Embedded Python Real-Time FrameWork : API  Build 20250616.1
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SpreadMaker.py File Reference

Classes

class  pyRT.crypto.Algo.SpreadMaker.Context
 Current Config, controlled by Cockpit. More...
 
class  pyRT.crypto.Algo.SpreadMaker.Manager
 A little How-do-you-do. More...
 
class  pyRT.crypto.Algo.SpreadMaker.Record
 Real-time Record. More...
 
class  pyRT.crypto.Algo.SpreadMaker.Spread
 Spread between 2 Records. More...
 

Namespaces

 pyRT.crypto.Algo.SpreadMaker
 

Logic:

  1. We have 2 related coins A and B; Order doesn't matter
  2. You want a Cockpit-adjustable spread of 10:
  3. A is 11 bid at 12; B is 21 bid at 22
  4. Put BUY order on A for 11; SELL on B for 22; Spread is 11

 

Functions

def pyRT.crypto.Algo.SpreadMaker.OnAlgoStart
 Called from AlgoServer Reactor : Algo Start. More...
 
def pyRT.crypto.Algo.SpreadMaker.OnAlgoStop
 Called from AlgoServer Reactor : Stop Algo. More...
 
def pyRT.crypto.Algo.SpreadMaker.OnConnectOMS
 Called from AlgoServer Reactor : OMS Connection Change (UP / DOWN) More...
 
def pyRT.crypto.Algo.SpreadMaker.OnEngineLoad
 Called from AlgoServer Reactor : Engine Loaded (server start) More...
 
def pyRT.crypto.Algo.SpreadMaker.OnEngineUnload
 Called from AlgoServer Reactor : Unload Engine (server stop) More...
 
def pyRT.crypto.Algo.SpreadMaker.OnExchange
 Called from AlgoServer Reactor : OMS Exchange Status Change (UP / DOWN) More...
 
def pyRT.crypto.Algo.SpreadMaker.OnHttpGet
 Called from AlgoServer Reactor : Http GET. More...
 
def pyRT.crypto.Algo.SpreadMaker.OnOMSMsg
 Called from AlgoServer Reactor : OMS Message Received (ExecRpt) More...