dest='order_delay', help='How many milliseconds should I delay orders by?' ) parser.add_argument('--startup-wait-time', type=float, default=1, dest='startup_wait_time', help='How many seconds to wait at startup until market data is synchronized' ) parser.add_argument('--min-cross-magnitude', type=float, default=0, dest='min_cross_magnitude') parser.add_argument('--max-order-lifetime', type=float, default=5.0, dest='max_order_lifetime') import atexit if __name__ == '__main__': args = parser.parse_args() strategy = Strategy(STRATEGY_ID) order_manager = strategy.connect(args.config_server) # TODO: Figure out why zmq sockets hang on exit # atexit.register(strategy.close_all) def place_orders(): outgoing_logic(args.min_cross_magnitude, args.order_delay, args.max_order_lifetime, args.max_order_qty) logger.info('Started') strategy.run(md_update_wrapper, place_orders) logger.info('Stopped')
if x == 'A': order_manager.cancel_everything() elif x == 'N': new_order_dialog() elif x == 'C': cancel_dialog() elif x == 'Q': curses.endwin() exit(0) except: curses.endwin() raise from argparse import ArgumentParser parser = ArgumentParser(description='Manual order entry') parser.add_argument('--config-server', type=str, default='tcp://127.0.0.1:11111', dest='config_server') if __name__ == '__main__': args = parser.parse_args() strategy = Strategy(STRATEGY_ID) order_manager = strategy.connect(args.config_server) # atexit.register(strategy.close_all) init_ui() strategy.run(lambda bbo: md.update(bbo, False), ui_update)