From b81f0c22a45f6beefdd8ab40ebdf6a02b5fed158 Mon Sep 17 00:00:00 2001 From: m5l14i11 Date: Thu, 10 Oct 2024 13:27:21 +0300 Subject: [PATCH] upd --- config.default.ini | 1 + reef/_actor.py | 17 +++++++++-------- 2 files changed, 10 insertions(+), 8 deletions(-) diff --git a/config.default.ini b/config.default.ini index f8470c2e..e663d60d 100644 --- a/config.default.ini +++ b/config.default.ini @@ -22,6 +22,7 @@ dom = 15 [order] order_expiration_time = 8 monitor_interval = 3 +untracked_interval = 12 [portfolio] risk_per_trade = 0.0004 diff --git a/reef/_actor.py b/reef/_actor.py index 8022add1..4291d2da 100644 --- a/reef/_actor.py +++ b/reef/_actor.py @@ -25,9 +25,7 @@ def __init__( self._orders: Dict[str, Tuple[float, Symbol, DataSourceType]] = {} self._datasource_factory = datasource_factory self._tasks = set() - order_config = config_service.get("order") - self.expiration_time = order_config.get("expiration_time", 10) - self.monitor_interval = order_config.get("monitor_interval", 10) + self.order_config = config_service.get("order") def on_start(self): task = asyncio.create_task(self._monitor_orders()) @@ -69,15 +67,16 @@ async def _append_order( logging.info(f"Order {order.id} appended for symbol {symbol.name}.") async def _monitor_orders(self): - fetch_interval = 8 counter = 0 + monitor_interval = self.order_config.get("monitor_interval", 10) + untracked_interval = self.order_config.get("untracked_interval", 8) try: while True: async with asyncio.TaskGroup() as task_group: - await asyncio.sleep(self.monitor_interval) + await asyncio.sleep(monitor_interval) await task_group.create_task(self._cancel_expired_orders()) - if counter % fetch_interval == 0: + if counter % untracked_interval == 0: await task_group.create_task(self._fetch_open_orders()) counter = 0 counter += 1 @@ -88,13 +87,14 @@ async def _monitor_orders(self): async def _cancel_expired_orders(self): curr_time = time.time() + expiration_time = self.order_config.get("expiration_time", 10) expired_orders = [] async with self._lock: expired_orders = [ (order_id, symbol, datasource) for order_id, (timestamp, symbol, datasource) in self._orders.items() - if curr_time - timestamp > self.expiration_time + if curr_time - timestamp > expiration_time ] if expired_orders: @@ -118,13 +118,14 @@ async def _fetch_open_orders(self): orders += service.fetch_all_open_orders() curr_time = time.time() + expiration_time = self.order_config.get("expiration_time", 10) async with self._lock: for order_id, order_symbol in orders: if order_id in self._orders: timestamp, symbol, datasource = self._orders.get(order_id) - if curr_time - timestamp > self.expiration_time: + if curr_time - timestamp > expiration_time: service = self._datasource_factory.create( datasource, ProtocolType.REST )