Update trading configuration and enhance order placement logic with signed orders caching
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@@ -77,7 +77,7 @@ async def main():
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up_ask_price = market_data["best_ask_price"]
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if not ((0.2 < up_ask_price < 0.35) or (0.65 < up_bid_price < 0.8)) or (
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market_data["micro_vs_mid_bps"] > MAX_TRADING_BPS_THRESHOLD
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abs(market_data["micro_vs_mid_bps"]) > MAX_TRADING_BPS_THRESHOLD
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):
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continue
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@@ -94,13 +94,13 @@ async def main():
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up_token,
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down_token,
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"UP",
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up_bid_price,
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round(up_bid_price, 2),
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size=5,
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signed_orders_cache=book.signed_orders_cache,
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)
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current_trades = increment_trades()
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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"market_data={market_data}"
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)
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elif (trading_side == SIGNALES.DOWN) and up_trend:
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@@ -108,13 +108,13 @@ async def main():
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up_token,
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down_token,
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"DOWN",
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down_bid_price,
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round(down_bid_price, 2),
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size=5,
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signed_orders_cache=book.signed_orders_cache,
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)
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current_trades = increment_trades()
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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"market_data={market_data}"
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)
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await asyncio.sleep(0.01)
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