lvl6.go

/*
 * This is nothing fancy. I figured that the inside trader would have a high cash
 * position, almost no inventory, and a low number of orders compared to their net
 * asset value. I canceled a ton of orders (enough to shake out the 100 bots operating)
 * and then kept internal state of what I was interested in using a map. I sub'd to
 * each account's websocket feed and let the data accumulate. From there I eyeballed
 * it in my terminal.
 */

package main

import (
	"fmt"
	"github.com/donovanhide/stockfighter"
	"strings"
	"time"
)

type Profits struct {
	Inventory int64
	Cash      int64
	Orders    map[uint64]bool
}

func main() {
	apiKey := "8cc647d44ea8c05bc5749b2fec23bbcdfeaf8d51"
	levelId := "making_amends"

	fighter := stockfighter.NewStockfighter(apiKey, false)
	instance, _ := fighter.Start(levelId)
	status := make(map[string]Profits)
	time.Sleep(10 * time.Second)
	for ind := 0; ind < 1000; ind++ {
		time.Sleep(20 * time.Millisecond)
		err := fighter.Cancel(instance.Venues[0], instance.Tickers[0], uint64(ind))
		if err != nil {
			errSlice := strings.Split(err.Error(), " ")
			actName := errSlice[len(errSlice)-1]
			actName = strings.Replace(actName, ".", "", 1)
			profitMap := make(map[uint64]bool)
			status[string(actName)] = Profits{0, 0, profitMap}
		}
	}

	for acct, _ := range status {
		go func(acct string) {
			messages, _ := fighter.Executions(acct, instance.Venues[0], instance.Tickers[0])
			go func() {
				for exec := range messages {
					newInventory := int64(exec.Filled)
					newCash := int64(exec.Price)
					if exec.Order.Direction == "sell" {
						newInventory = newInventory * -1
					}
					if exec.Order.Direction == "buy" {
						newCash = newCash * -1
					}
					currentProf := status[acct]
					currentProf.Cash += newCash
					currentProf.Inventory += newInventory
					currentProf.Orders[exec.Order.Id] = true
					status[acct] = currentProf
				}
			}()

		}(acct)
	}
	go func() {
		time.Sleep(1 * time.Minute)
		quote, _ := fighter.Quote(instance.Venues[0], instance.Tickers[0])
		price := ((quote.Ask + quote.Bid) / 2) / 100
		for k, v := range status {
			nav := v.Cash + (v.Inventory * int64(price))
			if nav > 0 {
				fmt.Println(k, nav, len(v.Orders))
			}
		}
	}()
	time.Sleep(20 * time.Minute)

}