def main():
try:
with open("DEFAULT_STOCK.txt") as infile:
venue, symbol = infile.readline().split()
except:
venue, symbol = "TESTEX", "FOOBAR"
account = "NZ" + str(random.randint(0, 999999999))
# account = "NOISEBOTS"
sf.change_api_key("unused")
orderType = "limit"
all_orders = []
while 1:
try:
price = sf.quote(venue, symbol)["last"]
if price == 0:
price = 5000
except:
price = 5000
price += random.randint(-100, 100)
qty = 100
qty += random.randint(-50, 50)
direction = random.choice(["buy", "sell"])
r = sf.execute_d(
{
"price": price,
"qty": qty,
"direction": direction,
"orderType": orderType,
"account": account,
"venue": venue,
"stock": symbol,
},
verbose=True,
)
try:
id = r["id"]
all_orders.append(id)
except:
print("Trouble getting ID.")
time.sleep(0.5)
if len(all_orders) > 10:
id = all_orders.pop(0)
sf.cancel(venue, symbol, id, verbose=True)
def main():
try:
with open("DEFAULT_STOCK.txt") as infile:
venue, symbol = infile.readline().split()
except:
venue, symbol = "BUYEX", "DOGS"
account = "NZ" + str(random.randint(0, 999999999))
orderType = "limit"
all_orders = []
while 1:
try:
price = sf.quote(venue, symbol)["last"]
if price == 0:
price = 5000
except:
price = 5000
price += random.randint(-100, 100)
qty = 100
qty += random.randint(-50, 50)
direction = random.choice(["buy", "sell"])
r = sf.execute_d(
{
"price": price,
"qty": qty,
"direction": direction,
"orderType": orderType,
"account": account,
"venue": venue,
"stock": symbol
},
verbose=True)
try:
id = r["id"]
all_orders.append(id)
except:
print("Trouble getting ID.")
time.sleep(0.5)
if len(all_orders) > 10:
id = all_orders.pop(0)
sf.cancel(venue, symbol, id, verbose=True)
def main():
global account
global venue
global symbol
orderType = "limit"
all_orders = []
while 1:
try:
price = sf.quote(venue, symbol)["last"]
if price == 0:
price = 5000
except:
price = 5000
price += random.randint(-100, 100)
qty = 100
qty += random.randint(-50, 50)
direction = random.choice(["buy", "sell"])
r = sf.execute_d(
{
"price": price,
"qty": qty,
"direction": direction,
"orderType": orderType,
"account": account,
"venue": venue,
"stock": symbol,
},
verbose=True,
)
try:
id = r["id"]
all_orders.append(id)
except:
print("Trouble getting ID.")
time.sleep(random.uniform(0.3, 0.7))
if len(all_orders) > 10:
id = all_orders.pop(0)
sf.cancel(venue, symbol, id, verbose=True)
def main():
try:
with open("DEFAULT_STOCK.txt") as infile:
venue, symbol = infile.readline().split()
except:
venue, symbol = "TESTEX", "FOOBAR"
account = "LH" + str(random.randint(0,999999999))
# account = "BLSHBOTS"
sf.change_api_key("unused")
orderType = "limit"
last_id = None
last_price = None
active_ids = []
myshares, mycents = 0, 0
print("Waiting to see some prices before placing orders...")
while 1:
try:
last_price = sf.quote(venue, symbol)["last"]
except:
time.sleep(5)
continue
if len(active_ids) > 10:
r = sf.cancel(venue, symbol, active_ids[0], verbose = True)
if r:
deltas = sf.parse_fills_from_response(r)
myshares += deltas["shares"]
mycents += deltas["cents"]
print("\nShares: {}, Cents: {}, NAV: {} (current price: {})\n".format(myshares, mycents, myshares * last_price + mycents, last_price))
active_ids.pop(0)
qty = 100
qty += random.randint(-25, 0)
if myshares < 0:
direction = "buy"
elif myshares > 0:
direction = "sell"
else:
direction = random.choice(["buy", "sell"])
if direction == "buy":
price = last_price - 50
else:
price = last_price + 50
print("Placing order...")
r = sf.execute_d(
{
"price" : price,
"qty" : qty,
"direction" : direction,
"orderType" : orderType,
"account" : account,
"venue" : venue,
"stock" : symbol
},
verbose = False)
try:
active_ids.append(r["id"])
except:
print("Trouble getting ID.")
time.sleep(0.5)
for n in range(TEST_SIZE):
INFO.price = random.randint(1, 20)
INFO.qty = random.randint(1, 20)
INFO.direction = random.choice(["buy", "sell"])
INFO.orderType = random.choice(["limit", "limit", "limit", "limit", "market", "immediate-or-cancel", "fill-or-kill"])
set_from_account_1(INFO)
res1 = sf.execute(INFO)
id1 = res1["id"]
if n == 0:
first_id_1 = id1
if n == TEST_SIZE - 1:
last_id_1 = id1
q1 = sf.quote(INFO.venue, INFO.symbol)
o1 = sf.orderbook(INFO.venue, INFO.symbol)
set_from_account_2(INFO)
res2 = sf.execute(INFO)
id2 = res2["id"]
if n == 0:
first_id_2 = id2
if n == TEST_SIZE - 1:
last_id_2 = id2
q2 = sf.quote(INFO.venue, INFO.symbol)
o2 = sf.orderbook(INFO.venue, INFO.symbol)
print("IDs (adjusted, should match): {}, {} ----- {} {} @ {} ({})".format(id1 - first_id_1, id2 - first_id_2, INFO.direction, INFO.qty, INFO.price, INFO.orderType))
bids_match = False
def main():
global account
global venue
global symbol
orderType = "limit"
last_id = None
last_price = None
active_ids = []
myshares, mycents = 0, 0
print("Waiting to see some prices before placing orders...")
# The strategy of this stupid bot is:
#
# If we have positive shares, try to sell above current price
# If we have negative shares, try to buy below current price
while 1:
try:
last_price = sf.quote(venue, symbol)["last"]
except:
time.sleep(5)
continue
if len(active_ids) > 10:
r = sf.cancel(venue, symbol, active_ids[0], verbose = True)
if r:
deltas = sf.parse_fills_from_response(r)
myshares += deltas["shares"]
mycents += deltas["cents"]
print("\nShares: {}, Cents: {}, NAV: {} (current price: {})\n".format(myshares, mycents, myshares * last_price + mycents, last_price))
active_ids.pop(0)
qty = 100
qty += random.randint(-25, 0)
if myshares < 0:
direction = "buy"
elif myshares > 0:
direction = "sell"
else:
direction = random.choice(["buy", "sell"])
if direction == "buy":
price = last_price - 50
else:
price = last_price + 50
print("Placing order...")
r = sf.execute_d(
{
"price" : price,
"qty" : qty,
"direction" : direction,
"orderType" : orderType,
"account" : account,
"venue" : venue,
"stock" : symbol
},
verbose = False)
try:
active_ids.append(r["id"])
except:
print("Trouble getting ID.")
time.sleep(0.5)
order.direction = "buy" order.qty = 999999 order.price = 1 sf.execute(order) # ------------------------------------- order.orderType = "limit" order.direction = "sell" order.qty = 5 order.price = 237 sf.execute(order) order.direction = "sell" order.qty = 96 order.price = 360 sf.execute(order) order.direction = "buy" order.qty = 96 order.price = 360 q = sf.quote(order.venue, order.symbol) print(q["lastSize"], "@", q["last"])
def main():
try:
with open("DEFAULT_STOCK.txt") as infile:
venue, symbol = infile.readline().split()
except:
venue, symbol = "BUYEX", "DOGS"
account = "LH" + str(random.randint(0,999999999))
orderType = "limit"
last_id = None
last_price = None
active_ids = []
myshares, mycents = 0, 0
while 1:
try:
last_price = sf.quote(venue, symbol)["last"]
except:
time.sleep(5)
continue
if len(active_ids) > 10:
r = sf.cancel(venue, symbol, active_ids[0], verbose = True)
if r:
deltas = sf.parse_fills_from_response(r)
myshares += deltas["shares"]
mycents += deltas["cents"]
print("\nShares: {}, Cents: {}, NAV: {} (current price: {})\n".format(myshares, mycents, myshares * last_price + mycents, last_price))
active_ids.pop(0)
qty = 100
qty += random.randint(-25, 0)
if myshares < 0:
direction = "buy"
elif myshares > 0:
direction = "sell"
else:
direction = random.choice(["buy", "sell"])
if direction == "buy":
price = last_price - 50
else:
price = last_price + 50
print("Placing order...")
r = sf.execute_d(
{
"price" : price,
"qty" : qty,
"direction" : direction,
"orderType" : orderType,
"account" : account,
"venue" : venue,
"stock" : symbol
},
verbose = False)
try:
active_ids.append(r["id"])
except:
print("Trouble getting ID.")
time.sleep(0.5)
o = {"account": account, "venue": venue, "stock": symbol, "qty": 50, "orderType": "limit", "price": 5000, "direction": "sell"}
r = sf.execute_d(o)
print("Last ID was {}".format(r["id"]))
print("Buying 40 of it back...", end = "")
o = {"account": account, "venue": venue, "stock": symbol, "qty": 40, "orderType": "limit", "price": 5000, "direction": "buy"}
r = sf.execute_d(o)
print(r["fills"])
print("Last ID was {}".format(r["id"]))
print("Buying final 10 with market...", end = "")
o = {"account": account, "venue": venue, "stock": symbol, "qty": 10, "orderType": "market", "price": 5000, "direction": "buy"}
r = sf.execute_d(o)
print(r["fills"])
print("Last ID was {}".format(r["id"]))
q = sf.quote(venue, symbol)
ls = q["lastSize"]
print("Quote: lastSize was {}".format(ls), end = "")
if ls != 10:
print(" <---------------------------------------------------------")
time.sleep(5)
q = sf.quote(venue, symbol)
print("After 5 seconds: Last size was {}".format(q["lastSize"]))
else:
print()