def main():
account = 'CLS8002286'
venue = 'VXEX'
stock = 'KCYE'
price = 0
qty = 0
direction = OrderDirection.buy
orderType = OrderType.limit
waitTime = 1
oldPrice = 0
trade = Trade(account, venue, stock, price, qty, direction, orderType)
quote = Quote(venue, stock)
# buy low, sell high
# track stocks owned, and exposure (value per last trade)
while (True):
# get the spread
quote.refresh()
quote.prt()
# work the spread
trade.orderType = OrderType.limit
if (quote.bid is not None and quote.ask is not None):
# buy at the bid + 1
trade.direction = OrderDirection.buy
trade.price = quote.bid + 5
trade.qty = quote.bidSize
trade.prt()
trade.execute()
# sell at the ask - 1
trade.direction = OrderDirection.sell
trade.price = quote.ask - 5
trade.size = quote.askSize
trade.prt()
trade.execute()
time.sleep(2)
