(self, msg)
on_book_delete_orders_thru.
on_book_delete_orders_thru.
on_book_delete_orders_thru .
def on_book_delete_orders_thru(self, msg):
        """" on_book_delete_orders_thru. """
        index = msg.get('MDEntryPositionNo')
        side = msg.get('MDEntryType')
        if side == '0':
            self.buy_side = self.buy_side[index:]

            if self.buy_side:
                self.inst_status.set_best_bid(self.buy_side[0]['price'])
            else:
                self.inst_status.set_best_bid(None)

        elif side == '1':
            self.sell_side = self.sell_side[index:]

            if self.sell_side:
                self.inst_status.set_best_ask(self.sell_side[0]['price'])
            else:
                self.inst_status.set_best_ask(None)
def on_book_delete_orders_thru ( self , msg ) : index = msg . get ( 'MDEntryPositionNo' ) side = msg . get ( 'MDEntryType' ) if side == '0' : self . buy_side = self . buy_side [ index : ] if self . buy_side : self . inst_status . set_best_bid ( self . buy_side [ 0 ] [ 'price' ] ) else : self . inst_status . set_best_bid ( None ) elif side == '1' : self . sell_side = self . sell_side [ index : ] if self . sell_side : self . inst_status . set_best_ask ( self . sell_side [ 0 ] [ 'price' ] ) else : self . inst_status . set_best_ask ( None )