import time from collections import deque from ETC import ExchangeConnection, Dir from position import PositionManager class OrderManager: def __init__(self, exchange: ExchangeConnection, positionMan: PositionManager): self.exchange = exchange self._order_size = 0 self._send_timestamps = deque(maxlen=500) self.positionMan = positionMan def _next_order(self): self._order_size += 1 return self._order_size def _attempt_send(self, action_type: str, order_id: int, symbol: str, dir: Dir, price: int, size: int) -> bool: """ 주문 전송을 시도합니다. 제한에 걸려 무시되면 False를, 정상 전송되면 True를 반환합니다. """ now = time.time() if len(self._send_timestamps) == 500: elapsed = now - self._send_timestamps[0] if elapsed < 1.01: return False # 전송 조건 통과 시 실제 통신 수행 if action_type == "add": self.exchange.send_add_message(symbol=symbol, order_id=order_id, dir=dir, price=price, size=size) elif action_type == "cancel": self.exchange.send_cancel_message(order_id=order_id) elif action_type == "convert": self.exchange.send_convert_message(symbol=symbol, order_id=order_id, dir=dir, size=size) self._send_timestamps.append(now) return True def sell(self, symbol: str, price: int, size: int): return self._attempt_send("add", order_id=self._next_order(), symbol=symbol, dir=Dir.SELL, price=price, size=size) def buy(self, symbol: str, price: int, size: int): return self._attempt_send("add", order_id=self._next_order(), symbol=symbol, dir=Dir.BUY, price=price, size=size) def convert(self, symbol: str, dir: Dir, size: int): return self._attempt_send("convert", order_id=self._next_order(), symbol=symbol, dir=dir, size=size) def cancel(self, order_id: int): return self._attempt_send("cancel", order_id=order_id)