code_snippets

Synchronous

1. Market Data Subscription:

   import websocket
   
   def on_message(ws, message):
       # Process received market data message
       print("Received market data:", message)
   
   def on_error(ws, error):
       # Handle WebSocket error
       print("WebSocket error:", error)
   
   def subscribe_market_data():
       ws = websocket.WebSocketApp("wss://marketdata.example.com")
       ws.on_message = on_message
       ws.on_error = on_error
       ws.run_forever()
   
   # Subscribe to market data
   subscribe_market_data()

2. Strategy Implementation:

   def analyze_market_data(market_data):
       # Perform analysis on market data to generate trading signals
       # ...
   
   def execute_trade(trade_signal):
       # Execute trade based on the generated trading signal
       # ...
   
   def trading_strategy():
       # Continuously analyze market data and execute trades
       while True:
           market_data = receive_market_data()
           trade_signal = analyze_market_data(market_data)
           execute_trade(trade_signal)
   
   # Start the trading strategy
   trading_strategy()

3. Order Placement and Execution:

   import requests
   
   def place_order(symbol, quantity, price, order_type):
       # Place an order with the exchange via API
       order = {
           "symbol": symbol,
           "quantity": quantity,
           "price": price,
           "type": order_type
       }
       response = requests.post("https://api.example.com/place_order", json=order)
       return response.json()
   
   def execute_order(order_id):
       # Execute an order previously placed
       response = requests.post("https://api.example.com/execute_order", json={"order_id": order_id})
       return response.json()
   
   # Place an order
   order = place_order("AAPL", 100, 150.50, "limit")
   print("Placed order:", order)
   
   # Execute the placed order
   execution = execute_order(order["order_id"])
   print("Executed order:", execution)

4. Risk Management:

   def calculate_position_exposure():
       # Calculate the current position exposure
       # ...
   
   def check_risk_limits(position_exposure):
       # Check if the position exposure breaches predefined risk limits
       if position_exposure > max_exposure_limit:
           print("Risk limit exceeded! Take appropriate action.")
           # ...
   
   # Continuously monitor position exposure and risk limits
   while True:
       position_exposure = calculate_position_exposure()
       check_risk_limits(position_exposure)

Asynchronous

1. Market Data Subscription:

   import websockets
   
   async def on_message(message):
       # Process received market data message
       print("Received market data:", message)
   
   async def subscribe_market_data():
       async with websockets.connect("wss://marketdata.example.com") as ws:
           while True:
               message = await ws.recv()
               await on_message(message)
   
   # Subscribe to market data
   asyncio.run(subscribe_market_data())

2. Strategy Implementation:

   async def analyze_market_data(market_data):
       # Perform analysis on market data to generate trading signals
       # ...
   
   async def execute_trade(trade_signal):
       # Execute trade based on the generated trading signal
       # ...
   
   async def trading_strategy():
       # Continuously analyze market data and execute trades
       while True:
           market_data = await receive_market_data()
           trade_signal = await analyze_market_data(market_data)
           await execute_trade(trade_signal)
   
   # Start the trading strategy
   asyncio.run(trading_strategy())

3. Order Placement and Execution:

   import aiohttp
   
   async def place_order(symbol, quantity, price, order_type):
       # Place an order with the exchange via API
       order = {
           "symbol": symbol,
           "quantity": quantity,
           "price": price,
           "type": order_type
       }
       async with aiohttp.ClientSession() as session:
           async with session.post("https://api.example.com/place_order", json=order) as response:
               return await response.json()
   
   async def execute_order(order_id):
       # Execute an order previously placed
       async with aiohttp.ClientSession() as session:
           async with session.post("https://api.example.com/execute_order", json={"order_id": order_id}) as response:
               return await response.json()
   
   # Place an order
   order = asyncio.run(place_order("AAPL", 100, 150.50, "limit"))
   print("Placed order:", order)
   
   # Execute the placed order
   execution = asyncio.run(execute_order(order["order_id"]))
   print("Executed order:", execution)

4. Risk Management:

   async def calculate_position_exposure():
       # Calculate the current position exposure
       # ...
   
   def check_risk_limits(position_exposure):
       # Check if the position exposure breaches predefined risk limits
       if position_exposure > max_exposure_limit:
           print("Risk limit exceeded! Take appropriate action.")
           # ...
   
   # Continuously monitor position exposure and risk limits
   while True:
       position_exposure = asyncio.run(calculate_position_exposure())
       check_risk_limits(position_exposure)