fa dw
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@@ -35,8 +35,8 @@ def main():
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print("First message from exchange:", hello_message)
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#
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man.orderMan.sell("BOND", 1002, 99)
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man.orderMan.buy("BOND", 998, 99)
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man.orderMan.buy("BOND", 999, 99)
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man.orderMan.sell("BOND", 1001, 99)
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last_print_time = time.time()
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@@ -78,10 +78,8 @@ def on_book(message, man: Manager):
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now = time.time()
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if now > last_print_time:
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if now >= last_print_time+1:
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last_print_time = now
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print(message)
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print()
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valePos = man.positionMan.get_position("VALE")
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valeBid = man.valueMan.get_bid("VALE")
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@@ -98,16 +96,17 @@ def on_book(message, man: Manager):
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valePos * valeBid >
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valbzPos * valbzBid + FEE):
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man.orderMan.convert("VALBZ", Dir.SELL, valbzPos)
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elif message["symbol"] == "BOND":
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elif message["symbol"] == "MS" or message["symbol"] == "GS":
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now = time.time()
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if now > last_print_time:
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if now >= last_print_time+1:
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last_print_time = now
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print(message)
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print()
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bondPos = man.positionMan.get_position("BOND")
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bondBid = man.valueMan.get_bid("BOND")
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if (man.valueMan.get_bid(message["symbol"])+10 < man.valueMan.get_ask(message["symbol"])):
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man.orderMan.buy(message["symbol"], man.valueMan.get_bid(message["symbol"])-1, 10)
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else:
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man.orderMan.sell(message["symbol"], man.valueMan.get_ask(message["symbol"])+1, 10)
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