Nawaz Haider
95 lines
2.8 KiB
Python
95 lines
2.8 KiB
Python
import asyncio
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import logging
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import time
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from concurrent.futures import ThreadPoolExecutor
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from py_clob_client.clob_types import OrderArgs, OrderType
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from py_clob_client.order_builder.constants import BUY
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from config import PROFIT_MARGIN, PLACE_OPPOSITE_ORDER
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from utils.clob_client import get_client
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from utils.trade_counter import decrement_trades
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logger = logging.getLogger(__name__)
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def cache_token_trading_infos(
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order_book,
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) -> None:
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client = get_client()
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up_token_id, down_token_id = order_book.up_token_id, order_book.down_token_id
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client.get_tick_size(up_token_id)
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client.get_tick_size(down_token_id)
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client.get_neg_risk(up_token_id)
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client.get_neg_risk(down_token_id)
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client.get_fee_rate_bps(up_token_id)
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client.get_fee_rate_bps(down_token_id)
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def place_anchor_and_hedge(
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up_token_id, down_token_id, anchor_side, price, size=5, signed_orders_cache=None
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):
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if anchor_side == "UP":
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anchor_token_id = up_token_id
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hedge_token_id = down_token_id
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else:
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anchor_token_id = down_token_id
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hedge_token_id = up_token_id
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with ThreadPoolExecutor(max_workers=2) as executor:
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future1 = executor.submit(
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place_limit_order_sync,
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anchor_token_id,
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price,
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size,
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signed_orders_cache,
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)
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future2 = executor.submit(
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place_limit_order_sync,
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hedge_token_id,
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round(1 - price - PROFIT_MARGIN, 2),
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size,
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signed_orders_cache,
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)
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# Wait for both to complete
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order_ids = [future1.result(), future2.result()]
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logger.info(
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f"Placed anchor and hedge orders: Anchor Token ID={anchor_token_id}, Hedge Token ID={hedge_token_id}, Order IDs={order_ids}"
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)
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return order_ids
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def place_limit_order_sync(
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token_id: str, price: float, size: int = 5, signed_orders_cache=None
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) -> str:
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"""Synchronous version of place_limit_order for use with ThreadPoolExecutor"""
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client = get_client()
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try:
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if signed_orders_cache and (token_id, price) in signed_orders_cache:
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signed_order = signed_orders_cache[(token_id, price)]
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logger.info(
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f"Using cached signed order for Token ID={token_id}, Price={price}"
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)
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else:
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order_args = OrderArgs(
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token_id=token_id,
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price=price,
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size=size,
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side=BUY,
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)
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signed_order = client.create_order(order_args)
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response = client.post_order(signed_order)
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logger.info(
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f"Placed limit order: Token ID={token_id}, Price={price}, Size={size}, ID={response['orderID']}"
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)
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return response["orderID"]
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except Exception as e:
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logger.error(f"Error placing order for token {token_id}: {e}")
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return None
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