python orderbook parsing workaround for none values (kuna)

ccxt · Dec 25, 2017 · d0fb9c5 · d0fb9c5
1 parent 5e6a93e
commit d0fb9c5
Showing 1 changed file with 13 additions and 1 deletion.
diff --git a/python/ccxt/base/exchange.py b/python/ccxt/base/exchange.py
@@ -914,7 +914,19 @@ def parse_bid_ask(self, bidask, price_key=0, amount_key=0):
         return [float(bidask[price_key]), float(bidask[amount_key])]
 
     def parse_bids_asks(self, bidasks, price_key=0, amount_key=1):
-        return [self.parse_bid_ask(bidask, price_key, amount_key) for bidask in bidasks]
+        result = []
+        if len(bidasks):
+            if type(bidasks[0]) is list:
+                for bidask in bidasks:
+                    if bidask[price_key] and bidask[amount_key]:
+                        result.append(self.parse_bid_ask(bidask, price_key, amount_key))
+            elif type(bidasks[0]) is dict:
+                for bidask in bidasks:
+                    if (price_key in bidask) and (amount_key in bidask) and (bidask[price_key] and bidask[amount_key]):
+                        result.append(self.parse_bid_ask(bidask, price_key, amount_key))
+            else:
+                raise ExchangeError(self.id + ' unrecognized bidask format: ' + str(bidasks[0]))
+        return result
 
     def fetch_l2_order_book(self, symbol, params={}):
         orderbook = self.fetch_order_book(symbol, params)