def main():
try:
with open("DEFAULT_STOCK.txt") as infile:
venue, symbol = infile.readline().split()
except:
venue, symbol = "TESTEX", "FOOBAR"
account = "NZ" + str(random.randint(0, 999999999))
# account = "NOISEBOTS"
sf.change_api_key("unused")
orderType = "limit"
all_orders = []
while 1:
try:
price = sf.quote(venue, symbol)["last"]
if price == 0:
price = 5000
except:
price = 5000
price += random.randint(-100, 100)
qty = 100
qty += random.randint(-50, 50)
direction = random.choice(["buy", "sell"])
r = sf.execute_d(
{
"price": price,
"qty": qty,
"direction": direction,
"orderType": orderType,
"account": account,
"venue": venue,
"stock": symbol,
},
verbose=True,
)
try:
id = r["id"]
all_orders.append(id)
except:
print("Trouble getting ID.")
time.sleep(0.5)
if len(all_orders) > 10:
id = all_orders.pop(0)
sf.cancel(venue, symbol, id, verbose=True)
def main():
try:
with open("DEFAULT_STOCK.txt") as infile:
venue, symbol = infile.readline().split()
except:
venue, symbol = "BUYEX", "DOGS"
account = "NZ" + str(random.randint(0, 999999999))
orderType = "limit"
all_orders = []
while 1:
try:
price = sf.quote(venue, symbol)["last"]
if price == 0:
price = 5000
except:
price = 5000
price += random.randint(-100, 100)
qty = 100
qty += random.randint(-50, 50)
direction = random.choice(["buy", "sell"])
r = sf.execute_d(
{
"price": price,
"qty": qty,
"direction": direction,
"orderType": orderType,
"account": account,
"venue": venue,
"stock": symbol
},
verbose=True)
try:
id = r["id"]
all_orders.append(id)
except:
print("Trouble getting ID.")
time.sleep(0.5)
if len(all_orders) > 10:
id = all_orders.pop(0)
sf.cancel(venue, symbol, id, verbose=True)
def main():
global account
global venue
global symbol
orderType = "limit"
all_orders = []
while 1:
try:
price = sf.quote(venue, symbol)["last"]
if price == 0:
price = 5000
except:
price = 5000
price += random.randint(-100, 100)
qty = 100
qty += random.randint(-50, 50)
direction = random.choice(["buy", "sell"])
r = sf.execute_d(
{
"price": price,
"qty": qty,
"direction": direction,
"orderType": orderType,
"account": account,
"venue": venue,
"stock": symbol,
},
verbose=True,
)
try:
id = r["id"]
all_orders.append(id)
except:
print("Trouble getting ID.")
time.sleep(random.uniform(0.3, 0.7))
if len(all_orders) > 10:
id = all_orders.pop(0)
sf.cancel(venue, symbol, id, verbose=True)
def main():
try:
with open("DEFAULT_STOCK.txt") as infile:
venue, symbol = infile.readline().split()
except:
venue, symbol = "TESTEX", "FOOBAR"
account = "LH" + str(random.randint(0,999999999))
# account = "BLSHBOTS"
sf.change_api_key("unused")
orderType = "limit"
last_id = None
last_price = None
active_ids = []
myshares, mycents = 0, 0
print("Waiting to see some prices before placing orders...")
while 1:
try:
last_price = sf.quote(venue, symbol)["last"]
except:
time.sleep(5)
continue
if len(active_ids) > 10:
r = sf.cancel(venue, symbol, active_ids[0], verbose = True)
if r:
deltas = sf.parse_fills_from_response(r)
myshares += deltas["shares"]
mycents += deltas["cents"]
print("\nShares: {}, Cents: {}, NAV: {} (current price: {})\n".format(myshares, mycents, myshares * last_price + mycents, last_price))
active_ids.pop(0)
qty = 100
qty += random.randint(-25, 0)
if myshares < 0:
direction = "buy"
elif myshares > 0:
direction = "sell"
else:
direction = random.choice(["buy", "sell"])
if direction == "buy":
price = last_price - 50
else:
price = last_price + 50
print("Placing order...")
r = sf.execute_d(
{
"price" : price,
"qty" : qty,
"direction" : direction,
"orderType" : orderType,
"account" : account,
"venue" : venue,
"stock" : symbol
},
verbose = False)
try:
active_ids.append(r["id"])
except:
print("Trouble getting ID.")
time.sleep(0.5)
def main():
global account
global venue
global symbol
orderType = "limit"
last_id = None
last_price = None
active_ids = []
myshares, mycents = 0, 0
print("Waiting to see some prices before placing orders...")
# The strategy of this stupid bot is:
#
# If we have positive shares, try to sell above current price
# If we have negative shares, try to buy below current price
while 1:
try:
last_price = sf.quote(venue, symbol)["last"]
except:
time.sleep(5)
continue
if len(active_ids) > 10:
r = sf.cancel(venue, symbol, active_ids[0], verbose = True)
if r:
deltas = sf.parse_fills_from_response(r)
myshares += deltas["shares"]
mycents += deltas["cents"]
print("\nShares: {}, Cents: {}, NAV: {} (current price: {})\n".format(myshares, mycents, myshares * last_price + mycents, last_price))
active_ids.pop(0)
qty = 100
qty += random.randint(-25, 0)
if myshares < 0:
direction = "buy"
elif myshares > 0:
direction = "sell"
else:
direction = random.choice(["buy", "sell"])
if direction == "buy":
price = last_price - 50
else:
price = last_price + 50
print("Placing order...")
r = sf.execute_d(
{
"price" : price,
"qty" : qty,
"direction" : direction,
"orderType" : orderType,
"account" : account,
"venue" : venue,
"stock" : symbol
},
verbose = False)
try:
active_ids.append(r["id"])
except:
print("Trouble getting ID.")
time.sleep(0.5)
print("ORDER RESULT: {}: {} vs {}".format(field, res1[field], res2[field]))
except KeyError:
pass
if results_match:
print("Results MATCH", end=" --- ")
fills = res1["fills"]
for fill in fills:
print({"price": fill["price"], "qty": fill["qty"]}, end="")
print()
else:
discrepancies += 1
# Randomly cancel a slightly old order with p = 33%
if random.choice([True, False, False]):
set_from_account_1(INFO)
sf.cancel(INFO.venue, INFO.symbol, id1 - 5)
set_from_account_2(INFO)
sf.cancel(INFO.venue, INFO.symbol, id2 - 5)
print()
# time.sleep(0.1)
print("TEST_SIZE =", TEST_SIZE)
print("SEED =", SEED)
print()
print("Discrepancies:", discrepancies)
input()
def main():
try:
with open("DEFAULT_STOCK.txt") as infile:
venue, symbol = infile.readline().split()
except:
venue, symbol = "BUYEX", "DOGS"
account = "LH" + str(random.randint(0,999999999))
orderType = "limit"
last_id = None
last_price = None
active_ids = []
myshares, mycents = 0, 0
while 1:
try:
last_price = sf.quote(venue, symbol)["last"]
except:
time.sleep(5)
continue
if len(active_ids) > 10:
r = sf.cancel(venue, symbol, active_ids[0], verbose = True)
if r:
deltas = sf.parse_fills_from_response(r)
myshares += deltas["shares"]
mycents += deltas["cents"]
print("\nShares: {}, Cents: {}, NAV: {} (current price: {})\n".format(myshares, mycents, myshares * last_price + mycents, last_price))
active_ids.pop(0)
qty = 100
qty += random.randint(-25, 0)
if myshares < 0:
direction = "buy"
elif myshares > 0:
direction = "sell"
else:
direction = random.choice(["buy", "sell"])
if direction == "buy":
price = last_price - 50
else:
price = last_price + 50
print("Placing order...")
r = sf.execute_d(
{
"price" : price,
"qty" : qty,
"direction" : direction,
"orderType" : orderType,
"account" : account,
"venue" : venue,
"stock" : symbol
},
verbose = False)
try:
active_ids.append(r["id"])
except:
print("Trouble getting ID.")
time.sleep(0.5)
