def setRefresh(self, item, duration):
if item == "Wallet":
self.Jwallet = httphandler.getWallet()
elif item == "Contracts":
self.Jcontracts = httphandler.getContracts()
elif item == "Transaction":
self.Jtransaction = httphandler.getTransaction()
elif item == "Orders":
self.Jorders = httphandler.getOrders()
threading.Timer(duration, self.setRefresh, [item, duration]).start()
def setRefresh(self, item, duration):
if item == 'Wallet':
self.Jwallet = httphandler.getWallet()
elif item == 'Contracts':
self.Jcontracts = httphandler.getContracts()
elif item == 'Transaction':
self.Jtransaction = httphandler.getTransaction()
elif item == 'Orders':
self.Jorders = httphandler.getOrders()
threading.Timer(duration, self.setRefresh, [item, duration]).start()
def __new__(self):
if not self._instance:
self.Jwallet = httphandler.getWallet()
self.Jcontracts = httphandler.getContracts()
self.Jtransaction = httphandler.getTransaction()
self.Jorders = httphandler.getOrders()
self.dict = {}
self.timeStamp = time.time()
for con in self.Jcontracts:
self.dict[con["Id"]] = con
self._instance = super(CachedJSON, self).__new__(self)
return self._instance
def __new__(self):
if not self._instance:
self.Jwallet = httphandler.getWallet()
self.Jcontracts = httphandler.getContracts()
self.Jtransaction = httphandler.getTransaction()
self.Jorders = httphandler.getOrders()
self.dict = {}
self.timeStamp = time.time()
for con in self.Jcontracts:
self.dict[con['Id']] = con
self._instance = super(CachedJSON, self).__new__(self)
return self._instance
def algo(self):
i = 1
while True:
try:
self.timestamp = time.localtime()
orderList = []
cancelList = []
jList = httphandler.getOrders(
) # could change to see transactions
for con in self.conList:
# this can be implementede faster
print con.name
oldBuy = None
oldSell = None
for j in jList:
if j['ContractId'] == con.conID:
if j['Type'] == 'Bid':
oldBuy = j
if j['Type'] == 'Ask':
oldSell = j
value = con.calculate()
buy = int(math.floor(value * 100.0) / 100.0 *
priceMax) - self.spread
sell = int(math.ceil(value * 100.0) / 100.0 *
priceMax) + self.spread # temporary
# if there isn't any order
#FIXME : dont go to sell if buy has none,
# get amount
if oldBuy == None and oldSell == None:
bidAmt = self.pLimit
askAmt = self.pLimit
elif oldBuy == None:
bidAmt = self.pLimit
askAmt = oldSell['QuantityLeft']
elif oldSell == None:
bidAmt = oldBuy['QuantityLeft']
askAmt = self.pLimit
else:
if oldBuy['QuantityLeft'] >= oldSell['QuantityLeft']:
bidAmt = self.pLimit
askAmt = self.pLimit - abs(oldBuy['QuantityLeft'] -
oldSell['QuantityLeft'])
else:
bidAmt = self.pLimit - abs(oldBuy['QuantityLeft'] -
oldSell['QuantityLeft'])
askAmt = self.pLimit
print "[VALUE]" + " " + str(value)
print "[BID]" + " " + str(bidAmt) + " Price: " + str(buy)
print "[ASK]" + " " + str(askAmt) + " Price: " + str(sell)
# Update cancel orders and post orders
# FIXME: If buy > 1000000, then sell it at 1000000 vice versa with SEll
if (oldBuy == None or buy != oldBuy['Price']
) and buy > 0 and buy < 1000000:
if oldBuy != None:
cancelList.append(oldBuy['OrderId'])
orderList.append(
order.Order(con.conID, False, bidAmt, buy))
if (oldSell == None or sell != oldSell['Price']
) and sell > 0 and sell < 1000000:
if oldSell != None:
cancelList.append(oldSell['OrderId'])
orderList.append(
order.Order(con.conID, True, askAmt, sell))
cancelstr = order.cancel2str(cancelList)
print cancelstr
orderstr = order.order2str(orderList)
print orderstr
print time.localtime()
if cancelList:
httphandler.postCancelOrders(cancelstr)
if orderList:
httphandler.postAddOrders(orderstr)
except Exception as e:
print "=================================="
print e
print "=================================="
pass
time.sleep(300)
i = i + 1
def algo(self):
i = 1
while True:
try:
self.timestamp = time.localtime()
orderList = []
cancelList = []
jList = httphandler.getOrders() # could change to see transactions
for con in self.conList:
# this can be implementede faster
print con.name
oldBuy = None
oldSell = None
for j in jList:
if j["ContractId"] == con.conID:
if j["Type"] == "Bid":
oldBuy = j
if j["Type"] == "Ask":
oldSell = j
value = con.calculate()
buy = int(math.floor(value * 100.0) / 100.0 * priceMax) - self.spread
sell = int(math.ceil(value * 100.0) / 100.0 * priceMax) + self.spread # temporary
# if there isn't any order
# FIXME : dont go to sell if buy has none,
# get amount
if oldBuy == None and oldSell == None:
bidAmt = self.pLimit
askAmt = self.pLimit
elif oldBuy == None:
bidAmt = self.pLimit
askAmt = oldSell["QuantityLeft"]
elif oldSell == None:
bidAmt = oldBuy["QuantityLeft"]
askAmt = self.pLimit
else:
if oldBuy["QuantityLeft"] >= oldSell["QuantityLeft"]:
bidAmt = self.pLimit
askAmt = self.pLimit - abs(oldBuy["QuantityLeft"] - oldSell["QuantityLeft"])
else:
bidAmt = self.pLimit - abs(oldBuy["QuantityLeft"] - oldSell["QuantityLeft"])
askAmt = self.pLimit
print "[VALUE]" + " " + str(value)
print "[BID]" + " " + str(bidAmt) + " Price: " + str(buy)
print "[ASK]" + " " + str(askAmt) + " Price: " + str(sell)
# Update cancel orders and post orders
# FIXME: If buy > 1000000, then sell it at 1000000 vice versa with SEll
if (oldBuy == None or buy != oldBuy["Price"]) and buy > 0 and buy < 1000000:
if oldBuy != None:
cancelList.append(oldBuy["OrderId"])
orderList.append(order.Order(con.conID, False, bidAmt, buy))
if (oldSell == None or sell != oldSell["Price"]) and sell > 0 and sell < 1000000:
if oldSell != None:
cancelList.append(oldSell["OrderId"])
orderList.append(order.Order(con.conID, True, askAmt, sell))
cancelstr = order.cancel2str(cancelList)
print cancelstr
orderstr = order.order2str(orderList)
print orderstr
print time.localtime()
if cancelList:
httphandler.postCancelOrders(cancelstr)
if orderList:
httphandler.postAddOrders(orderstr)
except Exception as e:
print "=================================="
print e
print "=================================="
pass
time.sleep(300)
i = i + 1
