Refactor hedge order placement logic in place_anchor_and_hedge function for improved clarity and efficiency

This commit is contained in:
Nawaz Haider
2026-01-03 22:13:26 +06:00
parent 1e067d1f57
commit f692c0819c
+10 -13
View File
@@ -36,21 +36,18 @@ async def place_anchor_and_hedge(
anchor_token_id = down_token_id
hedge_token_id = up_token_id
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)
if PLACE_OPPOSITE_ORDER and anchor_order_id:
num_iter = int(66 * (1 / 0.02))
for _ in range(num_iter):
if in_memory_db_contains_item(anchor_order_id):
hedge_order_id = await place_limit_order(
hedge_token_id, 1 - price - PROFIT_MARGIN, size
)
logger.info(
f"Order prices: {round(price, 2)} and {round(1 - price - PROFIT_MARGIN, 2)}"
)
break
await asyncio.sleep(0.02)
hedge_order_id = await place_limit_order(
hedge_token_id, 1 - price - PROFIT_MARGIN, size
)
if hedge_order_id:
logger.info(
f"Order prices: {round(price, 2)} and {round(1 - price - PROFIT_MARGIN, 2)}"
)
else:
logger.info("Failed to place hedge order, decrementing trade counter")
else:
logger.info(f"Order price: {price} [Canceled before hedge placement]")
decrement_trades()