예제 #1
0
                    dest='order_delay',
                    help='How many milliseconds should I delay orders by?'
                    )
parser.add_argument('--startup-wait-time', type=float, default=1,
                    dest='startup_wait_time',
                    help='How many seconds to wait at startup until market data is synchronized'
                    )
parser.add_argument('--min-cross-magnitude', type=float, default=0,
                    dest='min_cross_magnitude')
parser.add_argument('--max-order-lifetime', type=float, default=5.0,
                    dest='max_order_lifetime')

import atexit
if __name__ == '__main__':
    args = parser.parse_args()
    strategy = Strategy(STRATEGY_ID)
    order_manager = strategy.connect(args.config_server)


  # TODO: Figure out why zmq sockets hang on exit
  # atexit.register(strategy.close_all)

    def place_orders():
        outgoing_logic(args.min_cross_magnitude, args.order_delay,
                       args.max_order_lifetime, args.max_order_qty)


    logger.info('Started')
    strategy.run(md_update_wrapper, place_orders)
    logger.info('Stopped')
예제 #2
0
파일: manual.py 프로젝트: capitalk/strategy
        if x == 'A':
            order_manager.cancel_everything()
        elif x == 'N':
            new_order_dialog()
        elif x == 'C':
            cancel_dialog()
        elif x == 'Q':
            curses.endwin()
            exit(0)
    except:

        curses.endwin()
        raise


from argparse import ArgumentParser
parser = ArgumentParser(description='Manual order entry')
parser.add_argument('--config-server', type=str,
                    default='tcp://127.0.0.1:11111',
                    dest='config_server')
if __name__ == '__main__':
    args = parser.parse_args()
    strategy = Strategy(STRATEGY_ID)
    order_manager = strategy.connect(args.config_server)

  # atexit.register(strategy.close_all)

    init_ui()
    strategy.run(lambda bbo: md.update(bbo, False), ui_update)