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