addg

bot_x.py

@@ -207,6 +207,25 @@ class MeanReversionStrategy:
 team_name = "HanyangFloorFunction"
 
 
+class OrderRateLimiter:
+    def __init__(self, max_per_second=500):
+        self.max_per_second = max_per_second
+        self.timestamps = deque(maxlen=max_per_second + 100)
+
+    def can_send(self):
+        now = time.time()
+        self.timestamps.append(now)
+        recent = [t for t in self.timestamps if now - t < 1.0]
+        if len(recent) >= self.max_per_second:
+            return False
+        return True
+
+    def reset_if_needed(self):
+        now = time.time()
+        while self.timestamps and now - self.timestamps[0] >= 1.0:
+            self.timestamps.popleft()
+
+
 def main():
     args = parse_arguments()
 
@@ -243,6 +262,7 @@ def main():
 
     state = StateManager()
     om = OrderManager(exchange)
+    rate_limiter = OrderRateLimiter(max_per_second=500)
     market_open = False
     active_orders = {}
 
@@ -344,6 +364,9 @@ def main():
             return
         if any(cross_ema.last_signal.get(s) is not None for s in symbols_for_ema):
             return
+        rate_limiter.reset_if_needed()
+        if not rate_limiter.can_send():
+            return
 
         bond_ask = state.ask_prices["BOND"]
         gs_ask = state.ask_prices["GS"]
@@ -418,6 +441,9 @@ def main():
             return
         if any(cross_ema.last_signal.get(s) is not None for s in symbols_for_ema):
             return
+        rate_limiter.reset_if_needed()
+        if not rate_limiter.can_send():
+            return
 
         vale_bid = state.bid_prices["VALE"]
         vale_ask = state.ask_prices["VALE"]
@@ -482,6 +508,9 @@ def main():
             return
         if any(mean_rev.position.get(s) is not None for s in symbols_for_mr):
             return
+        rate_limiter.reset_if_needed()
+        if not rate_limiter.can_send():
+            return
 
         for symbol in symbols_for_ema:
             mid_price = state.get_mid_price(symbol)
@@ -527,6 +556,9 @@ def main():
             return
         if xlf_state != "IDLE" or vale_state != "IDLE":
             return
+        rate_limiter.reset_if_needed()
+        if not rate_limiter.can_send():
+            return
 
         for symbol in symbols_for_mr:
             mid_price = state.get_mid_price(symbol)