INNER CODE UNIT · Python
__init__
keanekwa/Optiver-Ready-Trader-Go · arbitrage.py:17
def __init__(self, loop: asyncio.AbstractEventLoop, team_name: str, secret: str):
"""Initialise a new instance of the AutoTrader class."""
super().__init__(loop, team_name, secret)
self.order_ids = itertools.count(1)
self.bids = set()
self.asks = set()
self.ask_id = self.ask_price = self.bid_id = self.bid_price = self.position = 0
self.last_future_bids = []
self.last_future_asks = []
def on_error_message(self, client_order_id: int, error_message: bytes) -> None:
"""Called when the exchange detects an error.
If the error pertains to a particular order, then the client_order_id
will identify that order, otherwise the client_order_id will be zero.
"""
self.logger.warning("error with order %d: %s", client_order_id, error_message.decode())
if client_order_id != 0 and (client_order_id in self.bids or client_order_id in self.asks):