def response_process(self, response, result):
"""
Response processing
"""
if response != 200:
Common.plog_info("We failed with " + str(response))
sys.exit()
def sell_loop(self, price, num_to_sell, delta_price=0):
"""
Minimal sell loop.
Decrease the price each iteration until the original price.
Return how much we sold
"""
if num_to_sell <= 0:
Common.plog_info("Nothing to sell")
return 0, 0
sell_now = num_to_sell
how_much_we_sold = 0
sold_price = 0
for i in range(1, self.SELL_NUM_ITERATIONS):
result = self.basic_sell(sell_now, price-delta_price*i)
sold = result['totalFilled']
if sold == 0:
continue
if result['fills']:
sold_price += result['fills'][0]['price']
how_much_we_sold+=sold
if sold == sell_now:
Common.plog_info(result)
Common.plog_info("We sell everything in this set")
break
sell_now -= sold
if sell_now < 0:
raise ValueError("Sell can't be negative")
Common.plog_info("We continue sell "+str(sell_now))
return how_much_we_sold, sold_price
def basic_sell(self, sell_this_value, price):
"""
Basic sell
One sell tact with the price.
After timeout if not sailed cancel the request.
"""
response, result_json = quoteRest.set_order(config.venue, config.stock, config.account,
price,
sell_this_value, "sell")
Common.plog_info("Selling...")
self.response_process(response, result_json)
sell_id = result_json['id']
time.sleep(self.SLEEP_TIME)
quoteRest.cancel_order(config.venue, config.stock, sell_id)
is_ok, result_json_status = quoteRest.get_order_status(config.venue, config.stock, sell_id)
self.response_process(response, result_json_status)
return result_json_status
def sell_shares(self, sell_this_value):
"""
Three loops try to sell the order, first for the profit, second for the same price, third lost the money
We hope this enough to sell
"""
order_sell = sell_this_value
Common.plog_info("Try sell with profit")
qty_filled_sell, sell_price = self.sell_loop(self.buy_price + self.UPDATE_PRICE, order_sell, self.DELTA_PRICE)
if qty_filled_sell < sell_this_value: # Now we sell for the original price - no profit
Common.plog_info("Try sell w/o profit")
qty_filled_sell_t, sell_price_t = self.sell_loop(self.buy_price, sell_this_value-qty_filled_sell) # no delta we sell in constant price
qty_filled_sell += qty_filled_sell_t
sell_price += sell_price_t
if qty_filled_sell < sell_this_value: # Now we sell for the worse price - lost money
Common.plog_info("Try sell with lost money") # with delta we decrease the price
qty_filled_sell_t, sell_price_t = self.sell_loop(self.buy_price, sell_this_value-qty_filled_sell, self.DELTA_PRICE)
qty_filled_sell += qty_filled_sell_t
sell_price += sell_price_t
self.all_sell += qty_filled_sell
self.all_profit += sell_price
Common.plog_info("===============================================================")
Common.plog_info("We sell number of shares: "+str(qty_filled_sell)+ " We sell $: "+ str(sell_price)+
" All sell until now: "+str(self.all_sell)+" All profit: "+str(self.all_profit))
Common.plog_info("===============================================================")
def buy_shares(self, buy_this_value):
"""
Responsible for buy share, doing in the fill-or-kill mode means delete order if not buy.
Not need to cancel the order because the mode
"""
the_price = Common.price_loop(self.SLEEP_TIME, self.SELL_NUM_ITERATIONS)
Common.plog_info("The buy price from price_loop:" + str(the_price))
response, result = quoteRest.set_order(config.venue, config.stock, config.account, the_price, buy_this_value,
"buy", "fill-or-kill")
Common.plog_info("Buying...")
self.response_process(response, result)
self.qty_filled_buy = result['totalFilled']
if self.qty_filled_buy > 0:
self.buy_price = result['price']
self.all_buy += self.qty_filled_buy
self.all_profit -= self.buy_price
Common.plog_info(result)
Common.plog_info("===============================================================")
Common.plog_info("We buy number: "+str(self.qty_filled_buy)+" For price: " +str(self.buy_price)+" The all buy until now: "+
str(self.all_buy)+" The all profit: "+str(self.all_profit))
Common.plog_info("===============================================================")
else:
Common.plog_info("Not success to buy this package. Built the new one")
return False
return True
