📈 Competitive Trader Bot for Optibook

This project implements a competitive trading bot for use with the Optibook trading simulation platform. The bot identifies arbitrage opportunities between two synthetic instruments (PHILIPS_A and PHILIPS_B) and executes hedged trades, all while respecting position, hedge, and update rate constraints.

🚀 Features

• 📊 Arbitrage Detection: Scans the order books for profitable mismatches between the two instruments.
• 🛡️ Hedge Compliance: Ensures the sum of positions is within the allowed hedge band (±40). Automatic correction is triggered after a 3-second grace period if the hedge is violated.
• ⚡ Rate Limiting: Enforces an update rate of no more than 25 orders per second to comply with platform restrictions.
• 📈 Position Limits: Prevents trades that would exceed the position limit (±200).
• 🤖 Fully Automated Trading Loop: Continuously monitors the market and executes trades when opportunities are found.

🧠 Trading Logic Overview

1. Find Opportunities:

   • If PHILIPS_A is overpriced relative to PHILIPS_B, the bot sells A and buys B.
   • If PHILIPS_B is overpriced relative to PHILIPS_A, the bot sells B and buys A.
   • Only trades when profit is guaranteed and hedge constraints allow.

2. Execute Hedged Trade:

   • Trades are executed as immediate-or-cancel (IOC) to avoid lingering orders.
   • The bot always hedges immediately to maintain market neutrality.

3. Maintain Hedge:

   • If combined position (A + B) is outside of [-40, 40] for more than 3 seconds, corrective trades are triggered to rebalance.

📣 Notes

• Designed for high-frequency, low-latency trading simulations.
• Conservative risk management: trades are skipped if they would breach constraints instead of queueing or delaying.