'Your ask: {4:.2f}, Your bid: {5:.2f}, Your spread: {6:.2f} '
'Avg: {7:.10f} Min: {8:.10f} Max: {9:.10f}'.format(
((datetime.now(tzlocal()) - order_book.last_time).microseconds * 1e-6),
order_book.asks.price_tree.min_key(), order_book.bids.price_tree.max_key(),
order_book.asks.price_tree.min_key() - order_book.bids.price_tree.max_key(),
open_orders.decimal_open_ask_price, open_orders.decimal_open_bid_price,
open_orders.decimal_open_ask_price - open_orders.decimal_open_bid_price,
order_book.average_rate*1e-6, order_book.fastest_rate*1e-6, order_book.slowest_rate*1e-6), end='\r')
if __name__ == '__main__':
if args.command_line:
stream_handler = logging.StreamHandler()
stream_handler.setFormatter(logging.Formatter('\n%(asctime)s, %(levelname)s, %(message)s'))
stream_handler.setLevel(logging.INFO)
trading_file_logger.addHandler(stream_handler)
order_book_file_logger.addHandler(stream_handler)
command_line = True
loop = asyncio.get_event_loop()
if args.trading:
loop.run_in_executor(None, functools.partial(buyer_strategy, order_book, open_orders, spreads))
loop.run_in_executor(None, update_balances)
loop.run_in_executor(None, update_orders)
if args.command_line:
loop.run_in_executor(None, monitor)
n = 0
while True:
start_time = loop.time()
loop.run_until_complete(websocket_to_order_book())
end_time = loop.time()
open_orders.decimal_open_ask_price,
open_orders.decimal_open_bid_price,
open_orders.decimal_open_ask_price -
open_orders.decimal_open_bid_price,
order_book.average_rate * 1e-6, order_book.fastest_rate * 1e-6,
order_book.slowest_rate * 1e-6),
end='\r')
if __name__ == '__main__':
if args.command_line:
stream_handler = logging.StreamHandler()
stream_handler.setFormatter(
logging.Formatter('\n%(asctime)s, %(levelname)s, %(message)s'))
stream_handler.setLevel(logging.INFO)
trading_file_logger.addHandler(stream_handler)
order_book_file_logger.addHandler(stream_handler)
command_line = True
loop = asyncio.get_event_loop()
if args.trading:
loop.run_in_executor(
None,
functools.partial(buyer_strategy, order_book, open_orders,
spreads))
loop.run_in_executor(None, update_balances)
loop.run_in_executor(None, update_orders)
if args.command_line:
loop.run_in_executor(None, monitor)
n = 0
while True:
if open_orders.open_ask_order_id and Decimal(open_orders.open_ask_price) > round(
max_bid + Decimal(spreads.ask_adjustment_spread), 2):
file_logger.info('CANCEL: open ask {0} threshold {1} diff {2}'.format(
Decimal(open_orders.open_ask_price),
round(max_bid - Decimal(spreads.ask_adjustment_spread), 2),
Decimal(open_orders.open_ask_price) - round(max_bid + Decimal(spreads.ask_adjustment_spread), 2)))
open_orders.cancel('ask')
return True
return True
if __name__ == '__main__':
if len(sys.argv) == 1:
stream_handler = logging.StreamHandler()
stream_handler.setFormatter(logging.Formatter('\n%(asctime)s, %(levelname)s, %(message)s'))
stream_handler.setLevel(logging.INFO)
file_logger.addHandler(stream_handler)
command_line = True
loop = asyncio.get_event_loop()
n = 0
while True:
start_time = loop.time()
loop.run_until_complete(websocket_to_order_book())
end_time = loop.time()
seconds = end_time - start_time
if seconds < 2:
n += 1
sleep_time = (2 ** n) + (random.randint(0, 1000) / 1000)
file_logger.error('Websocket connectivity problem, going to sleep for {0}'.format(sleep_time))
time.sleep(sleep_time)
if n > 6:
