def place_test_orders(self, arbs):
interface = Interface()
for product in arbs.keys():
bid_ask = arbs[product]
quantity = min(bid_ask["bids"]["quantity"],
bid_ask["asks"]["quantity"])
# For now just submit a limit order buy and sell at the same time.
for key in bid_ask:
if key == 'bids':
side = 'sell'
elif key == 'asks':
side = 'buy'
data = bid_ask[key]
interface.create_test_order(data['exchange'],
product,
side,
'limit',
quantity,
price=data['price'])
def place_orders(self, arbs):
interface = Interface()
for product in arbs.keys():
bid_ask = arbs[product]
quantity = min(bid_ask["bids"]["quantity"],
bid_ask["asks"]["quantity"])
bids = bid_ask["bids"]
asks = bid_ask["asks"]
# first buy then if the order is filled and the arb is still valid then sell
buy_response = interface.create_test_order(bids['exchange'],
product,
bids['side'],
'limit',
quantity,
price=bids['price'])
buy_order_id = buy_response['id']
order_filled = False
while not order_filled:
if interface.order_filled(bids['exchange'], buy_order_id):
print('bought')
order_filled = True
else:
time.sleep(5)
sell_response = interface.create_test_order(asks['exchange'],
product,
asks['side'],
'limit',
quantity,
price=asks['price'])
sell_order_id = sell_response['id']
order_filled = False
while not order_filled:
if interface.order_filled(asks['exchange'], sell_order_id):
print('sold, arbitrage complete')
order_filled = True
else:
time.sleep(5)