val 22 e2
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@@ -98,6 +98,16 @@ def on_book(message, man: Manager):
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valePos * valeBid >
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valbzPos * valbzBid + FEE):
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man.orderMan.convert("VALBZ", Dir.SELL, valbzPos)
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elif message["message"] == "BOND":
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now = time.time()
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if now > last_print_time:
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last_print_time = now
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print(message)
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print()
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bondPos = man.positionMan.get_position("BOND")
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bondBid = man.valueMan.get_bid("")
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@@ -16,7 +16,7 @@ class OrderManager:
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self._order_size += 1
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return self._order_size
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def _attempt_send(self, action_type: str, symbol: str, dir: Dir, price: int, size: int) -> bool:
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def _attempt_send(self, action_type: str, order_id: int, symbol: str, dir: Dir, price: int, size: int) -> bool:
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"""
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주문 전송을 시도합니다.
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제한에 걸려 무시되면 False를, 정상 전송되면 True를 반환합니다.
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@@ -30,11 +30,11 @@ class OrderManager:
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# 전송 조건 통과 시 실제 통신 수행
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if action_type == "add":
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self.exchange.send_add_message(symbol=symbol, dir=dir, price=price, size=size)
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self.exchange.send_add_message(symbol=symbol, order_id=order_id, dir=dir, price=price, size=size)
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elif action_type == "cancel":
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self.exchange.send_cancel_message(symbol=symbol, dir=dir, price=price, size=size)
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self.exchange.send_cancel_message(order_id=order_id)
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elif action_type == "convert":
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self.exchange.send_convert_message(symbol=symbol, dir=dir, price=price, size=size)
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self.exchange.send_convert_message(symbol=symbol, order_id=order_id, dir=dir, size=size)
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self._send_timestamps.append(now)
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return True
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