Refactor order placement to use ThreadPoolExecutor for synchronous execution and improve logging of order IDs
This commit is contained in:
+33
-13
@@ -1,6 +1,7 @@
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import asyncio
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import logging
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import time
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from concurrent.futures import ThreadPoolExecutor
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from py_clob_client.clob_types import OrderArgs, OrderType
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from py_clob_client.order_builder.constants import BUY
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from config import PROFIT_MARGIN, PLACE_OPPOSITE_ORDER
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@@ -35,25 +36,37 @@ async def place_anchor_and_hedge(
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anchor_token_id = down_token_id
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hedge_token_id = up_token_id
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asyncio.create_task(
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place_limit_order(anchor_token_id, price, size, signed_orders_cache)
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)
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asyncio.create_task(
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place_limit_order(
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hedge_token_id,
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round(1 - price - PROFIT_MARGIN, 2),
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size,
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signed_orders_cache,
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)
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)
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loop = asyncio.get_event_loop()
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with ThreadPoolExecutor(max_workers=2) as executor:
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tasks = [
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loop.run_in_executor(
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executor,
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place_limit_order_sync,
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anchor_token_id,
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price,
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size,
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signed_orders_cache,
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),
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loop.run_in_executor(
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executor,
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place_limit_order_sync,
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hedge_token_id,
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round(1 - price - PROFIT_MARGIN, 2),
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size,
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signed_orders_cache,
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),
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]
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order_ids = await asyncio.gather(*tasks)
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logger.info(
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f"Placed anchor and hedge orders: Anchor Token ID={anchor_token_id}, Hedge Token ID={hedge_token_id}"
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f"Placed anchor and hedge orders: Anchor Token ID={anchor_token_id}, Hedge Token ID={hedge_token_id}, Order IDs={order_ids}"
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)
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async def place_limit_order(
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def place_limit_order_sync(
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token_id: str, price: float, size: int = 5, signed_orders_cache=None
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) -> str:
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"""Synchronous version of place_limit_order for use with ThreadPoolExecutor"""
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client = get_client()
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try:
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@@ -78,3 +91,10 @@ async def place_limit_order(
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except Exception as e:
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logger.error(f"Error placing order for token {token_id}: {e}")
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return None
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async def place_limit_order(
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token_id: str, price: float, size: int = 5, signed_orders_cache=None
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) -> str:
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"""Async wrapper for backwards compatibility"""
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return place_limit_order_sync(token_id, price, size, signed_orders_cache)
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