def place_order(bid):
print("Ingresando orden a: $" + bid)
pyRofex.send_order(ticker=args.ticker,
side=pyRofex.Side.BUY,
size=1,
price=bid,
order_type=pyRofex.OrderType.LIMIT)
def _send_order(self, side, px, size):
self.state = States.WAITING_ORDERS
order = pyRofex.send_order(ticker=self.instrument,
side=side,
size=size,
price=round(px, 6),
order_type=pyRofex.OrderType.LIMIT,
cancel_previous=True)
self.my_order[order["order"]["clientId"]] = None
print("sending %s order %s@%s - id: %s" %
(side, size, px, order["order"]["clientId"]))
def send_buy_order(ticker, price, qty):
order = pyRofex.send_order(ticker=ticker,
side=pyRofex.Side.BUY,
size=qty,
price=price,
order_type=pyRofex.OrderType.LIMIT)
print("Send Order Response:")
pprint.pprint(order)
order_status = pyRofex.get_order_status(order["order"]["clientId"])
print("Order Status Response:")
pprint.pprint(order_status)
def performBid(md):
simbolo = md['instrumentId']['symbol']
if hasBids(md):
bidAmount = hasBids(md) - 0.01
else:
bidAmount = ORDER_FIXED_AMOUNT
order = pyRofex.send_order(ticker=simbolo,
side=pyRofex.Side.BUY,
size=1,
price=bidAmount,
order_type=pyRofex.OrderType.LIMIT)
orderStatus = pyRofex.get_order_status(order["order"]["clientId"])
if orderStatus['status'] == 'OK':
return orderStatus
else:
return False
def get_ingresar_orden(self, buy):
cont = 0
self.print('Consultando BID')
try:
md = pyRofex.get_market_data(
ticker=self.date_symbol,
entries=[pyRofex.MarketDataEntry.BIDS])
except Exception as e:
self.print('Error al buscar BIDs : {}'.format(e))
logging.error('Error al buscar BIDs : {}'.format(e))
if md["marketData"]["BI"][0]["price"]:
self.print('Precio de BID: ${}'.format(
str(round(md["marketData"]["BI"][0]["price"],
2)).replace('.', ',')))
entrada = round(
float(md["marketData"]["BI"][0]["price"]) - 0.01, 2)
else:
self.print('No hay BIDs activos')
entrada = float(buy)
order = pyRofex.send_order(ticker=self.date_symbol,
side=pyRofex.Side.BUY,
size=1,
price=entrada,
order_type=pyRofex.OrderType.LIMIT)
if order['status'] == 'ERROR':
self.print('Error al realizar una órden: {}'.format(
order['description']))
return False
order_status = pyRofex.get_order_status(order["order"]["clientId"])
while True:
if order_status["order"]['status'] == 'NEW':
self.print('Ingresando orden a ${}'.format(entrada))
return True
else:
# TODO: control de errores para otros posibles estados
time.sleep(1)
cont += 1
if cont == self.timeout:
self.print('Orden cancelada por TIMEOUT')
return False
def placer_order(self, ticker, order_side, order_price, order_qty):
# TODO implement
# TODO Atento al parametro cancel_previous
if order_side.lower() == 'buy':
order_side = pyRofex.Side.BUY
elif order_side.lower() == 'sell':
order_side = pyRofex.side.BUY
else:
raise IncorrectOrderSide
if logging.getLevelName('DEBUG') > 1:
logging.debug(
f'ROFEXClient: Sending {str(order_side).split(".")[-1]} order.'
)
try:
order = pyRofex.send_order(ticker=ticker,
side=order_side,
size=order_qty,
price=order_price,
order_type=pyRofex.OrderType.LIMIT)
lk.acquire()
print(dash_line)
print(f"----------- Send Order Response: ".ljust(width, '-'))
pprint(order)
active_orders.append(order)
lk.release()
order_status = pyRofex.get_order_status(order["order"]["clientId"])
lk.acquire()
print(dash_line)
print(f"----------- Order Status Response: ".ljust(width, '-'))
pprint(order_status)
lk.release()
except Exception as e:
if logging.getLevelName('DEBUG') > 1:
logging.debug(f'ROFEXClient ERROR: En exception occurred {e}')
error_msg = "\033[0;30;47mERROR: Check log file for detailed error message.\033[1;37;40m"
print(error_msg)
print(dash_line)
def send_order(self, ticker, order_price):
""" send order"""
logging.info("Ingresando orden a ${}".format(order_price))
try:
order = pyRofex.send_order(ticker=ticker,
side=pyRofex.Side.BUY,
size=10,
price=order_price,
order_type=pyRofex.OrderType.LIMIT)
#estado Orden
order_status = self.get_order_status(order)
logging.info("Estado orden:")
logging.info("Status: {}".format(order_status["status"]))
logging.info("Order ID: {}".format(
order_status["order"]["orderId"]))
logging.info("Descripción: {}".format(
order_status["order"]["text"]))
except Exception as e:
logging.error("No se pudo enviar la orden")
def error_handler(message):
print("Error Message Received: {0}".format(message))
def exception_handler(e):
print("Exception Occurred: {0}".format(e.message))
# 3-Initialize Websocket Connection with the handlers
pyRofex.init_websocket_connection(order_report_handler=order_report_handler,
error_handler=error_handler,
exception_handler=exception_handler)
# 4-Subscribes to receive order report for the default account
pyRofex.order_report_subscription()
# 5-Subscribes to an invalid account
pyRofex.order_report_subscription(account="InvalidAccount")
# 6-Send an order to check that order_report_handler is called
pyRofex.send_order(ticker="DODic19",
side=pyRofex.Side.BUY,
size=10,
order_type=pyRofex.OrderType.MARKET)
# 7-Wait 5 sec then close the connection
time.sleep(1)
pyRofex.close_websocket_connection()
pyRofex.initialize(user="******",
password="******",
account="XXXXXXX",
environment=pyRofex.Environment.REMARKET)
# 2-Get the best bid offer in the market for DODic19
md = pyRofex.get_market_data(ticker="DODic19",
entries=[pyRofex.MarketDataEntry.BIDS])
# Print the response
print("Market Data Response: {0}".format(md))
# 3-Send a Buy Limit Order for DODic19 with the same price as the best bid
order = pyRofex.send_order(ticker="DODic19",
side=pyRofex.Side.BUY,
size=10,
price=md["marketData"]["BI"][0]["price"],
order_type=pyRofex.OrderType.LIMIT)
# Print the response
print("Send Order Response: {0}".format(order))
# 4-Check the order status
order_status = pyRofex.get_order_status(order["order"]["clientId"])
# Print the response
print("Order Status Response: {0}".format(order_status))
# 5-If order status is PENDING_NEW then we keep checking the status until
# the market accept or reject the order or timeout is reach
timeout = 5 # Time out 5 seconds
#Check del simbolo
if md["status"] == "ERROR" and md["description"] == "Security {0}:ROFX doesn't exist".format(instrumento):
print("Simbilo invalido")
logout()
try:
print("Ultimo precio operado: ${0}".format(md["marketData"]["LA"]["price"]))
except:
print("Ultimo precio operado: None")
#CONSULTO EL PRECIO DEL BID
print("Consultando BID")
try:
#Si exitsen entradas, creo una a $0,01 menos que el precio del BID
bi = md["marketData"]["BI"][0]["price"]
print("Precio del BID: ${0}".format(bi))
print("Ingresando orden a ${0}".format(bi-0.01))
chk = pyRofex.send_order(instrumento, side=pyRofex.Side.BUY, size=1, price=bi-0.01, order_type=pyRofex.OrderType.LIMIT)
#Chequeo que la orden se haya realizado con exito
check_order_send(chk)
except:
#Si no existen entradas, creo una a $75,25
print("No hay BIDs activos")
print("Ingresando orden a $75,25")
chk = pyRofex.send_order(instrumento, side=pyRofex.Side.BUY, size=1, price=75.25, order_type=pyRofex.OrderType.LIMIT)
#Chequeo que la orden se haya realizado con exito
check_order_send(chk)
logout()
def iniciar(ticker2, REMARKETS_USER, REMARKET_PASS, REMARKET_ACCOUNT):
def error_handler(message):
print("Simbolo invalido")
def market_data_handler(message):
print("se ha reportado una solicutud al market data")
def exception_handler(e):
print("Exception Ocurred")
def order_report_handler(message):
print("se ha reportado una orden")
print("~$ python challenge.py ", ticker2, " -u ", REMARKETS_USER, " -p ",
REMARKET_PASS)
print("Iniciando sesion en Remarket")
# bloque try/except para autencticacion de password
try:
pyRofex.initialize(user=REMARKETS_USER,
password=REMARKET_PASS,
account=REMARKET_ACCOUNT,
environment=pyRofex.Environment.REMARKET)
except:
print("Error de autenticacion")
print("~$")
print("por favor vuelva a ingresar sus credenciales")
exit()
else:
pyRofex.init_websocket_connection(
market_data_handler=market_data_handler,
error_handler=error_handler,
order_report_handler=order_report_handler,
exception_handler=exception_handler)
print("Consultando simbolo")
md = pyRofex.get_market_data(
ticker=ticker2,
entries=[pyRofex.MarketDataEntry.BIDS, pyRofex.MarketDataEntry.LAST])
# capturar el key error de market data
try:
lp = md["marketData"]["LA"]["price"]
except KeyError:
print("Símbolo inválido")
else:
lp = md["marketData"]["LA"]["price"]
print("Último precio operado: $", lp)
print("consultando BID")
try:
md["marketData"]["BI"][0]["price"]
except KeyError:
# In this case, replace the constant value of 75.25 by a value that when talking about the September dollar the value is 75.25 in the bid offered.
# But if we talk about another asset (another instrument) this remains at a competitive value for supply / demand.
pyRofex.send_order(ticker=ticker2,
side=pyRofex.Side.BUY,
size=1,
price=lp - 0.91,
order_type=pyRofex.OrderType.LIMIT)
print("No hay Bids Activos")
bido = lp - 0.91
print("ingresando orden :$", bido)
else:
pyRofex.send_order(ticker=ticker2,
side=pyRofex.Side.BUY,
size=1,
price=md["marketData"]["BI"][0]["price"] - 0.01,
order_type=pyRofex.OrderType.LIMIT)
bid = md["marketData"]["BI"][0]["price"]
bido = bid - 0.01
print("Precio de BID: $", bid)
print("ingresando orden :$", bido)
print("cerrando sesion en Remarket")
time.sleep(5)
pyRofex.close_websocket_connection()
print("~$")
pyRofex.MarketDataEntry.LAST
]
#%%
# Nos subscribimos para recibir mensajes
pyRofex.market_data_subscription(tickers=instruments, entries=entries, depth=5)
# Nos subscribimos a un instrumento inválido y vemos un error
#pyRofex.market_data_subscription(tickers=["InvalidInstrument"],
# entries=entries)
#%%
# Subscribes to receive order report messages (default account will be used) **
pyRofex.order_report_subscription()
# Envía una orden límite de compra para el DONov20
order = pyRofex.send_order(ticker="DONov20",
side=pyRofex.Side.BUY,
size=10,
price=81.30,
order_type=pyRofex.OrderType.LIMIT)
# Esperar 5 segunos
time.sleep(5)
#%%
# Cancelar la orden
cancel_order = pyRofex.cancel_order(order["order"]["clientId"])
#%%
pyRofex.close_websocket_connection()
print("Market data más completa para {0}: {1}".format(ticker, market_data))
#%%
# Obtener datos históricos desde el comienzo del año hasta hoy
end = datetime.date.today()
start = datetime.date(year=end.year, month=1, day=1)
historic_trades = pyRofex.get_trade_history(ticker=ticker, start_date=start, end_date=end)
print("Datos históricos {0} from {1} to {2}: {3}".format(ticker, start, end, historic_trades))
#%% Manejo de órdenes
# Envía una orden límite de compra para el instrumento
order = pyRofex.send_order(ticker=ticker,
side=pyRofex.Side.BUY,
size=10,
price=81.10,
order_type=pyRofex.OrderType.LIMIT)
# Print the response
print("Respuesta del envío de orden: {0}".format(order))
# Ver cómo quedó la orden
order_status = pyRofex.get_order_status(order["order"]["clientId"])
# Mostrarlo
print("Respuesta del estado de la orden: {0}".format(order_status))
# si la orden se queda en PENDING_NEW continuar 'poleando' hasta que se coloque
timeout = 5 # Time out 5 seconds