add: manager

bot split/bot split.py

@@ -6,9 +6,7 @@
 import argparse
 import time
 from ETC import ExchangeConnection, Dir, team_name
-from order_new import OrderManager
-from position import PositionManager
-from value import ValueManager
+from manager import Manager
 
 # ~~~~~============== CONFIGURATION  ==============~~~~~
 # Replace "REPLACEME" with your team name!
@@ -24,24 +22,20 @@ from value import ValueManager
 # code is intended to be a working example, but it needs some improvement
 # before it will start making good trades!
 
+last_print_time = 0
 
 def main():
-    global args, exchange, positionMan, orderMan, valueMan
-    global vale_last_print_time
+    global last_print_time
     
     args = parse_arguments()
     exchange = ExchangeConnection(args=args)
-    positionMan = PositionManager()
-    orderMan = OrderManager(exchange, positionMan)
-    valueMan = ValueManager()
+    man = Manager(exchange)
     
     hello_message = exchange.read_message()
     print("First message from exchange:", hello_message)
     
     #
-    exchange.send_add_message(order_id=1, symbol="BOND", dir=Dir.BUY, price=990, size=1)
-
-    vale_last_print_time = time.time()
+    last_print_time = time.time()
 
     while True:
         message = exchange.read_message()
@@ -54,18 +48,20 @@ def main():
         elif message["type"] == "reject":
             print(message)
         elif message["type"] == "fill":
-            on_fill(message)
+            on_fill(message, exchange, man)
         elif message["type"] == "book":
-            on_book(message)
+            on_book(message, exchange, man)
             
-def on_fill(message):
+def on_fill(message, man: Manager):
     if (message["dir"] == Dir.BUY):
-        positionMan.update_position(message["symbol"], message["size"])
+        man.positionMan.update_position(message["symbol"], message["size"])
     elif (message["dir"] == Dir.SELL):
-        positionMan.update_position(message["symbol"], -message["size"])
+        man.positionMan.update_position(message["symbol"], -message["size"])
     
-def on_book(message):
-    valueMan.set_value(message["symbol"], message["buy"][0][0], message["sell"][0][0])
+def on_book(message, man: Manager):
+    global last_print_time
+    
+    man.valueMan.set_value(message["symbol"], message["buy"][0][0], message["sell"][0][0])
     
     if message["symbol"] == "VALE" or message["symbol"] == "VALBZ":
         def best_price(side):
@@ -76,22 +72,22 @@ def on_book(message):
 
         now = time.time()
 
-        if now > vale_last_print_time:
-            vale_last_print_time = now
+        if now > last_print_time:
+            last_print_time = now
             
-            valePos = positionMan.get_position("VALE")
-            valeBid = valueMan.get_bid("VALE")
-            valeAsk = valueMan.get_ask("VALE")
-            valbzPos = positionMan.get_position("VALBZ")
-            valbzBid = valueMan.get_bid("VALBZ")
-            valbzAsk = valueMan.get_ask("VALBZ")
+            valePos = man.positionMan.get_position("VALE")
+            valeBid = man.valueMan.get_bid("VALE")
+            valeAsk = man.valueMan.get_ask("VALE")
+            valbzPos = man.positionMan.get_position("VALBZ")
+            valbzBid = man.valueMan.get_bid("VALBZ")
+            valbzAsk = man.valueMan.get_ask("VALBZ")
             FEE = 10
-            if (valePos * positionMan.get_position["VALE"] + FEE < 
-                valbzPos * positionMan.get_position["VALBZ"]):
-                orderMan.convert("VALE", Dir.SELL, valePos)
-            if (valePos * positionMan.get_position["VALE"] > 
-                valbzPos * positionMan.get_position["VALBZ"] + FEE):
-                orderMan.convert("VALBZ", Dir.SELL, valbzPos)
+            if (valePos * man.positionMan.get_position["VALE"] + FEE < 
+                valbzPos * man.positionMan.get_position["VALBZ"]):
+                man.orderMan.convert("VALE", Dir.SELL, valePos)
+            if (valePos * man.positionMan.get_position["VALE"] > 
+                valbzPos * man.positionMan.get_position["VALBZ"] + FEE):
+                man.orderMan.convert("VALBZ", Dir.SELL, valbzPos)
         
 
 

bot split/manager.py

@@ -0,0 +1,10 @@
+from ETC import ExchangeConnection
+from order_new import OrderManager
+from position import PositionManager
+from value import ValueManager
+
+class Manager:
+    def __init__(self, exchange: ExchangeConnection):
+        self.positionMan = PositionManager()
+        self.orderMan = OrderManager(exchange, self.positionMan)
+        self.valueMan = ValueManager()