in transcoder/message/handler/CmeBinaryPacketHandler.py [0:0]
def handle(self, message: ParsedMessage):
if message.name == 'MDIncrementalRefreshOrderBook47': # pylint: disable=too-many-nested-blocks
md_entries = message.dictionary.get('no_md_entries', None)
if md_entries is not None:
if len(md_entries) > 0:
for md_entry in md_entries:
md_entry_px = md_entry.get('md_entry_px', None)
if md_entry_px is not None:
mantissa = md_entry_px.get('mantissa', None)
exponent = md_entry_px.get('exponent', None)
if mantissa is not None and exponent is not None:
md_entry['md_entry_calculated_px'] = float(mantissa) * math.pow(10, exponent)