INNER CODE UNIT · Python
MIN_BID_NEAREST_TICK
keanekwa/Optiver-Ready-Trader-Go · ASModel.py:15
MIN_BID_NEAREST_TICK = (MINIMUM_BID + TICK_SIZE_IN_CENTS) // TICK_SIZE_IN_CENTS * TICK_SIZE_IN_CENTS
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.hedge_bids = set()
self.hedge_asks = set()
self.hedge_position = 0
self.mid_prices = []
self.T = 1 # Reserve pricing time