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bot split real 1

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perror_MacBookPro
2026-05-09 15:54:26 +09:00
parent e826defc15
commit 8b2444e418
1 changed files with 8 additions and 3 deletions
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11
bot split/bot split.py
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@@ -61,7 +61,10 @@ def on_fill(message, man: Manager):
def on_book(message, man: Manager): def on_book(message, man: Manager):
global last_print_time global last_print_time
man.valueMan.set_value(message["symbol"], message["buy"][0][0], message["sell"][0][0]) if (message["buy"]):
man.valueMan.set_bid(message["symbol"], message["buy"][0][0])
if (message["sell"]):
man.valueMan.set_ask(message["symbol"], message["sell"][0][0])
if message["symbol"] == "VALE" or message["symbol"] == "VALBZ": if message["symbol"] == "VALE" or message["symbol"] == "VALBZ":
def best_price(side): def best_price(side):
@@ -82,10 +85,12 @@ def on_book(message, man: Manager):
valbzBid = man.valueMan.get_bid("VALBZ") valbzBid = man.valueMan.get_bid("VALBZ")
valbzAsk = man.valueMan.get_ask("VALBZ") valbzAsk = man.valueMan.get_ask("VALBZ")
FEE = 10 FEE = 10
if (valePos * valeBid + FEE < if ((valeBid > 0 and valbzBid) and
valePos * valeBid + FEE <
valbzPos * valbzBid): valbzPos * valbzBid):
man.orderMan.convert("VALE", Dir.SELL, valePos) man.orderMan.convert("VALE", Dir.SELL, valePos)
if (valePos * valeBid > if ((valeBid > 0 and valbzBid) and
valePos * valeBid >
valbzPos * valbzBid + FEE): valbzPos * valbzBid + FEE):
man.orderMan.convert("VALBZ", Dir.SELL, valbzPos) man.orderMan.convert("VALBZ", Dir.SELL, valbzPos)