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