@@ -266,9 +266,9 @@ def parse_to_deltas(
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bids_len = len (self .contents .bids )
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asks_len = len (self .contents .asks )
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- for bid_id , bid in enumerate (self .contents .bids ):
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+ for idx , bid in enumerate (self .contents .bids ):
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flags = 0
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- if bid_id == bids_len - 1 and asks_len == 0 :
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+ if idx == bids_len - 1 and asks_len == 0 :
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# F_LAST, 1 << 7
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# Last message in the book event or packet from the venue for a given `instrument_id`
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flags = RecordFlag .F_LAST
@@ -291,9 +291,9 @@ def parse_to_deltas(
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)
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deltas .append (delta )
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- for ask_id , ask in enumerate (self .contents .asks ):
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+ for idx , ask in enumerate (self .contents .asks ):
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flags = 0
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- if ask_id == asks_len - 1 :
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+ if idx == asks_len - 1 :
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# F_LAST, 1 << 7
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# Last message in the book event or packet from the venue for a given `instrument_id`
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flags = RecordFlag .F_LAST
@@ -381,9 +381,9 @@ def parse_to_snapshot(
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bids_len = len (self .contents .bids )
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asks_len = len (self .contents .asks )
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- for bid_id , bid in enumerate (self .contents .bids ):
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+ for idx , bid in enumerate (self .contents .bids ):
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flags = 0
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- if bid_id == bids_len - 1 and asks_len == 0 :
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+ if idx == bids_len - 1 and asks_len == 0 :
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# F_LAST, 1 << 7
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# Last message in the book event or packet from the venue for a given `instrument_id`
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flags = RecordFlag .F_LAST
@@ -407,9 +407,9 @@ def parse_to_snapshot(
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deltas .append (delta )
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- for ask_id , ask in enumerate (self .contents .asks ):
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+ for idx , ask in enumerate (self .contents .asks ):
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flags = 0
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- if ask_id == asks_len - 1 :
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+ if idx == asks_len - 1 :
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# F_LAST, 1 << 7
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# Last message in the book event or packet from the venue for a given `instrument_id`
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flags = RecordFlag .F_LAST
@@ -471,11 +471,11 @@ def parse_to_deltas(
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bids_len = len (deltas_message .bids )
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asks_len = len (deltas_message .asks )
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- for bid_id , bid in enumerate (deltas_message .bids ):
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+ for idx , bid in enumerate (deltas_message .bids ):
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flags = 0
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if (
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delta_message_id == num_delta_messages - 1
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- and bid_id == bids_len - 1
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+ and idx == bids_len - 1
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and asks_len == 0
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):
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# F_LAST, 1 << 7
@@ -500,9 +500,9 @@ def parse_to_deltas(
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)
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deltas .append (delta )
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- for ask_id , ask in enumerate (deltas_message .asks ):
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+ for idx , ask in enumerate (deltas_message .asks ):
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flags = 0
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- if delta_message_id == num_delta_messages - 1 and ask_id == asks_len - 1 :
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+ if delta_message_id == num_delta_messages - 1 and idx == asks_len - 1 :
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# F_LAST, 1 << 7
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# Last message in the book event or packet from the venue for a given `instrument_id`
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flags = RecordFlag .F_LAST
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