做市商下单逻辑流程伪代码

# 初始化交易所连接等参数

while True:
    # 获取当前市场深度
    order_book = get_order_book()

    # 计算买卖报价
    market_maker = MarketMaker(order_book, spread=20)
    bid_price = market_maker.get_bid_price()
    ask_price = market_maker.get_ask_price()

    # 获取当前持仓
    positions = get_positions()

    # 计算可用资金
    available_fund = get_available_fund()

    # 判断是否可以下单
    if positions['long'] < 100 and available_fund > ask_price:
        # 下单买入
        sendLongOrder(quantity=1)
    elif positions['short'] < 100 and available_fund > bid_price:
        # 下单卖出
        sendShortOrder(quantity=1)

    # 暂停一段时间后继续循环
    time.sleep(1)