pikers
/
piker
3
0
Fork 0
Code Issues 5 Pull Requests 7 Packages Projects Releases Wiki Activity

basic bot: iter latest ticks first to decide new submission price per quote

basic_buy_bot
Tyler Goodlet 2023-06-27 13:22:54 -04:00
parent da07685e8b
commit ad4847cbac
1 changed files with 9 additions and 10 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

19
examples/basic_order_bot.py
View File

@ -29,7 +29,7 @@ from piker.data import (
# TODO: handle other statuses: # TODO: handle other statuses:
# - fills, errors, and # - fills, errors, and position tracking
async def wait_for_order_status( async def wait_for_order_status(
trades_stream: tractor.MsgStream, trades_stream: tractor.MsgStream,
oid: str, oid: str,
@ -156,18 +156,17 @@ async def bot_main():
async for quotes in quote_stream: async for quotes in quote_stream:
for fqme, quote in quotes.items(): for fqme, quote in quotes.items():
# print(quote['symbol']) # print(
# f'{quote["symbol"]} -> {quote["ticks"]}\n'
# f'last 1s OHLC:\n{s_shm.array[-1]}\n'
# f'last 1m OHLC:\n{m_shm.array[-1]}\n'
# )
for tick in iterticks( for tick in iterticks(
quote, quote,
reverse=True,
# default are already this # types=('trade', 'dark_trade'), # defaults
# types=('trade', 'dark_trade'),
): ):
# print(
# f'{fqme} ticks:\n{pformat(tick)}\n\n'
# # f'last 1s OHLC:\n{s_shm.array[-1]}\n'
# # f'last 1m OHLC:\n{m_shm.array[-1]}\n'
# )
await client.update( await client.update(
uuid=order.oid, uuid=order.oid,