Skip to content

bopo/mooquant_tushare

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

3 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

This is a very early version of the module. Live trading is not yet implemented. Right now, I have only implemented LiveFeed (extends barfeed.BaseBarFeed). Live data is fetched from the trades and order book API endpoint of tushare. Hopefully in the near future, a live broker class will be implemented.

The LiveFeed class can be plugged just as any other bar feed in MooQuant. To subscribe for bid and ask prices, just call getOrderBookUpdateEvent().subscribe(<your_callback_function>) from the LiveFeed instance. Kindly see example at sample.py.

Liked my work? Leave me a tip @ 32dzQMkn4RgChSFzemwdYyKJ85PcsVmP6e

Sample dump:

2015-08-10 07:56:02,672 strategy [INFO] Order book updated. Best bid: 265.83. Best ask: 265.89
2015-08-10 07:56:10,800 strategy [INFO] Order book updated. Best bid: 265.83. Best ask: 265.93
2015-08-10 07:56:24,272 strategy [INFO] Order book updated. Best bid: 265.83. Best ask: 265.94
2015-08-10 07:56:29,269 strategy [INFO] Price: 265.91. Volume: 0.94.
2015-08-10 07:56:33,044 strategy [INFO] Order book updated. Best bid: 265.83. Best ask: 265.92
2015-08-10 07:56:43,051 strategy [INFO] Order book updated. Best bid: 265.65. Best ask: 265.8
2015-08-10 07:56:48,124 strategy [INFO] Price: 265.83. Volume: 2.91549425.
2015-08-10 07:56:48,125 strategy [INFO] Price: 265.83. Volume: 0.419.
2015-08-10 07:56:48,125 strategy [INFO] Price: 265.83. Volume: 0.38.
2015-08-10 07:56:48,125 strategy [INFO] Exit signal. Sell at 265.65
2015-08-10 07:56:48,126 strategy [INFO] Position closed at 265.83
2015-08-10 07:56:48,126 strategy [INFO] Price: 265.83. Volume: 0.634.
2015-08-10 07:56:48,126 strategy [INFO] Price: 265.83. Volume: 0.397.
2015-08-10 07:56:48,127 strategy [INFO] Price: 265.83. Volume: 0.38.
2015-08-10 07:56:48,127 strategy [INFO] Price: 265.83. Volume: 0.424.
2015-08-10 07:56:48,127 strategy [INFO] Price: 265.83. Volume: 7.6751.
2015-08-10 07:56:48,127 strategy [INFO] Price: 265.82. Volume: 0.377.
2015-08-10 07:56:48,127 strategy [INFO] Price: 265.82. Volume: 0.376.
2015-08-10 07:56:48,128 strategy [INFO] Price: 265.78. Volume: 0.07.
2015-08-10 07:56:51,492 strategy [INFO] Order book updated. Best bid: 265.66. Best ask: 265.78
2015-08-10 07:56:59,802 strategy [INFO] Order book updated. Best bid: 265.66. Best ask: 265.79
2015-08-10 07:57:16,524 strategy [INFO] Order book updated. Best bid: 265.68. Best ask: 265.79
2015-08-10 07:57:21,770 strategy [INFO] Price: 265.79. Volume: 0.79.
2015-08-10 07:57:24,932 strategy [INFO] Order book updated. Best bid: 265.71. Best ask: 265.79
2015-08-10 07:57:33,249 strategy [INFO] Order book updated. Best bid: 265.76. Best ask: 265.79
2015-08-10 07:57:41,749 strategy [INFO] Order book updated. Best bid: 265.78. Best ask: 265.79
2015-08-10 07:58:30,414 strategy [INFO] Price: 265.79. Volume: 0.010227.
2015-08-10 07:58:30,415 strategy [INFO] Price: 265.79. Volume: 0.375861.

This is based on Bitstamp and Xignite module of MooQuant.

mooquant_bitfinex

mooquant_tushare

About

No description, website, or topics provided.

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published