def market_maker_one(trader: shift.Trader, ticker: str):
tickSize = 0.01
# james code need to change maybe?
today = trader.get_last_trade_time()
endTime = dt.time(15, 30, 0)
dayEnd = dt.datetime.combine(today, dt.datetime(endTime))
rightNow = trader.get_last_trade_time()
#right < the end of day at 3:50
while today < dayEnd:
'''
check inventory here
'''
trader.sub_all_order_book()
lastPrice = trader.get_last_price("AAPL")
limitBuyPrice = lastPrice - tickSize
limitSellPrice = lastPrice + tickSize
limit_buy = shift.Order(shift.Order.Type.LIMIT_BUY, "AAPL", 1,
limitBuyPrice)
limit_sell = shift.Order(shift.Order.Type.LIMIT_SELL, "AAPL", 1,
limitSellPrice)
# market_buy = shift.Order(shift.Order.Type.MARKET_BUY, "AAPL", 1)
# trader.submit_order(market_buy)
trader.submit_order(limit_buy)
trader.submit_order(limit_sell)
time.sleep(10)
return
def main(trader: shift.Trader) -> None:
"""
main entrypoint
"""
trader = shift.Trader(credentials.my_username)
try:
trader.connect("initiator.cfg", credentials.my_password)
trader.sub_all_order_book()
except shift.IncorrectPasswordError as e:
print(e)
except shift.ConnectionTimeoutError as e:
print(e)
time.sleep(2)
check_time = 5 # minutes
current = trader.get_last_trade_time()
start_time = dt.combine(current, dt.datetime(10, 0, 0))
end_time = dt.combine(current, dt.datetime(15, 30, 0))
while trader.get_last_trade_time() < start_time:
sleep(check_time * 60)
processes = run_processes(trader)
while trader.get_last_trade_time() < end_time:
sleep(check_time * 60)
for order in trader.get_waiting_list():
trader.submit_cancellation(order)
for item in trader.get_portfolio_items().values():
ticker = item.get_symbol()
sell = shift.Order(shift.Order.Type.MARKET_SELL, ticker,
item.get_shares())
trader.submit_order(sell)
time_wait_sell = 60 # seconds
sleep(time_wait_sell)
stop_processes(processes)
# print stuff
routine_summary(trader)
