def awaitMarketOpen():
isOpen = tradeapi.get_clock().is_open
while(not isOpen):
clock = tradeapi.get_clock()
openingTime = clock.next_open.replace(tzinfo=datetime.timezone.utc).timestamp()
currTime = clock.timestamp.replace(tzinfo=datetime.timezone.utc).timestamp()
timeToOpen = int((openingTime - currTime) / 60)
print(str(timeToOpen) + " minutes till market open.")
time.sleep(60)
isOpen = tradeapi.get_clock().is_open
def run():
orders=tradeapi.list_orders(status='open')
for order in orders:
tradeapi.cancel_order(order_id)
# Wait for opening
tAMO=threading.Thread(target=awaitMarketOpen)
tAMO.start()
tAMO.join()
print('Mkt opened')
# Check for signals every minute, making necessary trades
while True:
# Cover All positions 15 mins before Mkt close
clock=tradeapi.get_clock()
closingTime=clock.next_close.replace(tzinfo=datetime.timezone.utc).timestamp()
currTime=clock.timestamp.replace(tzinfo=datetime.timezone.utc).timestamp()
timeToClose=closingTime - currTime
if timeToClose < (60*15):
print("Mkt closing soon, Closing positions")
positions = tradeapi.list_positions()
for position in positions():
if (position.side=='long'):
orderSide='sell'
else:
orderSide='buy'
qty=abs(int(float(position.qty)))
resp_stock_orders=[]
tSubmitOrder=threading.Thread(target=submitOrder(qty,position.symbol,
orderSide,resp_stock_orders))
tSubmitOrder.start()
tSubmitOrder.join()
# Run script again after market close for next trading day.
# print("Sleeping until market close (15 minutes).")
# time.sleep(60 * 15)
else:
# Trading signals activated
tSystem=threading.Thread(target=OMS)
tSystem.start()
tSystem.join()
time.sleep(60)
def check_Open_Positions_5m_before_close_and_exit():
clock=tradeapi.get_clock()
closingTime=clock.next_close.replace(tzinfo=datetime.timezone.utc).timestamp()
currTime=clock.timestamp.replace(tzinfo=datetime.timezone.utc).timestamp()
timeToClose=closingTime - currTime
try:
if timeToClose < (60*5):
# List of all open positions
porfolio=tradeapi.list_positions()
print("Mkt closing soon, Closing positions")
for position in portfolio:
print('\n{} Shares of {}'.format(position.qty, position.symbol))
except:
if portfolio is Null:
print ('No Open positions')
import alpaca_trade_api as tradeapi
import os
APCA_API_BASE_URL = os.environ['APCA_API_BASE_URL']
APCA_API_KEY_ID = os.environ['APCA_API_KEY_ID']
APCA_API_SECRET_KEY = os.environ['APCA_API_SECRET_KEY']
api = tradeapi.REST(base_url=APCA_API_BASE_URL,
key_id=APCA_API_KEY_ID,
secret_key=APCA_API_SECRET_KEY)
clock = tradeapi.get_clock()
print(f"The market id {'open' if clock.is_open else 'close'}")