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Refactor trading logic to simplify conditions for order placement

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This commit is contained in:
Nawaz Haider
2026-01-15 18:23:14 +06:00
parent fa31c52cc3
commit e88752cb23
1 changed files with 2 additions and 4 deletions
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main.py
+2 -4
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@@ -78,12 +78,10 @@ def main():
down_ask_price = 1 - up_bid_price down_ask_price = 1 - up_bid_price
down_bid_price = 1 - up_ask_price down_bid_price = 1 - up_ask_price
up_trend = up_bid_price > down_bid_price
if (get_trades_count() < MAX_TRADES) and (get_period_elapsed_seconds() < 500): if (get_trades_count() < MAX_TRADES) and (get_period_elapsed_seconds() < 500):
trading_side = book.last_signal trading_side = book.last_signal
if (trading_side == SIGNALES.UP) and not up_trend: if trading_side == SIGNALES.UP:
order_ids = place_anchor_and_hedge( order_ids = place_anchor_and_hedge(
up_token, up_token,
down_token, down_token,
@@ -98,7 +96,7 @@ def main():
) )
time.sleep(MIN_DELAY_BETWEEN_TRADES_SECONDS) time.sleep(MIN_DELAY_BETWEEN_TRADES_SECONDS)
elif (trading_side == SIGNALES.DOWN) and up_trend: elif trading_side == SIGNALES.DOWN:
order_ids = place_anchor_and_hedge( order_ids = place_anchor_and_hedge(
up_token, up_token,
down_token, down_token,