def reduce_position_at(self, qty, price, role=None) -> Order:
self._validate_qty(qty)
qty = abs(qty)
# validation
if price < 0:
raise ValueError('price cannot be negative.')
# validation
if self.position.is_close:
raise OrderNotAllowed(
'Cannot submit a reduce_position order when there is not open position'
)
side = jh.opposite_side(jh.type_to_side(self.position.type))
# validation
if side == 'buy' and price >= self.position.current_price:
raise OrderNotAllowed(
'Cannot reduce (via LIMIT) buy at ${} when current_price is ${}'
.format(price, self.position.current_price))
# validation
if side == 'sell' and price <= self.position.current_price:
raise OrderNotAllowed(
'Cannot reduce (via LIMIT) sell at ${} when current_price is ${}'
.format(price, self.position.current_price))
return self.api.limit_order(self.exchange, self.symbol, qty, price,
side, role, [order_flags.REDUCE_ONLY])
def stop_loss_at(self, qty, price, role=None) -> Order:
self._validate_qty(qty)
# validation
if self.position.is_close:
raise OrderNotAllowed(
'Cannot submit a (reduce_only) stop_loss order when there is not open position'
)
side = jh.opposite_side(jh.type_to_side(self.position.type))
if price < 0:
raise ValueError('price cannot be negative.')
if side == 'buy' and price < self.position.current_price:
raise OrderNotAllowed(
'Cannot submit a buy stop at {} when current price is {}'.
format(price, self.position.current_price))
if side == 'sell' and price > self.position.current_price:
raise OrderNotAllowed(
'Cannot submit a sell stop at {} when current price is {}.'.
format(price, self.position.current_price))
return self.api.stop_order(self.exchange, self.symbol, abs(qty), price,
side, role, [order_flags.REDUCE_ONLY])
def reduce_position_at(self,
qty: float,
price: float,
role: str = None) -> Union[Order, None]:
self._validate_qty(qty)
qty = abs(qty)
# validation
if price < 0:
raise ValueError('price cannot be negative.')
# validation
if self.position.is_close:
raise OrderNotAllowed(
'Cannot submit a reduce_position order when there is no open position'
)
side = jh.opposite_side(jh.type_to_side(self.position.type))
if abs(price - self.position.current_price) < 0.0001:
return self.api.market_order(self.exchange, self.symbol, qty,
price, side, role,
[order_flags.REDUCE_ONLY])
elif (side == 'sell' and self.position.type == 'long'
and price > self.position.current_price) or (
side == 'buy' and self.position.type == 'short'
and price < self.position.current_price):
return self.api.limit_order(self.exchange, self.symbol, qty, price,
side, role, [order_flags.REDUCE_ONLY])
elif (side == 'sell' and self.position.type == 'long'
and price < self.position.current_price) or (
side == 'buy' and self.position.type == 'short'
and price > self.position.current_price):
return self.api.stop_order(self.exchange, self.symbol, abs(qty),
price, side, role,
[order_flags.REDUCE_ONLY])
else:
raise OrderNotAllowed(
"This order doesn't seem to be for reducing the position.")
def test_opposite_side():
assert jh.opposite_side('buy') == 'sell'
assert jh.opposite_side('sell') == 'buy'
