def do_initalize(self, line):
try:
self.client1 = RestClient(ConfigManager.get_config().apiKey1, ConfigManager.get_config().apiSecret1, ConfigManager.get_config().apiUrl)
self.client1.account()
Util.get_logger().info("Credentials Verified")
except:
Util.get_logger().info("Api credentials invalid")
self.close()
def create_new_buy_order(price, amount):
Util.get_logger().info("Placing Buy Order for " + str(amount) +
" contracts at " + str(price))
client = RestClient(ConfigManager.get_config().apiKey1,
ConfigManager.get_config().apiSecret1,
ConfigManager.get_config().apiUrl)
order = client.buy(ConfigManager.get_config().tradeInsturment, amount,
price, False, "")
return order
def create_sl_sell_order(price, amount):
Util.get_logger().info("Placing SL Sell Order for " + str(amount) +
" contracts at " + str(price))
client = RestClient(ConfigManager.get_config().apiKey1,
ConfigManager.get_config().apiSecret1,
ConfigManager.get_config().apiUrl)
order = client.sell_stop_market_order(
ConfigManager.get_config().tradeInsturment, amount, price)
return order
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("Upddated number of orders to: " + str(config.numOfOrders))
else:
Util.get_logger().info("Not enough parameters. Ex. set_num_orders 5")
def get_config():
if os.path.isfile("config.json"):
file = open("config.json", "r")
return jsonpickle.decode(file.read())
else:
Util.get_logger().debug(
"No configuration found generating new one")
ConfigManager.create_config()
file = open("config.json", "r")
return jsonpickle.decode(file.read())
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 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 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_reset(self, line):
if self.rt:
self.rt.stop()
TradeManager.cancel_all_current_orders()
TradeManager.close_all_positions()
TradeManager.stopLossTriggered = False
DatabaseManager.delete_all_order_models()
Util.get_logger().info("Derishell Reset")
def get_order_by_id(orderid):
try:
orderModel = OrderModel.get(OrderModel.orderid == orderid)
return orderModel
except:
Util.get_logger().debug("Failed to retrieve order: " + str(orderid))
return None
def update_sell_order_entry(orderid, amount):
try:
orderModel = OrderModel.get(OrderModel.orderId == orderid)
orderModel.amount = amount
orderModel.save()
return orderModel
except:
Util.get_logger().debug("Failed to retrieve order: " + str(orderid))
return None
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 update_order_entry(orderid, status):
try:
orderModel = OrderModel.get(OrderModel.orderId == orderid)
orderModel.status = status
orderModel.save()
return orderModel
except:
Util.get_logger().debug("Failed to retrieve order: " + str(orderid))
return None
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)
TradeManager.close_all_positions()
def do_cancel_orders(self, line):
TradeManager.cancel_all_current_orders()
def do_close_positions(self, line):
TradeManager.close_all_positions()
def do_pause(self, line):
self.rt.stop()
def do_start_update(self,line):
if self.client1 != None:
self.rt = RepeatedTimer(10, TradeManager.update_order_status)
def do_update_orders(self, line):
if self.client1 != None:
TradeManager.update_order_status()
def do_clear(self, line):
Util.clear_screen()
def do_quit(self, line):
self.close()
return True
if __name__ == '__main__':
Util.clear_screen()
print(Util.banner)
DatabaseManager.initalize()
DeriShell().cmdloop()
def do_clear(self, line):
Util.clear_screen()
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 close(self):
Util.get_logger().debug("Shutting Down")
exit()