def __init__(self,
firstLegSymbol=None,
secondLegSymbol=None,
minProfit=0,
avgPriceFirstLeg=0,
avgPriceSecondLeg=0,
firstLegSide=Context.Side_BUY,
secondLegSide=Context.Side_SELL,
bidPlaced=False,
firstLegMode=-1,
secondLegMode=1,
orderPriceFirstLeg=0,
qty=0,
firstLegOrder=Context.Order(),
secondLegOrder=Context.Order(),
filledQtyFirstLeg=0,
filledQtySecondLeg=0,
isOrderPending=False,
previousBidPrice=0):
self.firstLegSymbol = firstLegSymbol
self.secondLegSymbol = secondLegSymbol
self.minProfit = minProfit
self.avgPriceFirstLeg = avgPriceFirstLeg
self.avgPriceSecondLeg = avgPriceSecondLeg
self.firstLegSide = firstLegSide
self.secondLegSide = secondLegSide
self.bidPlaced = bidPlaced
self.firstLegMode = firstLegMode
self.secondLegMode = secondLegMode
self.orderPriceFirstLeg = orderPriceFirstLeg
self.qty = qty
self.firstLegOrder = firstLegOrder
self.secondLegOrder = secondLegOrder
self.filledQtyFirstLeg = filledQtyFirstLeg
self.filledQtySecondLeg = filledQtySecondLeg
self.isOrderPending = isOrderPending
self.previousBidPrice = previousBidPrice
tempQty = 0
for i in range(5):
p = md.getPrice(side, i + 1)
q = md.getQty(side, i + 1)
tempPrice = tempPrice + p * q
tempQty = tempQty + q
if tempQty >= qty:
break
if tempQty < qty:
return False, 0
avgPrice = tempPrice / tempQty
print "avgPrice = ", avgPrice
return True, avgPrice
sd = symbolData("ESMNSE INFY 20131031", "ESMNSE ACC 20131031", 267500, 0, 0,
Context.Side_SELL, Context.Side_BUY, False, 1, -1, 0, 250,
Context.Order(), Context.Order(), 0, 0, 0)
a = Bar(sd)
#a = Application()
contxt = Context.Context_getInstance()
contxt.setApplication(a)
host = "10.0.0.31"
passw = "pass2@123"
user = 14
port = 8286
try:
contxt.login(user, passw, host, port, False)
except Exception, e:
print e
