python ccxtでbitmexの板取得＆指値位置計算

import ccxt

#買い指値計算
def getbidsfirst():
    
    result = bitmex.fetch_order_book(symbol='BTC/USD')
    #print(result)

    bids_first = result['bids'][0][0]    #買い板
    asks_first = result['asks'][0][0]   #売り板
    
    bids_first_volume = result['bids'][0][1]    #買い板量
    asks_first_volume = result['asks'][0][1]    #売り板量

    #板にぶつからなきゃ1つ上を攻める
    if( asks_first <= bids_first + 0.5 ):
        #買い板があまりにアツすぎるなら諦めて売り板にぶつける
        if asks_first_volume*3 < bids_first_volume :
            bids_first = bids_first + 0.5
        else:
            bids_first = bids_first
    else:
        bids_first = bids_first + 0.5

    return bids_first
        
#売り指値計算
def getasksfirst():
    
    result = bitmex.fetch_order_book(symbol='BTC/USD')
    #print(result)

    bids_first = result['bids'][0][0]    #買い板
    asks_first = result['asks'][0][0]   #売り板
    
    bids_first_volume = result['bids'][0][1]    #買い板量
    asks_first_volume = result['asks'][0][1]    #売り板量

    #板にぶつからなきゃ1つ下を攻める
    if( bids_first <= asks_first - 0.5 ):
        #売り板があまりにアツすぎるなら諦めて買い板にぶつける
        if bids_first_volume*3 < asks_first_volume :
            asks_first = asks_first - 0.5
        else:
            asks_first = asks_first
    else:
        asks_first = asks_first - 0.5

    return asks_first