pprint.pprint(quote)
# create new dictionary object: order (means you will be placing the same size order all the time)
order = {
'account': account,
'venue': venue,
'symbol': pos.ticker,
'price': 3400,
'qty': 50,
'direction': 'sell',
'orderType': 'limit'
}
# initialise qty
pos.qty = 0
pos.cash = 0
basis = 0
while True:
# GET SPREAD
quote = pos.get_quote()
try:
bid = quote['bid']
ask = quote['ask']
except KeyError:
continue
# CALC PRICES FOR NEW ORDER
my_bid = bid + 5
