Add MIN_DELAY_BETWEEN_TRADES_SECONDS to config and main logic for trade pacing
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@@ -11,4 +11,5 @@ MAX_TRADING_BPS_THRESHOLD = 30
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MARKET_SESSION_SECONDS = 900
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MARKET_SESSION_SECONDS = 900
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TIMEZONE = "US/Eastern"
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TIMEZONE = "US/Eastern"
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MAX_TRADES = 1
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MAX_TRADES = 1
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MIN_DELAY_BETWEEN_TRADES_SECONDS = 10
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PLACE_OPPOSITE_ORDER = True # Hedge orders
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PLACE_OPPOSITE_ORDER = True # Hedge orders
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@@ -13,7 +13,11 @@ from utils.clob_orders import (
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cache_token_trading_infos,
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cache_token_trading_infos,
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)
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)
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from utils.cpu_affinity import set_cpu_affinity
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from utils.cpu_affinity import set_cpu_affinity
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from config import MAX_TRADES, MAX_TRADING_BPS_THRESHOLD
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from config import (
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MAX_TRADES,
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MAX_TRADING_BPS_THRESHOLD,
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MIN_DELAY_BETWEEN_TRADES_SECONDS,
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)
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gc.disable()
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gc.disable()
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@@ -102,6 +106,7 @@ async def main():
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logger.info(
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logger.info(
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f"Placed UP anchor and hedge orders. Total trades: {current_trades}"
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f"Placed UP anchor and hedge orders. Total trades: {current_trades}"
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)
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)
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await asyncio.sleep(MIN_DELAY_BETWEEN_TRADES_SECONDS)
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elif (trading_side == SIGNALES.DOWN) and up_trend:
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elif (trading_side == SIGNALES.DOWN) and up_trend:
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await place_anchor_and_hedge(
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await place_anchor_and_hedge(
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@@ -116,6 +121,7 @@ async def main():
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logger.info(
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logger.info(
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f"Placed DOWN anchor and hedge orders. Total trades: {current_trades}"
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f"Placed DOWN anchor and hedge orders. Total trades: {current_trades}"
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)
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)
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await asyncio.sleep(MIN_DELAY_BETWEEN_TRADES_SECONDS)
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await asyncio.sleep(0.01)
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await asyncio.sleep(0.01)
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