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add pennying

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yenru0
2026-05-09 14:35:05 +09:00
parent 4e736c6080
commit 7dcb0538e3
1 changed files with 12 additions and 9 deletions
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15
bot.py
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@@ -13,6 +13,7 @@ import json
from state import StateManager from state import StateManager
from order import OrderManager from order import OrderManager
# ~~~~~============== CONFIGURATION ==============~~~~~ # ~~~~~============== CONFIGURATION ==============~~~~~
# Replace "REPLACEME" with your team name! # Replace "REPLACEME" with your team name!
team_name = "HanyangFloorFunction" team_name = "HanyangFloorFunction"
@@ -71,6 +72,7 @@ def on_book(message: dict, state: StateManager):
state.update_bid_ask_price(symbol, best_price("buy"), best_price("sell")) state.update_bid_ask_price(symbol, best_price("buy"), best_price("sell"))
def on_fill(message: dict, orderman: OrderManager, state: StateManager): def on_fill(message: dict, orderman: OrderManager, state: StateManager):
symbol = message["symbol"] symbol = message["symbol"]
dir = message["dir"] dir = message["dir"]
@@ -88,7 +90,9 @@ def on_trade(message: dict, orderman: OrderManager, state: StateManager):
# 거래도 # 거래도
if symbol == "VALBZ" or symbol == "VALE": 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_valbz = state.get_last_price("VALBZ")
p_vale = state.get_last_price("VALE") p_vale = state.get_last_price("VALE")
@@ -98,12 +102,11 @@ def on_trade(message: dict, orderman: OrderManager, state: StateManager):
FEE = 10 FEE = 10
SZ = 10 SZ = 10
if p_vale < p_valbz: if p_vale + 1 < p_valbz - 1:
print("Good") print("Good")
if p_vale * SZ + FEE < p_valbz * SZ: if (p_vale + 1) * SZ + FEE < (p_valbz - 1) * SZ:
orderman.buy("VALE", p_vale, SZ) orderman.buy("VALE", p_vale + 1, -SZ)
orderman.sell("VALBZ", p_valbz, SZ) orderman.sell("VALBZ", p_valbz - 1, SZ)
# ~~~~~============== PROVIDED CODE ==============~~~~~ # ~~~~~============== PROVIDED CODE ==============~~~~~