160 lines
5.2 KiB
Python
160 lines
5.2 KiB
Python
#!/usr/bin/env python3
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# ~~~~~============== HOW TO RUN ==============~~~~~
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# 1) Configure things in CONFIGURATION section
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# 2) Change permissions: chmod +x bot.py
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# 3) Run in loop: while true; do ./bot.py --test prod-like; sleep 1; done
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import argparse
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import time
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from ETC import ExchangeConnection, Dir, team_name
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from manager import Manager
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# ~~~~~============== CONFIGURATION ==============~~~~~
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# Replace "REPLACEME" with your team name!
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# ~~~~~============== MAIN LOOP ==============~~~~~
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# You should put your code here! We provide some starter code as an example,
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# but feel free to change/remove/edit/update any of it as you'd like. If you
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# have any questions about the starter code, or what to do next, please ask us!
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#
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# To help you get started, the sample code below tries to buy BOND for a low
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# price, and it prints the current prices for VALE every second. The sample
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# code is intended to be a working example, but it needs some improvement
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# before it will start making good trades!
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last_print_time = 0
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def main():
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global last_print_time
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args = parse_arguments()
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exchange = ExchangeConnection(args=args)
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man = Manager(exchange)
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hello_message = exchange.read_message()
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print("First message from exchange:", hello_message)
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#
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man.orderMan.sell("BOND", 1010, 99)
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man.orderMan.buy("BOND", 990, 99)
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last_print_time = time.time()
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while True:
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message = exchange.read_message()
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if message["type"] == "close":
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print("The round has ended")
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break
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elif message["type"] == "error":
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print(message)
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elif message["type"] == "reject":
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print(message)
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elif message["type"] == "fill":
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on_fill(message, man)
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elif message["type"] == "book":
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on_book(message, man)
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def on_fill(message, man: Manager):
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if (message["dir"] == Dir.BUY):
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man.positionMan.update_position(message["symbol"], message["size"])
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elif (message["dir"] == Dir.SELL):
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man.positionMan.update_position(message["symbol"], -message["size"])
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def on_book(message, man: Manager):
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global last_print_time
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if (message["buy"]):
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man.valueMan.set_bid(message["symbol"], message["buy"][0][0])
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if (message["sell"]):
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man.valueMan.set_ask(message["symbol"], message["sell"][0][0])
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if message["symbol"] == "VALE" or message["symbol"] == "VALBZ":
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def best_price(side):
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if message[side]:
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return message[side][0][0]
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# best_price("buy")
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# best_price("sell")
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now = time.time()
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if now > last_print_time:
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last_print_time = now
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print(message)
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print()
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valePos = man.positionMan.get_position("VALE")
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valeBid = man.valueMan.get_bid("VALE")
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valeAsk = man.valueMan.get_ask("VALE")
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valbzPos = man.positionMan.get_position("VALBZ")
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valbzBid = man.valueMan.get_bid("VALBZ")
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valbzAsk = man.valueMan.get_ask("VALBZ")
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FEE = 10
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if ((valeBid > 0 and valbzBid) and
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valePos * valeBid + FEE <
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valbzPos * valbzBid):
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man.orderMan.convert("VALE", Dir.SELL, valePos)
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if ((valeBid > 0 and valbzBid) and
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valePos * valeBid >
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valbzPos * valbzBid + FEE):
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man.orderMan.convert("VALBZ", Dir.SELL, valbzPos)
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# ~~~~~============== PROVIDED CODE ==============~~~~~
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# You probably don't need to edit anything below this line, but feel free to
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# ask if you have any questions about what it is doing or how it works. If you
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# do need to change anything below this line, please feel free to
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def parse_arguments():
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test_exchange_port_offsets = {"prod-like": 0, "slower": 1, "empty": 2}
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parser = argparse.ArgumentParser(description="Trade on an ETC exchange!")
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exchange_address_group = parser.add_mutually_exclusive_group(required=True)
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exchange_address_group.add_argument(
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"--production", action="store_true", help="Connect to the production exchange."
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)
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exchange_address_group.add_argument(
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"--test",
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type=str,
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choices=test_exchange_port_offsets.keys(),
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help="Connect to a test exchange.",
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)
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# Connect to a specific host. This is only intended to be used for debugging.
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exchange_address_group.add_argument(
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"--specific-address", type=str, metavar="HOST:PORT", help=argparse.SUPPRESS
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)
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args = parser.parse_args()
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args.add_socket_timeout = True
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if args.production:
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args.exchange_hostname = "production"
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args.port = 25000
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elif args.test:
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args.exchange_hostname = "test-exch-" + team_name
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args.port = 22000 + test_exchange_port_offsets[args.test]
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if args.test == "empty":
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args.add_socket_timeout = False
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elif args.specific_address:
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args.exchange_hostname, port = args.specific_address.split(":")
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args.port = int(port)
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return args
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if __name__ == "__main__":
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# Check that [team_name] has been updated.
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assert team_name != "REPLAC" + "EME", (
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"Please put your team name in the variable [team_name]."
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)
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main()
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