def trade_ioc(self, pair, side, price, amount, reason):
price = ("%0." + str(PAIRS[str(pair)]['price_decimals']) + "f") % price
amount = ("%0." + str(PAIRS[str(pair)]['lot_decimals']) + "f") % amount
order_info = self.api.create_order(self.wallet_id, side,
symbol_to_itbit(pair.token), amount,
price, self.pair_name(pair)).json()
print 'first print'
print order_info
order_id = order_info['id']
if order_is_open(order_info): # try to get order result immediately
order_info = self.api.get_order(self.wallet_id, order_id).json()
if order_is_open(
order_info): # still not complete, cancel, wait, and retry
record_event("SLEEPING,1,EXEC_WAIT")
time.sleep(1)
self.api.cancel_order(self.wallet_id, order_id)
record_event("SLEEPING,1,EXEC_WAIT")
time.sleep(1)
order_info = self.api.get_order(self.wallet_id, order_id).json()
print 'second print'
print order_info
assert (not order_is_open(order_info))
filled_qty = Decimal(order_info['amountFilled'])
average_price = Decimal(order_info['volumeWeightedAveragePrice'])
record_event("EXEC,%s,%s,%s,%s,%s,%0.9f,%0.9f" %
(side.upper(), reason, self.name, pair.token,
pair.currency, filled_qty, average_price))
return filled_qty
name=market,
kwargs=dict(InvocationType='Event', FunctionName=market))
t.start()
def invoke_all(markets, reason):
for market in markets:
invoke_one(str(market), reason, 0, throttle=False)
if __name__ == '__main__':
with open('../markets.csv') as f:
all_markets = [line.strip('\n').replace(',', '-') for line in f]
while True:
record_event("QUERY_ALL_START")
books = query_all()
record_event("QUERY_ALL_END")
for pair, pair_books in books.items():
for book in pair_books:
book_age[book.name] = book.age
if near_crossed(pair_books) or any(
map(lambda sym: pair.endswith(sym),
MAKER_CURRENCIES)) or any(
map(lambda sym: pair.startswith(sym),
MAKER_SYMBOLS)):
for book in pair_books:
if book.age > ACTIVE_AGE:
invoke_one(book.name, 'ACTIVE', book.age)
def withdraw(self, dest, symbol, amount):
record_event("WITHDRAW,%s,%s,%s,%s,%s" %
(self.name, dest.name, symbol, amount,
dest.deposit_address(symbol)))
def cancel_all_orders(self):
for order in self.active_orders():
record_event("CANCELALL,%s,%s" % (self.name, order.order_id))
self.cancel(order)
def cancel_all_orders(self):
for order in self.api.get_open_orders():
record_event("CANCELALL,%s,%s" % (self.name,order['OrderUuid']))
self.api.cancel(order['OrderUuid'])
def cancel_all_orders(self, exclude_list=[]):
for txid, info in self.active_orders().items():
if txid not in exclude_list:
record_event("CANCELALL,%s,%s" % (self.name, txid))
self.cancel(txid)