fix fair
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2
bot.py
2
bot.py
@@ -92,7 +92,7 @@ def on_trade(message: dict, orderman: OrderManager, state: StateManager):
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def execute_arb(orderman: OrderManager, state: StateManager):
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def execute_arb(orderman: OrderManager, state: StateManager):
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bid_valbz, ask_valbz = state.get_best_bid_ask("VALBZ")
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bid_valbz, ask_valbz = state.get_best_bid_ask("VALBZ")
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bid_vale, ask_vale = state.get_fair_value("VALE")
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bid_vale, ask_vale = state.get_best_bid_ask("VALE")
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if bid_valbz is None or ask_valbz is None or bid_vale is None or ask_vale is None:
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if bid_valbz is None or ask_valbz is None or bid_vale is None or ask_vale is None:
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return
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return
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