def continual_check():
book_a = e.get_last_price_book('PHILIPS_A')
book_b = e.get_last_price_book("PHILIPS_B")
books = (book_a, book_b)
# Initialise books
parsed_books = [init_books(book) for book in books]
return find_profit(parsed_books)
def getDifferenceInCurrentAskBidPrices(id_1, id_2):
# Buy from 1 and sell to 2
book_1 = e.get_last_price_book(id_1)
book_2 = e.get_last_price_book(id_2)
try:
bestAsk = book_1.asks[0].price # How much we would buy for
bestBid = book_2.bids[0].price # How much we would sell for
except IndexError:
return 0
print(bestAsk)
print(bestBid)
return bestBid - bestAsk
def printOrderBook(ingredient_id):
book = e.get_last_price_book(ingredient_id)
bids = {a.price: a.volume for a in book.asks}
asks = {b.price: b.volume for b in book.bids}
#print("Bids: " + str(bids))
#print("Asks: " + str(asks))
def checkIfVolumeExistsAtPrice(p, volumes):
try:
return volumes[p]
except KeyError:
return 0
combinedPrices = [*bids.keys(), *asks.keys()]
combinedPrices.sort()
combinedPrices.reverse()
printable_book = {
p: [
checkIfVolumeExistsAtPrice(p, bids),
checkIfVolumeExistsAtPrice(p, asks)
]
for p in combinedPrices
}
formatted_book = [
str(printable_book[price][1]) + " | " + str(price) + " | " +
str(printable_book[price][0]) for price in printable_book
]
print("Bids | Price | Asks")
for line in formatted_book:
print(line)
def init_record_market(instrument_id):
print("Doing initial data collection. Please wait 3 minutes")
bestBids = []
RECORD_TIME = 180
for _ in range(RECORD_TIME):
time.sleep(1)
try:
bestBids.append(e.get_last_price_book(instrument_id).bids[0].price)
except Exception:
pass
marketData = bestBids
time.sleep(0.5)
AB = getDifferenceInCurrentAskBidPrices('PHILIPS_A', 'PHILIPS_B')
BA = getDifferenceInCurrentAskBidPrices('PHILIPS_B', 'PHILIPS_A')
print("A => B:" + str(round(AB, 2)))
print("B => A:" + str(round(BA, 2)))
#printOrderBook('PHILIPS_A')
#printOrderBook('PHILIPS_B')
#result = e.insert_order('PHILIPS_A', price=[*bids.keys()][0], volume=1, side='ask', order_type='limit')
#print(f"Order Id: {result}")
#result = e.insert_order('PHILIPS_A', price=70, volume=1, side='bid', order_type='limit')
#print(f"Order Id: {result}")
#outstanding = e.get_outstanding_orders('PHILIPS_A')
#for o in outstanding.values():
# print(f"Outstanding order: order_id({o.order_id}), instrument_id({o.instrument_id}), price({o.price}), volume({o.volume}), side({o.side})")
#time.sleep(60)
e.insert_order("PHILIPS_A",
price=getBestAsk(e.get_last_price_book('PHILIPS_A')),
volume=1,
side='bid',
order_type='ioc')
print("trade made")
time.sleep(20)
#print(e.get_trade_history('PHILIPS_A'))
#print(e.get_trade_history('PHILIPS_B'))
#print(e.get_trade_tick_history('PHILIPS_A'))
def record_volume(instrument_id):
last_book = e.get_last_price_book(instrument_id)
bidVolumes = [bid.volume for bid in last_book.bids]
askVolumes = [ask.volume for ask in last_book.asks]
return sum(askVolumes) + sum(bidVolumes)
def updateMarketData(instrument_id):
try:
marketData.append(e.get_last_price_book(instrument_id).bids[0].price)
except Exception:
pass