fix critical
This commit is contained in:
10
bot.py
10
bot.py
@@ -62,15 +62,13 @@ def main():
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def on_book(message: dict, state: StateManager):
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def on_book(message: dict, state: StateManager):
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symbol = message["symbol"]
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symbol = message["symbol"]
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def best_price(side) -> int:
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def best_price(side) -> int | None:
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if message[side]:
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if message[side]:
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return message[side][0][0]
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return message[side][0][0]
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else:
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return None
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bid_price = int(best_price("buy"))
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state.update_bid_ask_price(symbol, best_price("buy"), best_price("sell"))
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ask_price = int(best_price("sell"))
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print(message)
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state.update_bid_ask_price(symbol, bid_price, ask_price)
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def on_fill(message: dict, orderman: OrderManager, state: StateManager):
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def on_fill(message: dict, orderman: OrderManager, state: StateManager):
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symbol = message["symbol"]
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symbol = message["symbol"]
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6
state.py
6
state.py
@@ -34,8 +34,10 @@ class StateManager:
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self.positions[symbol] = self.positions.get(symbol, 0) + quantity
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self.positions[symbol] = self.positions.get(symbol, 0) + quantity
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def update_bid_ask_price(self, symbol: str, bid_price: int, ask_price: int):
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def update_bid_ask_price(self, symbol: str, bid_price: int, ask_price: int):
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self.bid_prices[symbol] = bid_price
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if bid_price is not None:
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self.ask_prices[symbol] = ask_price
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self.bid_prices[symbol] = bid_price
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if ask_price is not None:
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self.ask_prices[symbol] = ask_price
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def get_position(self, symbol: str) -> int:
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def get_position(self, symbol: str) -> int:
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return self.positions.get(symbol, 0)
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return self.positions.get(symbol, 0)
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