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42 lines
1.5 KiB
42 lines
1.5 KiB
12 months ago
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from hummingbot.core.event.events import (
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BuyOrderCompletedEvent,
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SellOrderCompletedEvent
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)
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from hummingbot.pmm_script.pmm_script_base import PMMScriptBase
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class PingPongPMMScript(PMMScriptBase):
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"""
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Demonstrates how to set up a ping pong trading strategy which alternates buy and sell orders.
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If a buy order is filled, there will be one less buy order submitted at the next refresh cycle.
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If a sell order is filled, there will be one less sell order submitted at the next refresh cycle.
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The balance is positive if there are more completed buy orders than sell orders.
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"""
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def __init__(self):
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super().__init__()
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self.ping_pong_balance = 0
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def on_tick(self):
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strategy = self.pmm_parameters
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buys = strategy.order_levels
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sells = strategy.order_levels
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if self.ping_pong_balance > 0:
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buys -= self.ping_pong_balance
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buys = max(0, buys)
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elif self.ping_pong_balance < 0:
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sells -= abs(self.ping_pong_balance)
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sells = max(0, sells)
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strategy.buy_levels = buys
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strategy.sell_levels = sells
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def on_buy_order_completed(self, event: BuyOrderCompletedEvent):
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self.ping_pong_balance += 1
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def on_sell_order_completed(self, event: SellOrderCompletedEvent):
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self.ping_pong_balance -= 1
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def on_status(self):
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# return the current balance here to be displayed when status command is executed.
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return f"ping_pong_balance: {self.ping_pong_balance}"
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