[OrderBookManager] Add pair [price, size] conversion to order format

octobot_trading/data_manager/order_book_manager.pxd

@@ -55,4 +55,5 @@ cdef class OrderBookManager(Initializable):
     cdef void _remove_bids(self, double price)
 
 cdef int _order_id_index(str order_id, list order_list)
-
+cdef list _convert_price_size_list_to_order(list price_size_list, str side)
+cdef dict _convert_price_size_to_order(list price_size, str side)

octobot_trading/data_manager/order_book_manager.py

@@ -60,8 +60,8 @@ def handle_new_book(self, orders):
 
     def handle_new_books(self, asks, bids, timestamp=None):
         self.reset_order_book()
-        self.asks.update(asks)
-        self.bids.update(bids)
+        self.handle_book_adds(_convert_price_size_list_to_order(asks, TradeOrderSide.SELL.value))
+        self.handle_book_adds(_convert_price_size_list_to_order(bids, TradeOrderSide.BUY.value))
         if timestamp:
             self.timestamp = timestamp
         self.order_book_initialized = True
@@ -192,3 +192,31 @@ def _order_id_index(order_id, order_list):
             if order[ECOBIC.ORDER_ID.value] == order_id:
                 return index
     return ORDER_ID_NOT_FOUND
+
+
+def _convert_price_size_list_to_order(price_size_list, side):
+    """
+    Convert a [price, size] list to the book order format
+    :param price_size_list: the list of [price, size]
+    :param side: the order side
+    :return: the converted list
+    """
+    return [
+        _convert_price_size_to_order(price_size, side)
+        for price_size in price_size_list
+    ]
+
+
+def _convert_price_size_to_order(price_size, side):
+    """
+    Convert a pair of price and size to an order book dict format
+    :param price_size: the pair, size pair to convert
+    :param side: the order side
+    :return: the converted pair dict
+    """
+    return {
+        ECOBIC.SIDE.value: side,
+        ECOBIC.PRICE.value: price_size[0],
+        ECOBIC.SIZE.value: price_size[1],
+        ECOBIC.ORDER_ID.value: None
+    }

tests/util/random_numbers.py

@@ -53,8 +53,8 @@ def random_funding_rate(min_value=0):
 
 
 def random_order_book_side(min_value=0, count=2):
-    return zip(random_prices(min_value=min_value, count=count),
-               random_quantities(min_value=min_value, count=count))
+    return [list(pair) for pair in zip(random_prices(min_value=min_value, count=count),
+                                       random_quantities(min_value=min_value, count=count))]
 
 
 def random_candle_tuple():