Support Board

async def send_security_definitions(writer):
with open(QUOTE_BOARD_FILE_LOCATION, 'w') as file:
for product in PRICES_DICT:
file.write(f"{product}_OKX\n")

total_products = len(PRICES_DICT)

for index, product in enumerate(PRICES_DICT):
instrument_data = INSTRUMENTS_DICT.get(product, {})
multiplier = PRODUCT_MULTIPLIERS.get(product, 1)
tick_size = str((Decimal(instrument_data.get('tick_size', 0)) * multiplier).normalize())
tick_value = str((Decimal(instrument_data.get('tick_size', 0)) * (Decimal(instrument_data.get('ct_value', 0)))).normalize())
decimal_places = len(tick_size.split('.')[1]) if '.' in tick_size else 0
price_display_format = decimal_places if decimal_places <= 9 else -1

product_prefix = product.split('-')[0]
description = await get_product_descriptions(product_prefix)

format_string = '2Hi64s16si64sfifB2f32sBfBIi3fIfBf64si2f8sfIB'
security_definition_data = struct.pack(
format_string,
struct.calcsize(format_string), # Size (uint16)
dtc["SECURITY_DEFINITION_RESPONSE"], # Type (uint16)
0, # RequestID (int32)
product.encode('ascii'), # Symbol (char, 64 bytes)
b"OKX", # Exchange (char, 16 bytes)
0, # SecurityType (int32)
description.encode('ascii'), # Description (char, 64 bytes)
float(tick_size), # MinPriceIncrement (float)
price_display_format, # PriceDisplayFormat (int32)
float(tick_value), # CurrencyValuePerIncrement (float)
1 if index == total_products - 1 else 0, # IsFinalMessage (uint8)
1.0, # FloatToIntPriceMultiplier (float)
1.0, # IntegerToFloatPriceDivisor (float)
b"", # UnderlyingSymbol (char, 32 bytes)
0, # UpdatesBidAskOnly (uint8)
0.0, # StrikePrice (float)
0, # PutOrCall (uint8)
0, # ShortInterest (uint32)
0, # SecurityExpirationDate (int32)
0.0, # BuyRolloverInterest (float)
0.0, # SellRolloverInterest (float)
0.0, # EarningsPerShare (float)
0, # SharesOutstanding (uint32)
0.0, # IntToFloatQuantityDivisor (float)
0, # HasMarketDepthData (uint8)
1.0, # DisplayPriceMultiplier (float)
b"", # ExchangeSymbol (char, 64 bytes)
0, # RolloverDate (int32)
0.0, # InitialMarginRequirement (float)
0.0, # MaintenanceMarginRequirement (float)
b"USDT", # Currency (char, 8 bytes)
0.0, # ContractSize (float)
0, # OpenInterest (uint32)
0 # IsDelayed (uint8)
)

writer.write(security_definition_data)
await writer.drain()