Signals

def on_data(tradeable_id, jockbot):

    orders = [{'tradeable_id': tradeable_id,
               'price': 10.00,
               'quantity': 3,
               'side': 'buy'},
              {'tradeable_id': tradeable_id,
               'price': 12.00,
               'quantity': 3,
               'side': 'sell'}]

    order_ids = list(jockbot.my_orders.keys())

    cancels = order_ids

    signal = Signal(orders, cancels)

    return signal

class signals.Signal(orders, cancels, **kwargs)

Signal that gets sent to the jockbot

Parameters

orders – a list of orders that looks as follows:

[{'tradeable_id': 'tdbl_xxx',
 'price': 10.00,
 'quantity': 3,
 'side': 'buy'}, ...]

Parameters

cancel – list of order_id cancels: ['ord_xx1', 'ord_xx2']