def cancel_order(self, ClOrdId):
# TODO implement
if logging.getLevelName('DEBUG') > 1:
logging.debug(
f'ROFEXClient: Sending cancel message for order {ClOrdId}')
try:
cancel_order = pyRofex.cancel_order(ClOrdId)
lk.acquire()
print(dash_line)
print(f"----------- Cancel Order Response: ".ljust(width, '-'))
pprint(cancel_order)
lk.release()
order_status = pyRofex.get_order_status(ClOrdId)
lk.acquire()
print(dash_line)
print(f"----------- Cancel Order Status Response: ".ljust(
width, '-'))
pprint(order_status)
lk.release()
except Exception as e:
if logging.getLevelName('DEBUG') > 1:
logging.debug(f'ROFEXClient ERROR: En exception occurred {e}')
error_msg = "\033[0;30;47mERROR: Check log file for detailed error message.\033[1;37;40m"
print(error_msg)
print(dash_line)
def send_buy_order(ticker, price, qty):
order = pyRofex.send_order(ticker=ticker,
side=pyRofex.Side.BUY,
size=qty,
price=price,
order_type=pyRofex.OrderType.LIMIT)
print("Send Order Response:")
pprint.pprint(order)
order_status = pyRofex.get_order_status(order["order"]["clientId"])
print("Order Status Response:")
pprint.pprint(order_status)
def performBid(md):
simbolo = md['instrumentId']['symbol']
if hasBids(md):
bidAmount = hasBids(md) - 0.01
else:
bidAmount = ORDER_FIXED_AMOUNT
order = pyRofex.send_order(ticker=simbolo,
side=pyRofex.Side.BUY,
size=1,
price=bidAmount,
order_type=pyRofex.OrderType.LIMIT)
orderStatus = pyRofex.get_order_status(order["order"]["clientId"])
if orderStatus['status'] == 'OK':
return orderStatus
else:
return False
def get_ingresar_orden(self, buy):
cont = 0
self.print('Consultando BID')
try:
md = pyRofex.get_market_data(
ticker=self.date_symbol,
entries=[pyRofex.MarketDataEntry.BIDS])
except Exception as e:
self.print('Error al buscar BIDs : {}'.format(e))
logging.error('Error al buscar BIDs : {}'.format(e))
if md["marketData"]["BI"][0]["price"]:
self.print('Precio de BID: ${}'.format(
str(round(md["marketData"]["BI"][0]["price"],
2)).replace('.', ',')))
entrada = round(
float(md["marketData"]["BI"][0]["price"]) - 0.01, 2)
else:
self.print('No hay BIDs activos')
entrada = float(buy)
order = pyRofex.send_order(ticker=self.date_symbol,
side=pyRofex.Side.BUY,
size=1,
price=entrada,
order_type=pyRofex.OrderType.LIMIT)
if order['status'] == 'ERROR':
self.print('Error al realizar una órden: {}'.format(
order['description']))
return False
order_status = pyRofex.get_order_status(order["order"]["clientId"])
while True:
if order_status["order"]['status'] == 'NEW':
self.print('Ingresando orden a ${}'.format(entrada))
return True
else:
# TODO: control de errores para otros posibles estados
time.sleep(1)
cont += 1
if cont == self.timeout:
self.print('Orden cancelada por TIMEOUT')
return False
def placer_order(self, ticker, order_side, order_price, order_qty):
# TODO implement
# TODO Atento al parametro cancel_previous
if order_side.lower() == 'buy':
order_side = pyRofex.Side.BUY
elif order_side.lower() == 'sell':
order_side = pyRofex.side.BUY
else:
raise IncorrectOrderSide
if logging.getLevelName('DEBUG') > 1:
logging.debug(
f'ROFEXClient: Sending {str(order_side).split(".")[-1]} order.'
)
try:
order = pyRofex.send_order(ticker=ticker,
side=order_side,
size=order_qty,
price=order_price,
order_type=pyRofex.OrderType.LIMIT)
lk.acquire()
print(dash_line)
print(f"----------- Send Order Response: ".ljust(width, '-'))
pprint(order)
active_orders.append(order)
lk.release()
order_status = pyRofex.get_order_status(order["order"]["clientId"])
lk.acquire()
print(dash_line)
print(f"----------- Order Status Response: ".ljust(width, '-'))
pprint(order_status)
lk.release()
except Exception as e:
if logging.getLevelName('DEBUG') > 1:
logging.debug(f'ROFEXClient ERROR: En exception occurred {e}')
error_msg = "\033[0;30;47mERROR: Check log file for detailed error message.\033[1;37;40m"
print(error_msg)
print(dash_line)
# Print the response
print("Market Data Response: {0}".format(md))
# 3-Send a Buy Limit Order for DODic19 with the same price as the best bid
order = pyRofex.send_order(ticker="DODic19",
side=pyRofex.Side.BUY,
size=10,
price=md["marketData"]["BI"][0]["price"],
order_type=pyRofex.OrderType.LIMIT)
# Print the response
print("Send Order Response: {0}".format(order))
# 4-Check the order status
order_status = pyRofex.get_order_status(order["order"]["clientId"])
# Print the response
print("Order Status Response: {0}".format(order_status))
# 5-If order status is PENDING_NEW then we keep checking the status until
# the market accept or reject the order or timeout is reach
timeout = 5 # Time out 5 seconds
while order_status["order"]["status"] == "PENDING_NEW" and timeout > 0:
time.sleep(1)
order_status = pyRofex.get_order_status(order["order"]["clientId"])
# Print Order Status
print("Recheck Order Status Response: {0}".format(order_status))
def get_order_status(self, order):
""" returns order status"""
return pyRofex.get_order_status(order["order"]["clientId"])
if OF == []:
print("No hay BIDs activos")
#genero una orden por 81.5 centavos
order = pyRofex.send_order(ticker=ticker,
side=pyRofex.Side.BUY,
size=10,
price=81.5,
order_type=pyRofex.OrderType.LIMIT)
# Imprimo la respuesta de la orden
print("Resultado de la orden: {0}".format(order["status"]))
# Reviso el estado de la orden
order_status = pyRofex.get_order_status(order["order"]["clientId"])
# Imprimo el estado de la orden
print("Estado de la orden: {0}".format(order_status["status"]))
# si el estado de la orden es PENDING_NEW entonces sigo verificanto el estado
# hasta que el mercado acepte o rechace la orden o se alcance el tiempo maximo
timeout = 5 # Time out 5 segundos
while order_status["order"][
"status"] == "PENDING_NEW" and timeout > 0:
time.sleep(1)
order_status = pyRofex.get_order_status(
order["order"]["clientId"])
