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Acquire security data from environment instead of hardcoding. #4

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Acquire security data from environment instead of hardcoding. #4

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45c5905
Acquire security data from environment instead of hardcoding.
Jul 3, 2019
58b84a3
Fixes to algo.py
Aug 7, 2019
8599c04
Removing unnecessary imports.
Aug 7, 2019
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18 changes: 11 additions & 7 deletions algo.py
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Original file line number Diff line number Diff line change
Expand Up @@ -5,11 +5,12 @@
import numpy as np
from datetime import datetime, timedelta
from pytz import timezone
import os

# Replace these with your API connection info from the dashboard
base_url = 'Your API URL'
api_key_id = 'Your API Key'
api_secret = 'Your API Secret'
base_url = os.environ.get('APCA_API_BASE_URL', 'https://paper-api.alpaca.markets')
api_key_id = os.environ.get('APCA_API_KEY_ID')
api_secret = os.environ.get('APCA_API_SECRET_KEY')

api = tradeapi.REST(
base_url=base_url,
Expand Down Expand Up @@ -48,7 +49,9 @@ def get_tickers():
print('Getting current ticker data...')
tickers = api.polygon.all_tickers()
print('Success.')
print('Getting list of assets...')
assets = api.list_assets()
print('Success.')
symbols = [asset.symbol for asset in assets if asset.tradable]
return [ticker for ticker in tickers if (
ticker.ticker in symbols and
Expand Down Expand Up @@ -146,7 +149,7 @@ async def handle_trade_update(conn, channel, data):
partial_fills[symbol] = 0
open_orders[symbol] = None

@conn.on(r'A\..*')
@conn.on(r'A')
async def handle_second_bar(conn, channel, data):
symbol = data.symbol

Expand Down Expand Up @@ -190,8 +193,8 @@ async def handle_second_bar(conn, channel, data):
return

# Now we check to see if it might be time to buy or sell
since_market_open = ts - market_open_dt
until_market_close = market_close_dt - ts
since_market_open = ts.astimezone(nyc) - market_open_dt
until_market_close = market_close_dt - ts.astimezone(nyc)
if (
since_market_open.seconds // 60 > 15 and
since_market_open.seconds // 60 < 60
Expand Down Expand Up @@ -336,7 +339,7 @@ async def handle_second_bar(conn, channel, data):
])

# Replace aggregated 1s bars with incoming 1m bars
@conn.on(r'AM\..*')
@conn.on(r'AM')
async def handle_minute_bar(conn, channel, data):
ts = data.start
ts -= timedelta(microseconds=ts.microsecond)
Expand Down Expand Up @@ -391,6 +394,7 @@ def run_ws(conn, channels):
since_market_open = current_dt - market_open
while since_market_open.seconds // 60 <= 14:
time.sleep(1)
current_dt = datetime.today().astimezone(nyc)
since_market_open = current_dt - market_open

run(get_tickers(), market_open, market_close)