def execute_randomly_forever(verbose = False):
INFO = sf.Order()
INFO.account = ACCOUNT
INFO.venue = VENUE
INFO.symbol = SYMBOL
while 1:
INFO.price = random.randint(4000, 6000)
INFO.qty = random.randint(1, 100)
INFO.orderType = random.choice(["limit", "limit", "limit", "limit", "market", "immediate-or-cancel", "fill-or-kill"])
INFO.direction = random.choice(["buy", "sell"])
result = sf.execute(INFO, verbose = verbose)
def clear_the_books():
global INFO
INFO.qty = 999999
INFO.orderType = "market"
INFO.direction = "buy"
INFO.price = 1
set_from_account_1(INFO)
sf.execute(INFO)
set_from_account_2(INFO)
sf.execute(INFO)
INFO.direction = "sell"
set_from_account_1(INFO)
sf.execute(INFO)
set_from_account_2(INFO)
sf.execute(INFO)
# Set the last price and size...
INFO.orderType = "limit"
INFO.price = 5000
INFO.qty = 50
INFO.direction = "sell"
set_from_account_1(INFO)
sf.execute(INFO)
set_from_account_2(INFO)
sf.execute(INFO)
INFO.direction = "buy"
set_from_account_1(INFO)
sf.execute(INFO)
set_from_account_2(INFO)
sf.execute(INFO)
set_from_account_2(INFO)
sf.execute(INFO)
clear_the_books()
for n in range(TEST_SIZE):
INFO.price = random.randint(1, 20)
INFO.qty = random.randint(1, 20)
INFO.direction = random.choice(["buy", "sell"])
INFO.orderType = random.choice(["limit", "limit", "limit", "limit", "market", "immediate-or-cancel", "fill-or-kill"])
set_from_account_1(INFO)
res1 = sf.execute(INFO)
id1 = res1["id"]
if n == 0:
first_id_1 = id1
if n == TEST_SIZE - 1:
last_id_1 = id1
q1 = sf.quote(INFO.venue, INFO.symbol)
o1 = sf.orderbook(INFO.venue, INFO.symbol)
set_from_account_2(INFO)
res2 = sf.execute(INFO)
id2 = res2["id"]
if n == 0:
first_id_2 = id2
if n == TEST_SIZE - 1:
last_id_2 = id2
order.venue = "TESTEX"
order.symbol = "FOOBAR"
print("Reported last trade: (should be 96 @ 360, but sometimes is 5 @ 237)")
while 1:
# Clear the book.......................
order.orderType = "market"
order.direction = "sell"
order.qty = 999999
order.price = 1
sf.execute(order)
order.direction = "buy"
order.qty = 999999
order.price = 1
sf.execute(order)
# -------------------------------------
order.orderType = "limit"
order.direction = "sell"
order.qty = 5
order.price = 237
INFO = sf.Order()
INFO.account = ACCOUNT
INFO.venue = VENUE
INFO.symbol = SYMBOL
# Clear the book...
INFO.qty = 9999999
INFO.orderType = "market"
INFO.direction = "buy"
INFO.price = 0
sf.execute(INFO)
INFO.direction = "sell"
sf.execute(INFO)
starttime = time.clock()
n = 0
print("Running for {} seconds...".format(TEST_TIME))
while 1:
INFO.price = random.randint(1, 5000)
INFO.qty = random.randint(1, 100)
INFO.direction = random.choice(["buy", "sell"])
INFO.orderType = random.choice(["limit", "limit", "limit", "limit", "market", "immediate-or-cancel", "fill-or-kill"])
res = sf.execute(INFO)
