Merge pull request #11 from Patch-Code-Prosperity/dev

Dev

Author: Cfomodz

.gitignore

@@ -3,4 +3,4 @@ __pycache__/
 .env
 token_data.json
 custom/*
-tmp/*
+tmp/*

algo_example_script.py

@@ -0,0 +1,150 @@
+"""
+This is an example of how to use various functions/methods/classes in the repo.
+This is beyond not financial advice.
+This is for demonstration purposes only.
+Please do not ping me if you hook this chat-gpt-looking code up to a real brokerage account and just letterrip.
+"""
+
+import json
+from datetime import datetime, timedelta
+import pandas as pd
+import urllib.parse as urll
+from accounts import Accounts
+from api_client import APIClient
+from orders import Orders
+from market_data import Quotes
+from tqdm import tqdm
+
+
+def actually_do_some_trading(orders_api, account_hash, valid_quotes):
+    traded_tickers = []
+    # Process valid trades
+    for ticker, row in tqdm(valid_quotes.iterrows(), total=valid_quotes.shape[0], desc="Processing trades"):
+        bid_price = row['bidPrice']
+        ask_price = row['askPrice']
+        last_price = row['lastPrice']
+        print(f"{ticker}")
+        print(f"Bid price: {bid_price} | Ask price: {ask_price} | Last price: {last_price}")
+
+        try:
+            response = orders_api.place_order(account_hash=account_hash,
+                                              symbol=ticker,
+                                              side='BUY',
+                                              quantity=6,
+                                              order_type='LIMIT',
+                                              limit_price=bid_price + 0.01,
+                                              time_in_force='DAY')
+            print(f"Order response: {response}")
+            # write order number, ticker to algo_trades.json
+            try:
+                with open(f"algo_trades_{orders_api.client.config.initials}.json", "r") as f:
+                    data = json.load(f)
+            except FileNotFoundError:
+                data = []
+            data.append({"ticker": ticker, "order_number": response['order_number']})
+            with open(f"algo_trades_{orders_api.client.config.initials}.json", "w") as f:
+                json.dump(data, f)
+            traded_tickers.append(ticker)
+        except Exception as e:
+            print(f"Error placing order: {e}")
+    return traded_tickers
+
+
+def find_trades_from_quotes(orders_api, quotes, account_hash):
+    # Convert quotes to DataFrame
+    quotes_df = pd.DataFrame.from_dict(quotes, orient='index')
+    quotes_df.index = quotes_df.index.map(urll.unquote)
+
+    # Extract relevant quote data
+    quotes_df = quotes_df['quote'].apply(pd.Series)
+
+    # Filter out quotes with missing data
+    quotes_df = quotes_df.dropna(subset=['askPrice', 'askSize', 'bidPrice', 'bidSize', 'lastPrice'])
+
+    # Apply trading logic
+    valid_quotes = quotes_df[
+        (quotes_df['lastPrice'] >= 0.005) &
+        (quotes_df['lastPrice'] <= 0.515) &
+        ((quotes_df['askPrice'] - quotes_df['bidPrice']) >= 0.06) &
+        (quotes_df['regular']['regularMarketLastPrice'] / (quotes_df['askPrice'] - quotes_df['bidPrice']) <= 10) &
+        (quotes_df['askSize'] <= 100) &
+        (quotes_df['bidSize'] <= 100) &
+        ((quotes_df['lastPrice'] - quotes_df['bidPrice']) >= 0) &
+        ((quotes_df['lastPrice'] - quotes_df['askPrice']) >= 0) &
+        ((quotes_df['lastPrice'] - quotes_df['bidPrice']) <= 0.7 * (quotes_df['askPrice'] - quotes_df['bidPrice'])) &
+        ((quotes_df['lastPrice'] - quotes_df['askPrice']) <= 0.7 * (quotes_df['askPrice'] - quotes_df['bidPrice']))
+        ]
+    return valid_quotes
+
+
+def sell_the_algo_buys(orders_api, account_hash, quotes_api):
+    # Check order statuses and handle new trades
+    try:
+        with open(f"algo_trades_{orders_api.client.config.initials}.json", "r") as f:
+            data = json.load(f)
+    except FileNotFoundError:
+        data = []
+    data_tickers = [trade['ticker'] for trade in data]
+    data_quotes = quotes_api.get_list(data_tickers)
+    all_orders = orders_api.get_orders(account_hash=account_hash,
+                                       maxResults=3000,
+                                       fromEnteredTime=(datetime.now() - timedelta(days=360)).isoformat(timespec='seconds'),
+                                       toEnteredTime=datetime.now().isoformat(timespec='seconds'))
+    for trade in data:
+        try:
+            response = all_orders.get(trade['order_number'])
+            print(f"Order status for {trade['ticker']}: {response['status']}")
+            bought_price = response['price']
+            if response['status'] in ['FILLED', 'PARTIAL']:
+                new_quote = data_quotes.get(trade['ticker'])
+                new_quote_data = new_quote.get("quote")
+                if new_quote_data:
+                    ask_price = new_quote_data.get('askPrice')
+                    if ask_price and bought_price <= ask_price - 0.03:
+                        response = orders_api.place_order(account_hash=account_hash,
+                                                          symbol=trade['ticker'],
+                                                          side='SELL',
+                                                          quantity=1,
+                                                          order_type='LIMIT',
+                                                          limit_price=ask_price - 0.01,
+                                                          time_in_force='DAY')
+                        print(f"Order response: {response}")
+                print(f"Order response: {response}")
+        except Exception as e:
+            print(f"Error checking order status: {e}")
+
+
+def check_cash_account(account_api, account_hash):
+    account = account_api.get_account(account_hash=account_hash, fields="positions")
+    print(account)
+    cash_account = account['cash']
+    return cash_account
+
+
+def main():
+    # Initialize client
+    client = APIClient(initials="your_initials_here")
+    accounts_api = Accounts(client)
+    orders_api = Orders(client)
+    quotes_api = Quotes(client)
+
+    # Get account hash
+    sample_account = client.account_numbers[0]
+    account_hash = sample_account['hashValue']
+
+    # Check cash account
+    if not check_cash_account(accounts_api, account_hash):
+        print("Confirm pattern day trader status or using a cash account.")
+        return
+
+    # Get quotes
+    quotes = quotes_api.get_list(["AAPL", "AMD", "TSLA", "MSFT", "GOOGL", "AMZN", "NFLX", "NVDA", "INTC", "CSCO"])
+    """
+    If you are wondering how to get a list of tickers that meet some given criteria, check out the get_finviz repo
+    """
+
+    # Find trades
+    find_trades_from_quotes(orders_api, quotes, account_hash)
+
+    # Sell trades
+    sell_the_algo_buys(orders_api, account_hash, quotes_api)

requirements.txt

@@ -1,3 +1,3 @@
 requests>=2.25.1
 python-dotenv>=0.19.1
-websockets>=10.3
+websockets>=10.3