def getDifferenceInCurrentAskBidPrices(book_1, book_2):
# Buy from 1 and sell to 2
bestAsk = getBestAsk(book_1) # How much we would buy for
bestBid = getBestBid(book_2) # How much we would sell for
#print(bestAsk)
#print(bestBid)
if (bestBid is not None and bestAsk is not None):
return bestBid - bestAsk
else:
return -1
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'))
from optibook.synchronous_client import Exchange
from MainFunctions import getBestAsk
import time
e = Exchange()
a = e.connect()
instr_ids = ['PHILIPS_A', 'PHILIPS_B']
index = int(input()) # 0 or 1
instr = instr_ids[index]
book = e.get_last_price_book(instr)
positions = e.get_positions().values()
totalPosition = sum(positions)
if (book.asks[0].volume >= abs(totalPosition)):
print("Estimated cash by end")
cash = e.get_cash()
bestAsk = getBestAsk(book)
loss = bestAsk * abs(totalPosition)
print(cash - loss)
print("Proceed?")
if (input() == "y"):
e.insert_order(instr,
price=bestAsk,
volume=abs(totalPosition),
side='bid',
order_type='ioc')
time.sleep(5)
from optibook.synchronous_client import Exchange
from MainFunctions import getBestBid, getBestAsk
e = Exchange()
a = e.connect()
ABids = []
AAsks = []
BBids = []
BAsks = []
for i in range(300):
ABook = e.get_last_price_book('PHILIPS_A')
BBook = e.get_last_price_book('PHILIPS_B')
ABids.append(getBestBid(ABook))
AAsks.append(getBestAsk(ABook))
BBids.append(getBestBid(BBook))
BAsks.append(getBestAsk(BBook))
time.sleep(1)
f = open("ABids.txt", "a")
for line in ABids:
f.write(str(line) + "\n")
f.close()
f = open("BBids.txt", "a")
for line in BBids:
f.write(str(line) + "\n")
f.close()
f = open("AAsks.txt", "a")
# Work out the time lag between Philips A and Philips B
def get_lag():
return 5
#execute
lowLiq = "PHILIPS_B"
highLiq = "PHILIPS_A"
count_trades = 0
while (count_trades < 10):
hLBook = e.get_last_price_book(highLiq)
bestAsk = getBestAsk(hLBook)
if (bestAsk is not None):
e.insert_order(highLiq,
price=bestAsk + 0.1,
volume=5,
side='ask',
order_type='limit')
time.sleep(get_lag() - 2)
currentTradeId = e.insert_order(lowLiq,
price=bestAsk,
volume=5,
side='bid',
order_type='limit')
print("Sell to A")
count_trades = count_trades + 1
#trades = e.poll_new_trades("PHILIPS_B")