77 lines
2.5 KiB
Python
77 lines
2.5 KiB
Python
from alpaca.data.enums import DataFeed
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from v2realbot.enums.enums import Mode, Account
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from appdirs import user_data_dir
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COUNT_API_REQUESTS = True
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STRATVARS_UNCHANGEABLES = ['pendingbuys', 'blockbuy', 'jevylozeno', 'limitka']
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DATA_DIR = user_data_dir("v2realbot")
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#BT DELAYS
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""""
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LATENCY DELAYS for LIVE eastcoast
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.000 trigger - last_trade_time (.4246266)
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+.020 vstup do strategie a BUY (.444606)
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+.023 submitted (.469198)
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+.008 filled (.476695552)
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+.023 fill not(.499888)
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"""
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#TODO změnit názvy delay promennych vystizneji a obecneji
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class BT_DELAYS:
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trigger_to_strat: float = 0.020
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strat_to_sub: float = 0.023
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sub_to_fill: float = 0.008
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fill_to_not: float = 0.023
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#doplnit dle live
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limit_order_offset: float = 0
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class Keys:
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def __init__(self, api_key, secret_key, paper, feed) -> None:
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self.API_KEY = api_key
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self.SECRET_KEY = secret_key
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self.PAPER = paper
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self.FEED = feed
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# podle modu (PAPER, LIVE) vrati objekt
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# obsahujici klice pro pripojeni k alpace
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def get_key(mode: Mode, account: Account):
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if mode not in [Mode.PAPER, Mode.LIVE]:
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print("has to be LIVE or PAPER only")
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return None
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dict = globals()
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try:
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API_KEY = dict[str.upper(str(account.value)) + "_" + str.upper(str(mode.value)) + "_API_KEY" ]
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SECRET_KEY = dict[str.upper(str(account.value)) + "_" + str.upper(str(mode.value)) + "_SECRET_KEY" ]
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PAPER = dict[str.upper(str(account.value)) + "_" + str.upper(str(mode.value)) + "_PAPER" ]
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FEED = dict[str.upper(str(account.value)) + "_" + str.upper(str(mode.value)) + "_FEED" ]
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return Keys(API_KEY, SECRET_KEY, PAPER, FEED)
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except KeyError:
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print("Not valid combination to get keys for", mode, account)
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return 0
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#strategy instance main loop heartbeat
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HEARTBEAT_TIMEOUT=5
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WEB_API_KEY="david"
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#PRIMARY PAPER
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ACCOUNT1_PAPER_API_KEY = 'PKGGEWIEYZOVQFDRY70L'
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ACCOUNT1_PAPER_SECRET_KEY = 'O5Kt8X4RLceIOvM98i5LdbalItsX7hVZlbPYHy8Y'
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ACCOUNT1_PAPER_MAX_BATCH_SIZE = 1
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ACCOUNT1_PAPER_PAPER = True
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ACCOUNT1_PAPER_FEED = DataFeed.SIP
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#PRIMARY LIVE
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ACCOUNT1_LIVE_API_KEY = 'AKB5HD32LPDZC9TPUWJT'
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ACCOUNT1_LIVE_SECRET_KEY = 'Xq1wPSNOtwmlMTAd4cEmdKvNDgfcUYfrOaCccaAs'
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ACCOUNT1_LIVE_MAX_BATCH_SIZE = 1
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ACCOUNT1_LIVE_PAPER = False
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ACCOUNT1_LIVE_FEED = DataFeed.SIP
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#SECONDARY PAPER
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ACCOUNT2_PAPER_API_KEY = 'PKQEAAJTVC72SZO3CT3R'
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ACCOUNT2_PAPER_SECRET_KEY = 'mqdftzGJlJdvUjdsuQynAURCHRwAI0a8nhJy8nyz'
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ACCOUNT2_PAPER_MAX_BATCH_SIZE = 1
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ACCOUNT2_PAPER_PAPER = True
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ACCOUNT2_PAPER_FEED = DataFeed.IEX
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