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yenru0 committed 2026-05-09 15:54:41 +09:00
1 parent 8b2444e418
commit e40f457ecf
1 file changed
+2 -4
+2 -4
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@@ -87,10 +87,8 @@ def on_trade(message: dict, orderman: OrderManager, state: StateManager):
state.set_last_price(symbol, price)
print("포지션 괴리율", orderman.positions["VALE"] - orderman.future_positions["VALE"], orderman.positions["VALBZ"] - orderman.future_positions["VALBZ"])
execute_arb(orderman, state)
if orderman.positions["VALE"] - orderman.future_positions["VALE"] == 0 or orderman.positions["VALBZ"] - orderman.future_positions["VALBZ"] == 0:
execute_arb(orderman, state)
def execute_arb(orderman: OrderManager, state: StateManager):