INNER CODE UNIT · Python
Annihilator
5ymph0en1x/SyDOM · utils/annihilator.py:13
class Annihilator:
def __init__(self, ws, instrument, model_file, thr_1, thr_2):
self.ws_bmex = ws
self.instrument_bmex = instrument
self.model = model_file
self.thread = threading.Thread(target=self.compute_annihilator)
self.logger = logging.getLogger(__name__)
self.verdict = 0
self.thr_1 = thr_1
self.thr_2 = thr_2
self.ready = False
def get_ask(self, k):
list_sell = []
data = self.ws_bmex.market_depth()
for batch in data:
if batch['symbol'] == self.instrument_bmex: