def make_orders(exchange: Exchange, orders: List[Order]):
# Orders in form of [Order]
order_results = list(
map(
lambda order: exchange.insert_order(order.instrument_id,
price=order.price,
volume=order.volume,
side=order.side,
order_type=order.order_type),
orders))
for (order, order_id) in zip(orders, order_results):
trade_history = exchange.get_trade_history(order.instrument_id)
if len(trade_history) > 0 and trade_history[-1].order_id == order_id:
success_msg = "SUCCESS "
elif order.order_type == "ioc":
success_msg = "FAILED "
else:
success_msg = "OUTSTANDING"
order_log = f"Order: {order_id} {success_msg} | Instrument: {order.instrument_id} | Price: {order.price:.1f} | Volume: {order.volume} | Side: {order.side} | Order Type: {order.order_type}"
g_recent_orders.pop(0)
g_recent_orders.append(order_log)
print(order_log)
#a = e.connect(username='******', password='******')
# Returns all currently outstanding orders
orders = e.get_outstanding_orders(instrument_id)
for o in orders.values():
print('outstanding orders: ' + o)
# Returns all trades you have done since the last time this function was called
trades = e.poll_new_trades(instrument_id)
for t in trades:
print(
f"[TRADED {t.instrument_id}] price({t.price}), volume({t.volume}), side({t.side})"
)
# Returns all trades you have done since since the instantiation of the Exchange
trades = e.get_trade_history(instrument_id)
for t in trades:
print(
f"[TRADED {t.instrument_id}] price({t.price}), volume({t.volume}), side({t.side})"
)
# Returns all current positions
positions = e.get_positions()
for p in positions:
print(p, positions[p])
# Returns all current positions with cash investedx
positions = e.get_positions_and_cash()
for p in positions:
print(p, positions[p])
side='ask',
order_type='ioc')
i = i + 1
printOutstanding()
return i
count = 0
i = 0
while (count < 10):
time.sleep(0.1)
count = execute_trade(count)
i += 1
if (i == 100):
trades = e.get_trade_history('PHILIPS_A')
for t in trades:
print(
f"[TRADED {t.instrument_id}] price({t.price}), volume({t.volume}), side({t.side})"
)
trades = e.get_trade_history('PHILIPS_B')
for t in trades:
print(
f"[TRADED {t.instrument_id}] price({t.price}), volume({t.volume}), side({t.side})"
)
printOutstanding()
i = 0
outstanding = e.get_outstanding_orders("PHILIPS_A")
for o in outstanding.values():
print(