def do_set_num_orders(self, line):
arguments = Util.safe_str_split_on_space(line)
if len(arguments) >= 1:
config = ConfigManager.get_config()
config.numOfOrders = int(arguments[0])
ConfigManager.update_config(config)
Util.get_logger().info("Updated number of orders to: " + str(config.numOfOrders))
else:
Util.get_logger().info("Not enough parameters. Ex. set_num_orders 5")
def cancel_all_current_orders():
orders = DatabaseManager.get_all_open_orders()
client = RestClient(ConfigManager.get_config().apiKey1,
ConfigManager.get_config().apiSecret1,
ConfigManager.get_config().apiUrl)
for order in orders:
client.cancel(order.orderId)
DatabaseManager.update_order_entry(order.orderId, "cancelled")
Util.get_logger().info("Cancelled order: " + str(order.orderId))
def do_set_price_distance(self, line):
arguments = Util.safe_str_split_on_space(line)
if len(arguments) >= 1:
config = ConfigManager.get_config()
config.priceDistance = float(arguments[0])
ConfigManager.update_config(config)
Util.get_logger().info("Upddated price difference to: " + str(config.priceDistance))
else:
Util.get_logger().info("Not enough parameters. Ex. set_price_distance 1(in USD)")
def do_set_contract_amount(self, line):
arguments = Util.safe_str_split_on_space(line)
if len(arguments) >= 1:
config = ConfigManager.get_config()
config.contractSize = int(arguments[0])
ConfigManager.update_config(config)
Util.get_logger().info("Upddated number of contracts to: " + str(config.contractSize))
else:
Util.get_logger().info("Not enough parameters. Ex. set_contract_amount 100")
def do_set_base_price(self, line):
arguments = Util.safe_str_split_on_space(line)
if len(arguments) >= 1:
config = ConfigManager.get_config()
config.basePrice = float(arguments[0])
ConfigManager.update_config(config)
Util.get_logger().info("Upddated base price to: " + str(config.basePrice))
else:
Util.get_logger().info("Not enough parameters. Ex. set_base_price 6000")
def close_all_positions():
client = RestClient(ConfigManager.get_config().apiKey1,
ConfigManager.get_config().apiSecret1,
ConfigManager.get_config().apiUrl)
positions = client.positions()
for x in positions:
if x['direction'] == 'buy':
client.sell(ConfigManager.get_config().tradeInsturment,
x['size'], 1, False, "")
else:
client.buy(ConfigManager.get_config().tradeInsturment,
x['size'], 99999, False, "")
def setup_inital_ladder():
Util.get_logger().info("Setup initial ladder")
for x in range(ConfigManager.get_config().numOfOrders):
order = TradeManager.create_new_buy_order(
(ConfigManager.get_config().basePrice -
ConfigManager.get_config().priceDistance) -
(ConfigManager.get_config().priceDistance * x),
ConfigManager.get_config().contractSize, True)
DatabaseManager.create_order_entry(order['order']['orderId'],
order['order']['price'],
order['order']['amount'],
order['order']['direction'])
def show_current_orders():
openOrders = DatabaseManager.get_all_open_orders(
) + DatabaseManager.get_all_pending_orders()
print()
table_data = []
table_data.append(
[ColorText.yellow(ConfigManager.get_config().basePrice)])
table = AsciiTable(table_data, "Base")
print(table.table)
print()
TradeManager.show_sells_table(openOrders)
print()
TradeManager.show_buys_table(openOrders)
print()
def setup_inital_ladder():
Util.get_logger().info("Setup initial ladder")
for x in range(ConfigManager.get_config().numOfOrders):
DatabaseManager.create_order_entry(
"", (ConfigManager.get_config().basePrice -
ConfigManager.get_config().priceDistance) -
(ConfigManager.get_config().priceDistance * x),
ConfigManager.get_config().contractSize, "buy")
TradeManager.update_pending_orders()
# Create the stop loss order
order = TradeManager.create_sl_sell_order(
ConfigManager.get_config().stopLossPrice,
ConfigManager.get_config().numOfOrders *
ConfigManager.get_config().contractSize)
DatabaseManager.create_sl_order_entry(
order['order']['orderId'],
ConfigManager.get_config().stopLossPrice,
ConfigManager.get_config().numOfOrders *
ConfigManager.get_config().contractSize)
def update_order_status():
if TradeManager.stopLossTriggered == False:
orders = DatabaseManager.get_all_open_orders()
client = RestClient(ConfigManager.get_config().apiKey1,
ConfigManager.get_config().apiSecret1,
ConfigManager.get_config().apiUrl)
for order in orders:
try:
updatedOrder = client.getorderstate(order.orderId)
DatabaseManager.update_order_entry(order.orderId,
updatedOrder['state'])
if updatedOrder['state'] == "filled":
if "SLMS" in order.orderId:
# Stop loss fired
Util.get_logger().info(
"STOP LOSS FIRED - CANCELLING ALL ORDERS")
TradeManager.cancel_all_current_orders()
TradeManager.stopLossTriggered = True
else:
if updatedOrder['direction'] == "buy":
if ConfigManager.get_config().fcbMode:
#Create new one
DatabaseManager.create_order_entry(
"",
order.price + ConfigManager.get_config(
).priceDistance,
ConfigManager.get_config(
).contractSize, "sell")
else:
sellPriceOffset = ConfigManager.get_config(
).basePrice - order.price
DatabaseManager.create_order_entry(
"",
ConfigManager.get_config().basePrice +
sellPriceOffset,
ConfigManager.get_config(
).contractSize, "sell")
else:
if ConfigManager.get_config().fcbMode:
DatabaseManager.create_order_entry(
"",
order.price - ConfigManager.get_config(
).priceDistance,
ConfigManager.get_config(
).contractSize, "buy")
else:
# put in buy order
buyPriceOffset = order.price - ConfigManager.get_config(
).basePrice
DatabaseManager.create_order_entry(
"",
ConfigManager.get_config().basePrice +
buyPriceOffset,
ConfigManager.get_config(
).contractSize, "buy")
except:
pass
else:
#We no longer update our queue until user resets
pass
def update_order_status():
orders = DatabaseManager.get_all_open_orders()
client = RestClient(ConfigManager.get_config().apiKey1,
ConfigManager.get_config().apiSecret1,
ConfigManager.get_config().apiUrl)
Util.get_logger().info("Updating orders")
for order in orders:
updatedOrder = client.getorderstate(order.orderId)
if updatedOrder['state'] == "filled":
if updatedOrder['direction'] == "buy":
if ConfigManager.get_config().fcbMode:
#Create new one
newOrder = TradeManager.create_new_sell_order(
updatedOrder["price"] +
ConfigManager.get_config().priceDistance,
updatedOrder['quantity'], False)
DatabaseManager.create_order_entry(
newOrder['order']['orderId'],
newOrder['order']['price'],
newOrder['order']['quantity'],
newOrder['order']['direction'])
else:
sellPriceOffset = ConfigManager.get_config(
).basePrice - updatedOrder["price"]
#Create new one
newOrder = TradeManager.create_new_sell_order(
ConfigManager.get_config().basePrice +
sellPriceOffset, updatedOrder['quantity'], False)
DatabaseManager.create_order_entry(
newOrder['order']['orderId'],
newOrder['order']['price'],
newOrder['order']['quantity'],
newOrder['order']['direction'])
else:
if ConfigManager.get_config().fcbMode:
newOrder = TradeManager.create_new_buy_order(
updatedOrder["price"] -
ConfigManager.get_config().priceDistance,
updatedOrder['quantity'], False)
DatabaseManager.create_order_entry(
newOrder['order']['orderId'],
newOrder['order']['price'],
newOrder['order']['quantity'],
newOrder['order']['direction'])
else:
# put in buy order
buyPriceOffset = updatedOrder[
"price"] - ConfigManager.get_config().basePrice
#Create new one
newOrder = TradeManager.create_new_buy_order(
ConfigManager.get_config().basePrice +
buyPriceOffset, updatedOrder['quantity'], False)
DatabaseManager.create_order_entry(
newOrder['order']['orderId'],
newOrder['order']['price'],
newOrder['order']['quantity'],
newOrder['order']['direction'])
DatabaseManager.update_order_entry(order.orderId,
updatedOrder['state'])
def do_get_summary(self,line):
if self.client1 != None:
print(self.client1.getsummary(ConfigManager.get_config().tradeInsturment))