Refactor hedge order placement retry logic for improved efficiency
This commit is contained in:
@@ -38,7 +38,7 @@ async def place_anchor_and_hedge(
|
|||||||
|
|
||||||
anchor_order_id = await place_limit_order(anchor_token_id, price, size, expire=True)
|
anchor_order_id = await place_limit_order(anchor_token_id, price, size, expire=True)
|
||||||
if PLACE_OPPOSITE_ORDER and anchor_order_id:
|
if PLACE_OPPOSITE_ORDER and anchor_order_id:
|
||||||
for _ in range(65 * 10):
|
for _ in range(65 * (1 / 0.05)):
|
||||||
if in_memory_db_contains_item(anchor_order_id):
|
if in_memory_db_contains_item(anchor_order_id):
|
||||||
hedge_order_id = await place_limit_order(
|
hedge_order_id = await place_limit_order(
|
||||||
hedge_token_id, 1 - price - PROFIT_MARGIN, size
|
hedge_token_id, 1 - price - PROFIT_MARGIN, size
|
||||||
@@ -47,7 +47,7 @@ async def place_anchor_and_hedge(
|
|||||||
f"Order prices: {round(price, 2)} and {round(1 - price - PROFIT_MARGIN, 2)}"
|
f"Order prices: {round(price, 2)} and {round(1 - price - PROFIT_MARGIN, 2)}"
|
||||||
)
|
)
|
||||||
break
|
break
|
||||||
await asyncio.sleep(0.1)
|
await asyncio.sleep(0.05)
|
||||||
else:
|
else:
|
||||||
logger.info(f"Order price: {price} [Canceled before hedge placement]")
|
logger.info(f"Order price: {price} [Canceled before hedge placement]")
|
||||||
decrement_trades()
|
decrement_trades()
|
||||||
|
|||||||
Reference in New Issue
Block a user