class IntradeSession: def __init__(self, memNum, pw): self.n = Intrade(memNum,pw) self.financialData = None self.md = None self.event = None self.contract = None self.contractInfo = None self.priceInfo = None self.timeAndSales = [] self.timeDelay = 0 self.historicalAsks = [] self.historicalBids = [] self.sessionProfit = 0 self.moneyInvested = 0 self.MAX_PERCENT_INVEST = 10 def getEventName(self): return self.event.name def getEventClass(self, classId): return self.n.getMarketDataByEventClass(classId) def refreshMarketData(self): self.md = self.n.getMarketData() def refreshContractInfo(self): self.contractInfo = self.n.getContractInfo([self.contract.id,])[0] def isExpired(self): self.refreshContractInfo() return self.contractInfo.isExpired() def getExpirationTime(self): return self.contractInfo.expiryTime def getExpirationPrice(self): return self.contractInfo.expiryPrice def isClosed(self): self.refreshContractInfo() return self.contractInfo.isClosed() def isOpen(self): return not self.isClosed() def havePosition(self): return self.getPosition() != None def getPosition(self): pos = self.n.getPositions(self.contract.id) if len(pos) > 0: self.position = pos[0] return self.position def placeOrder(self, price, quantity): if self.isOpen(): return False else: return False def refreshTimeAndSales(self): self.timeAndSales = self.n.getDailyTimeAndSales(self.contract.id) self.financialData = FinancialDataSet([ t.toTup() for t in self.timeAndSales]) def getTimeAndSales(self): self.refreshTimeAndSales() return self.timeAndSales def refreshPriceInfo(self): self.priceInfo = self.n.getPriceInfo([self.contract.id,]).priceContractInfos[0] def getTime(self): self.timeDelay = d.n.getIntradeTime() - self.__t() return self.n.getIntradeTime() def getAdjustedTime(self): return long(time.time()*1000) + self.timeDelay def startTrading(self): while self.shouldContinue(): if self.havePosition(): self.sell() else: self.buy() return "Market Closed!" def buy(self): targetPrice = self.getBuyPrice() latestPrice = self.getLatestAsk() while latestPrice > targetPrice and self.isOpen(): targetPrice = self.getBuyPrice() latestPrice = self.getLatestAsk() if self.isOpen(): targetQuantity = self.getBuyQuantity(latestPrice) success = self.placeOrder(latestPrice,targetQuantity) return success else: return False def shouldContinue(self): return self.isOpen() def sell(self): return def getBuyPrice(self): return def getBuyQuantity(self, latestPrice): return def getSellPrice(self): return def getLatestPrice(self): self.refreshContractInfo() return self.contractInfo.lstTrdPrc def getLatestBid(self): self.refreshPriceInfo() bidPrice = self.priceInfo.orderBook.getLatestBidPrice() if bidPrice > 0: self.historicalBids.append( (time.time(), bidPrice)) return bidPrice def getLatestAsk(self): self.refreshPriceInfo() askPrice = self.priceInfo.orderBook.getLatestOfferPrice() if askPrice > 0: self.historicalAsks.append((time.time(), askPrice)) return askPrice def getAvailableCash(self): return self.getBalance().available def getInvested(self): return self.getBalance().frozen def getBalance(self): return self.n.getBalance() def getStopLossPrice(self): return -1 def getPositionAvgCost(self): self.position = self.getPosition() if self.position: return self.position.averageCost() else: return -1 def getTargetPrice(self): self.position = self.getPosition() if self.position: tenPercent = self.getPositionAvgCost() * 1.1 return tenPercent else: -1
def test_market_data(self):
n = Intrade(self.memNum, self.pw)
md = n.getMarketData()
class IntradeSession:
def __init__(self, memNum, pw):
self.n = Intrade(memNum, pw)
self.financialData = None
self.md = None
self.event = None
self.contract = None
self.contractInfo = None
self.priceInfo = None
self.timeAndSales = []
self.timeDelay = 0
self.historicalAsks = []
self.historicalBids = []
self.sessionProfit = 0
self.moneyInvested = 0
self.MAX_PERCENT_INVEST = 10
def getEventName(self):
return self.event.name
def getEventClass(self, classId):
return self.n.getMarketDataByEventClass(classId)
def refreshMarketData(self):
self.md = self.n.getMarketData()
def refreshContractInfo(self):
self.contractInfo = self.n.getContractInfo([
self.contract.id,
])[0]
def isExpired(self):
self.refreshContractInfo()
return self.contractInfo.isExpired()
def getExpirationTime(self):
return self.contractInfo.expiryTime
def getExpirationPrice(self):
return self.contractInfo.expiryPrice
def isClosed(self):
self.refreshContractInfo()
return self.contractInfo.isClosed()
def isOpen(self):
return not self.isClosed()
def havePosition(self):
return self.getPosition() != None
def getPosition(self):
pos = self.n.getPositions(self.contract.id)
if len(pos) > 0:
self.position = pos[0]
return self.position
def placeOrder(self, price, quantity):
if self.isOpen():
return False
else:
return False
def refreshTimeAndSales(self):
self.timeAndSales = self.n.getDailyTimeAndSales(self.contract.id)
self.financialData = FinancialDataSet(
[t.toTup() for t in self.timeAndSales])
def getTimeAndSales(self):
self.refreshTimeAndSales()
return self.timeAndSales
def refreshPriceInfo(self):
self.priceInfo = self.n.getPriceInfo([
self.contract.id,
]).priceContractInfos[0]
def getTime(self):
self.timeDelay = d.n.getIntradeTime() - self.__t()
return self.n.getIntradeTime()
def getAdjustedTime(self):
return long(time.time() * 1000) + self.timeDelay
def startTrading(self):
while self.shouldContinue():
if self.havePosition():
self.sell()
else:
self.buy()
return "Market Closed!"
def buy(self):
targetPrice = self.getBuyPrice()
latestPrice = self.getLatestAsk()
while latestPrice > targetPrice and self.isOpen():
targetPrice = self.getBuyPrice()
latestPrice = self.getLatestAsk()
if self.isOpen():
targetQuantity = self.getBuyQuantity(latestPrice)
success = self.placeOrder(latestPrice, targetQuantity)
return success
else:
return False
def shouldContinue(self):
return self.isOpen()
def sell(self):
return
def getBuyPrice(self):
return
def getBuyQuantity(self, latestPrice):
return
def getSellPrice(self):
return
def getLatestPrice(self):
self.refreshContractInfo()
return self.contractInfo.lstTrdPrc
def getLatestBid(self):
self.refreshPriceInfo()
bidPrice = self.priceInfo.orderBook.getLatestBidPrice()
if bidPrice > 0:
self.historicalBids.append((time.time(), bidPrice))
return bidPrice
def getLatestAsk(self):
self.refreshPriceInfo()
askPrice = self.priceInfo.orderBook.getLatestOfferPrice()
if askPrice > 0:
self.historicalAsks.append((time.time(), askPrice))
return askPrice
def getAvailableCash(self):
return self.getBalance().available
def getInvested(self):
return self.getBalance().frozen
def getBalance(self):
return self.n.getBalance()
def getStopLossPrice(self):
return -1
def getPositionAvgCost(self):
self.position = self.getPosition()
if self.position:
return self.position.averageCost()
else:
return -1
def getTargetPrice(self):
self.position = self.getPosition()
if self.position:
tenPercent = self.getPositionAvgCost() * 1.1
return tenPercent
else:
-1
def test_market_data(self):
n = Intrade(self.memNum, self.pw)
md = n.getMarketData()