add pennying

bot.py

@@ -13,6 +13,7 @@ import json
 
 from state import StateManager
 from order import OrderManager
+
 # ~~~~~============== CONFIGURATION  ==============~~~~~
 # Replace "REPLACEME" with your team name!
 team_name = "HanyangFloorFunction"
@@ -68,9 +69,10 @@ def on_book(message: dict, state: StateManager):
             return message[side][0][0]
         else:
             return None
-        
+
     state.update_bid_ask_price(symbol, best_price("buy"), best_price("sell"))
 
+
 def on_fill(message: dict, orderman: OrderManager, state: StateManager):
     symbol = message["symbol"]
     dir = message["dir"]
@@ -88,22 +90,23 @@ def on_trade(message: dict, orderman: OrderManager, state: StateManager):
 
     # 거래도
     if symbol == "VALBZ" or symbol == "VALE":
-        print(f"Current prices - VALBZ: {state.get_last_price('VALBZ')}, VALE: {state.get_last_price('VALE')}")
+        print(
+            f"Current prices - VALBZ: {state.get_last_price('VALBZ')}, VALE: {state.get_last_price('VALE')}"
+        )
     p_valbz = state.get_last_price("VALBZ")
     p_vale = state.get_last_price("VALE")
-    
+
     if p_vale is None or p_valbz is None:
         print("NONE")
         return
-    
+
     FEE = 10
     SZ = 10
-    if p_vale < p_valbz:
+    if p_vale + 1 < p_valbz - 1:
         print("Good")
-        if p_vale * SZ + FEE < p_valbz * SZ:
-            orderman.buy("VALE", p_vale, SZ)
-            orderman.sell("VALBZ", p_valbz, SZ)
-        
+        if (p_vale + 1) * SZ + FEE < (p_valbz - 1) * SZ:
+            orderman.buy("VALE", p_vale + 1, -SZ)
+            orderman.sell("VALBZ", p_valbz - 1, SZ)
 
 
 # ~~~~~============== PROVIDED CODE ==============~~~~~