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guanqun 2020-10-21 18:03:07 +08:00 committed by GitHub
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@ -43,7 +43,7 @@ class OrderBook:
def get_l2(self, depth: int) -> List[t.OrderInfo]:
"""Get the Level 2 market information."""
descending = self._is_bids
# The first elment of the inner list is price, the second is quantity.
# The first element of the inner list is price, the second is quantity.
levels: List[List[int]] = []
for node in self._slab.items(descending):
price = self.__get_price_from_slab(node)