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Dec 9th, 2019
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  1. STEP_PRICE = 15
  2. STEP_PRICE2 = 40
  3. STEP_PRICE3 = 90
  4.  
  5. INIT_PRICE_2 = 4
  6. INIT_PRICE_3 = 7
  7.  
  8. TARGET = 5
  9.  
  10.  
  11. def prepare_order(self, index):
  12. """Create an order object."""
  13.  
  14. acumulado = STEP_PRICE * abs(index)
  15.  
  16. if abs(index) >= INIT_PRICE_2:
  17. acumulado += (STEP_PRICE2 - STEP_PRICE) * (abs(index) - INIT_PRICE_2 + 1)
  18.  
  19. if abs(index) >= INIT_PRICE_3:
  20. acumulado += (STEP_PRICE3 - STEP_PRICE2) * (abs(index) - INIT_PRICE_3 + 1)
  21.  
  22. price = int(self.ticker['sell']) - acumulado if index < 0 else int(self.ticker['buy']) + acumulado
  23.  
  24. quantity = self.primeira_entrada + ((abs(index) - 1) * self.primeira_entrada)
  25.  
  26. side = "Buy" if index < 0 else "Sell"
  27.  
  28. return {'price': price, 'orderQty': quantity, 'side': "Buy" if index < 0 else "Sell",
  29. 'text': '{} {}'.format(side, abs(index))}
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