#to get processed.
#We'll track our order and the order book to see if our order has gone through.
#Or, if the buy price has changed, we'll cancel our order and put in another
# at the new price.
while (funds >= 0.01):
print("Attempting to place order for $%.2f" % funds)
#grab the order book
book = auth.getProductOrderBook(level=1)
#find our buy price
best_buy, _ = book.getBestPrices()
#create an order
size = funds / best_buy
size = nu.floor_size(size)
prms = gpr.LimitOrderParams(best_buy, size, side='buy')
prms.price = min(best_buy, max_price)
print("Placing buy order: %s" % prms)
order = auth.buy(prms)
if (order.isError):
print("...error placing order: %s" % order)
sys.exit(4)
else:
print("...order placed: %s" % order)
#now, loop until the status changes in
#an important way (either we're done, or
#we need to update the order)
#let's check that we have enough USD to place this order
auth = gcl.AuthClient()
usd_acct = auth.getAccounts()['USD']
usd_cost = nu.interp_float_str(args.volume, usd_acct.available)
if (usd_acct.available < usd_cost):
print("Insufficient USD in account.")
print("Balance: $%.2f" % usd_acct.balance)
print("Available: $%.2f" % usd_acct.available)
sys.exit(1)
size = usd_cost / args.price
size = nu.floor_size(size)
print("Total cost: $%.2f" % usd_cost)
print("Total value if all bought: %f ETH" % size)
params = gpr.LimitOrderParams(args.price, size, side='buy')
print("Placing order: %s" % params)
order = auth.buy(params)
if (order.isError):
print("... error placing order: %s" % order)
else:
print("... order placed: %s" % order)
print("Order ID: %s" % order.id)
weights = weights / float(np.sum(weights))
if(args.price_hilo == "low"):
weights = np.fliplr([weights])[0]
volumes = weights*args.total_amount
prices = np.asarray([np.round(x,2) for x in prices])
volumes = np.asarray([nu.floor_size(x) for x in volumes])
print("Total value if all sold: $%.2f" % np.sum(prices*volumes))
orders = []
for price,size in zip(prices, volumes):
params = gpr.LimitOrderParams(price, size, side='sell')
print("Placing order: %s" % params)
order = auth.sell(params)
if(order.isError):
#error placing order
#cancel all previous orders
print("... error placing order: %s" % order)
sys.exit(3)
for o in orders:
print("Canceling %s" % o.id)
auth.cancelOrder(o.id)
time.sleep(0.25)