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34 lines
923 B
34 lines
923 B
3 months ago
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#!/usr/bin/env python
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# -*- coding: utf-8 -*-
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from .risk_manager_base import RiskManagerBase
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class PassThroughRiskManager(RiskManagerBase):
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def __init__(self):
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self._orderperseconds = 0
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self._queryperseconds = 0
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def reset(self):
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self._orderperseconds = 0
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self._queryperseconds = 0
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def order_in_compliance(self, original_order):
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"""
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Pass through the order without constraints
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"""
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return original_order
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def passorder(self):
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self._orderperseconds = self._orderperseconds + 1
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if (self._orderperseconds > 4):
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print('order flow rate limit reached ')
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return False
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return True
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def passquery(self):
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self._queryperseconds = self._queryperseconds + 1
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if (self._queryperseconds > 1):
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print('query flow rate limit reached ')
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return False
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return True
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