INNER CODE UNIT · Python
MAX_ASK_NEAREST_TICK
keanekwa/Optiver-Ready-Trader-Go · arbitrage.py:13
MAX_ASK_NEAREST_TICK = MAXIMUM_ASK // TICK_SIZE_IN_CENTS * TICK_SIZE_IN_CENTS
class AutoTrader(BaseAutoTrader):
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