process_manager_function.py

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