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add dbg

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yenru0
2026-05-09 15:40:10 +09:00
parent e5a10567d2
commit 3507723794
1 changed files with 5 additions and 8 deletions
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13
bot.py
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@@ -93,7 +93,7 @@ def on_trade(message: dict, orderman: OrderManager, state: StateManager):
def execute_arb(orderman: OrderManager, state: StateManager):
bid_valbz, ask_valbz = state.get_best_bid_ask("VALBZ")
bid_vale, ask_vale = state.get_best_bid_ask("VALE")
if bid_valbz is None or ask_valbz is None or bid_vale is None or ask_vale is None:
return
@@ -101,14 +101,11 @@ def execute_arb(orderman: OrderManager, state: StateManager):
valbz_to_vale = bid_vale - ask_valbz - 2
if vale_to_valbz > 10:
orderman.buy("VALE", bid_vale + 1, 10)
orderman.convert("VALE", Dir.SELL, 10)
orderman.sell("VALBZ", ask_valbz - 1, 10)
flag = orderman.buy("VALE", bid_vale + 1, 10) and orderman.convert("VALE", Dir.SELL, 10) and orderman.sell("VALBZ", ask_valbz - 1, 10)
print(f"VALE -> VALBZ: {vale_to_valbz}, {flag}")
elif valbz_to_vale > 10:
orderman.buy("VALBZ", bid_valbz + 1, 10)
orderman.convert("VALE", Dir.BUY, 10)
orderman.sell("VALE", ask_vale - 1, 10)
flag = orderman.buy("VALBZ", bid_valbz + 1, 10) and orderman.convert("VALE", Dir.BUY, 10) and orderman.sell("VALE", ask_vale - 1, 10)
print(f"VALBZ -> VALE: {valbz_to_vale}, {flag}")
# ~~~~~============== PROVIDED CODE ==============~~~~~