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@riven314
Created September 4, 2023 02:27
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process_manager_function.py
def process_manager(
self,
trading_pair: str,
timestamp: float,
manager: Union[helper.ShiftOrderManager, helper.OffsetShiftOrderManager],
pending_offset_jobs: helper.PendingOffsetJobs,
) -> None:
manager_name = manager.__class__.__name__
maker_exchange = self.maker_exchange
# skip condition applicable to both manager
if self.should_skip_process_manager(manager, trading_pair, timestamp):
self.logger().info(
f"[M: {maker_exchange}, {trading_pair}] Skip processing {manager_name} for this on_tick."
)
return
if isinstance(manager, helper.ShiftOrderManager):
# skip ShiftOrderManager if it accumulates too many offset jobs incompleted
if self.is_too_many_pending_offset_jobs(pending_offset_jobs):
self.logger().info(
f"[M: {maker_exchange}, {trading_pair}] There are too many pending offset jobs, stop {manager_name} from placing maker orders."
)
return
# skip ShiftOrderManager if price shift on ask book is not favorable
if self.is_bad_price_shift_for_shift_order_manager(trading_pair):
self.logger().info(
f"[M: {maker_exchange}, {trading_pair}] Current price shift is bad for {manager_name} to place maker ask, "
"because maker best ask price is not high enough than the taker hedge buy price."
)
return
else:
# skip OffsetShiftOrderManager if there is no pending offset job
if pending_offset_jobs.is_empty():
self.logger().info(
f"[M: {maker_exchange}, {trading_pair}] There are no pending offset jobs. Skip processing its {manager_name}."
)
return
# check if manager has made any maker order
if manager.is_idle() is None:
if (
isinstance(manager, helper.OffsetShiftOrderManager)
and not pending_offset_jobs.is_empty()
):
self._assign_job_to_offset_shift_order_manager(
trading_pair, manager, pending_offset_jobs
)
self.check_and_create_maker_order(
trading_pair, is_maker_buy=True, manager=manager
)
elif isinstance(manager, helper.ShiftOrderManager):
self.check_and_create_maker_order(
trading_pair, is_maker_buy=False, manager=manager
)
# check if existing maker order need to be replaced
else:
self.check_and_cancel_maker_order(
trading_pair, manager=manager, timestamp=timestamp
)
return
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