Add inventory management with configurable limits and updater thread

2026-01-15 19:26:51 +06:00
parent e88752cb23
commit 02bb3eefee
4 changed files with 47 additions and 5 deletions
@@ -10,6 +10,7 @@ TRADING_BPS_THRESHOLD = 50
 MAX_TRADING_BPS_THRESHOLD = 100
 MARKET_SESSION_SECONDS = 900
 TIMEZONE = "US/Eastern"
-MAX_TRADES = 1
+MAX_TRADES = 30
+MAX_INVENTORY = 1
 MIN_DELAY_BETWEEN_TRADES_SECONDS = 1
 PLACE_OPPOSITE_ORDER = True  # Hedge orders