import time import logging import sys from market_data import MarketData from strategy_loop import Strategy from proto_objs.capk_globals_pb2 import BID, ASK from logging_helpers import create_logger logger = create_logger("uncross", console_level = logging.WARN, file_name = "test_synth_modify.log", file_level = logging.DEBUG) STRATEGY_ID = '47018467-9a66-405d-9f3b-4203a356c884' md = MarketData() # we get an order_manager back from Strategy.connect order_manager = None updated_symbols = set([]) cross = None # a pair of entries for bid and offer class Cross: def __init__(self, bid_entry, offer_entry): self.bid_entry = bid_entry self.offer_entry = offer_entry self.start_time = time.time() # these get filled in after the orders get created/sent self.send_time = None self.bid_order_id = None
#!/usr/bin/python # -*- coding: utf-8 -*- import time import logging from fix_constants import HANDLING_INSTRUCTION, EXEC_TYPE, \ EXEC_TRANS_TYPE, ORDER_STATUS import sys from market_data import MarketData from strategy_loop import Strategy from proto_objs.capk_globals_pb2 import BID, ASK from logging_helpers import create_logger logger = create_logger('uncross', console_level=logging.DEBUG, console_handler=logging.StreamHandler(sys.stdout), file_name='uncross.log', file_level=logging.DEBUG) STRATEGY_ID = 'f16e8fc3-846e-43e5-a3bf-8728f42e7972' md = MarketData() # we get an order_manager back from Strategy.connect order_manager = None updated_symbols = set([]) cross = None # a pair of entries for bid and offer class Cross:
#!/usr/bin/python # -*- coding: utf-8 -*- import time import logging import sys from market_data import MarketData from strategy_loop import Strategy from proto_objs.capk_globals_pb2 import BID, ASK from logging_helpers import create_logger import order_constants logger = create_logger('market_test', console_level=logging.DEBUG, console_handler=logging.StreamHandler(sys.stdout), file_name='market_test.log', file_level=logging.DEBUG) # Original STRATEGY_ID = '46210d2f-61b0-48fe-be15-4cdf17b14b48' # Uncrosser's ID # STRATEGY_ID = 'f16e8fc3-846e-43e5-a3bf-8728f42e7972' md = MarketData() # we get an order_manager back from Strategy.connect order_manager = None updated_symbols = set([]) bid = None