def set_aggressive_limit_price(data, broker_order_with_controls):
limit_trade = broker_order_with_controls.order.order_type == "limit"
if not limit_trade:
# market trade, don't bother
return broker_order_with_controls
new_limit_price = check_current_limit_price_at_inside_spread(
broker_order_with_controls)
if new_limit_price is not None:
broker_order_with_controls = set_limit_price(
data, broker_order_with_controls, new_limit_price)
return broker_order_with_controls
def set_aggressive_limit_price(
data: dataBlob,
broker_order_with_controls: orderWithControls) -> orderWithControls:
limit_trade = broker_order_with_controls.order.order_type == limit_order_type
if not limit_trade:
# market trade, don't bother
return broker_order_with_controls
new_limit_price = check_current_limit_price_at_inside_spread(
broker_order_with_controls)
if new_limit_price is limit_price_is_at_inside_spread:
pass
else:
broker_order_with_controls = set_limit_price(
data, broker_order_with_controls, new_limit_price)
return broker_order_with_controls