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OKX pauses

This commit is contained in:
Nicolás Sánchez 2024-11-17 10:41:30 -03:00
parent 9771f76dd4
commit 4175c5c018
2 changed files with 33 additions and 1 deletions
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4
changelog.txt
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@ -1,4 +1,6 @@
2024.11.13: Fixed bug handling timestamps.
2024.11.13:
. Fixed bug handling timestamps.
. Added a couple of pauses for OKX.
2024.11.11:
. Refactored boost check to optimize CPU usage.

30
exchange_wrapper.py
View File

@ -775,6 +775,32 @@ class broker:
return "insufficient" in error_text.lower() or "BALANCE_NOT_ENOUGH" in error_text or "Low available balance" in error_text
def price_too_high_error(self, error_object):
'''
Checks if the error is a price too high error.
Receives an error object.
Returns True if the error is a price too high error, False otherwise.
:param error_object: The error object.
:return: Boolean value
'''
return "the highest price limit for buy orders is" in str(error_object).lower()
def price_too_low_error(self, error_object):
'''
Checks if the error is a price too low error.
Receives an error object.
Returns True if the error is a price too low error, False otherwise.
:param error_object: The error object.
:return: Boolean value
'''
return "the lowest price limit for sell orders is" in str(error_object).lower()
def new_limit_order(self,symbol,size,side,price,no_retries=False):
'''
Sends a new limit order.
@ -809,6 +835,10 @@ class broker:
#instead of guesstimating the fees, it's easier and more precise to query the exchange for the remaining base currency
#and send the order with that amount.
tries-=1
elif self.price_too_high_error(e): #In high volatility moments, OKX sometimes just needs a bit of extra thinking time.
time.sleep(self.wait_time)
elif self.price_too_low_error(e):
time.sleep(self.wait_time)
if no_retries:
break
tries-=1