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