
return [self.get_asks(self._asks.peekitem(i)[0]) for i in range(n+1)]
And
def get_nbids(self, n):
return [self.get_bids(self._bids.peekitem(-i)[0]) for i in range(1, n+1)]
With these functions we are able to pull as many ask and bid data we want, with ease.