Nawaz Haider
68 lines
2.0 KiB
Python
68 lines
2.0 KiB
Python
import asyncio
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import logging
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from py_clob_client.client import ClobClient
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from py_clob_client.clob_types import OrderArgs
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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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logger = logging.getLogger(__name__)
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async def cache_tocken_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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asyncio.create_task(place_limit_order(anchor_token_id, price, size))
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if PLACE_OPPOSITE_ORDER:
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asyncio.create_task(
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place_limit_order(hedge_token_id, 1 - price - PROFIT_MARGIN, size)
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)
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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):
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client = get_client()
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start_time = asyncio.get_event_loop().time()
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try:
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response = client.create_and_post_order(
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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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)
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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
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end_time = asyncio.get_event_loop().time()
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logger.info(
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f"Order placed! ID: {response['orderID']} in {end_time - start_time:.2f} sec"
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)
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return response["orderID"]
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