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35 lines
1.6 KiB
35 lines
1.6 KiB
12 months ago
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from decimal import Decimal
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from hummingbot.pmm_script.pmm_script_base import PMMScriptBase
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class UpdateParametersTestPMMScript(PMMScriptBase):
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"""
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This PMM script is intended for unit testing purpose only.
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"""
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def __init__(self):
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super().__init__()
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self._has_updated = False
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def on_tick(self):
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if len(self.mid_prices) >= 5 and not self._has_updated:
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self.pmm_parameters.buy_levels = 1
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self.pmm_parameters.sell_levels = 2
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self.pmm_parameters.order_levels = 3
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self.pmm_parameters.bid_spread = Decimal("0.1")
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self.pmm_parameters.ask_spread = Decimal("0.2")
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self.pmm_parameters.hanging_orders_cancel_pct = Decimal("0.3")
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self.pmm_parameters.hanging_orders_enabled = True
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self.pmm_parameters.filled_order_delay = 50.0
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self.pmm_parameters.order_refresh_tolerance_pct = Decimal("0.01")
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self.pmm_parameters.order_refresh_time = 10.0
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self.pmm_parameters.order_level_amount = Decimal("4")
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self.pmm_parameters.order_level_spread = Decimal("0.05")
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self.pmm_parameters.order_amount = Decimal("20")
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self.pmm_parameters.inventory_skew_enabled = True
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self.pmm_parameters.inventory_range_multiplier = Decimal("2")
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self.pmm_parameters.inventory_target_base_pct = Decimal("0.6")
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self.pmm_parameters.order_override = {"order_1": ["buy", Decimal("0.5"), Decimal("100")],
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"order_2": ["sell", Decimal("0.55"), Decimal("101")], }
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self._has_updated = True
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