def create_order(self, asset, amount, is_buy, style):
"""
Creating order on the exchange.
:param asset:
:param amount:
:param is_buy:
:param style:
:return:
"""
exchange_symbol = self.get_symbol(asset)
if isinstance(style, ExchangeLimitOrder) \
or isinstance(style, ExchangeStopLimitOrder):
price = style.get_limit_price(is_buy)
order_type = 'limit'
elif isinstance(style, ExchangeStopOrder):
price = style.get_stop_price(is_buy)
order_type = 'stop'
else:
raise InvalidOrderStyle(exchange=self.name,
style=style.__class__.__name__)
req = dict(
symbol=exchange_symbol,
amount=str(float(abs(amount))),
price="{:.20f}".format(float(price)),
side='buy' if is_buy else 'sell',
type='exchange ' + order_type, # TODO: support margin trades
exchange=self.name,
is_hidden=False,
is_postonly=False,
use_all_available=0,
ocoorder=False,
buy_price_oco=0,
sell_price_oco=0)
date = pd.Timestamp.utcnow()
try:
self.ask_request()
response = self._request('order/new', req)
order_status = response.json()
except Exception as e:
raise ExchangeRequestError(error=e)
if 'message' in order_status:
raise ExchangeRequestError(
error='unable to create Bitfinex order {}'.format(
order_status['message']))
order_id = str(order_status['id'])
order = Order(dt=date,
asset=asset,
amount=amount,
stop=style.get_stop_price(is_buy),
limit=style.get_limit_price(is_buy),
id=order_id)
return order
def create_order(self, asset, amount, is_buy, style):
log.info('creating {} order'.format('buy' if is_buy else 'sell'))
exchange_symbol = self.get_symbol(asset)
if isinstance(style, LimitOrder) or isinstance(style, StopLimitOrder):
if isinstance(style, StopLimitOrder):
log.warn('{} will ignore the stop price'.format(self.name))
price = style.get_limit_price(is_buy)
try:
if is_buy:
order_status = self.api.buylimit(exchange_symbol, amount,
price)
else:
order_status = self.api.selllimit(exchange_symbol,
abs(amount), price)
except Exception as e:
raise ExchangeRequestError(error=e)
if 'uuid' in order_status:
order_id = order_status['uuid']
order = Order(dt=pd.Timestamp.utcnow(),
asset=asset,
amount=amount,
stop=style.get_stop_price(is_buy),
limit=style.get_limit_price(is_buy),
id=order_id)
return order
else:
raise CreateOrderError(exchange=self.name, error=order_status)
else:
raise InvalidOrderStyle(exchange=self.name,
style=style.__class__.__name__)
def create_order(self, asset, amount, is_buy, style):
symbol = self.get_symbol(asset)
if isinstance(style, ExchangeLimitOrder):
price = style.get_limit_price(is_buy)
order_type = 'limit'
elif isinstance(style, MarketOrder):
price = None
order_type = 'market'
else:
raise InvalidOrderStyle(exchange=self.name,
style=style.__class__.__name__)
side = 'buy' if amount > 0 else 'sell'
if hasattr(self.api, 'amount_to_lots'):
adj_amount = self.api.amount_to_lots(
symbol=symbol,
amount=abs(amount),
)
if adj_amount != abs(amount):
log.info(
'adjusted order amount {} to {} based on lot size'.format(
abs(amount),
adj_amount,
))
else:
adj_amount = abs(amount)
try:
result = self.api.create_order(symbol=symbol,
type=order_type,
side=side,
amount=adj_amount,
price=price)
except ExchangeNotAvailable as e:
log.debug('unable to create order: {}'.format(e))
raise ExchangeRequestError(error=e)
except InvalidOrder as e:
log.warn('the exchange rejected the order: {}'.format(e))
raise CreateOrderError(exchange=self.name, error=e)
if 'info' not in result:
raise ValueError('cannot use order without info attribute')
final_amount = adj_amount if side == 'buy' else -adj_amount
order_id = result['id']
order = Order(dt=pd.Timestamp.utcnow(),
asset=asset,
amount=final_amount,
stop=style.get_stop_price(is_buy),
limit=style.get_limit_price(is_buy),
id=order_id)
return order
def create_order(self, asset, amount, is_buy, style):
"""
Creating order on the exchange.
:param asset:
:param amount:
:param is_buy:
:param style:
:return:
"""
exchange_symbol = self.get_symbol(asset)
if isinstance(style, ExchangeLimitOrder) or isinstance(style,
ExchangeStopLimitOrder):
if isinstance(style, ExchangeStopLimitOrder):
log.warn('{} will ignore the stop price'.format(self.name))
price = style.get_limit_price(is_buy)
try:
if (is_buy):
response = self.api.buy(exchange_symbol, amount, price)
else:
response = self.api.sell(exchange_symbol, -amount, price)
except Exception as e:
raise ExchangeRequestError(error=e)
date = pd.Timestamp.utcnow()
if ('orderNumber' in response):
order_id = str(response['orderNumber'])
order = Order(
dt=date,
asset=asset,
amount=amount,
stop=style.get_stop_price(is_buy),
limit=style.get_limit_price(is_buy),
id=order_id
)
return order
else:
log.warn(
'{} order failed: {}'.format('buy' if is_buy else 'sell',
response['error']))
return None
else:
raise InvalidOrderStyle(exchange=self.name,
style=style.__class__.__name__)
def create_order(self, asset, amount, is_buy, style):
log.info('creating {} order'.format('buy' if is_buy else 'sell'))
exchange_symbol = self.get_symbol(asset)
if isinstance(style, LimitOrder) or isinstance(style, StopLimitOrder):
if isinstance(style, StopLimitOrder):
log.warn('{} will ignore the stop price'.format(self.name))
price = style.get_limit_price(is_buy)
try:
self.ask_request()
if is_buy:
order_status = self.api.buylimit(exchange_symbol, amount,
price)
else:
order_status = self.api.selllimit(exchange_symbol,
abs(amount), price)
except Exception as e:
raise ExchangeRequestError(error=e)
if 'uuid' in order_status:
order_id = order_status['uuid']
order = Order(dt=pd.Timestamp.utcnow(),
asset=asset,
amount=amount,
stop=style.get_stop_price(is_buy),
limit=style.get_limit_price(is_buy),
id=order_id)
return order
else:
if order_status == 'INSUFFICIENT_FUNDS':
log.warn('not enough funds to create order')
return None
elif order_status == 'DUST_TRADE_DISALLOWED_MIN_VALUE_50K_SAT':
log.warn('Your order is too small, order at least 50K'
' Satoshi')
return None
else:
raise CreateOrderError(exchange=self.name,
error=order_status)
else:
raise InvalidOrderStyle(exchange=self.name,
style=style.__class__.__name__)
def order(self,
asset,
amount,
limit_price=None,
stop_price=None,
style=None):
"""Place an order.
Parameters
----------
asset : Asset
The asset that this order is for.
amount : int
The amount of shares to order. If ``amount`` is positive, this is
the number of shares to buy or cover. If ``amount`` is negative,
this is the number of shares to sell or short.
limit_price : float, optional
The limit price for the order.
stop_price : float, optional
The stop price for the order.
style : ExecutionStyle, optional
The execution style for the order.
Returns
-------
order_id : str or None
The unique identifier for this order, or None if no order was
placed.
Notes
-----
The ``limit_price`` and ``stop_price`` arguments provide shorthands for
passing common execution styles. Passing ``limit_price=N`` is
equivalent to ``style=LimitOrder(N)``. Similarly, passing
``stop_price=M`` is equivalent to ``style=StopOrder(M)``, and passing
``limit_price=N`` and ``stop_price=M`` is equivalent to
``style=StopLimitOrder(N, M)``. It is an error to pass both a ``style``
and ``limit_price`` or ``stop_price``.
See Also
--------
:class:`catalyst.finance.execution.ExecutionStyle`
:func:`catalyst.api.order_value`
:func:`catalyst.api.order_percent`
"""
if amount == 0:
log.warn('skipping order amount of 0')
return None
if asset.base_currency != self.base_currency.lower():
raise MismatchingBaseCurrencies(base_currency=asset.base_currency,
algo_currency=self.base_currency)
is_buy = (amount > 0)
if limit_price is not None and stop_price is not None:
style = ExchangeStopLimitOrder(limit_price,
stop_price,
exchange=self.name)
elif limit_price is not None:
style = ExchangeLimitOrder(limit_price, exchange=self.name)
elif stop_price is not None:
style = ExchangeStopOrder(stop_price, exchange=self.name)
elif style is not None:
raise InvalidOrderStyle(exchange=self.name.title(),
style=style.__class__.__name__)
else:
raise ValueError('Incomplete order data.')
display_price = limit_price if limit_price is not None else stop_price
log.debug(
'issuing {side} order of {amount} {symbol} for {type}: {price}'.
format(side='buy' if is_buy else 'sell',
amount=amount,
symbol=asset.symbol,
type=style.__class__.__name__,
price='{}{}'.format(display_price, asset.base_currency)))
order = self.create_order(asset, amount, is_buy, style)
if order:
self._portfolio.create_order(order)
return order.id
else:
return None
def create_order(self, asset, amount, is_buy, style):
symbol = self.get_symbol(asset)
if isinstance(style, ExchangeLimitOrder):
price = style.get_limit_price(is_buy)
order_type = 'limit'
elif isinstance(style, MarketOrder):
price = None
order_type = 'market'
else:
raise InvalidOrderStyle(exchange=self.name,
style=style.__class__.__name__)
side = 'buy' if amount > 0 else 'sell'
if hasattr(self.api, 'amount_to_lots'):
# TODO: is this right?
if self.api.markets is None:
self.api.load_markets()
# https://github.com/ccxt/ccxt/issues/1483
adj_amount = round(abs(amount), asset.decimals)
market = self.api.markets[symbol]
if 'lots' in market and market['lots'] > amount:
raise CreateOrderError(
exchange=self.name,
e='order amount lower than the smallest lot: {}'.format(
amount))
else:
adj_amount = round(abs(amount), asset.decimals)
before_order_dt = pd.Timestamp.utcnow()
try:
result = self.api.create_order(symbol=symbol,
type=order_type,
side=side,
amount=adj_amount,
price=price)
except InvalidOrder as e:
log.warn('the exchange rejected the order: {}'.format(e))
raise CreateOrderError(exchange=self.name, error=e)
except RequestTimeout as e:
log.info('received a RequestTimeout exception while creating '
'an order on {} / {}\n Checking if an order was filled '
'during the timeout'.format(self.name, symbol))
missing_order = self._handle_request_timeout(
before_order_dt, asset, amount, is_buy, style, adj_amount)
if missing_order is None:
# no order was found
log.warn(
'no order was identified during timeout exception.'
'Please double check for inconsistency with the exchange. '
'We encourage you to report any issue on GitHub: '
'https://github.com/enigmampc/catalyst/issues')
raise ExchangeRequestError(error=e)
else:
return missing_order
except (ExchangeError, NetworkError) as e:
log.warn('unable to create order {} / {}: {}'.format(
self.name, symbol, e))
raise ExchangeRequestError(error=e)
exchange_amount = None
if 'amount' in result and result['amount'] != adj_amount:
exchange_amount = result['amount']
elif 'info' in result:
if 'origQty' in result['info']:
exchange_amount = float(result['info']['origQty'])
if exchange_amount:
log.info('order amount adjusted by {} from {} to {}'.format(
self.name, adj_amount, exchange_amount))
adj_amount = exchange_amount
if 'info' not in result:
raise ValueError('cannot use order without info attribute')
final_amount = adj_amount if side == 'buy' else -adj_amount
order_id = result['id']
order = Order(dt=pd.Timestamp.utcnow(),
asset=asset,
amount=final_amount,
stop=style.get_stop_price(is_buy),
limit=style.get_limit_price(is_buy),
id=order_id)
return order
def create_order(self, asset, amount, is_buy, style):
symbol = self.get_symbol(asset)
if isinstance(style, ExchangeLimitOrder):
price = style.get_limit_price(is_buy)
order_type = 'limit'
elif isinstance(style, MarketOrder):
price = None
order_type = 'market'
else:
raise InvalidOrderStyle(exchange=self.name,
style=style.__class__.__name__)
side = 'buy' if amount > 0 else 'sell'
if hasattr(self.api, 'amount_to_lots'):
# TODO: is this right?
if self.api.markets is None:
self.api.load_markets()
# https://github.com/ccxt/ccxt/issues/1483
adj_amount = round(abs(amount), asset.decimals)
market = self.api.markets[symbol]
if 'lots' in market and market['lots'] > amount:
raise CreateOrderError(
exchange=self.name,
e='order amount lower than the smallest lot: {}'.format(
amount))
else:
adj_amount = round(abs(amount), asset.decimals)
try:
result = self.api.create_order(symbol=symbol,
type=order_type,
side=side,
amount=adj_amount,
price=price)
except InvalidOrder as e:
log.warn('the exchange rejected the order: {}'.format(e))
raise CreateOrderError(exchange=self.name, error=e)
except (ExchangeError, NetworkError) as e:
log.warn('unable to create order {} / {}: {}'.format(
self.name, symbol, e))
raise ExchangeRequestError(error=e)
exchange_amount = None
if 'amount' in result and result['amount'] != adj_amount:
exchange_amount = result['amount']
elif 'info' in result:
if 'origQty' in result['info']:
exchange_amount = float(result['info']['origQty'])
if exchange_amount:
log.info('order amount adjusted by {} from {} to {}'.format(
self.name, adj_amount, exchange_amount))
adj_amount = exchange_amount
if 'info' not in result:
raise ValueError('cannot use order without info attribute')
final_amount = adj_amount if side == 'buy' else -adj_amount
order_id = result['id']
order = Order(dt=pd.Timestamp.utcnow(),
asset=asset,
amount=final_amount,
stop=style.get_stop_price(is_buy),
limit=style.get_limit_price(is_buy),
id=order_id)
return order