Nawaz Haider
80 lines
2.5 KiB
Python
80 lines
2.5 KiB
Python
import asyncio
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import logging
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import time
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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 in_memory_db.utils import contains_item as in_memory_db_contains_item
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logger = logging.getLogger(__name__)
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async 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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async def place_anchor_and_hedge(
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up_token_id, down_token_id, anchor_side, price, size=5
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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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anchor_order_id = await place_limit_order(anchor_token_id, price, size, expire=True)
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if PLACE_OPPOSITE_ORDER and anchor_order_id:
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for _ in range(10 * 100):
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if in_memory_db_contains_item(anchor_order_id):
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hedge_order_id = await place_limit_order(
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hedge_token_id, 1 - price - PROFIT_MARGIN, size
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)
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break
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await asyncio.sleep(0.01)
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logger.info(f"Order prices: {price} and {1 - price - PROFIT_MARGIN}")
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else:
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logger.info(f"Order price: {price}")
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async def place_limit_order(token_id: str, price: float, size: int, expire=False):
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client = get_client()
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expiration = 0
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if expire:
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one_minute = 60
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desired_seconds = 5
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expiration = int(time.time()) + one_minute + desired_seconds
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try:
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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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expiration=expiration,
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)
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signed_order = client.create_order(order_args)
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response = client.post_order(
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signed_order, OrderType.GTD if expire else OrderType.GTC
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)
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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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