Start Trade Service

The below workflow shows you how to start trade server and run your strategy. Kindly note that before start trade service, you need to ensure the market service is running properly.

Click here to run directly

import time
from aats.trade_service import TradeService
from aats.base_strategy import BaseStrategy
from aats.base.order import Order
from aats.base.const import OrderType, Side
from aats.market_service import NetWorkType

sym_cid_map = {
    1001: "BTCUSDT.BINANCE",
    1002: "ETHUSDT.BINANCE",
    1003: "DOGEUSDT.BINANCE"
    }

## define your strategy
class SimpleTakerStrategy(BaseStrategy):
    """
    Naive Taker Strategy: place IOC buy order on fixed time interval
    """
    def __init__(self, msecs):
        self.msecs = msecs
        self.start_time = time.time_ns()
        self.next_fire_time = self.start_time + self.msecs * 1e6

    def onNotify(self, no_type):
        current_time = time.time_ns()
        if current_time > self.next_fire_time:
            self.next_fire_time = current_time + self.msecs * 1e6
            self.onTimer()

    def onTimer(self):
        qpx = self.si[self.trade_cid].ask_px
        size = 0.001
        new_order = Order(exchange=self.trade_exchange, 
                            symbol=self.trade_symbol, 
                            price=qpx, 
                            size=size, 
                            side=Side.BUY.value, 
                            tif=OrderType.IOC.value)
        self.send_order(new_order)
        print(f"send order {new_order}")


control_server_ip = '54.199.162.238'
md_port = 15033

# init trade server
trade_service = TradeService(sym_cid_map)

# setup public config
trade_service.set_md_connection(ip=control_server_ip, port=md_port, send_type = NetWorkType.P2P)  # for P2P mode, port is required to use the port from market server
trade_service.add_md_symbol(symbol='BTCUSDT', exchange='BINANCE', level_num=5)
# trade_service.add_md_symbol(symbol='DOGEUSDT', exchange='BINANCE')

# setup private config
trade_service.set_ts_connection(ip=control_server_ip, port=8060)  # default setting
trade_service.config_exchange(exchange='BINANCE', trade_type='sandbox')
trade_service.set_apikey(exchange="BINANCE", 
                        key="02SvhZEYG1p92JWdekP75XQKayqfLxmjHWNEfWU1KrCPjJ5xrLcOU1YHZ5SUBVFA", 
                        secret="iKnZvDKMGQuEINhjDX8gbIVJDLl48fV6GFLL5gcFT8Sfj9yxGrnP7uFm7AAVWeFP", 
                        password="",
                        subaccount="")
trade_service.set_fee('BINANCE', 0.0003, 0)
trade_service.add_trade_symbol(symbol='BTCUSDT', exchange='BINANCE', level_num=5)

# setup your strategy
# my_strategy = SimpleMakerStrategy()
my_strategy = SimpleTakerStrategy(msecs=10000)
trade_service.add_strategy(my_strategy)

# start run
try:
    trade_service.run()
except KeyboardInterrupt as err:
    # trade_service.stop()
    print("close strategy and close open orders")
    # trade_service.manager.stop()
    my_strategy.close()
    time.sleep(1)
    trade_service.stop()
    print("trade server closed")