Andrew's market-making bot in perl

market_maker.pl

#!/usr/bin/perl
 
use JSON;
use IO::Socket;
 
my $pid=$$;
my $user = "marketmaker";
my $pass = "liquidity";
my $host = "10.10.9.115";
my $port = "10000";
my %posit;
my %newposit;
my $cash;
my $numsym=0;
my @syms;
 
my $sock=initsock($host, $port, $user, $pass);
 
my $initpos=register ($sock);
 
my $pos = decode_json($initpos);
 
for my $sym (keys %{ $pos->{playerPositions} } ) {
        $posit{$sym}->{position} =  $pos->{playerPositions}->{$sym};
        $starthold += $posit{$sym}->{value};
        print "Own $sym, $posit{$sym}->{position} shares\n";
        $numsym++;
        push @syms, $sym;
}
my $initcash = $pos->{accountBalance};
print "Starting cash $initcash\n";
 
my $lastcash=$initcash;
 
 
while (<$sock>) {
        my $tick = $_;
        my $holdings=0;
        $pos = decode_json($tick);
 
        for my $sym (keys %{ $pos->{playerPositions} } ) {
                $newposit{$sym}->{price} =  $pos->{securityPrices}->{$sym};
                $newposit{$sym}->{position} =  $pos->{playerPositions}->{$sym};
                $newposit{$sym}->{value} = $newposit{$sym}->{position} * $newposit{$sym}->{price};
                $holdings += $newposit{$sym}->{value};
                my $fill = $newposit{$sym}->{position} - $posit{$sym}->{position};
                print "Own $sym, $newposit{$sym}->{position} shares, at $newposit{$sym}->{price}, total $newposit{$sym}->{value} Last fill $fill \n";
                 $posit{$sym}->{position} = $newposit{$sym}->{position};
        }
        my $cash = $pos->{accountBalance};
                if ($starting == $initcash) {
                $starting = $initcash + $holdings;
                print "Initializing starting\n";
        }
        my $curval = $cash + $holdings;
        my $gain = $curval - $starting;
        print "Cash is $cash, Holdings = $holdings, starting = $starting, current = $curval, gain = $gain\n";
        $lastcash = $cash;
 
# Create order
        my %order_obj= (
                "msgCode" => "OrderRequest",
                "playerId" => $user,
                "password" => $pass,
        );
        for my $sym (@syms) {
                my $price=$newposit{$sym}->{price};
                $order_obj{market}->{$sym}->{bid}->{playerId}=$user;
                $order_obj{market}->{$sym}->{bid}->{quantity}=100;
                $order_obj{market}->{$sym}->{bid}->{price}=$price;
                $order_obj{market}->{$sym}->{ask}->{playerId}=$user;
                $order_obj{market}->{$sym}->{ask}->{quantity}=100;
                $order_obj{market}->{$sym}->{ask}->{price}=$price;
                print "providing 100 of $sym at $price\n";
        }
        my $orderstr=encode_json(\%order_obj);
        print $sock "$orderstr\n";
}
 
sub initsock {
my $host = shift; my $port=shift; my $user=shift; my $pass=shift;
my $sock = new IO::Socket::INET (
        PeerAddr => $host,
        PeerPort => $port,
        Proto => 'tcp',
);
die "Could not create socket: $!\n" unless $sock;
 
return $sock;
}
 
sub register {
my $sock=shift;
 
my %auth_obj= (
        "msgCode" => "RegistrationRequest",
        "playerId" => $user,
        "password" => $pass,
);
 
my $str=encode_json(\%auth_obj);
print "Auth str = $str\n";
 
print $sock "$str\n";
my $retstr = <$sock>;
return $retstr;
}