I’m currently trying to do a trading bot that try to exploit the time-lagged correllation between cryptocurrencies but I’am encountering a problem with the definfion of the function of my strategy:
I’ll post here my function:
def botstrat(symbol,qty, open_position=False):
while True:
df= getsecondsdata(symbol)
if not open_position:
if close_conca_data.iat[-1,6]>=0.000752 \
and df_btc_largest.iloc[0:8]>=0.8:
order = client.create_order(symbol=symbol,
side="BUY",
type="Market",quantity=qty)
print(order)
open_position=True
buyprice = float(order["fills"][0]["price"])
break
if open_position:
while True:
df=getsecondsdata(symbol)
if close_conca_data.iat[-1,6]<=-0.00035 \
and df_btc_largest.iloc[0:8]<=0.8:
order = client.create_order(symbol=symbol,
side='SELL',
type='MARKET', quantity=qty)
print(order)
sellprice = float(order['fills'][0]['price'])
print(f'profit = {(sellprice - buyprice)/buyprice}')
open_position = False
break
I’am new to programming, if someone can help me, i’'ll be very thankful.¨
Thanks in advance