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cancelbot.py
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cancelbot.py
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from tradersbot import *
t = TradersBot('127.0.0.1', 'trader0', 'trader0')
current_log = [[],[]]
old_log = [[],[]]
old_log2 = [[],[]]
old_log3 = [[],[]]
def process(msg, order):
print("updated")
global current_log, old_log, old_log2, old_log3
old_log3 = old_log2
old_log2 = old_log
old_log = current_log
current_log = [[],[]]
for order_id in msg['trader_state']['open_orders']:
current_log[0].append(msg['trader_state']['open_orders'][order_id]['order_id'])
print(msg['trader_state']['open_orders'][order_id]['ticker'])
current_log[1].append(msg['trader_state']['open_orders'][order_id]['ticker'])
for i in range(len(old_log3[0])):
order.addCancel(old_log3[1][i], old_log3[0][i])
print("cancelled")
print(msg['trader_state']['open_orders'])
t.onTraderUpdate = process
t.run()