INNER CODE UNIT · Python
launch_paper_order
5ymph0en1x/SyDOM · sydom.py:188
def launch_paper_order(instr_bmex, direction, size, price):
df = pd.DataFrame(columns=['direction', 'size', 'price'])
df.loc[0] = pd.Series({'direction': direction, 'size': size, 'price': price})
naming = str(instr_bmex) + '_order.csv'
df.to_csv(naming, index=False)
def get_profit(instr_bmex):
naming = str(instr_bmex) + '_position.csv'
try:
open(naming)
except Exception as e:
return None
df = pd.read_csv(naming)
base = df['price'].iloc[0]
if df['direction'].iloc[0] == 'long':
profit = df['size'].iloc[0] * (1/base - 1/get_bid(0)) * get_bid(0)
return profit