Bids and asks

# This is a code example. Configure your parameters below #

from __future__ import print_function
from datetime import datetime, timedelta, timezone
import logging
import os
from google.protobuf.timestamp_pb2 import Timestamp
from google.protobuf.json_format import MessageToJson
import grpc
from kaikosdk import sdk_pb2_grpc
from kaikosdk.core import instrument_criteria_pb2
from kaikosdk.stream.orderbookl2_v1 import request_pb2 as pb_orderbookl2


def orderbookl2replay_v1_request(channel: grpc.Channel):
    try:
        with channel:
            # start of date configuration #
            start = Timestamp()
            start.FromDatetime(datetime.now(timezone.utc) - timedelta(days=2))
            end = Timestamp()
            end.FromDatetime(datetime.now(timezone.utc) - timedelta(days=1))
            # end of date configuration #
            stub = sdk_pb2_grpc.StreamOrderbookL2ReplayServiceV1Stub(channel)

            responses = stub.Subscribe(
                pb_orderbookl2.StreamOrderBookL2ReplayRequestV1(
                    instrument_criteria=instrument_criteria_pb2.InstrumentCriteria(
                        exchange="cbse", instrument_class="spot", code="*"
                    ),
                    interval={"start_time": start, "end_time": end},
                )
            )

            for response in responses:
                # for debug purpose only, don't use MessageToJson in the reading loop in production
                print(
                    "Received message %s"
                    % (MessageToJson(response, including_default_value_fields=True))
                )
    except grpc.RpcError as e:
        print(e.details(), e.code())


def run():
    credentials = grpc.ssl_channel_credentials(root_certificates=None)
    call_credentials = grpc.access_token_call_credentials(os.environ["KAIKO_API_KEY"])
    composite_credentials = grpc.composite_channel_credentials(
        credentials, call_credentials
    )
    channel = grpc.secure_channel("gateway-v0-grpc.kaiko.ovh", composite_credentials)
    orderbookl2replay_v1_request(channel)


if __name__ == "__main__":
    logging.basicConfig()
    run()

# This is a code example. Configure your parameters below #

from __future__ import print_function
from datetime import datetime, timedelta
import logging
import os
from google.protobuf.timestamp_pb2 import Timestamp
from google.protobuf.json_format import MessageToJson
import grpc
from kaikosdk import sdk_pb2_grpc
from kaikosdk.core import instrument_criteria_pb2
from kaikosdk.stream.orderbookl2_v1 import request_pb2 as pb_orderbookl2


def orderbookl2_v1_request(channel: grpc.Channel):
    try:
        with channel:
            stub = sdk_pb2_grpc.StreamOrderbookL2ServiceV1Stub(channel)

            responses = stub.Subscribe(
                pb_orderbookl2.StreamOrderBookL2RequestV1(
                    instrument_criteria=instrument_criteria_pb2.InstrumentCriteria(
                        exchange="cbse", instrument_class="spot", code="*"
                    ),
                )
            )

            for response in responses:
                # for debug purpose only, don't use MessageToJson in the reading loop in production
                print(
                    "Received message %s"
                    % (MessageToJson(response, including_default_value_fields=True))
                )
    except grpc.RpcError as e:
        print(e.details(), e.code())


def run():
    credentials = grpc.ssl_channel_credentials(root_certificates=None)
    call_credentials = grpc.access_token_call_credentials(os.environ["KAIKO_API_KEY"])
    composite_credentials = grpc.composite_channel_credentials(
        credentials, call_credentials
    )
    channel = grpc.secure_channel("gateway-v0-grpc.kaiko.ovh", composite_credentials)
    orderbookl2_v1_request(channel)


if __name__ == "__main__":
    logging.basicConfig()
    run()