Added more information for a orderbook #136

Unt3r · 2025-03-13T19:25:03Z

Added more information about an orderbook.

Among some other things a tickSizeList is returned.

'tickSizeList': {
'tickSizeEntries': [
{'min': 0.0, 'max': 0.0998, 'tick': 0.0002},
...
{'min': 0.1, 'max': 0.1995, 'tick': 0.0005},
]
}

It can be used to make sure a correct price is set for an order.

If made a function (round_price_to_tick_size) for that.

def round_price_to_tick_size(tick_size_list, price, round_type="nearest"):
for entry in tick_size_list['tickSizeEntries']:
if entry['min'] <= price <= entry['max'] + entry['tick']:
tick = entry['tick']
decimal_places = len(str(tick).split('.')[1])
if round_type == 'up':
rounded_value = math.ceil(price / tick) * tick # round up to tick size
elif round_type == 'down':
rounded_value = math.floor(price / tick) * tick # round down to tick size
else:
rounded_value = round(price / tick) * tick # default round to the nearest tick size
return round(rounded_value, decimal_places)

return value  # return original price if no tick size is found

I don't know if it should be added to the project?
In that case where?

With the function the following can be done:
ob = avanza.get_orderbook(861076)
tsl = ob["tickSizeList"]
round_price_to_tick_size(tsl, 13.16512345)

The function will return 13.15 (since it is traded in 0.05 ticks between 10 and 20)

Added route to ORDERBOOK_PATH

Added get_orderbook

wenrir

Some comments, please only consider the ones you find relevant. Thank you for your consideration.

wenrir · 2025-03-20T06:01:34Z

avanza/avanza.py

@@ -451,6 +451,13 @@ def get_order_books(self, order_book_ids: Sequence[str]) -> List[OrderBook]:
            HttpMethod.GET,
            Route.ORDERBOOK_LIST_PATH.value.format(",".join(order_book_ids)),
        )
+
+    def get_orderbook(self, order_book_id: str ):
+


Could you please add a function description? Similar to on line 448

wenrir · 2025-03-20T06:02:29Z

avanza/avanza.py

@@ -451,6 +451,13 @@ def get_order_books(self, order_book_ids: Sequence[str]) -> List[OrderBook]:
            HttpMethod.GET,
            Route.ORDERBOOK_LIST_PATH.value.format(",".join(order_book_ids)),
        )
+
+    def get_orderbook(self, order_book_id: str ):


Additionally this might be a question for @Qluxzz, do we want to name it get_orderbook or get_order_book

Since order book is two words it should be get_order_book

wenrir · 2025-03-20T06:03:04Z

avanza/avanza.py

@@ -451,6 +451,13 @@ def get_order_books(self, order_book_ids: Sequence[str]) -> List[OrderBook]:
            HttpMethod.GET,
            Route.ORDERBOOK_LIST_PATH.value.format(",".join(order_book_ids)),
        )
+
+    def get_orderbook(self, order_book_id: str ):


Suggested change

def get_orderbook(self, order_book_id: str ):

def get_orderbook(self, order_book_id: str):

Also please consider adding return type as in other functions e.g. -> List[OrderBook]:

You (@Unt3r) mentioned that among other things the tick size is also returned. Does the other things in the response correspond to the existing Orderbook model?

Easiest way to validate that is to write a test for the method, it will then say what fields (if any) are missing or has invalid values.

Unt3r added 2 commits March 13, 2025 19:46

Update constants.py

1101d78

Added route to ORDERBOOK_PATH

Update avanza.py

ceb977a

Added get_orderbook

wenrir suggested changes Mar 20, 2025

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Added more information for a orderbook #136

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