fix convert

This commit is contained in:
yenru0 committed 2026-05-09 14:43:28 +09:00
1 parent d3d6ddeeb4
commit f46aeee181
2 files changed
+14

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+1
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@@ -105,6 +105,7 @@ def on_trade(message: dict, orderman: OrderManager, state: StateManager):
print("Good")
if (p_vale + 1) * SZ + FEE < (p_valbz - 1) * SZ:
orderman.buy("VALE", p_vale + 1, -SZ)
orderman.convert("VALE", SZ)
orderman.sell("VALBZ", p_valbz - 1, SZ)
+13
View File
@@ -81,6 +81,19 @@ class OrderManager:
price=price,
size=size,
)
def convert(self, symbol: str, size: int):
if symbol == "VALE":
target = "VALBZ"
self.future_positions["VALE"] -= size
self.future_positions["VALBZ"] += size
self.positions["VALE"] -= size
self.positions["VALBZ"] += size
return self.exchange.send_convert_message(
order_id=self._next_order(),
symbol=symbol,
dir="BUY",
size=size,
)
def buy(self, symbol: str, price: int, size: int):
return self._attempt_send(