some change

This commit is contained in:
2026-05-09 15:25:49 +09:00
parent 174df5c728
commit 57b27791ff
2 changed files with 69 additions and 42 deletions

View File

@@ -1,5 +1,11 @@
import time
from collections import deque
from enum import Enum
class Dir(str, Enum):
BUY = "BUY"
SELL = "SELL"
class OrderManager:
@@ -27,13 +33,13 @@ class OrderManager:
self.positions = {s: 0 for s in symbols}
self.future_positions = {s: 0 for s in symbols}
def add_order(self, order_id: int, symbol: str, size: int):
self.orders[order_id] = size
def add_order(self, order_id: int, symbol: str, quantity: int):
self.orders[order_id] = {"symbol": symbol, "quantity": quantity}
def get_order(self, order_id: int):
return self.orders.get(order_id)
def _next_order(self):
def next_order(self):
self._order_size += 1
return self._order_size
@@ -55,6 +61,9 @@ class OrderManager:
# 전송 조건 통과 시 실제 통신 수행
if action_type == "add":
size = kwargs["size"]
dir = kwargs["dir"]
if dir == Dir.SELL:
size = -size
if (
self.future_positions[kwargs["symbol"]] + size
> self.POSITIONS_LIMIT[kwargs["symbol"]]
@@ -72,12 +81,22 @@ class OrderManager:
self._send_timestamps.append(now)
return True
def sell(self, symbol: str, price: int, size: int):
def sell(self, symbol: str, dir: Dir, price: int, size: int):
return self._attempt_send(
"add",
order_id=self._next_order(),
order_id=self.next_order(),
symbol=symbol,
dir="SELL",
dir=dir,
price=price,
size=size,
)
def buy(self, symbol: str, dir: Dir, price: int, size: int):
return self._attempt_send(
"add",
order_id=self.next_order(),
symbol=symbol,
dir=dir,
price=price,
size=size,
)
@@ -89,7 +108,7 @@ class OrderManager:
self.positions["VALE"] -= size
self.positions["VALBZ"] += size
return self.exchange.send_convert_message(
order_id=self._next_order(),
order_id=self.next_order(),
symbol=symbol,
dir="BUY",
size=size,
@@ -102,19 +121,18 @@ class OrderManager:
self.positions["VALE"] += size
self.positions["VALBZ"] -= size
return self.exchange.send_convert_message(
order_id=self._next_order(),
order_id=self.next_order(),
symbol=symbol,
dir="SELL",
size=size,
)
def buy(self, symbol: str, price: int, size: int):
def convert(self, symbol: str, dir: str, size: int):
return self._attempt_send(
"add",
order_id=self._next_order(),
"convert",
order_id=self.next_order(),
symbol=symbol,
dir="BUY",
price=price,
dir=dir,
size=size,
)
@@ -131,4 +149,4 @@ class OrderManager:
self.orders[order_id]["quantity"] = new_size
def check_pos_limit(self, symbol: str) -> bool:
return abs(self.positions[symbol]) < self.POSITIONS_LIMIT[symbol]
return abs(self.positions[symbol]) < self.POSITIONS_LIMIT[symbol]