def main():
global account
global venue
global symbol
orderType = "limit"
last_id = None
last_price = None
active_ids = []
myshares, mycents = 0, 0
print("Waiting to see some prices before placing orders...")
# The strategy of this stupid bot is:
#
# If we have positive shares, try to sell above current price
# If we have negative shares, try to buy below current price
while 1:
try:
last_price = sf.quote(venue, symbol)["last"]
except:
time.sleep(5)
continue
if len(active_ids) > 10:
r = sf.cancel(venue, symbol, active_ids[0], verbose = True)
if r:
deltas = sf.parse_fills_from_response(r)
myshares += deltas["shares"]
mycents += deltas["cents"]
print("\nShares: {}, Cents: {}, NAV: {} (current price: {})\n".format(myshares, mycents, myshares * last_price + mycents, last_price))
active_ids.pop(0)
qty = 100
qty += random.randint(-25, 0)
if myshares < 0:
direction = "buy"
elif myshares > 0:
direction = "sell"
else:
direction = random.choice(["buy", "sell"])
if direction == "buy":
price = last_price - 50
else:
price = last_price + 50
print("Placing order...")
r = sf.execute_d(
{
"price" : price,
"qty" : qty,
"direction" : direction,
"orderType" : orderType,
"account" : account,
"venue" : venue,
"stock" : symbol
},
verbose = False)
try:
active_ids.append(r["id"])
except:
print("Trouble getting ID.")
time.sleep(0.5)
def main():
try:
with open("DEFAULT_STOCK.txt") as infile:
venue, symbol = infile.readline().split()
except:
venue, symbol = "TESTEX", "FOOBAR"
account = "LH" + str(random.randint(0,999999999))
# account = "BLSHBOTS"
sf.change_api_key("unused")
orderType = "limit"
last_id = None
last_price = None
active_ids = []
myshares, mycents = 0, 0
print("Waiting to see some prices before placing orders...")
while 1:
try:
last_price = sf.quote(venue, symbol)["last"]
except:
time.sleep(5)
continue
if len(active_ids) > 10:
r = sf.cancel(venue, symbol, active_ids[0], verbose = True)
if r:
deltas = sf.parse_fills_from_response(r)
myshares += deltas["shares"]
mycents += deltas["cents"]
print("\nShares: {}, Cents: {}, NAV: {} (current price: {})\n".format(myshares, mycents, myshares * last_price + mycents, last_price))
active_ids.pop(0)
qty = 100
qty += random.randint(-25, 0)
if myshares < 0:
direction = "buy"
elif myshares > 0:
direction = "sell"
else:
direction = random.choice(["buy", "sell"])
if direction == "buy":
price = last_price - 50
else:
price = last_price + 50
print("Placing order...")
r = sf.execute_d(
{
"price" : price,
"qty" : qty,
"direction" : direction,
"orderType" : orderType,
"account" : account,
"venue" : venue,
"stock" : symbol
},
verbose = False)
try:
active_ids.append(r["id"])
except:
print("Trouble getting ID.")
time.sleep(0.5)
def main():
try:
with open("DEFAULT_STOCK.txt") as infile:
venue, symbol = infile.readline().split()
except:
venue, symbol = "BUYEX", "DOGS"
account = "LH" + str(random.randint(0,999999999))
orderType = "limit"
last_id = None
last_price = None
active_ids = []
myshares, mycents = 0, 0
while 1:
try:
last_price = sf.quote(venue, symbol)["last"]
except:
time.sleep(5)
continue
if len(active_ids) > 10:
r = sf.cancel(venue, symbol, active_ids[0], verbose = True)
if r:
deltas = sf.parse_fills_from_response(r)
myshares += deltas["shares"]
mycents += deltas["cents"]
print("\nShares: {}, Cents: {}, NAV: {} (current price: {})\n".format(myshares, mycents, myshares * last_price + mycents, last_price))
active_ids.pop(0)
qty = 100
qty += random.randint(-25, 0)
if myshares < 0:
direction = "buy"
elif myshares > 0:
direction = "sell"
else:
direction = random.choice(["buy", "sell"])
if direction == "buy":
price = last_price - 50
else:
price = last_price + 50
print("Placing order...")
r = sf.execute_d(
{
"price" : price,
"qty" : qty,
"direction" : direction,
"orderType" : orderType,
"account" : account,
"venue" : venue,
"stock" : symbol
},
verbose = False)
try:
active_ids.append(r["id"])
except:
print("Trouble getting ID.")
time.sleep(0.5)
