Python - aggregate function issues

1. Bitfinex v2 API returns book items in [price, volume, timestamp] format, while aggregate function expects [price, volume] format.

order_book = ccxt.bitfinex2().fetch_l2_order_book('BTC/USD')

Traceback (most recent call last): … order_book = ccxt.bitfinex2().fetch_l2_order_book(‘BTC/USD’) File “D:\Python\Python36-32\lib\site-packages\ccxt\exchange.py”, line 787, in fetch_l2_order_book ‘bids’: self.sort_by(self.aggregate(orderbook[‘bids’]), 0, True), File “D:\Python\Python36-32\lib\site-packages\ccxt\exchange.py”, line 511, in aggregate for [price, volume] in bidasks: ValueError: too many values to unpack (expected 2)

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1. ordered.iteritems() should be changed to ordered.items(), as iteritems() has been removed in Python 3.

order_book = ccxt.cex().fetch_l2_order_book('BTC/USD')

Traceback (most recent call last): … order_book = ccxt.cex().fetch_l2_order_book(‘BTC/USD’) File “D:\Python\Python36-32\lib\site-packages\ccxt\exchange.py”, line 787, in fetch_l2_order_book ‘bids’: self.sort_by(self.aggregate(orderbook[‘bids’]), 0, True), File “D:\Python\Python36-32\lib\site-packages\ccxt\exchange.py”, line 514, in aggregate for price, volume in ordered.iteritems(): AttributeError: ‘collections.OrderedDict’ object has no attribute ‘iteritems’

[Nitrooo]

fetch_order_book() doesn’t work anymore with Bitfinex v2 on ccxt v.1.9.107+. It works fine on v.1.9.106. I have not much time to investigate right now, but you get the timestamp in place of the price, for example.

[kroitor]

@Nitrooo that is not critical in our case, because:

1. efficiency matters, if you are going to aggregate tons of order books every second, which isn’t the case for most of trading applications
2. this is only done once upon fetching the orderbook
3. you can’t possibly fetch so many orderbooks in a limited amount of time so that the efficiency of converting list(...items()) becomes critical
4. Python 2 is going to die soon