def test_main():
counter = 0
time = datetime.datetime.today()
prev_tick = -1
trader = dynamic.trade_handler(tickers)
with requests.Session() as s:
s.headers.update(API_KEY)
tick = api_calls.get_tick(s)
status = api_calls.get_status(s)
# while status == "ACTIVE":
# print('Waiting for test to complete')
# status = api_calls.get_status(s)
# sleep(1)
# pass
# status = api_calls.get_status(s)
# print('Finished Waiting test to complete')
while counter <= test_counter:
#checks if the trading platform is running, if it is we do the trades
if status == "ACTIVE":
#this insures we only execute the trade_handler once a tick
if prev_tick != tick:
prev_tick = tick
trader.tick_handler(s,tick)
# checks if we've finished the test, if we have we will increment the counter by 1
print(tick)
tick = api_calls.get_tick(s)
status = api_calls.get_status(s)
if tick == 300:
trader.tick_handler(s,tick)
counter += 1
time = datetime.datetime.today()
print('Completed', counter, 'Full test')
#sleeps 1 seconds to ensure same tick isn't executed again
sleep(3)
#updates tick and status which should be INACTIVE now
tick = api_calls.get_tick(s)
status = api_calls.get_status(s)
print(tick)
print(status)
#if trading platform becomes inactive
else:
tick = api_calls.get_tick(s)
status = api_calls.get_status(s)
sleep(1)
print("Trading Platform not active")
def liquidate(s):
#get all orders
#cancel all orders
orders = api_calls.get_orders(s,"OPEN")
while len(orders)>0:
for order in orders:
api_calls.cancel_order(s, order['order_id'])
orders = api_calls.get_orders(s,"OPEN")
print('hit liquidate, no open orders found')
securities = api_calls.get_securities(s)
position = securities[0]['position']
if position !=0:
print('position', position)
if position >0:
max_bid = max(securities[0]['bid'], securities[1]['bid'])
for security in securities:
if security['bid'] == max_bid:
api_calls.send_order(s, security['ticker'], security['position'], "MARKET", "SELL", 0)
print('sent offsetting sell order')
break
else:
min_ask = min(securities[0]['ask'], securities[1]['ask'])
for security in securities:
if security['ask'] == min_ask:
api_calls.send_order(s, security['ticker'], -security['position'], "MARKET", "BUY", 0)
print('sent offsetting buy order')
break
securities = api_calls.get_securities(s)
position = securities[0]['position']
if position != 0:
time.sleep(1)
if api_calls.get_status(s) == "ACTIVE":
securities = api_calls.get_securities(s)
position = securities[0]['position']
if position !=0:
print('position', position)
if position >0:
max_bid = max(securities[0]['bid'], securities[1]['bid'])
for security in securities:
if security['bid'] == max_bid:
try:
api_calls.send_order(s, security['ticker'], security['position'], "MARKET", "SELL", 0)
except:
print('order failed')
print('sent offsetting sell order')
break
else:
min_ask = min(securities[0]['ask'], securities[1]['ask'])
for security in securities:
if security['ask'] == min_ask:
try:
api_calls.send_order(s, security['ticker'], -security['position'], "MARKET", "BUY", 0)
except:
print('order failed')
print('sent offsetting buy order')
break