Example ALGO2 Python Code

Saturday, October 26, 2019 5:58 PM

import requests
from time import sleep
#import time
import numpy as np

s = [Link]()
[Link]({'X-API-key': 'V4PYCGCW'})

MAX_LONG_EXPOSURE = 25000
MAX_SHORT_EXPOSURE = -25000
ORDER_LIMIT = 5000
ticker = 'ALGO'

def get_tick():
resp = [Link]('[Link]

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if [Link]:
case = [Link]()

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return case['tick'], case['status']

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def get_bid_ask(ticker):
payload = {'ticker': ticker}
rs e
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resp = [Link] ('[Link] params = payload)
if [Link]:
book = [Link]()
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# separate bids and asks

bid_side_book = book['bids']
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ask_side_book = book['asks']
# pull out the bid and ask prices
bid_prices_book = [item["price"] for item in bid_side_book]
ask_prices_book = [item['price'] for item in ask_side_book]
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return bid_prices_book, ask_prices_book

def get_time_sales(ticker):
payload = {'ticker': ticker}
resp = [Link] ('[Link] params = payload)
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if [Link]:
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book = [Link]()
time_sales_book = [item["quantity"] for item in book]
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return time_sales_book
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def get_position(ticker):
payload = {'ticker': ticker}
resp = [Link] ('[Link] params = payload)
if [Link]:
book = [Link]()
return book[0]['position']

def get_open_orders(ticker):
payload = {'ticker': ticker}
resp
This study source was = [Link] ('[Link]
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06-17-2021 00:36:43 GMT -05:00

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 resp = [Link] ('[Link] params = payload)
if [Link]:
orders = [Link]()
buy_orders = [item for item in orders if item["action"] == "BUY"]
sell_orders = [item for item in orders if item["action"] == "SELL"]
return buy_orders, sell_orders

def get_order_status(order_id):
resp = [Link] ('[Link] + '/' + str(order_id))
if [Link]:
order = [Link]()
return order

def get_news():
resp = [Link]('[Link]
if [Link]:
news = [Link]()
return news

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def main():

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bid_price = 15.00

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resp = [Link]('[Link] params = {'ticker': 'ALGO', 'type': 'LIMIT', 'quantity': ORDER_LIMIT,

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'price': bid_price, 'action': 'BUY'})
resp_parse = [Link]()
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if __name__ == '__main__':
main()
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news
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Out[50]:
[{'news_id': 0,
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'period': 1,
'tick': 0,
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'ticker': '',
'headline': 'Welcome to the Alogithmic Trading 2a Case!',
'body': ''}]

news[0]['headline'].find('red')
Out[51]: -1

news[0]['headline'].find('to')
Out[52]: 8
This study source was downloaded by 100000766463634 from [Link] on 06-17-2021 00:36:43 GMT -05:00

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 news[0]['headline'][8:10]
Out[53]: 'to'

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This study source was downloaded by 100000766463634 from [Link] on 06-17-2021 00:36:43 GMT -05:00

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